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Sample records for stochastic bifurcation structure

  1. Stochastic Bifurcation Analysis of an Elastically Mounted Flapping Airfoil

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    Bose Chandan

    2018-01-01

    Full Text Available The present paper investigates the effects of noisy flow fluctuations on the fluid-structure interaction (FSI behaviour of a span-wise flexible wing modelled as a two degree-of-freedom elastically mounted flapping airfoil. In the sterile flow conditions, the system undergoes a Hopf bifurcation as the free-stream velocity exceeds a critical limit resulting in a stable limit-cycle oscillation (LCO from a fixed point response. On the other hand, the qualitative dynamics changes from a stochastic fixed point to a random LCO through an intermittent state in the presence of irregular flow fluctuations. The probability density function depicts the most probable system state in the phase space. A phenomenological bifurcation (P-bifurcation analysis based on the transition in the topology associated with the structure of the joint probability density function (pdf of the response variables has been carried out. The joint pdf corresponding to the stochastic fixed point possesses a Dirac delta function like structure with a sharp single peak around zero. As the mean flow speed crosses the critical value, the joint pdf bifurcates to a crater-like structure indicating the occurrence of a P-bifurcation. The intermittent state is characterized by the co-existence of the unimodal as well as the crater like structure.

  2. Stochastic bifurcation in a model of love with colored noise

    Science.gov (United States)

    Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

    2015-07-01

    In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

  3. Hopf bifurcation of the stochastic model on business cycle

    International Nuclear Information System (INIS)

    Xu, J; Wang, H; Ge, G

    2008-01-01

    A stochastic model on business cycle was presented in thas paper. Simplifying the model through the quasi Hamiltonian theory, the Ito diffusion process was obtained. According to Oseledec multiplicative ergodic theory and singular boundary theory, the conditions of local and global stability were acquired. Solving the stationary FPK equation and analyzing the stationary probability density, the stochastic Hopf bifurcation was explained. The result indicated that the change of parameter awas the key factor to the appearance of the stochastic Hopf bifurcation

  4. Fractional noise destroys or induces a stochastic bifurcation

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Sciences, South China University of Technology, Guangzhou 510640 (China); Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn [School of Sciences, South China University of Technology, Guangzhou 510640 (China); School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640 (China); Wang, Cong, E-mail: wangcong@scut.edu.cn [School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640 (China)

    2013-12-15

    Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

  5. Hopf Bifurcation of Compound Stochastic van der Pol System

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    Shaojuan Ma

    2016-01-01

    Full Text Available Hopf bifurcation analysis for compound stochastic van der Pol system with a bound random parameter and Gaussian white noise is investigated in this paper. By the Karhunen-Loeve (K-L expansion and the orthogonal polynomial approximation, the equivalent deterministic van der Pol system can be deduced. Based on the bifurcation theory of nonlinear deterministic system, the critical value of bifurcation parameter is obtained and the influence of random strength δ and noise intensity σ on stochastic Hopf bifurcation in compound stochastic system is discussed. At last we found that increased δ can relocate the critical value of bifurcation parameter forward while increased σ makes it backward and the influence of δ is more sensitive than σ. The results are verified by numerical simulations.

  6. Stochastic stability and bifurcation in a macroeconomic model

    International Nuclear Information System (INIS)

    Li Wei; Xu Wei; Zhao Junfeng; Jin Yanfei

    2007-01-01

    On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis

  7. Beer bottle whistling: a stochastic Hopf bifurcation

    Science.gov (United States)

    Boujo, Edouard; Bourquard, Claire; Xiong, Yuan; Noiray, Nicolas

    2017-11-01

    Blowing in a bottle to produce sound is a popular and yet intriguing entertainment. We reproduce experimentally the common observation that the bottle ``whistles'', i.e. produces a distinct tone, for large enough blowing velocity and over a finite interval of blowing angle. For a given set of parameters, the whistling frequency stays constant over time while the acoustic pressure amplitude fluctuates. Transverse oscillations of the shear layer in the bottle's neck are clearly identified with time-resolved particle image velocimetry (PIV) and proper orthogonal decomposition (POD). To account for these observations, we develop an analytical model of linear acoustic oscillator (the air in the bottle) subject to nonlinear stochastic forcing (the turbulent jet impacting the bottle's neck). We derive a stochastic differential equation and, from the associated Fokker-Planck equation and the measured acoustic pressure signals, we identify the model's parameters with an adjoint optimization technique. Results are further validated experimentally, and allow us to explain (i) the occurrence of whistling in terms of linear instability, and (ii) the amplitude of the limit cycle as a competition between linear growth rate, noise intensity, and nonlinear saturation. E. B. and N. N. acknowledge support by Repower and the ETH Zurich Foundation.

  8. Bifurcation structure of successive torus doubling

    International Nuclear Information System (INIS)

    Sekikawa, Munehisa; Inaba, Naohiko; Yoshinaga, Tetsuya; Tsubouchi, Takashi

    2006-01-01

    The authors discuss the 'embryology' of successive torus doubling via the bifurcation theory, and assert that the coupled map of a logistic map and a circle map has a structure capable of generating infinite number of torus doublings

  9. Phenomenological and ratio bifurcations of a class of discrete time stochastic processes

    NARCIS (Netherlands)

    Diks, C.G.H.; Wagener, F.O.O.

    2011-01-01

    Zeeman proposed a classification of stochastic dynamical systems based on the Morse classification of their invariant probability densities; the associated bifurcations are the ‘phenomenological bifurcations’ of L. Arnold. The classification is however not invariant under diffeomorphisms of the

  10. Delay-induced stochastic bifurcations in a bistable system under white noise

    International Nuclear Information System (INIS)

    Sun, Zhongkui; Fu, Jin; Xu, Wei; Xiao, Yuzhu

    2015-01-01

    In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochastic P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses

  11. Delay-induced stochastic bifurcations in a bistable system under white noise

    Energy Technology Data Exchange (ETDEWEB)

    Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei [Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072 (China); Xiao, Yuzhu [Department of Mathematics and Information Science, Chang' an University, Xi' an 710086 (China)

    2015-08-15

    In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochastic P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.

  12. Analysis of a Stochastic Chemical System Close to a SNIPER Bifurcation of Its Mean-Field Model

    KAUST Repository

    Erban, Radek; Chapman, S. Jonathan; Kevrekidis, Ioannis G.; Vejchodský , Tomá š

    2009-01-01

    A framework for the analysis of stochastic models of chemical systems for which the deterministic mean-field description is undergoing a saddle-node infinite period (SNIPER) bifurcation is presented. Such a bifurcation occurs, for example

  13. Dynamics and Physiological Roles of Stochastic Firing Patterns Near Bifurcation Points

    Science.gov (United States)

    Jia, Bing; Gu, Huaguang

    2017-06-01

    Different stochastic neural firing patterns or rhythms that appeared near polarization or depolarization resting states were observed in biological experiments on three nervous systems, and closely matched those simulated near bifurcation points between stable equilibrium point and limit cycle in a theoretical model with noise. The distinct dynamics of spike trains and interspike interval histogram (ISIH) of these stochastic rhythms were identified and found to build a relationship to the coexisting behaviors or fixed firing frequency of four different types of bifurcations. Furthermore, noise evokes coherence resonances near bifurcation points and plays important roles in enhancing information. The stochastic rhythms corresponding to Hopf bifurcation points with fixed firing frequency exhibited stronger coherence degree and a sharper peak in the power spectrum of the spike trains than those corresponding to saddle-node bifurcation points without fixed firing frequency. Moreover, the stochastic firing patterns changed to a depolarization resting state as the extracellular potassium concentration increased for the injured nerve fiber related to pathological pain or static blood pressure level increased for aortic depressor nerve fiber, and firing frequency decreased, which were different from the physiological viewpoint that firing frequency increased with increasing pressure level or potassium concentration. This shows that rhythms or firing patterns can reflect pressure or ion concentration information related to pathological pain information. Our results present the dynamics of stochastic firing patterns near bifurcation points, which are helpful for the identification of both dynamics and physiological roles of complex neural firing patterns or rhythms, and the roles of noise.

  14. Bifurcation structure of an optical ring cavity

    DEFF Research Database (Denmark)

    Kubstrup, C.; Mosekilde, Erik

    1996-01-01

    One- and two-dimensional continuation techniques are applied to determine the basic bifurcation structure for an optical ring cavity with a nonlinear absorbing element (the Ikeda Map). By virtue of the periodic structure of the map, families of similar solutions develop in parameter space. Within...

  15. HOMOCLINIC TANGLE BIFURCATIONS AND EDGE STOCHASTICITY IN DIVERTED TOKAMAKS

    International Nuclear Information System (INIS)

    EVANS, T.E.; ROEDER, R.K.W.; CARTER, J.A.; RAPOPORT, B.I.

    2003-01-01

    OAK-B135 The boundary and pedestal region of a poloidally diverted tokamak is particularly susceptible to the onset of vacuum magnetic field stochasticity due to small non-axisymmetric resonant perturbations. Recent calculations of the separatrix topology in diverted tokamaks, when subjected to small magnetic perturbations, show the existence of complex invariant manifold structures known as homoclinic tangles. These structures appear above a relatively low perturbation threshold that depends on certain equilibrium shape parameters. Homoclinic tangles represent a splitting of the unperturbed separatrix into stable and unstable invariant manifolds associated with each X-point (hyperbolic point). The manifolds that make up homoclinic tangles set the boundaries that prescribe how stochastic field line trajectories are organized i.e., how field lines from the inner domain of the unperturbed separatrix mix and are transported to plasma facing surfaces such as divertor target plates and protruding baffle structures. Thus, the topology of these tangles determines which plasma facing components are most likely to interact with escaping magnetic field lines and the parallel heat and particle flux they carry

  16. Subcritical Hopf Bifurcation and Stochastic Resonance of Electrical Activities in Neuron under Electromagnetic Induction

    Directory of Open Access Journals (Sweden)

    Yu-Xuan Fu

    2018-02-01

    Full Text Available The FitzHugh–Nagumo model is improved to consider the effect of the electromagnetic induction on single neuron. On the basis of investigating the Hopf bifurcation behavior of the improved model, stochastic resonance in the stochastic version is captured near the bifurcation point. It is revealed that a weak harmonic oscillation in the electromagnetic disturbance can be amplified through stochastic resonance, and it is the cooperative effect of random transition between the resting state and the large amplitude oscillating state that results in the resonant phenomenon. Using the noise dependence of the mean of interburst intervals, we essentially suggest a biologically feasible clue for detecting weak signal by means of neuron model with subcritical Hopf bifurcation. These observations should be helpful in understanding the influence of the magnetic field to neural electrical activity.

  17. Analytical determination of the bifurcation thresholds in stochastic differential equations with delayed feedback.

    Science.gov (United States)

    Gaudreault, Mathieu; Drolet, François; Viñals, Jorge

    2010-11-01

    Analytical expressions for pitchfork and Hopf bifurcation thresholds are given for a nonlinear stochastic differential delay equation with feedback. Our results assume that the delay time τ is small compared to other characteristic time scales, not a significant limitation close to the bifurcation line. A pitchfork bifurcation line is found, the location of which depends on the conditional average , where x(t) is the dynamical variable. This conditional probability incorporates the combined effect of fluctuation correlations and delayed feedback. We also find a Hopf bifurcation line which is obtained by a multiple scale expansion around the oscillatory solution near threshold. We solve the Fokker-Planck equation associated with the slowly varying amplitudes and use it to determine the threshold location. In both cases, the predicted bifurcation lines are in excellent agreement with a direct numerical integration of the governing equations. Contrary to the known case involving no delayed feedback, we show that the stochastic bifurcation lines are shifted relative to the deterministic limit and hence that the interaction between fluctuation correlations and delay affect the stability of the solutions of the model equation studied.

  18. Bifurcation structure of a model of bursting pancreatic cells

    DEFF Research Database (Denmark)

    Mosekilde, Erik; Lading, B.; Yanchuk, S.

    2001-01-01

    One- and two-dimensional bifurcation studies of a prototypic model of bursting oscillations in pancreatic P-cells reveal a squid-formed area of chaotic dynamics in the parameter plane, with period-doubling bifurcations on one side of the arms and saddle-node bifurcations on the other. The transit......One- and two-dimensional bifurcation studies of a prototypic model of bursting oscillations in pancreatic P-cells reveal a squid-formed area of chaotic dynamics in the parameter plane, with period-doubling bifurcations on one side of the arms and saddle-node bifurcations on the other....... The transition from this structure to the so-called period-adding structure is found to involve a subcritical period-doubling bifurcation and the emergence of type-III intermittency. The period-adding transition itself is not smooth but consists of a saddle-node bifurcation in which (n + 1)-spike bursting...

  19. Hopf Bifurcation Analysis for a Stochastic Discrete-Time Hyperchaotic System

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    Jie Ran

    2015-01-01

    Full Text Available The dynamics of a discrete-time hyperchaotic system and the amplitude control of Hopf bifurcation for a stochastic discrete-time hyperchaotic system are investigated in this paper. Numerical simulations are presented to exhibit the complex dynamical behaviors in the discrete-time hyperchaotic system. Furthermore, the stochastic discrete-time hyperchaotic system with random parameters is transformed into its equivalent deterministic system with the orthogonal polynomial theory of discrete random function. In addition, the dynamical features of the discrete-time hyperchaotic system with random disturbances are obtained through its equivalent deterministic system. By using the Hopf bifurcation conditions of the deterministic discrete-time system, the specific conditions for the existence of Hopf bifurcation in the equivalent deterministic system are derived. And the amplitude control with random intensity is discussed in detail. Finally, the feasibility of the control method is demonstrated by numerical simulations.

  20. Comments on the Bifurcation Structure of 1D Maps

    DEFF Research Database (Denmark)

    Belykh, V.N.; Mosekilde, Erik

    1997-01-01

    -within-a-box structure of the total bifurcation set. This presents a picture in which the homoclinic orbit bifurcations act as a skeleton for the bifurcational set. At the same time, experimental results on continued subharmonic generation for piezoelectrically amplified sound waves, predating the Feigenbaum theory......, are called into attention....

  1. Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

    Science.gov (United States)

    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.

  2. Stochastic Calculus: Application to Dynamic Bifurcations and Threshold Crossings

    Science.gov (United States)

    Jansons, Kalvis M.; Lythe, G. D.

    1998-01-01

    For the dynamic pitchfork bifurcation in the presence of white noise, the statistics of the last time at zero are calculated as a function of the noise level ∈ and the rate of change of the parameter μ. The threshold crossing problem used, for example, to model the firing of a single cortical neuron is considered, concentrating on quantities that may be experimentally measurable but have so far received little attention. Expressions for the statistics of pre-threshold excursions, occupation density, and last crossing time of zero are compared with results from numerical generation of paths.

  3. Bifurcation Regulations Governed by Delay Self-Control Feedback in a Stochastic Birhythmic System

    Science.gov (United States)

    Ma, Zhidan; Ning, Lijuan

    2017-12-01

    We aim to investigate bifurcation behaviors in a stochastic birhythmic van der Pol (BVDP) system subjected to delay self-control feedback. First, the harmonic approximation is adopted to drive the delay self-control feedback to state variables without delay. Then, Fokker-Planck-Kolmogorov (FPK) equation and stationary probability density function (SPDF) for amplitude are obtained by applying stochastic averaging method. Finally, dynamical scenarios of the change of delay self-control feedback as well as noise that markedly influence bifurcation performance are observed. It is found that: the big feedback strength and delay will suppress the large amplitude limit cycle (LC) while the relatively big noise strength facilitates the large amplitude LC, which imply the proposed regulation strategies are feasible. Interestingly enough, the inner LC is never destroyed due to noise. Furthermore, the validity of analytical results was verified by Monte Carlo simulation of the dynamics.

  4. Bifurcation structure of a model of bursting pancreatic cells

    DEFF Research Database (Denmark)

    Mosekilde, Erik; Lading, B.; Yanchuk, S.

    2001-01-01

    . The transition from this structure to the so-called period-adding structure is found to involve a subcritical period-doubling bifurcation and the emergence of type-III intermittency. The period-adding transition itself is not smooth but consists of a saddle-node bifurcation in which (n + 1)-spike bursting...... behavior is born, slightly overlapping with a subcritical period-doubling bifurcation in which n-spike bursting behavior loses its stability.......One- and two-dimensional bifurcation studies of a prototypic model of bursting oscillations in pancreatic P-cells reveal a squid-formed area of chaotic dynamics in the parameter plane, with period-doubling bifurcations on one side of the arms and saddle-node bifurcations on the other...

  5. Bifurcation structure of parameter plane for a family of unimodal piecewise smooth maps: Border-collision bifurcation curves

    International Nuclear Information System (INIS)

    Sushko, Iryna; Agliari, Anna; Gardini, Laura

    2006-01-01

    We study the structure of the 2D bifurcation diagram for a two-parameter family of piecewise smooth unimodal maps f with one break point. Analysing the parameters of the normal form for the border-collision bifurcation of an attracting n-cycle of the map f, we describe the possible kinds of dynamics associated with such a bifurcation. Emergence and role of border-collision bifurcation curves in the 2D bifurcation plane are studied. Particular attention is paid also to the curves of homoclinic bifurcations giving rise to the band merging of pieces of cyclic chaotic intervals

  6. Bifurcation Analysis with Aerodynamic-Structure Uncertainties by the Nonintrusive PCE Method

    Directory of Open Access Journals (Sweden)

    Linpeng Wang

    2017-01-01

    Full Text Available An aeroelastic model for airfoil with a third-order stiffness in both pitch and plunge degree of freedom (DOF and the modified Leishman–Beddoes (LB model were built and validated. The nonintrusive polynomial chaos expansion (PCE based on tensor product is applied to quantify the uncertainty of aerodynamic and structure parameters on the aerodynamic force and aeroelastic behavior. The uncertain limit cycle oscillation (LCO and bifurcation are simulated in the time domain with the stochastic PCE method. Bifurcation diagrams with uncertainties were quantified. The Monte Carlo simulation (MCS is also applied for comparison. From the current work, it can be concluded that the nonintrusive polynomial chaos expansion can give an acceptable accuracy and have a much higher calculation efficiency than MCS. For aerodynamic model, uncertainties of aerodynamic parameters affect the aerodynamic force significantly at the stage from separation to stall at upstroke and at the stage from stall to reattach at return. For aeroelastic model, both uncertainties of aerodynamic parameters and structure parameters impact bifurcation position. Structure uncertainty of parameters is more sensitive for bifurcation. When the nonlinear stall flutter and bifurcation are concerned, more attention should be paid to the separation process of aerodynamics and parameters about pitch DOF in structure.

  7. Bifurcation of learning and structure formation in neuronal maps

    DEFF Research Database (Denmark)

    Marschler, Christian; Faust-Ellsässer, Carmen; Starke, Jens

    2014-01-01

    to map formation in the laminar nucleus of the barn owl's auditory system. Using equation-free methods, we perform a bifurcation analysis of spatio-temporal structure formation in the associated synaptic-weight matrix. This enables us to analyze learning as a bifurcation process and follow the unstable...... states as well. A simple time translation of the learning window function shifts the bifurcation point of structure formation and goes along with traveling waves in the map, without changing the animal's sound localization performance....

  8. Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film-shape memory alloy composite cantilever plate subjected to in-plane harmonic and stochastic excitation

    International Nuclear Information System (INIS)

    Zhu, Zhiwen; Zhang, Qingxin; Xu, Jia

    2014-01-01

    Stochastic bifurcation and fractal and chaos control of a giant magnetostrictive film–shape memory alloy (GMF–SMA) composite cantilever plate subjected to in-plane harmonic and stochastic excitation were studied. Van der Pol items were improved to interpret the hysteretic phenomena of both GMF and SMA, and the nonlinear dynamic model of a GMF–SMA composite cantilever plate subjected to in-plane harmonic and stochastic excitation was developed. The probability density function of the dynamic response of the system was obtained, and the conditions of stochastic Hopf bifurcation were analyzed. The conditions of noise-induced chaotic response were obtained in the stochastic Melnikov integral method, and the fractal boundary of the safe basin of the system was provided. Finally, the chaos control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that stochastic Hopf bifurcation and chaos appear in the parameter variation process. The boundary of the safe basin of the system has fractal characteristics, and its area decreases when the noise intensifies. The system reliability was improved through stochastic optimal control, and the safe basin area of the system increased

  9. Stochastic IMT (Insulator-Metal-Transition Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

    Directory of Open Access Journals (Sweden)

    Abhinav Parihar

    2018-04-01

    Full Text Available Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2 based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT models for Ornstein-Uhlenbeck (OU process to include a

  10. Bifurcation structure and noise assisted transitions in the Pleistocene glacial cycles

    DEFF Research Database (Denmark)

    Ditlevsen, Peter

    2009-01-01

    history. It indicates the dynamical origin of the mid-Pleistocene transition from the "41 ka world'' to the "100 ka world.'' The dominant forcing in the latter is still the 41 ka obliquity cycle, but the bifurcation structure of the climate system is changed. The model suggests that transitions between......The glacial cycles are attributed to the climatic response of the orbital changes in the irradiance to the Earth. These changes in the forcing are too small to explain the observed climate variations as simple linear responses. Nonlinear amplifications of the orbital forcing are necessary...... to account for the glacial cycles. Here an empirical model of the nonlinear response is presented. From the model it is possible to assess the role of stochastic noise in comparison to the deterministic orbital forcing of the ice ages. The model is based on the bifurcation structure derived from the climate...

  11. Stochastic resonance induced by the novel random transitions of two-dimensional weak damping bistable duffing oscillator and bifurcation of moment equation

    International Nuclear Information System (INIS)

    Zhang Guangjun; Xu Jianxue; Wang Jue; Yue Zhifeng; Zou Hailin

    2009-01-01

    In this paper stochastic resonance induced by the novel random transitions of two-dimensional weak damping bistable Duffing oscillator is analyzed by moment method. This kind of novel transition refers to the one among three potential well on two sides of bifurcation point of original system at the presence of internal noise. Several conclusions are drawn. First, the semi-analytical result of stochastic resonance induced by the novel random transitions of two-dimensional weak damping bistable Duffing oscillator can be obtained, and the semi-analytical result is qualitatively compatible with the one of Monte Carlo simulation. Second, a bifurcation of double-branch fixed point curves occurs in the moment equations with noise intensity as their bifurcation parameter. Third, the bifurcation of moment equations corresponds to stochastic resonance of original system. Finally, the mechanism of stochastic resonance is presented from another viewpoint through analyzing the energy transfer induced by the bifurcation of moment equation.

  12. Nonlinear dynamics and bifurcation characteristics of shape memory alloy thin films subjected to in-plane stochastic excitation

    International Nuclear Information System (INIS)

    Zhu, Zhi-Wen; Zhang, Qing-Xin; Xu, Jia

    2014-01-01

    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

  13. Bifurcation structure of positive stationary solutions for a Lotka-Volterra competition model with diffusion I

    Science.gov (United States)

    Kan-On, Yukio

    2007-04-01

    This paper is concerned with the bifurcation structure of positive stationary solutions for a generalized Lotka-Volterra competition model with diffusion. To establish the structure, the bifurcation theory and the interval arithmetic are employed.

  14. Hopf bifurcation and uncontrolled stochastic traffic-induced chaos in an RED-AQM congestion control system

    International Nuclear Information System (INIS)

    Wang Jun-Song; Yuan Rui-Xi; Gao Zhi-Wei; Wang De-Jin

    2011-01-01

    We study the Hopf bifurcation and the chaos phenomena in a random early detection-based active queue management (RED-AQM) congestion control system with a communication delay. We prove that there is a critical value of the communication delay for the stability of the RED-AQM control system. Furthermore, we show that the system will lose its stability and Hopf bifurcations will occur when the delay exceeds the critical value. When the delay is close to its critical value, we demonstrate that typical chaos patterns may be induced by the uncontrolled stochastic traffic in the RED-AQM control system even if the system is still stable, which reveals a new route to the chaos besides the bifurcation in the network congestion control system. Numerical simulations are given to illustrate the theoretical results. (general)

  15. Structural bifurcation of microwave helium jet discharge at atmospheric pressure

    International Nuclear Information System (INIS)

    Takamura, Shuichi; Kitoh, Masakazu; Soga, Tadasuke

    2008-01-01

    Structural bifurcation of microwave-sustained jet discharge at atmospheric gas pressure was found to produce a stable helium plasma jet, which may open the possibility of a new type of high-flux test plasma beam for plasma-wall interactions in fusion devices. The fundamental discharge properties are presented including hysteresis characteristics, imaging of discharge emissive structure, and stable ignition parameter area. (author)

  16. Singularities of Poisson structures and Hamiltonian bifurcations

    NARCIS (Netherlands)

    Meer, van der J.C.

    2010-01-01

    Consider a Poisson structure on C8(R3,R) with bracket {, } and suppose that C is a Casimir function. Then {f, g} =<¿C, (¿g x ¿f) > is a possible Poisson structure. This confirms earlier observations concerning the Poisson structure for Hamiltonian systems that are reduced to a one degree of freedom

  17. One-dimensional map lattices: Synchronization, bifurcations, and chaotic structures

    DEFF Research Database (Denmark)

    Belykh, Vladimir N.; Mosekilde, Erik

    1996-01-01

    The paper presents a qualitative analysis of coupled map lattices (CMLs) for the case of arbitrary nonlinearity of the local map and with space-shift as well as diffusion coupling. The effect of synchronization where, independently of the initial conditions, all elements of a CML acquire uniform...... dynamics is investigated and stable chaotic time behaviors, steady structures, and traveling waves are described. Finally, the bifurcations occurring under the transition from spatiotemporal chaos to chaotic synchronization and the peculiarities of CMLs with specific symmetries are discussed....

  18. Bifurcation structure of localized states in the Lugiato-Lefever equation with anomalous dispersion

    Science.gov (United States)

    Parra-Rivas, P.; Gomila, D.; Gelens, L.; Knobloch, E.

    2018-04-01

    The origin, stability, and bifurcation structure of different types of bright localized structures described by the Lugiato-Lefever equation are studied. This mean field model describes the nonlinear dynamics of light circulating in fiber cavities and microresonators. In the case of anomalous group velocity dispersion and low values of the intracavity phase detuning these bright states are organized in a homoclinic snaking bifurcation structure. We describe how this bifurcation structure is destroyed when the detuning is increased across a critical value, and determine how a bifurcation structure known as foliated snaking emerges.

  19. A study on stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point with the moment method

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Guangjun [State Key Laboratory of Mechanical Structural Strength and Vibration, School of Architectural Engineering and Mechanics, Xi' an Jiaotong University, Xi' an, Shaanxi (China); Xu Jianxue [State Key Laboratory of Mechanical Structural Strength and Vibration, School of Architectural Engineering and Mechanics, Xi' an Jiaotong University, Xi' an, Shaanxi (China)] e-mail: jxxu@mail.xjtu.edu.cn

    2006-02-01

    This paper analyzes the stochastic resonance induced by a novel transition of one-dimensional bistable system in the neighborhood of bifurcation point with the method of moment, which refer to the transition of system motion among a potential well of stable fixed point before bifurcation of original system and double-well potential of two coexisting stable fixed points after original system bifurcation at the presence of internal noise. The results show: the semi-analytical result of stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point may be obtained, and the semi-analytical result is in accord with the one of Monte Carlo simulation qualitatively, the occurrence of stochastic resonance is related to the bifurcation of noisy nonlinear dynamical system moment equations, which induce the transfer of energy of ensemble average (Ex) of system response in each frequency component and make the energy of ensemble average of system response concentrate on the frequency of input signal, stochastic resonance occurs.

  20. A study on stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point with the moment method

    International Nuclear Information System (INIS)

    Zhang Guangjun; Xu Jianxue

    2006-01-01

    This paper analyzes the stochastic resonance induced by a novel transition of one-dimensional bistable system in the neighborhood of bifurcation point with the method of moment, which refer to the transition of system motion among a potential well of stable fixed point before bifurcation of original system and double-well potential of two coexisting stable fixed points after original system bifurcation at the presence of internal noise. The results show: the semi-analytical result of stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point may be obtained, and the semi-analytical result is in accord with the one of Monte Carlo simulation qualitatively, the occurrence of stochastic resonance is related to the bifurcation of noisy nonlinear dynamical system moment equations, which induce the transfer of energy of ensemble average (Ex) of system response in each frequency component and make the energy of ensemble average of system response concentrate on the frequency of input signal, stochastic resonance occurs

  1. Analysis of a Stochastic Chemical System Close to a SNIPER Bifurcation of Its Mean-Field Model

    KAUST Repository

    Erban, Radek

    2009-01-01

    A framework for the analysis of stochastic models of chemical systems for which the deterministic mean-field description is undergoing a saddle-node infinite period (SNIPER) bifurcation is presented. Such a bifurcation occurs, for example, in the modeling of cell-cycle regulation. It is shown that the stochastic system possesses oscillatory solutions even for parameter values for which the mean-field model does not oscillate. The dependence of the mean period of these oscillations on the parameters of the model (kinetic rate constants) and the size of the system (number of molecules present) are studied. Our approach is based on the chemical Fokker-Planck equation. To gain some insight into the advantages and disadvantages of the method, a simple one-dimensional chemical switch is first analyzed, and then the chemical SNIPER problem is studied in detail. First, results obtained by solving the Fokker-Planck equation numerically are presented. Then an asymptotic analysis of the Fokker-Planck equation is used to derive explicit formulae for the period of oscillation as a function of the rate constants and as a function of the system size. © 2009 Society for Industrial and Applied Mathematics.

  2. Shell structure and orbit bifurcations in finite fermion systems

    Science.gov (United States)

    Magner, A. G.; Yatsyshyn, I. S.; Arita, K.; Brack, M.

    2011-10-01

    We first give an overview of the shell-correction method which was developed by V.M. Strutinsky as a practicable and efficient approximation to the general self-consistent theory of finite fermion systems suggested by A.B. Migdal and collaborators. Then we present in more detail a semiclassical theory of shell effects, also developed by Strutinsky following original ideas of M.C. Gutzwiller. We emphasize, in particular, the influence of orbit bifurcations on shell structure. We first give a short overview of semiclassical trace formulae, which connect the shell oscillations of a quantum system with a sum over periodic orbits of the corresponding classical system, in what is usually called the "periodic orbit theory". We then present a case study in which the gross features of a typical double-humped nuclear fission barrier, including the effects of mass asymmetry, can be obtained in terms of the shortest periodic orbits of a cavity model with realistic deformations relevant for nuclear fission. Next we investigate shell structures in a spheroidal cavity model which is integrable and allows for far-going analytical computation. We show, in particular, how period-doubling bifurcations are closely connected to the existence of the so-called "superdeformed" energy minimum which corresponds to the fission isomer of actinide nuclei. Finally, we present a general class of radial power-law potentials which approximate well the shape of a Woods-Saxon potential in the bound region, give analytical trace formulae for it and discuss various limits (including the harmonic oscillator and the spherical box potentials).

  3. Freeform inkjet printing of cellular structures with bifurcations.

    Science.gov (United States)

    Christensen, Kyle; Xu, Changxue; Chai, Wenxuan; Zhang, Zhengyi; Fu, Jianzhong; Huang, Yong

    2015-05-01

    Organ printing offers a great potential for the freeform layer-by-layer fabrication of three-dimensional (3D) living organs using cellular spheroids or bioinks as building blocks. Vascularization is often identified as a main technological barrier for building 3D organs. As such, the fabrication of 3D biological vascular trees is of great importance for the overall feasibility of the envisioned organ printing approach. In this study, vascular-like cellular structures are fabricated using a liquid support-based inkjet printing approach, which utilizes a calcium chloride solution as both a cross-linking agent and support material. This solution enables the freeform printing of spanning and overhang features by providing a buoyant force. A heuristic approach is implemented to compensate for the axially-varying deformation of horizontal tubular structures to achieve a uniform diameter along their axial directions. Vascular-like structures with both horizontal and vertical bifurcations have been successfully printed from sodium alginate only as well as mouse fibroblast-based alginate bioinks. The post-printing fibroblast cell viability of printed cellular tubes was found to be above 90% even after a 24 h incubation, considering the control effect. © 2014 Wiley Periodicals, Inc.

  4. Stochastic deformation of a thermodynamic symplectic structure

    OpenAIRE

    Kazinski, P. O.

    2008-01-01

    A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...

  5. Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

    Czech Academy of Sciences Publication Activity Database

    Liao, S.; Vejchodský, Tomáš; Erban, R.

    2015-01-01

    Roč. 12, č. 108 (2015), s. 20150233 ISSN 1742-5689 EU Projects: European Commission(XE) 328008 - STOCHDETBIOMODEL Institutional support: RVO:67985840 Keywords : gene regulatory networks * stochastic modelling * parametric analysis Subject RIV: BA - General Mathematics Impact factor: 3.818, year: 2015 http://rsif.royalsocietypublishing.org/content/12/108/20150233

  6. Emergence of the bifurcation structure of a Langmuir–Blodgett transfer model

    KAUST Repository

    Kö pf, Michael H; Thiele, Uwe

    2014-01-01

    © 2014 IOP Publishing Ltd & London Mathematical Society. We explore the bifurcation structure of a modified Cahn-Hilliard equation that describes a system that may undergo a first-order phase transition and is kept permanently out of equilibrium

  7. Emergence of the bifurcation structure of a Langmuir–Blodgett transfer model

    KAUST Repository

    Köpf, Michael H

    2014-10-07

    © 2014 IOP Publishing Ltd & London Mathematical Society. We explore the bifurcation structure of a modified Cahn-Hilliard equation that describes a system that may undergo a first-order phase transition and is kept permanently out of equilibrium by a lateral driving. This forms a simple model, e.g., for the deposition of stripe patterns of different phases of surfactant molecules through Langmuir-Blodgett transfer. Employing continuation techniques the bifurcation structure is numerically investigated using the non-dimensional transfer velocity as the main control parameter. It is found that the snaking structure of steady front states is intertwined with a large number of branches of time-periodic solutions that emerge from Hopf or period-doubling bifurcations and end in global bifurcations (sniper and homoclinic). Overall the bifurcation diagram has a harp-like appearance. This is complemented by a two-parameter study in non-dimensional transfer velocity and domain size (as a measure of the distance to the phase transition threshold) that elucidates through which local and global codimension 2 bifurcations the entire harp-like structure emerges.

  8. Bifurcation analysis on a delayed SIS epidemic model with stage structure

    Directory of Open Access Journals (Sweden)

    Kejun Zhuang

    2007-05-01

    Full Text Available In this paper, a delayed SIS (Susceptible Infectious Susceptible model with stage structure is investigated. We study the Hopf bifurcations and stability of the model. Applying the normal form theory and the center manifold argument, we derive the explicit formulas determining the properties of the bifurcating periodic solutions. The conditions to guarantee the global existence of periodic solutions are established. Also some numerical simulations for supporting the theoretical are given.

  9. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    1995-01-01

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...... to optimization variables can be performed. A computer implementation is described and an illustrative example is given....

  10. Stochastic Finite Elements in Reliability-Based Structural Optimization

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Engelund, S.

    Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect to optimi......Application of stochastic finite elements in structural optimization is considered. It is shown how stochastic fields modelling e.g. the modulus of elasticity can be discretized in stochastic variables and how a sensitivity analysis of the reliability of a structural system with respect...

  11. Bifurcation structures and transient chaos in a four-dimensional Chua model

    Energy Technology Data Exchange (ETDEWEB)

    Hoff, Anderson, E-mail: hoffande@gmail.com; Silva, Denilson T. da; Manchein, Cesar, E-mail: cesar.manchein@udesc.br; Albuquerque, Holokx A., E-mail: holokx.albuquerque@udesc.br

    2014-01-10

    A four-dimensional four-parameter Chua model with cubic nonlinearity is studied applying numerical continuation and numerical solutions methods. Regarding numerical solution methods, its dynamics is characterized on Lyapunov and isoperiodic diagrams and regarding numerical continuation method, the bifurcation curves are obtained. Combining both methods the bifurcation structures of the model were obtained with the possibility to describe the shrimp-shaped domains and their endoskeletons. We study the effect of a parameter that controls the dimension of the system leading the model to present transient chaos with its corresponding basin of attraction being riddled.

  12. A financial market model with two discontinuities: Bifurcation structures in the chaotic domain

    Science.gov (United States)

    Panchuk, Anastasiia; Sushko, Iryna; Westerhoff, Frank

    2018-05-01

    We continue the investigation of a one-dimensional piecewise linear map with two discontinuity points. Such a map may arise from a simple asset-pricing model with heterogeneous speculators, which can help us to explain the intricate bull and bear behavior of financial markets. Our focus is on bifurcation structures observed in the chaotic domain of the map's parameter space, which is associated with robust multiband chaotic attractors. Such structures, related to the map with two discontinuities, have been not studied before. We show that besides the standard bandcount adding and bandcount incrementing bifurcation structures, associated with two partitions, there exist peculiar bandcount adding and bandcount incrementing structures involving all three partitions. Moreover, the map's three partitions may generate intriguing bistability phenomena.

  13. Allee’s dynamics and bifurcation structures in von Bertalanffy’s population size functions

    Science.gov (United States)

    Leonel Rocha, J.; Taha, Abdel-Kaddous; Fournier-Prunaret, D.

    2018-03-01

    The interest and the relevance of the study of the population dynamics and the extinction phenomenon are our main motivation to investigate the induction of Allee Effect in von Bertalanffy’s population size functions. The adjustment or correction factor of rational type introduced allows us to analyze simultaneously strong and weak Allee’s functions and functions with no Allee effect, whose classification is dependent on the stability of the fixed point x = 0. This classification is founded on the concepts of strong and weak Allee’s effects to the population growth rates associated. The transition from strong Allee effect to no Allee effect, passing through the weak Allee effect, is verified with the evolution of the rarefaction critical density or Allee’s limit. The existence of cusp points on a fold bifurcation curve is related to this phenomenon of transition on Allee’s dynamics. Moreover, the “foliated” structure of the parameter plane considered is also explained, with respect to the evolution of the Allee limit. The bifurcation analysis is based on the configurations of fold and flip bifurcation curves. The chaotic semistability and the nonadmissibility bifurcation curves are proposed to this family of 1D maps, which allow us to define and characterize the corresponding Allee effect region.

  14. Bifurcation Observation of Combining Spiral Gear Transmission Based on Parameter Domain Structure Analysis

    Directory of Open Access Journals (Sweden)

    He Lin

    2016-01-01

    Full Text Available This study considers the bifurcation evolutions for a combining spiral gear transmission through parameter domain structure analysis. The system nonlinear vibration equations are created with piecewise backlash and general errors. Gill’s numerical integration algorithm is implemented in calculating the vibration equation sets. Based on cell-mapping method (CMM, two-dimensional dynamic domain planes have been developed and primarily focused on the parameters of backlash, transmission error, mesh frequency and damping ratio, and so forth. Solution demonstrates that Period-doubling bifurcation happens as the mesh frequency increases; moreover nonlinear discontinuous jump breaks the periodic orbit and also turns the periodic state into chaos suddenly. In transmission error planes, three cell groups which are Period-1, Period-4, and Chaos have been observed, and the boundary cells are the sensitive areas to dynamic response. Considering the parameter planes which consist of damping ratio associated with backlash, transmission error, mesh stiffness, and external load, the solution domain structure reveals that the system step into chaos undergoes Period-doubling cascade with Period-2m (m: integer periodic regions. Direct simulations to obtain the bifurcation diagram and largest Lyapunov exponent (LE match satisfactorily with the parameter domain solutions.

  15. Stochastic Fatigue Analysis of Jacket Type Offshore Structures

    DEFF Research Database (Denmark)

    Sigurdsson, Gudfinnur

    In this paper, a stochastic reliability assessment for jacket type offshore structures subjected to wave loads in deep water environments is outlined. In the reliability assessment, structural and loading uncertainties are taken into account by means of some stochastic variables. To estimate stat...... statistical measures of structural stress variations the modal spectral analysis method is applied....

  16. Bifurcation structure and stability in models of opposite-signed vortex pairs

    Energy Technology Data Exchange (ETDEWEB)

    Luzzatto-Fegiz, Paolo, E-mail: Paolo.Luzzatto-Fegiz@damtp.cam.ac.uk [Churchill College, Cambridge CB3 0DS (United Kingdom)

    2014-06-01

    We employ a recently developed numerical method to examine in detail the properties of opposite-signed, translating vortex pairs. We first consider a uniform-vortex approximation; for this flow, previous studies have found essential differences between rotating and translating configurations, and have encountered numerical difficulties at the boundary between the two types of equilibria. Recently, Luzzatto-Fegiz and Williamson (2012 J. Fluid Mech. 706 323–50) used an imperfect velocity-impulse (IVI) diagram to show that the rotating pairs have a translating counterpart, arising from a bifurcation of the classical translating configurations. In this paper, we expand this IVI diagram to find two new branches of steady vortices, including antisymmetric pairs, as well as vortices without any symmetry. We next consider more realistic models for flows at moderate Reynolds number Re, by computing solution families based on a discretized Chaplygin–Lamb dipole. We find that, as the accuracy of the discretization improves, the bifurcated branches shrink rapidly, while the unstable portion of the basic solution family becomes smaller. These results indicate that the bifurcation structure of moderate-Re flows can be very different from that of solutions that use a single patch per vortex. (papers)

  17. Bifurcation structure and stability in models of opposite-signed vortex pairs

    International Nuclear Information System (INIS)

    Luzzatto-Fegiz, Paolo

    2014-01-01

    We employ a recently developed numerical method to examine in detail the properties of opposite-signed, translating vortex pairs. We first consider a uniform-vortex approximation; for this flow, previous studies have found essential differences between rotating and translating configurations, and have encountered numerical difficulties at the boundary between the two types of equilibria. Recently, Luzzatto-Fegiz and Williamson (2012 J. Fluid Mech. 706 323–50) used an imperfect velocity-impulse (IVI) diagram to show that the rotating pairs have a translating counterpart, arising from a bifurcation of the classical translating configurations. In this paper, we expand this IVI diagram to find two new branches of steady vortices, including antisymmetric pairs, as well as vortices without any symmetry. We next consider more realistic models for flows at moderate Reynolds number Re, by computing solution families based on a discretized Chaplygin–Lamb dipole. We find that, as the accuracy of the discretization improves, the bifurcated branches shrink rapidly, while the unstable portion of the basic solution family becomes smaller. These results indicate that the bifurcation structure of moderate-Re flows can be very different from that of solutions that use a single patch per vortex. (papers)

  18. Shock structure in continuum models of gas dynamics: stability and bifurcation analysis

    International Nuclear Information System (INIS)

    Simić, Srboljub S

    2009-01-01

    The problem of shock structure in gas dynamics is analysed through a comparative study of two continuum models: the parabolic Navier–Stokes–Fourier model and the hyperbolic system of 13 moments equations modeling viscous, heat-conducting monatomic gases within the context of extended thermodynamics. When dissipative phenomena are neglected these models both reduce to classical Euler's equations of gas dynamics. The shock profile solution, assumed in the form of a planar travelling wave, reduces the problem to a system of ordinary differential equations, and equilibrium states appear to be stationary points of the system. It is shown that in both models an upstream equilibrium state suffers an exchange of stability when the shock speed crosses the critical value which coincides with the highest characteristic speed of the Euler's system. At the same time a downstream equilibrium state could be seen as a steady bifurcating solution, while the shock profile represents a heteroclinic orbit connecting the two stationary points. Using centre manifold reduction it is demonstrated that both models, although mathematically different, obey the same transcritical bifurcation pattern in the neighbourhood of the bifurcation point corresponding to the critical value of shock speed, the speed of sound

  19. Effects of time delays on stability and Hopf bifurcation in a fractional ring-structured network with arbitrary neurons

    Science.gov (United States)

    Huang, Chengdai; Cao, Jinde; Xiao, Min; Alsaedi, Ahmed; Hayat, Tasawar

    2018-04-01

    This paper is comprehensively concerned with the dynamics of a class of high-dimension fractional ring-structured neural networks with multiple time delays. Based on the associated characteristic equation, the sum of time delays is regarded as the bifurcation parameter, and some explicit conditions for describing delay-dependent stability and emergence of Hopf bifurcation of such networks are derived. It reveals that the stability and bifurcation heavily relies on the sum of time delays for the proposed networks, and the stability performance of such networks can be markedly improved by selecting carefully the sum of time delays. Moreover, it is further displayed that both the order and the number of neurons can extremely influence the stability and bifurcation of such networks. The obtained criteria enormously generalize and improve the existing work. Finally, numerical examples are presented to verify the efficiency of the theoretical results.

  20. Stochasticity in materials structure, properties, and processing—A review

    Science.gov (United States)

    Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

    2018-03-01

    We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

  1. A study of the effect of space-dependent neutronics on stochastically-induced bifurcations in BWR dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Analytis, G.T. [Paul Scherrer Institute (PSI), Villigen (Switzerland)

    1995-09-01

    A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance of the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.

  2. Structural factoring approach for analyzing stochastic networks

    Science.gov (United States)

    Hayhurst, Kelly J.; Shier, Douglas R.

    1991-01-01

    The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

  3. Bifurcation structures of a cobweb model with memory and competing technologies

    Science.gov (United States)

    Agliari, Anna; Naimzada, Ahmad; Pecora, Nicolò

    2018-05-01

    In this paper we study a simple model based on the cobweb demand-supply framework with costly innovators and free imitators. The evolutionary selection between technologies depends on a performance measure which is related to the degree of memory. The resulting dynamics is described by a two-dimensional map. The map has a fixed point which may lose stability either via supercritical Neimark-Sacker bifurcation or flip bifurcation and several multistability situations exist. We describe some sequences of global bifurcations involving attracting and repelling closed invariant curves. These bifurcations, characterized by the creation of homoclinic connections or homoclinic tangles, are described through several numerical simulations. Particular bifurcation phenomena are also observed when the parameters are selected inside a periodicity region.

  4. Flow Topology Transition via Global Bifurcation in Thermally Driven Turbulence

    Science.gov (United States)

    Xie, Yi-Chao; Ding, Guang-Yu; Xia, Ke-Qing

    2018-05-01

    We report an experimental observation of a flow topology transition via global bifurcation in a turbulent Rayleigh-Bénard convection. This transition corresponds to a spontaneous symmetry breaking with the flow becomes more turbulent. Simultaneous measurements of the large-scale flow (LSF) structure and the heat transport show that the LSF bifurcates from a high heat transport efficiency quadrupole state to a less symmetric dipole state with a lower heat transport efficiency. In the transition zone, the system switches spontaneously and stochastically between the two long-lived metastable states.

  5. Bifurcations of edge states—topologically protected and non-protected—in continuous 2D honeycomb structures

    International Nuclear Information System (INIS)

    Fefferman, C L; Lee-Thorp, J P; Weinstein, M I

    2016-01-01

    Edge states are time-harmonic solutions to energy-conserving wave equations, which are propagating parallel to a line-defect or ‘edge’ and are localized transverse to it. This paper summarizes and extends the authors’ work on the bifurcation of topologically protected edge states in continuous two-dimensional (2D) honeycomb structures. We consider a family of Schrödinger Hamiltonians consisting of a bulk honeycomb potential and a perturbing edge potential. The edge potential interpolates between two different periodic structures via a domain wall. We begin by reviewing our recent bifurcation theory of edge states for continuous 2D honeycomb structures (http://arxiv.org/abs/1506.06111). The topologically protected edge state bifurcation is seeded by the zero-energy eigenstate of a one-dimensional Dirac operator. We contrast these protected bifurcations with (more common) non-protected bifurcations from spectral band edges, which are induced by bound states of an effective Schrödinger operator. Numerical simulations for honeycomb structures of varying contrasts and ‘rational edges’ (zigzag, armchair and others), support the following scenario: (a) for low contrast, under a sign condition on a distinguished Fourier coefficient of the bulk honeycomb potential, there exist topologically protected edge states localized transverse to zigzag edges. Otherwise, and for general edges, we expect long lived edge quasi-modes which slowly leak energy into the bulk. (b) For an arbitrary rational edge, there is a threshold in the medium-contrast (depending on the choice of edge) above which there exist topologically protected edge states. In the special case of the armchair edge, there are two families of protected edge states; for each parallel quasimomentum (the quantum number associated with translation invariance) there are edge states which propagate in opposite directions along the armchair edge. (paper)

  6. Bifurcations of edge states—topologically protected and non-protected—in continuous 2D honeycomb structures

    Science.gov (United States)

    Fefferman, C. L.; Lee-Thorp, J. P.; Weinstein, M. I.

    2016-03-01

    Edge states are time-harmonic solutions to energy-conserving wave equations, which are propagating parallel to a line-defect or ‘edge’ and are localized transverse to it. This paper summarizes and extends the authors’ work on the bifurcation of topologically protected edge states in continuous two-dimensional (2D) honeycomb structures. We consider a family of Schrödinger Hamiltonians consisting of a bulk honeycomb potential and a perturbing edge potential. The edge potential interpolates between two different periodic structures via a domain wall. We begin by reviewing our recent bifurcation theory of edge states for continuous 2D honeycomb structures (http://arxiv.org/abs/1506.06111). The topologically protected edge state bifurcation is seeded by the zero-energy eigenstate of a one-dimensional Dirac operator. We contrast these protected bifurcations with (more common) non-protected bifurcations from spectral band edges, which are induced by bound states of an effective Schrödinger operator. Numerical simulations for honeycomb structures of varying contrasts and ‘rational edges’ (zigzag, armchair and others), support the following scenario: (a) for low contrast, under a sign condition on a distinguished Fourier coefficient of the bulk honeycomb potential, there exist topologically protected edge states localized transverse to zigzag edges. Otherwise, and for general edges, we expect long lived edge quasi-modes which slowly leak energy into the bulk. (b) For an arbitrary rational edge, there is a threshold in the medium-contrast (depending on the choice of edge) above which there exist topologically protected edge states. In the special case of the armchair edge, there are two families of protected edge states; for each parallel quasimomentum (the quantum number associated with translation invariance) there are edge states which propagate in opposite directions along the armchair edge.

  7. Nonlinear and stochastic dynamics of coherent structures

    DEFF Research Database (Denmark)

    Rasmussen, Kim

    1997-01-01

    This Thesis deals with nonlinear and stochastic dynamics in systems which can be described by nonlinear Schrödinger models. Basically three different models are investigated. The first is the continuum nonlinear Schröndinger model in one and two dimensions generalized by a tunable degree of nonli......This Thesis deals with nonlinear and stochastic dynamics in systems which can be described by nonlinear Schrödinger models. Basically three different models are investigated. The first is the continuum nonlinear Schröndinger model in one and two dimensions generalized by a tunable degree...... introduces the nonlinear Schrödinger model in one and two dimensions, discussing the soliton solutions in one dimension and the collapse phenomenon in two dimensions. Also various analytical methods are described. Then a derivation of the nonlinear Schrödinger equation is given, based on a Davydov like...... 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...

  8. Bifurcation of cubic nonlinear parallel plate-type structure in axial flow

    International Nuclear Information System (INIS)

    Lu Li; Yang Yiren

    2005-01-01

    The Hopf bifurcation of plate-type beams with cubic nonlinear stiffness in axial flow was studied. By assuming that all the plates have the same deflections at any instant, the nonlinear model of plate-type beam in axial flow was established. The partial differential equation was turned into an ordinary differential equation by using Galerkin method. A new algebraic criterion of Hopf bifurcation was utilized to in our analysis. The results show that there's no Hopf bifurcation for simply supported plate-type beams while the cantilevered plate-type beams has. At last, the analytic expression of critical flow velocity of cantilevered plate-type beams in axial flow and the purely imaginary eigenvalues of the corresponding linear system were gotten. (authors)

  9. Cell population structure prior to bifurcation predicts efficiency of directed differentiation in human induced pluripotent cells.

    Science.gov (United States)

    Bargaje, Rhishikesh; Trachana, Kalliopi; Shelton, Martin N; McGinnis, Christopher S; Zhou, Joseph X; Chadick, Cora; Cook, Savannah; Cavanaugh, Christopher; Huang, Sui; Hood, Leroy

    2017-02-28

    Steering the differentiation of induced pluripotent stem cells (iPSCs) toward specific cell types is crucial for patient-specific disease modeling and drug testing. This effort requires the capacity to predict and control when and how multipotent progenitor cells commit to the desired cell fate. Cell fate commitment represents a critical state transition or "tipping point" at which complex systems undergo a sudden qualitative shift. To characterize such transitions during iPSC to cardiomyocyte differentiation, we analyzed the gene expression patterns of 96 developmental genes at single-cell resolution. We identified a bifurcation event early in the trajectory when a primitive streak-like cell population segregated into the mesodermal and endodermal lineages. Before this branching point, we could detect the signature of an imminent critical transition: increase in cell heterogeneity and coordination of gene expression. Correlation analysis of gene expression profiles at the tipping point indicates transcription factors that drive the state transition toward each alternative cell fate and their relationships with specific phenotypic readouts. The latter helps us to facilitate small molecule screening for differentiation efficiency. To this end, we set up an analysis of cell population structure at the tipping point after systematic variation of the protocol to bias the differentiation toward mesodermal or endodermal cell lineage. We were able to predict the proportion of cardiomyocytes many days before cells manifest the differentiated phenotype. The analysis of cell populations undergoing a critical state transition thus affords a tool to forecast cell fate outcomes and can be used to optimize differentiation protocols to obtain desired cell populations.

  10. Stochastic Extreme Load Predictions for Marine Structures

    DEFF Research Database (Denmark)

    Jensen, Jørgen Juncher

    1999-01-01

    Development of rational design criteria for marine structures requires reliable estimates for the maximum wave-induced loads the structure may encounter during its operational lifetime. The paper discusses various methods for extreme value predictions taking into account the non-linearity of the ......Development of rational design criteria for marine structures requires reliable estimates for the maximum wave-induced loads the structure may encounter during its operational lifetime. The paper discusses various methods for extreme value predictions taking into account the non......-linearity of the waves and the response. As example the wave-induced bending moment in the ship hull girder is considered....

  11. Stochastic transport through complex comb structures

    International Nuclear Information System (INIS)

    Zaburdaev, V. Yu.; Popov, P. V.; Romanov, A. S.; Chukbar, K. V.

    2008-01-01

    A unified rigorous approach is used to derive fractional differential equations describing subdiffusive transport through comb structures of various geometrical complexity. A general nontrivial effect of the initial particle distribution on the subsequent evolution is exposed. Solutions having qualitative features of practical importance are given for joined structures with widely different fractional exponents

  12. Towards classification of the bifurcation structure of a spherical cavitation bubble.

    Science.gov (United States)

    Behnia, Sohrab; Sojahrood, Amin Jafari; Soltanpoor, Wiria; Sarkhosh, Leila

    2009-12-01

    We focus on a single cavitation bubble driven by ultrasound, a system which is a specimen of forced nonlinear oscillators and is characterized by its extreme sensitivity to the initial conditions. The driven radial oscillations of the bubble are considered to be implicated by the principles of chaos physics and owing to specific ranges of control parameters, can be periodic or chaotic. Despite the growing number of investigations on its dynamics, there is not yet an inclusive yardstick to sort the dynamical behavior of the bubble into classes; also, the response oscillations are so complex that long term prediction on the behavior becomes difficult to accomplish. In this study, the nonlinear dynamics of a bubble oscillator was treated numerically and the simulations were proceeded with bifurcation diagrams. The calculated bifurcation diagrams were compared in an attempt to classify the bubble dynamic characteristics when varying the control parameters. The comparison reveals distinctive bifurcation patterns as a consequence of driving the systems with unequal ratios of R(0)lambda (where R(0) is the bubble initial radius and lambda is the wavelength of the driving ultrasonic wave). Results indicated that systems having the equal ratio of R(0)lambda, share remarkable similarities in their bifurcating behavior and can be classified under a unit category.

  13. Bifurcations and feedback control of a stage-structure exploited prey ...

    African Journals Online (AJOL)

    The reasons behind the different nature of the interior equilibriums for zero and positive profit are discussed in conclusion section. Some numerical simulations are given to verify the analytical results. How the maximum profit hampers the system is provided through saddle-node bifurcation in the last subsection of numerical ...

  14. Nelson's stochastic quantization of free linearized gravitational field and its Markovian structure

    International Nuclear Information System (INIS)

    Lim, S.C.

    1983-05-01

    It is shown that by applying Nelson's stochastic quantization scheme to free linearized gravitational field tensor one can associate with the resulting stochastic system a stochastic tensor field which coincides with the ''space'' part of the Riemannian tensor in Euclidean space-time. However, such a stochastic field fails to satisfy the Markov property. Instead, it satisfies the reflection positivity. The Markovian structure of the stochastic fields associated with the electromagnetic field is also discussed. (author)

  15. Dynamic Bifurcations

    CERN Document Server

    1991-01-01

    Dynamical Bifurcation Theory is concerned with the phenomena that occur in one parameter families of dynamical systems (usually ordinary differential equations), when the parameter is a slowly varying function of time. During the last decade these phenomena were observed and studied by many mathematicians, both pure and applied, from eastern and western countries, using classical and nonstandard analysis. It is the purpose of this book to give an account of these developments. The first paper, by C. Lobry, is an introduction: the reader will find here an explanation of the problems and some easy examples; this paper also explains the role of each of the other paper within the volume and their relationship to one another. CONTENTS: C. Lobry: Dynamic Bifurcations.- T. Erneux, E.L. Reiss, L.J. Holden, M. Georgiou: Slow Passage through Bifurcation and Limit Points. Asymptotic Theory and Applications.- M. Canalis-Durand: Formal Expansion of van der Pol Equation Canard Solutions are Gevrey.- V. Gautheron, E. Isambe...

  16. Improved Stochastic Subspace System Identification for Structural Health Monitoring

    Science.gov (United States)

    Chang, Chia-Ming; Loh, Chin-Hsiung

    2015-07-01

    Structural health monitoring acquires structural information through numerous sensor measurements. Vibrational measurement data render the dynamic characteristics of structures to be extracted, in particular of the modal properties such as natural frequencies, damping, and mode shapes. The stochastic subspace system identification has been recognized as a power tool which can present a structure in the modal coordinates. To obtain qualitative identified data, this tool needs to spend computational expense on a large set of measurements. In study, a stochastic system identification framework is proposed to improve the efficiency and quality of the conventional stochastic subspace system identification. This framework includes 1) measured signal processing, 2) efficient space projection, 3) system order selection, and 4) modal property derivation. The measured signal processing employs the singular spectrum analysis algorithm to lower the noise components as well as to present a data set in a reduced dimension. The subspace is subsequently derived from the data set presented in a delayed coordinate. With the proposed order selection criteria, the number of structural modes is determined, resulting in the modal properties. This system identification framework is applied to a real-world bridge for exploring the feasibility in real-time applications. The results show that this improved system identification method significantly decreases computational time, while qualitative modal parameters are still attained.

  17. Stochastic search in structural optimization - Genetic algorithms and simulated annealing

    Science.gov (United States)

    Hajela, Prabhat

    1993-01-01

    An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

  18. A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

    NARCIS (Netherlands)

    Peng, Yijie; Fu, Michael C.; Hu, Jian Qiang; Heidergott, Bernd

    In this paper, we propose a new unbiased stochastic derivative estimator in a framework that can handle discontinuous sample performances with structural parameters. This work extends the three most popular unbiased stochastic derivative estimators: (1) infinitesimal perturbation analysis (IPA), (2)

  19. Stochastic modeling of reinforced concrete structures exposed to chloride attack

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Frier, Christian

    2004-01-01

    For many reinforced concrete structures corrosion of reinforcement is an important problem since it can result in expensive maintenance and repair actions. Further, a significant reduction of the load-bearing capacity can occur. One mode of corrosion initiation is that the chloride content around...... concentration and reinforcement cover depth are modeled by stochastic fields. The paper contains a description of the parameters to be included in a stochastic model and a proposal for the information needed to obtain values for the parameters in order to be able to perform reliability investigations....... The distribution of the time to initiation of corrosion is estimated by simulation. As an example a bridge pier in a marine environment is considered....

  20. Stochastic Modeling of Reinforced Concrete Structures Exposed to Chloride Attack

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Frier, Christian

    2003-01-01

    For many reinforced concrete structures corrosion of reinforcement is an important problem since it can result in expensive maintenance and repair actions. Further, a significant reduction of the load-bearing capacity can occur. One mode of corrosion initiation is that the chloride content around...... concentration and reinforcement cover depth are modeled by stochastic fields. The paper contains a description of the parameters to be included in a stochastic model and a proposal for the information needed to obtain values for the parameters in order to be ab le to perform reliability investigations....... The distribution of the time to initiation of corrosion is estimated by simulation. As an example a bridge pier in a marine environment is considered....

  1. Stochastic Analysis of Offshore Steel Structures An Analytical Appraisal

    CERN Document Server

    Karadeniz, Halil

    2013-01-01

    Stochastic Analysis of Offshore Steel Structures provides a clear and detailed guide to advanced analysis methods of fixed offshore steel structures using 3D beam finite elements under random wave and earthquake loadings. Advanced and up-to-date research results are coupled with modern analysis methods and essential theoretical information to consider optimal solutions to structural issues. As these methods require and use knowledge of different subject matters, a general introduction to the key areas is provided. This is followed by in-depth explanations supported by design examples, relevant calculations and supplementary material containing related computer programmers. By combining this theoretical and practical approach Stochastic Analysis of Offshore Steel Structures cover a range of key concepts in detail including: ·         The basic principles of standard 3D beam finite elements and special connections, ·         Wave loading - from hydrodynamics to the calculation of wave load...

  2. Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

    Science.gov (United States)

    Agarwal, S.; Wettlaufer, J. S.

    2014-12-01

    We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

  3. Bifurcation and Nonlinear Oscillations.

    Science.gov (United States)

    1980-09-28

    Structural stability and bifurcation theory. pp. 549-560 in Dinamical Systems (Ed. MI. Peixoto), Academic Press, 1973. [211 J. Sotomayor, Generic one...Dynamical Systems Brown University ELECTP" 71, Providence, R. I. 02912 1EC 2 4 1980j //C -*)’ Septabe-4., 1980 / -A + This research was supported in...problems are discussed. The first one deals with the characterization of the flow for a periodic planar system which is the perturbation of an autonomous

  4. Numerical analysis of bifurcations

    International Nuclear Information System (INIS)

    Guckenheimer, J.

    1996-01-01

    This paper is a brief survey of numerical methods for computing bifurcations of generic families of dynamical systems. Emphasis is placed upon algorithms that reflect the structure of the underlying mathematical theory while retaining numerical efficiency. Significant improvements in the computational analysis of dynamical systems are to be expected from more reliance of geometric insight coming from dynamical systems theory. copyright 1996 American Institute of Physics

  5. Stochastic Control Synthesis of Systems with Structured Uncertainty

    Science.gov (United States)

    Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

    2003-01-01

    This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

  6. Optimal Stochastic Modeling and Control of Flexible Structures

    Science.gov (United States)

    1988-09-01

    1.37] and McLane [1.18] considered multivariable systems and derived their optimal control characteristics. Kleinman, Gorman and Zaborsky considered...Leondes [1.72,1.73] studied various aspects of multivariable linear stochastic, discrete-time systems that are partly deterministic, and partly stochastic...June 1966. 1.8. A.V. Balaknishnan, Applied Functional Analaysis , 2nd ed., New York, N.Y.: Springer-Verlag, 1981 1.9. Peter S. Maybeck, Stochastic

  7. Fabrication of triple-layered bifurcated vascular scaffold with a certain degree of three-dimensional structure

    Science.gov (United States)

    Liu, Yuanyuan; Jiang, Weijian; Yang, Yang; Pu, Huayan; Peng, Yan; Xin, Liming; Zhang, Yi; Sun, Yu

    2018-01-01

    Constructing vascular scaffolds is important in tissue engineering. However, scaffolds with characteristics such as multiple layers and a certain degree of spatial morphology still cannot be readily constructed by current vascular scaffolds fabrication techniques. This paper presents a three-layered bifurcated vascular scaffold with a curved structure. The technique combines 3D printed molds and casting hydrogel and fugitive ink to create vessel-mimicking constructs with customizable structural parameters. Compared with other fabrication methods, the technique can create more native-like 3D geometries. The diameter and wall thickness of the fabricated constructs can be independently controlled, providing a feasible approach for vascular scaffold construction. Enzymatically-crosslinked gelatin was used as the scaffold material. The morphology and mechanical properties were evaluated. Human umbilical cord derived endothelial cells (HUVECs) were seeded on the scaffolds and cultured for 72 h. Cell viability and morphology were assessed. The results showed that the proposed process had good application potentials, and will hopefully provide a feasible approach for constructing vascular scaffolds.

  8. Bifurcations and feedback control of a stage-structure exploited prey ...

    African Journals Online (AJOL)

    user

    Here, we have considered a stage structure prey-predator model with stage structure for ... N over the prey ,N β is the transition rate from mature predator population 2 ...... Mathematical Bioeconomics: The Optimal Management of Renewable ...

  9. Bifurcations of optimal vector fields: an overview

    NARCIS (Netherlands)

    Kiseleva, T.; Wagener, F.; Rodellar, J.; Reithmeier, E.

    2009-01-01

    We develop a bifurcation theory for the solution structure of infinite horizon optimal control problems with one state variable. It turns out that qualitative changes of this structure are connected to local and global bifurcations in the state-costate system. We apply the theory to investigate an

  10. Topological bifurcations in the evolution of coherent structures in a convection model

    DEFF Research Database (Denmark)

    Dam, Magnus; Rasmussen, Jens Juul; Naulin, Volker

    2017-01-01

    Blob filaments are coherent structures in a turbulent plasma flow. Understanding the evolution of these structures is important to improve magnetic plasma confinement. Three state variables describe blob filaments in a plasma convection model. A dynamical systems approach analyzes the evolution...

  11. Stochastic analysis of the earthquake response of structures with a view to soil-structure interaction

    International Nuclear Information System (INIS)

    Bauer, J.

    1980-01-01

    Thesis dealing with the analysis of earthquake response of structures. In order to achieve a reliable risk assessment, the results of the seismic risk analysis have to be seen in an overall view together with the results of stochastic vibrational analyses, and the data on maximum supportable stresses of the structure. Taking into account stochastic seismic focus models and calculation methods is of special significance in this connection. Based upon well-known seismic risk assessment models, the calculation of the annual probability for exceeding the acceleration level is carried out also considering the length of the failure zone, assuming that the energy released during an earthquake is uniformly, distributed over this fracture zone. The strong influence of local parameters on the annual exceeding probability is shown by a sensitivity analysis. (orig./RW) [de

  12. Stochastic structure of annual discharges of large European rivers

    Directory of Open Access Journals (Sweden)

    Stojković Milan

    2015-03-01

    Full Text Available Water resource has become a guarantee for sustainable development on both local and global scales. Exploiting water resources involves development of hydrological models for water management planning. In this paper we present a new stochastic model for generation of mean annul flows. The model is based on historical characteristics of time series of annual flows and consists of the trend component, long-term periodic component and stochastic component. The rest of specified components are model errors which are represented as a random time series. The random time series is generated by the single bootstrap model (SBM. Stochastic ensemble of error terms at the single hydrological station is formed using the SBM method. The ultimate stochastic model gives solutions of annual flows and presents a useful tool for integrated river basin planning and water management studies. The model is applied for ten large European rivers with long observed period. Validation of model results suggests that the stochastic flows simulated by the model can be used for hydrological simulations in river basins.

  13. Electron thermal confinement in a partially stochastic magnetic structure

    Science.gov (United States)

    Morton, L. A.; Young, W. C.; Hegna, C. C.; Parke, E.; Reusch, J. A.; Den Hartog, D. J.

    2018-04-01

    Using a high-repetition-rate Thomson scattering diagnostic, we observe a peak in electron temperature Te coinciding with the location of a large magnetic island in the Madison Symmetric Torus. Magnetohydrodynamic modeling of this quasi-single helicity plasma indicates that smaller adjacent islands overlap with and destroy the large island flux surfaces. The estimated stochastic electron thermal conductivity ( ≈30 m 2/s ) is consistent with the conductivity inferred from the observed Te gradient and ohmic heating power. Island-shaped Te peaks can result from partially stochastic magnetic islands.

  14. Stochastic Eulerian Lagrangian methods for fluid-structure interactions with thermal fluctuations

    International Nuclear Information System (INIS)

    Atzberger, Paul J.

    2011-01-01

    We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for operators coupling these descriptions. Stochastic driving fields for the formalism are derived using principles from statistical mechanics. The stochastic differential equations of the formalism are found to exhibit significant stiffness in some physical regimes. To cope with this issue, we derive reduced stochastic differential equations for several physical regimes. We also present stochastic numerical methods for each regime to approximate the fluid-structure dynamics and to generate efficiently the required stochastic driving fields. To validate the methodology in each regime, we perform analysis of the invariant probability distribution of the stochastic dynamics of the fluid-structure formalism. We compare this analysis with results from statistical mechanics. To further demonstrate the applicability of the methodology, we perform computational studies for spherical particles having translational and rotational degrees of freedom. We compare these studies with results from fluid mechanics. The presented approach provides for fluid-structure systems a set of rather general computational methods for treating consistently structure mechanics, hydrodynamic coupling, and thermal fluctuations.

  15. Intra-/Intermolecular Bifurcated Chalcogen Bonding in Crystal Structure of Thiazole/Thiadiazole Derived Binuclear (DiaminocarbenePdII Complexes

    Directory of Open Access Journals (Sweden)

    Alexander S. Mikherdov

    2018-02-01

    Full Text Available The coupling of cis-[PdCl2(CNXyl2] (Xyl = 2,6-Me2C6H3 with 4-phenylthiazol-2-amine in molar ratio 2:3 at RT in CH2Cl2 leads to binuclear (diaminocarbenePdII complex 3c. The complex was characterized by HRESI+-MS, 1H NMR spectroscopy, and its structure was elucidated by single-crystal XRD. Inspection of the XRD data for 3c and for three relevant earlier obtained thiazole/thiadiazole derived binuclear diaminocarbene complexes (3a EYOVIZ; 3b: EYOWAS; 3d: EYOVOF suggests that the structures of all these species exhibit intra-/intermolecular bifurcated chalcogen bonding (BCB. The obtained data indicate the presence of intramolecular S•••Cl chalcogen bonds in all of the structures, whereas varying of substituent in the 4th and 5th positions of the thiazaheterocyclic fragment leads to changes of the intermolecular chalcogen bonding type, viz. S•••π in 3a,b, S•••S in 3c, and S•••O in 3d. At the same time, the change of heterocyclic system (from 1,3-thiazole to 1,3,4-thiadiazole does not affect the pattern of non-covalent interactions. Presence of such intermolecular chalcogen bonding leads to the formation of one-dimensional (1D polymeric chains (for 3a,b, dimeric associates (for 3c, or the fixation of an acetone molecule in the hollow between two diaminocarbene complexes (for 3d in the solid state. The Hirshfeld surface analysis for the studied X-ray structures estimated the contributions of intermolecular chalcogen bonds in crystal packing of 3a–d: S•••π (3a: 2.4%; 3b: 2.4%, S•••S (3c: less 1%, S•••O (3d: less 1%. The additionally performed DFT calculations, followed by the topological analysis of the electron density distribution within the framework of Bader’s theory (AIM method, confirm the presence of intra-/intermolecular BCB S•••Cl/S•••S in dimer of 3c taken as a model system (solid state geometry. The AIM analysis demonstrates the presence of appropriate bond critical points for these

  16. Effects of demographic structure on key properties of stochastic density-independent population dynamics.

    Science.gov (United States)

    Vindenes, Yngvild; Sæther, Bernt-Erik; Engen, Steinar

    2012-12-01

    The development of stochastic demography has largely been based on age structured populations, although other types of demographic structure, especially permanent and dynamic heterogeneity, are likely common in natural populations. The combination of stochasticity and demographic structure is a challenge for analyses of population dynamics and extinction risk, because the population structure will fluctuate around the stable structure and the population size shows transient fluctuations. However, by using a diffusion approximation for the total reproductive value, density-independent dynamics of structured populations can be described with only three population parameters: the expected population growth rate, the environmental variance and the demographic variance. These parameters depend on population structure via the state-specific vital rates and transition rates. Once they are found, the diffusion approximation represents a substantial reduction in model complexity. Here, we review and compare the key population parameters across a wide range of demographic structure, from the case of no structure to the most general case of dynamic heterogeneity, and for both discrete and continuous types. We focus on the demographic variance, but also show how environmental stochasticity can be included. This study brings together results from recent models, each considering a specific type of population structure, and places them in a general framework for structured populations. Comparison across different types of demographic structure reveals that the reproductive value is an essential concept for understanding how population structure affects stochastic dynamics and extinction risk. Copyright © 2011 Elsevier Inc. All rights reserved.

  17. Bifurcation dynamics of the tempered fractional Langevin equation

    Energy Technology Data Exchange (ETDEWEB)

    Zeng, Caibin, E-mail: macbzeng@scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China); Chen, YangQuan, E-mail: ychen53@ucmerced.edu [MESA LAB, School of Engineering, University of California, Merced, 5200 N. Lake Road, Merced, California 95343 (United States)

    2016-08-15

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  18. Unfolding the Riddling Bifurcation

    DEFF Research Database (Denmark)

    Maistrenko, Yu.; Popovych, O.; Mosekilde, Erik

    1999-01-01

    We present analytical conditions for the riddling bifurcation in a system of two symmetrically coupled, identical, smooth one-dimensional maps to be soft or hard and describe a generic scenario for the transformations of the basin of attraction following a soft riddling bifurcation.......We present analytical conditions for the riddling bifurcation in a system of two symmetrically coupled, identical, smooth one-dimensional maps to be soft or hard and describe a generic scenario for the transformations of the basin of attraction following a soft riddling bifurcation....

  19. Drift bifurcation detection for dissipative solitons

    International Nuclear Information System (INIS)

    Liehr, A W; Boedeker, H U; Roettger, M C; Frank, T D; Friedrich, R; Purwins, H-G

    2003-01-01

    We report on the experimental detection of a drift bifurcation for dissipative solitons, which we observe in the form of current filaments in a planar semiconductor-gas-discharge system. By introducing a new stochastic data analysis technique we find that due to a change of system parameters the dissipative solitons undergo a transition from purely noise-driven objects with Brownian motion to particles with a dynamically stabilized finite velocity

  20. Quantum entanglement and fixed-point bifurcations

    International Nuclear Information System (INIS)

    Hines, Andrew P.; McKenzie, Ross H.; Milburn, G.J.

    2005-01-01

    How does the classical phase-space structure for a composite system relate to the entanglement characteristics of the corresponding quantum system? We demonstrate how the entanglement in nonlinear bipartite systems can be associated with a fixed-point bifurcation in the classical dynamics. Using the example of coupled giant spins we show that when a fixed point undergoes a supercritical pitchfork bifurcation, the corresponding quantum state--the ground state--achieves its maximum amount of entanglement near the critical point. We conjecture that this will be a generic feature of systems whose classical limit exhibits such a bifurcation

  1. Nonlinear stability control and λ-bifurcation

    International Nuclear Information System (INIS)

    Erneux, T.; Reiss, E.L.; Magnan, J.F.; Jayakumar, P.K.

    1987-01-01

    Passive techniques for nonlinear stability control are presented for a model of fluidelastic instability. They employ the phenomena of λ-bifurcation and a generalization of it. λ-bifurcation occurs when a branch of flutter solutions bifurcates supercritically from a basic solution and terminates with an infinite period orbit at a branch of divergence solutions which bifurcates subcritically from the basic solution. The shape of the bifurcation diagram then resembles the greek letter λ. When the system parameters are in the range where flutter occurs by λ-bifurcation, then as the flow velocity increase the flutter amplitude also increases, but the frequencies of the oscillations decrease to zero. This diminishes the damaging effects of structural fatigue by flutter, and permits the flow speed to exceed the critical flutter speed. If generalized λ-bifurcation occurs, then there is a jump transition from the flutter states to a divergence state with a substantially smaller amplitude, when the flow speed is sufficiently larger than the critical flutter speed

  2. Kinetic theory of age-structured stochastic birth-death processes

    Science.gov (United States)

    Greenman, Chris D.; Chou, Tom

    2016-01-01

    Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

  3. Bifurcation and instability problems in vortex wakes

    DEFF Research Database (Denmark)

    Aref, Hassan; Brøns, Morten; Stremler, Mark A.

    2007-01-01

    A number of instability and bifurcation problems related to the dynamics of vortex wake flows are addressed using various analytical tools and approaches. We discuss the bifurcations of the streamline pattern behind a bluff body as a vortex wake is produced, a theory of the universal Strouhal......-Reynolds number relation for vortex wakes, the bifurcation diagram for "exotic" wake patterns behind an oscillating cylinder first determined experimentally by Williamson & Roshko, and the bifurcations in topology of the streamlines pattern in point vortex streets. The Hamiltonian dynamics of point vortices...... in a periodic strip is considered. The classical results of von Kármán concerning the structure of the vortex street follow from the two-vortices-in-a-strip problem, while the stability results follow largely from a four-vortices-in-a-strip analysis. The three-vortices-in-a-strip problem is argued...

  4. Relative Lyapunov Center Bifurcations

    DEFF Research Database (Denmark)

    Wulff, Claudia; Schilder, Frank

    2014-01-01

    Relative equilibria (REs) and relative periodic orbits (RPOs) are ubiquitous in symmetric Hamiltonian systems and occur, for example, in celestial mechanics, molecular dynamics, and rigid body motion. REs are equilibria, and RPOs are periodic orbits of the symmetry reduced system. Relative Lyapunov...... center bifurcations are bifurcations of RPOs from REs corresponding to Lyapunov center bifurcations of the symmetry reduced dynamics. In this paper we first prove a relative Lyapunov center theorem by combining recent results on the persistence of RPOs in Hamiltonian systems with a symmetric Lyapunov...... center theorem of Montaldi, Roberts, and Stewart. We then develop numerical methods for the detection of relative Lyapunov center bifurcations along branches of RPOs and for their computation. We apply our methods to Lagrangian REs of the N-body problem....

  5. Stochastic sampling of the RNA structural alignment space.

    Science.gov (United States)

    Harmanci, Arif Ozgun; Sharma, Gaurav; Mathews, David H

    2009-07-01

    A novel method is presented for predicting the common secondary structures and alignment of two homologous RNA sequences by sampling the 'structural alignment' space, i.e. the joint space of their alignments and common secondary structures. The structural alignment space is sampled according to a pseudo-Boltzmann distribution based on a pseudo-free energy change that combines base pairing probabilities from a thermodynamic model and alignment probabilities from a hidden Markov model. By virtue of the implicit comparative analysis between the two sequences, the method offers an improvement over single sequence sampling of the Boltzmann ensemble. A cluster analysis shows that the samples obtained from joint sampling of the structural alignment space cluster more closely than samples generated by the single sequence method. On average, the representative (centroid) structure and alignment of the most populated cluster in the sample of structures and alignments generated by joint sampling are more accurate than single sequence sampling and alignment based on sequence alone, respectively. The 'best' centroid structure that is closest to the known structure among all the centroids is, on average, more accurate than structure predictions of other methods. Additionally, cluster analysis identifies, on average, a few clusters, whose centroids can be presented as alternative candidates. The source code for the proposed method can be downloaded at http://rna.urmc.rochester.edu.

  6. Dynamic and Stochastic Structures of U.S. Cotton Exports and Mill Demand

    OpenAIRE

    Fadiga, Mohamadou L.

    2006-01-01

    This study employs a structural time-series method to model and estimate U.S. cotton exports and mill use. The results show that the stochastic process governing cotton export fluctuations is transitory, while the process pertaining to mill use has transitory, seasonal, and secular origins. The estimated structural relationships after accounting for the unobserved components indicate U.S. cotton exports respond directly to higher international price relative to domestic price of cotton, while...

  7. Reliability estimation of structures under stochastic loading—A case study on nuclear piping

    International Nuclear Information System (INIS)

    Hari Prasad, M.; Rami Reddy, G.; Dubey, P.N.; Srividya, A.; Verma, A.K.

    2013-01-01

    Highlights: ► Structures are generally subjected to different types of loadings. ► One such type of loading is random sequence and has been treated as a stochastic fatigue loading. ► In this methodology both stress amplitude and number of cycles to failure have been considered as random variables. ► The methodology has been demonstrated with a case study on nuclear piping. ► The failure probability of piping has been estimated as a function of time. - Abstract: Generally structures are subjected to different types of loadings throughout their life time. These loads can be either discrete in nature or continuous in nature and also these can be either stationary or non stationary processes. This means that the structural reliability analysis not only considers random variables but also considers random variables which are functions of time, referred to as stochastic processes. A stochastic process can be viewed as a family of random variables. When a structure is subjected to a random loading, based on the stresses developed in the structure and failure criteria the failure probability can be estimated. In practice the structures are designed with higher factor of safety to take care of such random loads. In such cases the structure will fail only when the random loads are cyclic in nature. In traditional reliability analysis, the variation in the load is treated as a random variable and to account for the number of occurrences of the loading the concept of extreme value theory is used. But with this method one is neglecting the damage accumulation that will take place from one loading to another loading. Hence, in this paper, a new way of dealing with these types of problems has been discussed by using the concept of stochastic fatigue loading. The random loading has been considered as earthquake loading. The methodology has been demonstrated with a case study on nuclear power plant piping.

  8. Structure Learning in Stochastic Non-linear Dynamical Systems

    Science.gov (United States)

    Morris, R. D.; Smelyanskiy, V. N.; Luchinsky, D. G.

    2005-12-01

    A great many systems can be modeled in the non-linear dynamical systems framework, as x˙ = f(x) + ξ(t), where f(x) is the potential function for the system, and ξ(t) is the driving noise. Modeling the potential using a set of basis functions, we derive the posterior for the basis coefficients. A more challenging problem is to determine the set of basis functions that are required to model a particular system. We show that using the Bayesian Information Criteria (BIC) to rank models, and the beam search technique, that we can accurately determine the structure of simple non-linear dynamical system models, and the structure of the coupling between non-linear dynamical systems where the individual systems are known. This last case has important ecological applications, for example in predator-prey systems, where the very structure of the coupling between predator-prey pairs can have great ecological significance.

  9. Stochastic Geometric Network Models for Groups of Functional and Structural Connectomes

    Science.gov (United States)

    Friedman, Eric J.; Landsberg, Adam S.; Owen, Julia P.; Li, Yi-Ou; Mukherjee, Pratik

    2014-01-01

    Structural and functional connectomes are emerging as important instruments in the study of normal brain function and in the development of new biomarkers for a variety of brain disorders. In contrast to single-network studies that presently dominate the (non-connectome) network literature, connectome analyses typically examine groups of empirical networks and then compare these against standard (stochastic) network models. Current practice in connectome studies is to employ stochastic network models derived from social science and engineering contexts as the basis for the comparison. However, these are not necessarily best suited for the analysis of connectomes, which often contain groups of very closely related networks, such as occurs with a set of controls or a set of patients with a specific disorder. This paper studies important extensions of standard stochastic models that make them better adapted for analysis of connectomes, and develops new statistical fitting methodologies that account for inter-subject variations. The extensions explicitly incorporate geometric information about a network based on distances and inter/intra hemispherical asymmetries (to supplement ordinary degree-distribution information), and utilize a stochastic choice of networks' density levels (for fixed threshold networks) to better capture the variance in average connectivity among subjects. The new statistical tools introduced here allow one to compare groups of networks by matching both their average characteristics and the variations among them. A notable finding is that connectomes have high “smallworldness” beyond that arising from geometric and degree considerations alone. PMID:25067815

  10. Assessing Exhaustiveness of Stochastic Sampling for Integrative Modeling of Macromolecular Structures.

    Science.gov (United States)

    Viswanath, Shruthi; Chemmama, Ilan E; Cimermancic, Peter; Sali, Andrej

    2017-12-05

    Modeling of macromolecular structures involves structural sampling guided by a scoring function, resulting in an ensemble of good-scoring models. By necessity, the sampling is often stochastic, and must be exhaustive at a precision sufficient for accurate modeling and assessment of model uncertainty. Therefore, the very first step in analyzing the ensemble is an estimation of the highest precision at which the sampling is exhaustive. Here, we present an objective and automated method for this task. As a proxy for sampling exhaustiveness, we evaluate whether two independently and stochastically generated sets of models are sufficiently similar. The protocol includes testing 1) convergence of the model score, 2) whether model scores for the two samples were drawn from the same parent distribution, 3) whether each structural cluster includes models from each sample proportionally to its size, and 4) whether there is sufficient structural similarity between the two model samples in each cluster. The evaluation also provides the sampling precision, defined as the smallest clustering threshold that satisfies the third, most stringent test. We validate the protocol with the aid of enumerated good-scoring models for five illustrative cases of binary protein complexes. Passing the proposed four tests is necessary, but not sufficient for thorough sampling. The protocol is general in nature and can be applied to the stochastic sampling of any set of models, not just structural models. In addition, the tests can be used to stop stochastic sampling as soon as exhaustiveness at desired precision is reached, thereby improving sampling efficiency; they may also help in selecting a model representation that is sufficiently detailed to be informative, yet also sufficiently coarse for sampling to be exhaustive. Copyright © 2017 Biophysical Society. Published by Elsevier Inc. All rights reserved.

  11. Stochastic models for structured populations scaling limits and long time behavior

    CERN Document Server

    Meleard, Sylvie

    2015-01-01

    In this contribution, several probabilistic tools to study population dynamics are developed. The focus is on scaling limits of qualitatively different stochastic individual based models and the long time behavior of some classes of limiting processes. Structured population dynamics are modeled by measure-valued processes describing the individual behaviors and taking into account the demographic and mutational parameters, and possible interactions between individuals. Many quantitative parameters appear in these models and several relevant normalizations are considered, leading  to infinite-dimensional deterministic or stochastic large-population approximations. Biologically relevant questions are considered, such as extinction criteria, the effect of large birth events, the impact of  environmental catastrophes, the mutation-selection trade-off, recovery criteria in parasite infections, genealogical properties of a sample of individuals. These notes originated from a lecture series on Structured P...

  12. Stochastic demography and the neutral substitution rate in class-structured populations.

    Science.gov (United States)

    Lehmann, Laurent

    2014-05-01

    The neutral rate of allelic substitution is analyzed for a class-structured population subject to a stationary stochastic demographic process. The substitution rate is shown to be generally equal to the effective mutation rate, and under overlapping generations it can be expressed as the effective mutation rate in newborns when measured in units of average generation time. With uniform mutation rate across classes the substitution rate reduces to the mutation rate.

  13. Evolution‐development congruence in pattern formation dynamics: Bifurcations in gene expression and regulation of networks structures

    Science.gov (United States)

    Kohsokabe, Takahiro

    2016-01-01

    ABSTRACT Search for possible relationships between phylogeny and ontogeny is important in evolutionary‐developmental biology. Here we uncover such relationships by numerical evolution and unveil their origin in terms of dynamical systems theory. By representing developmental dynamics of spatially located cells with gene expression dynamics with cell‐to‐cell interaction under external morphogen gradient, gene regulation networks are evolved under mutation and selection with the fitness to approach a prescribed spatial pattern of expressed genes. For most numerical evolution experiments, evolution of pattern over generations and development of pattern by an evolved network exhibit remarkable congruence. Both in the evolution and development pattern changes consist of several epochs where stripes are formed in a short time, while for other temporal regimes, pattern hardly changes. In evolution, these quasi‐stationary regimes are generations needed to hit relevant mutations, while in development, they are due to some gene expression that varies slowly and controls the pattern change. The morphogenesis is regulated by combinations of feedback or feedforward regulations, where the upstream feedforward network reads the external morphogen gradient, and generates a pattern used as a boundary condition for the later patterns. The ordering from up to downstream is common in evolution and development, while the successive epochal changes in development and evolution are represented as common bifurcations in dynamical‐systems theory, which lead to the evolution‐development congruence. Mechanism of exceptional violation of the congruence is also unveiled. Our results provide a new look on developmental stages, punctuated equilibrium, developmental bottlenecks, and evolutionary acquisition of novelty in morphogenesis. J. Exp. Zool. (Mol. Dev. Evol.) 326B:61–84, 2016. © 2015 The Authors. Journal of Experimental Zoology Part B: Molecular and Developmental Evolution

  14. Evolution-development congruence in pattern formation dynamics: Bifurcations in gene expression and regulation of networks structures.

    Science.gov (United States)

    Kohsokabe, Takahiro; Kaneko, Kunihiko

    2016-01-01

    Search for possible relationships between phylogeny and ontogeny is important in evolutionary-developmental biology. Here we uncover such relationships by numerical evolution and unveil their origin in terms of dynamical systems theory. By representing developmental dynamics of spatially located cells with gene expression dynamics with cell-to-cell interaction under external morphogen gradient, gene regulation networks are evolved under mutation and selection with the fitness to approach a prescribed spatial pattern of expressed genes. For most numerical evolution experiments, evolution of pattern over generations and development of pattern by an evolved network exhibit remarkable congruence. Both in the evolution and development pattern changes consist of several epochs where stripes are formed in a short time, while for other temporal regimes, pattern hardly changes. In evolution, these quasi-stationary regimes are generations needed to hit relevant mutations, while in development, they are due to some gene expression that varies slowly and controls the pattern change. The morphogenesis is regulated by combinations of feedback or feedforward regulations, where the upstream feedforward network reads the external morphogen gradient, and generates a pattern used as a boundary condition for the later patterns. The ordering from up to downstream is common in evolution and development, while the successive epochal changes in development and evolution are represented as common bifurcations in dynamical-systems theory, which lead to the evolution-development congruence. Mechanism of exceptional violation of the congruence is also unveiled. Our results provide a new look on developmental stages, punctuated equilibrium, developmental bottlenecks, and evolutionary acquisition of novelty in morphogenesis. © 2015 The Authors. Journal of Experimental Zoology Part B: Molecular and Developmental Evolution Published by Wiley Periodicals, Inc.

  15. Identification of the structure parameters using short-time non-stationary stochastic excitation

    Science.gov (United States)

    Jarczewska, Kamila; Koszela, Piotr; Śniady, PaweŁ; Korzec, Aleksandra

    2011-07-01

    In this paper, we propose an approach to the flexural stiffness or eigenvalue frequency identification of a linear structure using a non-stationary stochastic excitation process. The idea of the proposed approach lies within time domain input-output methods. The proposed method is based on transforming the dynamical problem into a static one by integrating the input and the output signals. The output signal is the structure reaction, i.e. structure displacements due to the short-time, irregular load of random type. The systems with single and multiple degrees of freedom, as well as continuous systems are considered.

  16. Bifurcations of transition states: Morse bifurcations

    International Nuclear Information System (INIS)

    MacKay, R S; Strub, D C

    2014-01-01

    A transition state for a Hamiltonian system is a closed, invariant, oriented, codimension-2 submanifold of an energy level that can be spanned by two compact codimension-1 surfaces of unidirectional flux whose union, called a dividing surface, locally separates the energy level into two components and has no local recrossings. For this to happen robustly to all smooth perturbations, the transition state must be normally hyperbolic. The dividing surface then has locally minimal geometric flux through it, giving an upper bound on the rate of transport in either direction. Transition states diffeomorphic to S 2m−3 are known to exist for energies just above any index-1 critical point of a Hamiltonian of m degrees of freedom, with dividing surfaces S 2m−2 . The question addressed here is what qualitative changes in the transition state, and consequently the dividing surface, may occur as the energy or other parameters are varied? We find that there is a class of systems for which the transition state becomes singular and then regains normal hyperbolicity with a change in diffeomorphism class. These are Morse bifurcations. Various examples are considered. Firstly, some simple examples in which transition states connect or disconnect, and the dividing surface may become a torus or other. Then, we show how sequences of Morse bifurcations producing various interesting forms of transition state and dividing surface are present in reacting systems, by considering a hypothetical class of bimolecular reactions in gas phase. (paper)

  17. Bifurcation with memory

    International Nuclear Information System (INIS)

    Olmstead, W.E.; Davis, S.H.; Rosenblat, S.; Kath, W.L.

    1986-01-01

    A model equation containing a memory integral is posed. The extent of the memory, the relaxation time lambda, controls the bifurcation behavior as the control parameter R is increased. Small (large) lambda gives steady (periodic) bifurcation. There is a double eigenvalue at lambda = lambda 1 , separating purely steady (lambda 1 ) from combined steady/T-periodic (lambda > lambda 1 ) states with T → infinity as lambda → lambda + 1 . Analysis leads to the co-existence of stable steady/periodic states and as R is increased, the periodic states give way to the steady states. Numerical solutions show that this behavior persists away from lambda = lambda 1

  18. Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

    Science.gov (United States)

    Aguilo, Miguel A.; Warner, James E.

    2017-01-01

    This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

  19. Stochastic output error vibration-based damage detection and assessment in structures under earthquake excitation

    Science.gov (United States)

    Sakellariou, J. S.; Fassois, S. D.

    2006-11-01

    A stochastic output error (OE) vibration-based methodology for damage detection and assessment (localization and quantification) in structures under earthquake excitation is introduced. The methodology is intended for assessing the state of a structure following potential damage occurrence by exploiting vibration signal measurements produced by low-level earthquake excitations. It is based upon (a) stochastic OE model identification, (b) statistical hypothesis testing procedures for damage detection, and (c) a geometric method (GM) for damage assessment. The methodology's advantages include the effective use of the non-stationary and limited duration earthquake excitation, the handling of stochastic uncertainties, the tackling of the damage localization and quantification subproblems, the use of "small" size, simple and partial (in both the spatial and frequency bandwidth senses) identified OE-type models, and the use of a minimal number of measured vibration signals. Its feasibility and effectiveness are assessed via Monte Carlo experiments employing a simple simulation model of a 6 storey building. It is demonstrated that damage levels of 5% and 20% reduction in a storey's stiffness characteristics may be properly detected and assessed using noise-corrupted vibration signals.

  20. Comparison between periodic and stochastic parabolic light trapping structures for thin-film microcrystalline Silicon solar cells.

    Science.gov (United States)

    Peters, M; Battaglia, C; Forberich, K; Bläsi, B; Sahraei, N; Aberle, A G

    2012-12-31

    Light trapping is of very high importance for silicon photovoltaics (PV) and especially for thin-film silicon solar cells. In this paper we investigate and compare theoretically the light trapping properties of periodic and stochastic structures having similar geometrical features. The theoretical investigations are based on the actual surface geometry of a scattering structure, characterized by an atomic force microscope. This structure is used for light trapping in thin-film microcrystalline silicon solar cells. Very good agreement is found in a first comparison between simulation and experimental results. The geometrical parameters of the stochastic structure are varied and it is found that the light trapping mainly depends on the aspect ratio (length/height). Furthermore, the maximum possible light trapping with this kind of stochastic structure geometry is investigated. In a second step, the stochastic structure is analysed and typical geometrical features are extracted, which are then arranged in a periodic structure. Investigating the light trapping properties of the periodic structure, we find that it performs very similar to the stochastic structure, in agreement with reports in literature. From the obtained results we conclude that a potential advantage of periodic structures for PV applications will very likely not be found in the absorption enhancement in the solar cell material. However, uniformity and higher definition in production of these structures can lead to potential improvements concerning electrical characteristics and parasitic absorption, e.g. in a back reflector.

  1. Evolving stochastic context-free grammars for RNA secondary structure prediction

    DEFF Research Database (Denmark)

    Anderson, James WJ; Tataru, Paula Cristina; Stains, Joe

    2012-01-01

    Background Stochastic Context-Free Grammars (SCFGs) were applied successfully to RNA secondary structure prediction in the early 90s, and used in combination with comparative methods in the late 90s. The set of SCFGs potentially useful for RNA secondary structure prediction is very large, but a few...... to structure prediction as has been previously suggested. Results These search techniques were applied to predict RNA secondary structure on a maximal data set and revealed new and interesting grammars, though none are dramatically better than classic grammars. In general, results showed that many grammars...... with quite different structure could have very similar predictive ability. Many ambiguous grammars were found which were at least as effective as the best current unambiguous grammars. Conclusions Overall the method of evolving SCFGs for RNA secondary structure prediction proved effective in finding many...

  2. Energetics and monsoon bifurcations

    Science.gov (United States)

    Seshadri, Ashwin K.

    2017-01-01

    Monsoons involve increases in dry static energy (DSE), with primary contributions from increased shortwave radiation and condensation of water vapor, compensated by DSE export via horizontal fluxes in monsoonal circulations. We introduce a simple box-model characterizing evolution of the DSE budget to study nonlinear dynamics of steady-state monsoons. Horizontal fluxes of DSE are stabilizing during monsoons, exporting DSE and hence weakening the monsoonal circulation. By contrast latent heat addition (LHA) due to condensation of water vapor destabilizes, by increasing the DSE budget. These two factors, horizontal DSE fluxes and LHA, are most strongly dependent on the contrast in tropospheric mean temperature between land and ocean. For the steady-state DSE in the box-model to be stable, the DSE flux should depend more strongly on the temperature contrast than LHA; stronger circulation then reduces DSE and thereby restores equilibrium. We present conditions for this to occur. The main focus of the paper is describing conditions for bifurcation behavior of simple models. Previous authors presented a minimal model of abrupt monsoon transitions and argued that such behavior can be related to a positive feedback called the `moisture advection feedback'. However, by accounting for the effect of vertical lapse rate of temperature on the DSE flux, we show that bifurcations are not a generic property of such models despite these fluxes being nonlinear in the temperature contrast. We explain the origin of this behavior and describe conditions for a bifurcation to occur. This is illustrated for the case of the July-mean monsoon over India. The default model with mean parameter estimates does not contain a bifurcation, but the model admits bifurcation as parameters are varied.

  3. In vitro verification of a 3-D regenerative neural interface design: examination of neurite growth and electrical properties within a bifurcating microchannel structure

    NARCIS (Netherlands)

    Wieringa, P.A.; Wiertz, Remy; de Weerd, Eddy L; Rutten, Wim

    2010-01-01

    Toward the development of neuroprosthesis, we propose a 3-D regenerative neural interface design for connecting with the peripheral nervous system. This approach relies on bifurcating microstructures to achieve defasciculated ingrowth patterns and, consequently, high selectivity. In vitro studies

  4. Reliability and maintenance in European nuclear power plants: A structural analysis of a controlled stochastic process

    International Nuclear Information System (INIS)

    Sturm, R.

    1991-01-01

    Two aspects of performance are of main concern: plant availability and plant reliability (defined as the conditional probability of an unplanned shutdown). The goal of the research is a unified framework that combines behavioral models of optimizing agents with models of complex technical systems that take into account the dynamic and stochastic features of the system. In order to achieve this synthesis, two liens of work are necessary. One line requires a deeper understanding of complex production systems and the type of data they give rise to; the other line involves the specification and estimation of a rigorously specified behavioral model. Plant operations are modeled as a controlled stochastic process, and the sequence of up and downtime spells is analyzed during failure time and point process models. Similar to work on rational expectations and structural econometric models, the behavior model of how the plant process is controlled is formulated at the level of basic processes, i.e., the objective function of the plant manager, technical constraints, and stochastic disturbances

  5. Uncertainty calculation for modal parameters used with stochastic subspace identification: an application to a bridge structure

    Science.gov (United States)

    Hsu, Wei-Ting; Loh, Chin-Hsiung; Chao, Shu-Hsien

    2015-03-01

    Stochastic subspace identification method (SSI) has been proven to be an efficient algorithm for the identification of liner-time-invariant system using multivariate measurements. Generally, the estimated modal parameters through SSI may be afflicted with statistical uncertainty, e.g. undefined measurement noises, non-stationary excitation, finite number of data samples etc. Therefore, the identified results are subjected to variance errors. Accordingly, the concept of the stabilization diagram can help users to identify the correct model, i.e. through removing the spurious modes. Modal parameters are estimated at successive model orders where the physical modes of the system are extracted and separated from the spurious modes. Besides, an uncertainty computation scheme was derived for the calculation of uncertainty bounds for modal parameters at some given model order. The uncertainty bounds of damping ratios are particularly interesting, as the estimation of damping ratios are difficult to obtain. In this paper, an automated stochastic subspace identification algorithm is addressed. First, the identification of modal parameters through covariance-driven stochastic subspace identification from the output-only measurements is used for discussion. A systematic way of investigation on the criteria for the stabilization diagram is presented. Secondly, an automated algorithm of post-processing on stabilization diagram is demonstrated. Finally, the computation of uncertainty bounds for each mode with all model order in the stabilization diagram is utilized to determine system natural frequencies and damping ratios. Demonstration of this study on the system identification of a three-span steel bridge under operation condition is presented. It is shown that the proposed new operation procedure for the automated covariance-driven stochastic subspace identification can enhance the robustness and reliability in structural health monitoring.

  6. Optimization Design and Application of Underground Reinforced Concrete Bifurcation Pipe

    Directory of Open Access Journals (Sweden)

    Chao Su

    2015-01-01

    Full Text Available Underground reinforced concrete bifurcation pipe is an important part of conveyance structure. During construction, the workload of excavation and concrete pouring can be significantly decreased according to optimized pipe structure, and the engineering quality can be improved. This paper presents an optimization mathematical model of underground reinforced concrete bifurcation pipe structure according to real working status of several common pipe structures from real cases. Then, an optimization design system was developed based on Particle Swarm Optimization algorithm. Furthermore, take the bifurcation pipe of one hydropower station as an example: optimization analysis was conducted, and accuracy and stability of the optimization design system were verified successfully.

  7. Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix and Polymer Matrix Composite Structures

    Science.gov (United States)

    Nemeth, Noel N.; Bednarcyk, Brett A.; Pineda, Evan J.; Walton, Owen J.; Arnold, Steven M.

    2016-01-01

    Stochastic-based, discrete-event progressive damage simulations of ceramic-matrix composite and polymer matrix composite material structures have been enabled through the development of a unique multiscale modeling tool. This effort involves coupling three independently developed software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/ Life), and (3) the Abaqus finite element analysis (FEA) program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating unit cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC. Abaqus is used at the global scale to model the overall composite structure. An Abaqus user-defined material (UMAT) interface, referred to here as "FEAMAC/CARES," was developed that enables MAC/GMC and CARES/Life to operate seamlessly with the Abaqus FEA code. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events, which incrementally progress and lead to ultimate structural failure. This report describes the FEAMAC/CARES methodology and discusses examples that illustrate the performance of the tool. A comprehensive example problem, simulating the progressive damage of laminated ceramic matrix composites under various off-axis loading conditions and including a double notched tensile specimen geometry, is described in a separate report.

  8. Causal feedforward control of a stochastically excited fuselage structure with active sidewall panel.

    Science.gov (United States)

    Misol, Malte; Haase, Thomas; Monner, Hans Peter; Sinapius, Michael

    2014-10-01

    This paper provides experimental results of an aircraft-relevant double panel structure mounted in a sound transmission loss facility. The primary structure of the double panel system is excited either by a stochastic point force or by a diffuse sound field synthesized in the reverberation room of the transmission loss facility. The secondary structure, which is connected to the frames of the primary structure, is augmented by actuators and sensors implementing an active feedforward control system. Special emphasis is placed on the causality of the active feedforward control system and its implications on the disturbance rejection at the error sensors. The coherence of the sensor signals is analyzed for the two different disturbance excitations. Experimental results are presented regarding the causality, coherence, and disturbance rejection of the active feedforward control system. Furthermore, the sound transmission loss of the double panel system is evaluated for different configurations of the active system. A principal result of this work is the evidence that it is possible to strongly influence the transmission of stochastic disturbance sources through double panel configurations by means of an active feedforward control system.

  9. Coupling Neumann development and component mode synthesis methods for stochastic analysis of random structures

    Directory of Open Access Journals (Sweden)

    Driss Sarsri

    2014-05-01

    Full Text Available In this paper, we propose a method to calculate the first two moments (mean and variance of the structural dynamics response of a structure with uncertain variables and subjected to random excitation. For this, Newmark method is used to transform the equation of motion of the structure into a quasistatic equilibrium equation in the time domain. The Neumann development method was coupled with Monte Carlo simulations to calculate the statistical values of the random response. The use of modal synthesis methods can reduce the dimensions of the model before integration of the equation of motion. Numerical applications have been developed to highlight effectiveness of the method developed to analyze the stochastic response of large structures.

  10. Dedicated bifurcation stents

    Directory of Open Access Journals (Sweden)

    Ajith Ananthakrishna Pillai

    2012-03-01

    Full Text Available Bifurcation percutaneous coronary intervention (PCI is still a difficult call for the interventionist despite advancements in the instrumentation, technical skill and the imaging modalities. With major cardiac events relate to the side-branch (SB compromise, the concept and practice of dedicated bifurcation stents seems exciting. Several designs of such dedicated stents are currently undergoing trials. This novel concept and pristine technology offers new hope notwithstanding the fact that we need to go a long way in widespread acceptance and practice of these gadgets. Some of these designs even though looks enterprising, the mere complex delivering technique and the demanding knowledge of the exact coronary anatomy makes their routine use challenging.

  11. Structural damage diagnosis based on on-line recursive stochastic subspace identification

    International Nuclear Information System (INIS)

    Loh, Chin-Hsiung; Weng, Jian-Huang; Liu, Yi-Cheng; Lin, Pei-Yang; Huang, Shieh-Kung

    2011-01-01

    This paper presents a recursive stochastic subspace identification (RSSI) technique for on-line and almost real-time structural damage diagnosis using output-only measurements. Through RSSI the time-varying natural frequencies of a system can be identified. To reduce the computation time in conducting LQ decomposition in RSSI, the Givens rotation as well as the matrix operation appending a new data set are derived. The relationship between the size of the Hankel matrix and the data length in each shifting moving window is examined so as to extract the time-varying features of the system without loss of generality and to establish on-line and almost real-time system identification. The result from the RSSI technique can also be applied to structural damage diagnosis. Off-line data-driven stochastic subspace identification was used first to establish the system matrix from the measurements of an undamaged (reference) case. Then the RSSI technique incorporating a Kalman estimator is used to extract the dynamic characteristics of the system through continuous monitoring data. The predicted residual error is defined as a damage feature and through the outlier statistics provides an indicator of damage. Verification of the proposed identification algorithm by using the bridge scouring test data and white noise response data of a reinforced concrete frame structure is conducted

  12. Comparison of Traditional Design Nonlinear Programming Optimization and Stochastic Methods for Structural Design

    Science.gov (United States)

    Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.

    2010-01-01

    Structural design generated by traditional method, optimization method and the stochastic design concept are compared. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions were produced by all the three methods. The variation in the weight calculated by the methods was modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliabilitytraced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

  13. Travelling waves and their bifurcations in the Lorenz-96 model

    Science.gov (United States)

    van Kekem, Dirk L.; Sterk, Alef E.

    2018-03-01

    In this paper we study the dynamics of the monoscale Lorenz-96 model using both analytical and numerical means. The bifurcations for positive forcing parameter F are investigated. The main analytical result is the existence of Hopf or Hopf-Hopf bifurcations in any dimension n ≥ 4. Exploiting the circulant structure of the Jacobian matrix enables us to reduce the first Lyapunov coefficient to an explicit formula from which it can be determined when the Hopf bifurcation is sub- or supercritical. The first Hopf bifurcation for F > 0 is always supercritical and the periodic orbit born at this bifurcation has the physical interpretation of a travelling wave. Furthermore, by unfolding the codimension two Hopf-Hopf bifurcation it is shown to act as an organising centre, explaining dynamics such as quasi-periodic attractors and multistability, which are observed in the original Lorenz-96 model. Finally, the region of parameter values beyond the first Hopf bifurcation value is investigated numerically and routes to chaos are described using bifurcation diagrams and Lyapunov exponents. The observed routes to chaos are various but without clear pattern as n → ∞.

  14. Stochastic generation of explicit pore structures by thresholding Gaussian random fields

    Energy Technology Data Exchange (ETDEWEB)

    Hyman, Jeffrey D., E-mail: jhyman@lanl.gov [Program in Applied Mathematics, University of Arizona, Tucson, AZ 85721-0089 (United States); Computational Earth Science, Earth and Environmental Sciences (EES-16), and Center for Nonlinear Studies, Los Alamos National Laboratory, Los Alamos, NM 87544 (United States); Winter, C. Larrabee, E-mail: winter@email.arizona.edu [Program in Applied Mathematics, University of Arizona, Tucson, AZ 85721-0089 (United States); Department of Hydrology and Water Resources, University of Arizona, Tucson, AZ 85721-0011 (United States)

    2014-11-15

    We provide a description and computational investigation of an efficient method to stochastically generate realistic pore structures. Smolarkiewicz and Winter introduced this specific method in pores resolving simulation of Darcy flows (Smolarkiewicz and Winter, 2010 [1]) without giving a complete formal description or analysis of the method, or indicating how to control the parameterization of the ensemble. We address both issues in this paper. The method consists of two steps. First, a realization of a correlated Gaussian field, or topography, is produced by convolving a prescribed kernel with an initial field of independent, identically distributed random variables. The intrinsic length scales of the kernel determine the correlation structure of the topography. Next, a sample pore space is generated by applying a level threshold to the Gaussian field realization: points are assigned to the void phase or the solid phase depending on whether the topography over them is above or below the threshold. Hence, the topology and geometry of the pore space depend on the form of the kernel and the level threshold. Manipulating these two user prescribed quantities allows good control of pore space observables, in particular the Minkowski functionals. Extensions of the method to generate media with multiple pore structures and preferential flow directions are also discussed. To demonstrate its usefulness, the method is used to generate a pore space with physical and hydrological properties similar to a sample of Berea sandstone. -- Graphical abstract: -- Highlights: •An efficient method to stochastically generate realistic pore structures is provided. •Samples are generated by applying a level threshold to a Gaussian field realization. •Two user prescribed quantities determine the topology and geometry of the pore space. •Multiple pore structures and preferential flow directions can be produced. •A pore space based on Berea sandstone is generated.

  15. Bifurcation of self-folded polygonal bilayers

    Science.gov (United States)

    Abdullah, Arif M.; Braun, Paul V.; Hsia, K. Jimmy

    2017-09-01

    Motivated by the self-assembly of natural systems, researchers have investigated the stimulus-responsive curving of thin-shell structures, which is also known as self-folding. Self-folding strategies not only offer possibilities to realize complicated shapes but also promise actuation at small length scales. Biaxial mismatch strain driven self-folding bilayers demonstrate bifurcation of equilibrium shapes (from quasi-axisymmetric doubly curved to approximately singly curved) during their stimulus-responsive morphing behavior. Being a structurally instable, bifurcation could be used to tune the self-folding behavior, and hence, a detailed understanding of this phenomenon is appealing from both fundamental and practical perspectives. In this work, we investigated the bifurcation behavior of self-folding bilayer polygons. For the mechanistic understanding, we developed finite element models of planar bilayers (consisting of a stimulus-responsive and a passive layer of material) that transform into 3D curved configurations. Our experiments with cross-linked Polydimethylsiloxane samples that change shapes in organic solvents confirmed our model predictions. Finally, we explored a design scheme to generate gripper-like architectures by avoiding the bifurcation of stimulus-responsive bilayers. Our research contributes to the broad field of self-assembly as the findings could motivate functional devices across multiple disciplines such as robotics, artificial muscles, therapeutic cargos, and reconfigurable biomedical devices.

  16. A stochastic global identification framework for aerospace structures operating under varying flight states

    Science.gov (United States)

    Kopsaftopoulos, Fotis; Nardari, Raphael; Li, Yu-Hung; Chang, Fu-Kuo

    2018-01-01

    In this work, a novel data-based stochastic "global" identification framework is introduced for aerospace structures operating under varying flight states and uncertainty. In this context, the term "global" refers to the identification of a model that is capable of representing the structure under any admissible flight state based on data recorded from a sample of these states. The proposed framework is based on stochastic time-series models for representing the structural dynamics and aeroelastic response under multiple flight states, with each state characterized by several variables, such as the airspeed, angle of attack, altitude and temperature, forming a flight state vector. The method's cornerstone lies in the new class of Vector-dependent Functionally Pooled (VFP) models which allow the explicit analytical inclusion of the flight state vector into the model parameters and, hence, system dynamics. This is achieved via the use of functional data pooling techniques for optimally treating - as a single entity - the data records corresponding to the various flight states. In this proof-of-concept study the flight state vector is defined by two variables, namely the airspeed and angle of attack of the vehicle. The experimental evaluation and assessment is based on a prototype bio-inspired self-sensing composite wing that is subjected to a series of wind tunnel experiments under multiple flight states. Distributed micro-sensors in the form of stretchable sensor networks are embedded in the composite layup of the wing in order to provide the sensing capabilities. Experimental data collected from piezoelectric sensors are employed for the identification of a stochastic global VFP model via appropriate parameter estimation and model structure selection methods. The estimated VFP model parameters constitute two-dimensional functions of the flight state vector defined by the airspeed and angle of attack. The identified model is able to successfully represent the wing

  17. Climate bifurcation during the last deglaciation?

    Directory of Open Access Journals (Sweden)

    T. M. Lenton

    2012-07-01

    Full Text Available There were two abrupt warming events during the last deglaciation, at the start of the Bølling-Allerød and at the end of the Younger Dryas, but their underlying dynamics are unclear. Some abrupt climate changes may involve gradual forcing past a bifurcation point, in which a prevailing climate state loses its stability and the climate tips into an alternative state, providing an early warning signal in the form of slowing responses to perturbations, which may be accompanied by increasing variability. Alternatively, short-term stochastic variability in the climate system can trigger abrupt climate changes, without early warning. Previous work has found signals consistent with slowing down during the last deglaciation as a whole, and during the Younger Dryas, but with conflicting results in the run-up to the Bølling-Allerød. Based on this, we hypothesise that a bifurcation point was approached at the end of the Younger Dryas, in which the cold climate state, with weak Atlantic overturning circulation, lost its stability, and the climate tipped irreversibly into a warm interglacial state. To test the bifurcation hypothesis, we analysed two different climate proxies in three Greenland ice cores, from the Last Glacial Maximum to the end of the Younger Dryas. Prior to the Bølling warming, there was a robust increase in climate variability but no consistent slowing down signal, suggesting this abrupt change was probably triggered by a stochastic fluctuation. The transition to the warm Bølling-Allerød state was accompanied by a slowing down in climate dynamics and an increase in climate variability. We suggest that the Bølling warming excited an internal mode of variability in Atlantic meridional overturning circulation strength, causing multi-centennial climate fluctuations. However, the return to the Younger Dryas cold state increased climate stability. We find no consistent evidence for slowing down during the Younger Dryas, or in a longer

  18. Bifurcation of Safe Basins and Chaos in Nonlinear Vibroimpact Oscillator under Harmonic and Bounded Noise Excitations

    Directory of Open Access Journals (Sweden)

    Rong Haiwu

    2014-01-01

    Full Text Available The erosion of the safe basins and chaotic motions of a nonlinear vibroimpact oscillator under both harmonic and bounded random noise is studied. Using the Melnikov method, the system’s Melnikov integral is computed and the parametric threshold for chaotic motions is obtained. Using the Monte-Carlo and Runge-Kutta methods, the erosion of the safe basins is also discussed. The sudden change in the character of the stochastic safe basins when the bifurcation parameter of the system passes through a critical value may be defined as an alternative stochastic bifurcation. It is founded that random noise may destroy the integrity of the safe basins, bring forward the occurrence of the stochastic bifurcation, and make the parametric threshold for motions vary in a larger region, hence making the system become more unsafely and chaotic motions may occur more easily.

  19. Bubble transport in bifurcations

    Science.gov (United States)

    Bull, Joseph; Qamar, Adnan

    2017-11-01

    Motivated by a developmental gas embolotherapy technique for cancer treatment, we examine the transport of bubbles entrained in liquid. In gas embolotherapy, infarction of tumors is induced by selectively formed vascular gas bubbles that originate from acoustic vaporization of vascular droplets. In the case of non-functionalized droplets with the objective of vessel occlusion, the bubbles are transported by flow through vessel bifurcations, where they may split prior to eventually reach vessels small enough that they become lodged. This splitting behavior affects the distribution of bubbles and the efficacy of flow occlusion and the treatment. In these studies, we investigated bubble transport in bifurcations using computational and theoretical modeling. The model reproduces the variety of experimentally observed splitting behaviors. Splitting homogeneity and maximum shear stress along the vessel walls is predicted over a variety of physical parameters. Maximum shear stresses were found to decrease with increasing Reynolds number. The initial bubble length was found to affect the splitting behavior in the presence of gravitational asymmetry. This work was supported by NIH Grant R01EB006476.

  20. Structural damage detection based on stochastic subspace identification and statistical pattern recognition: I. Theory

    Science.gov (United States)

    Ren, W. X.; Lin, Y. Q.; Fang, S. E.

    2011-11-01

    One of the key issues in vibration-based structural health monitoring is to extract the damage-sensitive but environment-insensitive features from sampled dynamic response measurements and to carry out the statistical analysis of these features for structural damage detection. A new damage feature is proposed in this paper by using the system matrices of the forward innovation model based on the covariance-driven stochastic subspace identification of a vibrating system. To overcome the variations of the system matrices, a non-singularity transposition matrix is introduced so that the system matrices are normalized to their standard forms. For reducing the effects of modeling errors, noise and environmental variations on measured structural responses, a statistical pattern recognition paradigm is incorporated into the proposed method. The Mahalanobis and Euclidean distance decision functions of the damage feature vector are adopted by defining a statistics-based damage index. The proposed structural damage detection method is verified against one numerical signal and two numerical beams. It is demonstrated that the proposed statistics-based damage index is sensitive to damage and shows some robustness to the noise and false estimation of the system ranks. The method is capable of locating damage of the beam structures under different types of excitations. The robustness of the proposed damage detection method to the variations in environmental temperature is further validated in a companion paper by a reinforced concrete beam tested in the laboratory and a full-scale arch bridge tested in the field.

  1. Stochastic Optimisation of Battery System Operation Strategy under different Utility Tariff Structures

    OpenAIRE

    Erdal, Jørgen Sørgård

    2017-01-01

    This master thesis develops a stochastic optimisation software for household grid-connected batteries combined with PV-systems. The objective of the optimisation is to operate the battery system in order to minimise the costs of the consumer, and it was implemented in MATLAB using a self-written stochastic dynamic programming algorithm. Load was considered as a stochastic variable and modelled as a Markov Chain. Transition probabilities between time steps were calculated using historic load p...

  2. A Stochastic Polygons Model for Glandular Structures in Colon Histology Images.

    Science.gov (United States)

    Sirinukunwattana, Korsuk; Snead, David R J; Rajpoot, Nasir M

    2015-11-01

    In this paper, we present a stochastic model for glandular structures in histology images of tissue slides stained with Hematoxylin and Eosin, choosing colon tissue as an example. The proposed Random Polygons Model (RPM) treats each glandular structure in an image as a polygon made of a random number of vertices, where the vertices represent approximate locations of epithelial nuclei. We formulate the RPM as a Bayesian inference problem by defining a prior for spatial connectivity and arrangement of neighboring epithelial nuclei and a likelihood for the presence of a glandular structure. The inference is made via a Reversible-Jump Markov chain Monte Carlo simulation. To the best of our knowledge, all existing published algorithms for gland segmentation are designed to mainly work on healthy samples, adenomas, and low grade adenocarcinomas. One of them has been demonstrated to work on intermediate grade adenocarcinomas at its best. Our experimental results show that the RPM yields favorable results, both quantitatively and qualitatively, for extraction of glandular structures in histology images of normal human colon tissues as well as benign and cancerous tissues, excluding undifferentiated carcinomas.

  3. Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

    Science.gov (United States)

    Patrick C. Tobin; Ottar N. Bjornstad

    2005-01-01

    Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

  4. Ayres' bifurcated solar model

    International Nuclear Information System (INIS)

    Kalkofen, W.

    1985-01-01

    The assumptions of Ayres' model of the upper solar atmosphere are examined. It is found that the bistable character of his model is postulated - through the assumptions concerning the opacity sources and the effect of mechanical waves, which are allowed to destroy the CO molecules but not to heat the gas. The neglect of cooling by metal lines is based on their reduced local cooling rate, but it ignores the increased depth over which this cooling occurs. Thus, the bifurcated model of the upper solar atmosphere consists of two models, one cold at the temperature minimum, with a kinetic temperature of 2900 K, and the other hot, with a temperature of 4900 K. 8 references

  5. Bifurcations sights, sounds, and mathematics

    CERN Document Server

    Matsumoto, Takashi; Kokubu, Hiroshi; Tokunaga, Ryuji

    1993-01-01

    Bifurcation originally meant "splitting into two parts. " Namely, a system under­ goes a bifurcation when there is a qualitative change in the behavior of the sys­ tem. Bifurcation in the context of dynamical systems, where the time evolution of systems are involved, has been the subject of research for many scientists and engineers for the past hundred years simply because bifurcations are interesting. A very good way of understanding bifurcations would be to see them first and study theories second. Another way would be to first comprehend the basic concepts and theories and then see what they look like. In any event, it is best to both observe experiments and understand the theories of bifurcations. This book attempts to provide a general audience with both avenues toward understanding bifurcations. Specifically, (1) A variety of concrete experimental results obtained from electronic circuits are given in Chapter 1. All the circuits are very simple, which is crucial in any experiment. The circuits, howev...

  6. Properties of Ti-6Al-4V non-stochastic lattice structures fabricated via electron beam melting

    International Nuclear Information System (INIS)

    Cansizoglu, O.; Harrysson, O.; Cormier, D.; West, H.; Mahale, T.

    2008-01-01

    This paper addresses foams which are known as non-stochastic foams, lattice structures, or repeating open cell structure foams. The paper reports on preliminary research involving the design and fabrication of non-stochastic Ti-6Al-4V alloy structures using the electron beam melting (EBM) process. Non-stochastic structures of different cell sizes and densities were investigated. The structures were tested in compression and bending, and the results were compared to results from finite element analysis simulations. It was shown that the build angle and the build orientation affect the properties of the lattice structures. The average compressive strength of the lattice structures with a 10% relative density was 10 MPa, the flexural modulus was 200 MPa and the strength to density ration was 17. All the specimens were fabricated on the EBM A2 machine using a melt speed of 180 mm/s and a beam current of 2 mA. Future applications and FEA modeling were discussed in the paper

  7. A Stochastic mesoscopic model for predicting the globular grain structure and solute redistribution in cast alloys at low superheat

    International Nuclear Information System (INIS)

    Nastac, Laurentiu; El Kaddah, Nagy

    2012-01-01

    It is well known that casting at low superheat has a strong influence on the solidification morphology and macro- and microstructures of the cast alloy. This paper describes a stochastic mesoscopic solidification model for predicting the grain structure and segregation in cast alloy at low superheat. This model was applied to predict the globular solidification morphology and size as well as solute redistribution of Al in cast Mg AZ31B alloy at superheat of 5°C produced by the Magnetic Suspension Melting (MSM) process, which is an integrated containerless induction melting and casting process. The castings produced at this low superheat have fine globular grain structure, with an average grain size of 80 μm, which is about 3 times smaller than that obtained by conventional casting techniques. The stochastic model was found to reasonably predict the observed grain structure and Al microsegregation. This makes the model a useful tool for controlling the structure of cast magnesium alloys.

  8. Stochastic and information-thermodynamic structures of population dynamics in a fluctuating environment

    Science.gov (United States)

    Kobayashi, Tetsuya J.; Sughiyama, Yuki

    2017-07-01

    Adaptation in a fluctuating environment is a process of fueling environmental information to gain fitness. Living systems have gradually developed strategies for adaptation from random and passive diversification of the phenotype to more proactive decision making, in which environmental information is sensed and exploited more actively and effectively. Understanding the fundamental relation between fitness and information is therefore crucial to clarify the limits and universal properties of adaptation. In this work, we elucidate the underlying stochastic and information-thermodynamic structure in this process, by deriving causal fluctuation relations (FRs) of fitness and information. Combined with a duality between phenotypic and environmental dynamics, the FRs reveal the limit of fitness gain, the relation of time reversibility with the achievability of the limit, and the possibility and condition for gaining excess fitness due to environmental fluctuation. The loss of fitness due to causal constraints and the limited capacity of real organisms is shown to be the difference between time-forward and time-backward path probabilities of phenotypic and environmental dynamics. Furthermore, the FRs generalize the concept of the evolutionary stable state (ESS) for fluctuating environment by giving the probability that the optimal strategy on average can be invaded by a suboptimal one owing to rare environmental fluctuation. These results clarify the information-thermodynamic structures in adaptation and evolution.

  9. CISM Session on Bifurcation and Stability of Dissipative Systems

    CERN Document Server

    1993-01-01

    The first theme concerns the plastic buckling of structures in the spirit of Hill’s classical approach. Non-bifurcation and stability criteria are introduced and post-bifurcation analysis performed by asymptotic development method in relation with Hutchinson’s work. Some recent results on the generalized standard model are given and their connection to Hill’s general formulation is presented. Instability phenomena of inelastic flow processes such as strain localization and necking are discussed. The second theme concerns stability and bifurcation problems in internally damaged or cracked colids. In brittle fracture or brittle damage, the evolution law of crack lengths or damage parameters is time-independent like in plasticity and leads to a similar mathematical description of the quasi-static evolution. Stability and non-bifurcation criteria in the sense of Hill can be again obtained from the discussion of the rate response.

  10. Defining Electron Bifurcation in the Electron-Transferring Flavoprotein Family.

    Science.gov (United States)

    Garcia Costas, Amaya M; Poudel, Saroj; Miller, Anne-Frances; Schut, Gerrit J; Ledbetter, Rhesa N; Fixen, Kathryn R; Seefeldt, Lance C; Adams, Michael W W; Harwood, Caroline S; Boyd, Eric S; Peters, John W

    2017-11-01

    Electron bifurcation is the coupling of exergonic and endergonic redox reactions to simultaneously generate (or utilize) low- and high-potential electrons. It is the third recognized form of energy conservation in biology and was recently described for select electron-transferring flavoproteins (Etfs). Etfs are flavin-containing heterodimers best known for donating electrons derived from fatty acid and amino acid oxidation to an electron transfer respiratory chain via Etf-quinone oxidoreductase. Canonical examples contain a flavin adenine dinucleotide (FAD) that is involved in electron transfer, as well as a non-redox-active AMP. However, Etfs demonstrated to bifurcate electrons contain a second FAD in place of the AMP. To expand our understanding of the functional variety and metabolic significance of Etfs and to identify amino acid sequence motifs that potentially enable electron bifurcation, we compiled 1,314 Etf protein sequences from genome sequence databases and subjected them to informatic and structural analyses. Etfs were identified in diverse archaea and bacteria, and they clustered into five distinct well-supported groups, based on their amino acid sequences. Gene neighborhood analyses indicated that these Etf group designations largely correspond to putative differences in functionality. Etfs with the demonstrated ability to bifurcate were found to form one group, suggesting that distinct conserved amino acid sequence motifs enable this capability. Indeed, structural modeling and sequence alignments revealed that identifying residues occur in the NADH- and FAD-binding regions of bifurcating Etfs. Collectively, a new classification scheme for Etf proteins that delineates putative bifurcating versus nonbifurcating members is presented and suggests that Etf-mediated bifurcation is associated with surprisingly diverse enzymes. IMPORTANCE Electron bifurcation has recently been recognized as an electron transfer mechanism used by microorganisms to maximize

  11. Riddling bifurcation and interstellar journeys

    International Nuclear Information System (INIS)

    Kapitaniak, Tomasz

    2005-01-01

    We show that riddling bifurcation which is characteristic for low-dimensional attractors embedded in higher-dimensional phase space can give physical mechanism explaining interstellar journeys described in science-fiction literature

  12. Dynamic bifurcations on financial markets

    International Nuclear Information System (INIS)

    Kozłowska, M.; Denys, M.; Wiliński, M.; Link, G.; Gubiec, T.; Werner, T.R.; Kutner, R.; Struzik, Z.R.

    2016-01-01

    We provide evidence that catastrophic bifurcation breakdowns or transitions, preceded by early warning signs such as flickering phenomena, are present on notoriously unpredictable financial markets. For this we construct robust indicators of catastrophic dynamical slowing down and apply these to identify hallmarks of dynamical catastrophic bifurcation transitions. This is done using daily closing index records for the representative examples of financial markets of small and mid to large capitalisations experiencing a speculative bubble induced by the worldwide financial crisis of 2007-08.

  13. Multilayer Stochastic Block Models Reveal the Multilayer Structure of Complex Networks

    Directory of Open Access Journals (Sweden)

    Toni Vallès-Català

    2016-03-01

    Full Text Available In complex systems, the network of interactions we observe between systems components is the aggregate of the interactions that occur through different mechanisms or layers. Recent studies reveal that the existence of multiple interaction layers can have a dramatic impact in the dynamical processes occurring on these systems. However, these studies assume that the interactions between systems components in each one of the layers are known, while typically for real-world systems we do not have that information. Here, we address the issue of uncovering the different interaction layers from aggregate data by introducing multilayer stochastic block models (SBMs, a generalization of single-layer SBMs that considers different mechanisms of layer aggregation. First, we find the complete probabilistic solution to the problem of finding the optimal multilayer SBM for a given aggregate-observed network. Because this solution is computationally intractable, we propose an approximation that enables us to verify that multilayer SBMs are more predictive of network structure in real-world complex systems.

  14. A real-space stochastic density matrix approach for density functional electronic structure.

    Science.gov (United States)

    Beck, Thomas L

    2015-12-21

    The recent development of real-space grid methods has led to more efficient, accurate, and adaptable approaches for large-scale electrostatics and density functional electronic structure modeling. With the incorporation of multiscale techniques, linear-scaling real-space solvers are possible for density functional problems if localized orbitals are used to represent the Kohn-Sham energy functional. These methods still suffer from high computational and storage overheads, however, due to extensive matrix operations related to the underlying wave function grid representation. In this paper, an alternative stochastic method is outlined that aims to solve directly for the one-electron density matrix in real space. In order to illustrate aspects of the method, model calculations are performed for simple one-dimensional problems that display some features of the more general problem, such as spatial nodes in the density matrix. This orbital-free approach may prove helpful considering a future involving increasingly parallel computing architectures. Its primary advantage is the near-locality of the random walks, allowing for simultaneous updates of the density matrix in different regions of space partitioned across the processors. In addition, it allows for testing and enforcement of the particle number and idempotency constraints through stabilization of a Feynman-Kac functional integral as opposed to the extensive matrix operations in traditional approaches.

  15. Structure and properties of Hughston's stochastic extension of the Schroedinger equation

    International Nuclear Information System (INIS)

    Adler, Stephen L.; Horwitz, Lawrence P.

    2000-01-01

    Hughston has recently proposed a stochastic extension of the Schroedinger equation, expressed as a stochastic differential equation on projective Hilbert space. We derive new projective Hilbert space identities, which we use to give a general proof that Hughston's equation leads to state vector collapse to energy eigenstates, with collapse probabilities given by the quantum mechanical probabilities computed from the initial state. We discuss the relation of Hughston's equation to earlier work on norm-preserving stochastic equations, and show that Hughston's equation can be written as a manifestly unitary stochastic evolution equation for the pure state density matrix. We discuss the behavior of systems constructed as direct products of independent subsystems, and briefly address the question of whether an energy-based approach, such as Hughston's, suffices to give an objective interpretation of the measurement process in quantum mechanics. (c) 2000 American Institute of Physics

  16. Dynamic analysis and reliability assessment of structures with uncertain-but-bounded parameters under stochastic process excitations

    International Nuclear Information System (INIS)

    Do, Duy Minh; Gao, Wei; Song, Chongmin; Tangaramvong, Sawekchai

    2014-01-01

    This paper presents the non-deterministic dynamic analysis and reliability assessment of structures with uncertain-but-bounded parameters under stochastic process excitations. Random ground acceleration from earthquake motion is adopted to illustrate the stochastic process force. The exact change ranges of natural frequencies, random vibration displacement and stress responses of structures are investigated under the interval analysis framework. Formulations for structural reliability are developed considering the safe boundary and structural random vibration responses as interval parameters. An improved particle swarm optimization algorithm, namely randomised lower sequence initialized high-order nonlinear particle swarm optimization algorithm, is employed to capture the better bounds of structural dynamic characteristics, random vibration responses and reliability. Three numerical examples are used to demonstrate the presented method for interval random vibration analysis and reliability assessment of structures. The accuracy of the results obtained by the presented method is verified by the randomised Quasi-Monte Carlo simulation method (QMCSM) and direct Monte Carlo simulation method (MCSM). - Highlights: • Interval uncertainty is introduced into structural random vibration responses. • Interval dynamic reliability assessments of structures are implemented. • Boundaries of structural dynamic response and reliability are achieved

  17. Influence of stochastic geometric imperfections on the load-carrying behaviour of thin-walled structures using constrained random fields

    Science.gov (United States)

    Lauterbach, S.; Fina, M.; Wagner, W.

    2018-04-01

    Since structural engineering requires highly developed and optimized structures, the thickness dependency is one of the most controversially debated topics. This paper deals with stability analysis of lightweight thin structures combined with arbitrary geometrical imperfections. Generally known design guidelines only consider imperfections for simple shapes and loading, whereas for complex structures the lower-bound design philosophy still holds. Herein, uncertainties are considered with an empirical knockdown factor representing a lower bound of existing measurements. To fully understand and predict expected bearable loads, numerical investigations are essential, including geometrical imperfections. These are implemented into a stand-alone program code with a stochastic approach to compute random fields as geometric imperfections that are applied to nodes of the finite element mesh of selected structural examples. The stochastic approach uses the Karhunen-Loève expansion for the random field discretization. For this approach, the so-called correlation length l_c controls the random field in a powerful way. This parameter has a major influence on the buckling shape, and also on the stability load. First, the impact of the correlation length is studied for simple structures. Second, since most structures for engineering devices are more complex and combined structures, these are intensively discussed with the focus on constrained random fields for e.g. flange-web-intersections. Specific constraints for those random fields are pointed out with regard to the finite element model. Further, geometrical imperfections vanish where the structure is supported.

  18. Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures

    Science.gov (United States)

    Liu, Zhangjun; Liu, Zenghui

    2018-06-01

    This paper develops a hybrid approach of spectral representation and random function for simulating stationary stochastic vector processes. In the proposed approach, the high-dimensional random variables, included in the original spectral representation (OSR) formula, could be effectively reduced to only two elementary random variables by introducing the random functions that serve as random constraints. Based on this, a satisfactory simulation accuracy can be guaranteed by selecting a small representative point set of the elementary random variables. The probability information of the stochastic excitations can be fully emerged through just several hundred of sample functions generated by the proposed approach. Therefore, combined with the probability density evolution method (PDEM), it could be able to implement dynamic response analysis and reliability assessment of engineering structures. For illustrative purposes, a stochastic turbulence wind velocity field acting on a frame-shear-wall structure is simulated by constructing three types of random functions to demonstrate the accuracy and efficiency of the proposed approach. Careful and in-depth studies concerning the probability density evolution analysis of the wind-induced structure have been conducted so as to better illustrate the application prospects of the proposed approach. Numerical examples also show that the proposed approach possesses a good robustness.

  19. The bifurcations of nearly flat origami

    Science.gov (United States)

    Santangelo, Christian

    Self-folding origami structures provide one means of fabricating complex, three-dimensional structures from a flat, two-dimensional sheet. Self-folding origami structures have been fabricated on scales ranging from macroscopic to microscopic and can have quite complicated structures with hundreds of folds arranged in complex patterns. I will describe our efforts to understand the mechanics and energetics of self-folding origami structures. Though the dimension of the configuration space of an origami structure scales with the size of the boundary and not with the number of vertices in the interior of the structure, a typical origami structure is also floppy in the sense that there are many possible ways to assign fold angles consistently. I will discuss our theoretical progress in understanding the geometry of the configuration space of origami. For random origami, the number of possible bifurcations grows surprisingly quickly even when the dimension of the configuration space is small. EFRI ODISSEI-1240441, DMR-0846582.

  20. Non-stochastic Ti-6Al-4V foam structures with negative Poisson's ratio

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Li, E-mail: lyang5@ncsu.edu [Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University, 400 Daniels Hall, 111 Lampe Drive, Raleigh, NC 27695 (United States); Cormier, Denis, E-mail: drceie@rit.edu [Department of Industrial Systems Engineering, Rochester Institute of Technology, 81 Lomb Memorial Drive, Rochester, NY 14623-5603 (United States); West, Harvey, E-mail: hawest@ncsu.edu [Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University, 400 Daniels Hall, 111 Lampe Drive, Raleigh, NC 27695 (United States); Harrysson, Ola, E-mail: harrysson@ncsu.edu [Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University, 400 Daniels Hall, 111 Lampe Drive, Raleigh, NC 27695 (United States); Knowlson, Kyle, E-mail: kyle.knowlson@gmail.com [Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University, 400 Daniels Hall, 111 Lampe Drive, Raleigh, NC 27695 (United States)

    2012-12-15

    This paper details the design, fabrication, and testing of non-stochastic auxetic lattice lattice structures. All Ti-6Al-4V samples were created via the Electron Beam Melting (EBM) additive manufacturing process. It was found that the Poisson's ratio values significantly influence the mechanical properties of the structures. The bending properties of the auxetic samples were significantly higher than those of currently commercialized metal foams. The compressive strength was moderately higher than available metal foams. These results suggest that metallic auxetic structures have considerable promise for use in a variety of applications in which tradeoffs between mass and mechanical properties are crucial.

  1. Quantitative angiography methods for bifurcation lesions

    DEFF Research Database (Denmark)

    Collet, Carlos; Onuma, Yoshinobu; Cavalcante, Rafael

    2017-01-01

    Bifurcation lesions represent one of the most challenging lesion subsets in interventional cardiology. The European Bifurcation Club (EBC) is an academic consortium whose goal has been to assess and recommend the appropriate strategies to manage bifurcation lesions. The quantitative coronary...... angiography (QCA) methods for the evaluation of bifurcation lesions have been subject to extensive research. Single-vessel QCA has been shown to be inaccurate for the assessment of bifurcation lesion dimensions. For this reason, dedicated bifurcation software has been developed and validated. These software...

  2. Pierce instability and bifurcating equilibria

    International Nuclear Information System (INIS)

    Godfrey, B.B.

    1981-01-01

    The report investigates the connection between equilibrium bifurcations and occurrence of the Pierce instability. Electrons flowing from one ground plane to a second through an ion background possess a countable infinity of static equilibria, of which only one is uniform and force-free. Degeneracy of the uniform and simplest non-uniform equilibria at a certain ground plan separation marks the onset of the Pierce instability, based on a newly derived dispersion relation appropriate to all the equilibria. For large ground plane separations the uniform equilibrium is unstable and the non-uniform equilibrium is stable, the reverse of their stability properties at small separations. Onset of the Pierce instability at the first bifurcation of equilibria persists in more complicated geometries, providing a general criterion for marginal stability. It seems probable that bifurcation analysis can be a useful tool in the overall study of stable beam generation in diodes and transport in finite cavities

  3. A stochastic immersed boundary method for fluid-structure dynamics at microscopic length scales

    International Nuclear Information System (INIS)

    Atzberger, Paul J.; Kramer, Peter R.; Peskin, Charles S.

    2007-01-01

    In modeling many biological systems, it is important to take into account flexible structures which interact with a fluid. At the length scale of cells and cell organelles, thermal fluctuations of the aqueous environment become significant. In this work, it is shown how the immersed boundary method of [C.S. Peskin, The immersed boundary method, Acta Num. 11 (2002) 1-39.] for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with stiffness in the system of equations by handling systematically the statistical contributions of the fastest dynamics of the fluid and immersed structures over long time steps. An important feature of the numerical method is that time steps can be taken in which the degrees of freedom of the fluid are completely underresolved, partially resolved, or fully resolved while retaining a good level of accuracy. Error estimates in each of these regimes are given for the method. A number of theoretical and numerical checks are furthermore performed to assess its physical fidelity. For a conservative force, the method is found to simulate particles with the correct Boltzmann equilibrium statistics. It is shown in three dimensions that the diffusion of immersed particles simulated with the method has the correct scaling in the physical parameters. The method is also shown to reproduce a well-known hydrodynamic effect of a Brownian particle in which the velocity autocorrelation function exhibits an algebraic (τ -3/2 ) decay for long times [B.J. Alder, T.E. Wainwright, Decay of the Velocity Autocorrelation Function, Phys. Rev. A 1(1) (1970) 18-21]. A few preliminary results are presented for more complex systems which demonstrate some potential application areas of the method. Specifically, we present simulations of osmotic effects of molecular dimers, worm-like chain polymer knots, and a basic model of a molecular motor immersed in fluid subject to a

  4. Shells, orbit bifurcations, and symmetry restorations in Fermi systems

    Energy Technology Data Exchange (ETDEWEB)

    Magner, A. G., E-mail: magner@kinr.kiev.ua; Koliesnik, M. V. [NASU, Institute for Nuclear Research (Ukraine); Arita, K. [Nagoya Institute of Technology, Department of Physics (Japan)

    2016-11-15

    The periodic-orbit theory based on the improved stationary-phase method within the phase-space path integral approach is presented for the semiclassical description of the nuclear shell structure, concerning themain topics of the fruitful activity ofV.G. Soloviev. We apply this theory to study bifurcations and symmetry breaking phenomena in a radial power-law potential which is close to the realistic Woods–Saxon one up to about the Fermi energy. Using the realistic parametrization of nuclear shapes we explain the origin of the double-humped fission barrier and the asymmetry in the fission isomer shapes by the bifurcations of periodic orbits. The semiclassical origin of the oblate–prolate shape asymmetry and tetrahedral shapes is also suggested within the improved periodic-orbit approach. The enhancement of shell structures at some surface diffuseness and deformation parameters of such shapes are explained by existence of the simple local bifurcations and new non-local bridge-orbit bifurcations in integrable and partially integrable Fermi-systems. We obtained good agreement between the semiclassical and quantum shell-structure components of the level density and energy for several surface diffuseness and deformation parameters of the potentials, including their symmetry breaking and bifurcation values.

  5. Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.

    Science.gov (United States)

    Baumann, Hendrik; Sandmann, Werner

    2016-01-01

    Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.

  6. Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.

    Directory of Open Access Journals (Sweden)

    Hendrik Baumann

    Full Text Available Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.

  7. Bifurcation analysis of a noisy vibro-impact oscillator with two kinds of fractional derivative elements

    Science.gov (United States)

    Yang, YongGe; Xu, Wei; Yang, Guidong

    2018-04-01

    To the best of authors' knowledge, little work was referred to the study of a noisy vibro-impact oscillator with a fractional derivative. Stochastic bifurcations of a vibro-impact oscillator with two kinds of fractional derivative elements driven by Gaussian white noise excitation are explored in this paper. We can obtain the analytical approximate solutions with the help of non-smooth transformation and stochastic averaging method. The numerical results from Monte Carlo simulation of the original system are regarded as the benchmark to verify the accuracy of the developed method. The results demonstrate that the proposed method has a satisfactory level of accuracy. We also discuss the stochastic bifurcation phenomena induced by the fractional coefficients and fractional derivative orders. The important and interesting result we can conclude in this paper is that the effect of the first fractional derivative order on the system is totally contrary to that of the second fractional derivative order.

  8. Changes in the Fine Structure of Stochastic Distributions as a Consequence of Space-Time Fluctuations

    Directory of Open Access Journals (Sweden)

    Shnoll S. E.

    2006-04-01

    Full Text Available This is a survey of the fine structure stochastic distributions in measurements obtained by me over 50 years. It is shown: (1 The forms of the histograms obtained at each geographic point (at each given moment of time are similar with high probability, even if we register phenomena of completely different nature --- from biochemical reactions to the noise in a gravitational antenna, or alpha-decay. (2 The forms of the histograms change with time. The iterations of the same form have the periods of the stellar day (1.436 min, the solar day (1.440 min, the calendar year (365 solar days, and the sidereal year (365 solar days plus 6 hours and 9 min. (3 At the same instants of the local time, at different geographic points, the forms of the histograms are the same, with high probability. (4 The forms of the histograms depend on the locations of the Moon and the Sun with respect to the horizon. (5 All the facts are proof of the dependance of the form of the histograms on the location of the measured objects with respect to stars, the Sun, and the Moon. (6 At the instants of New Moon and the maxima of solar eclipses there are specific forms of the histograms. (7 It is probable that the observed correlations are not connected to flow power changes (the changes of the gravity force --- we did not find the appropriate periods in changes in histogram form. (8 A sharp anisotropy of space was discovered, registered by alpha-decay detectors armed with collimators. Observations at 54 North (the collimator was pointed at the Pole Star showed no day-long periods, as was also the case for observations at 82 North, near the Pole. Histograms obtained by observations with an Easterly-directed collimator were determined every 718 minutes (half stellar day and with observations using a Westerly-directed collimator. (9 Collimators rotating counter-clockwise, in parallel with the celestial equator, gave the probability of changes in histograms as the number of the

  9. Changes in the Fine Structure of Stochastic Distributions as a Consequence of Space-Time Fluctuations

    Directory of Open Access Journals (Sweden)

    Shnoll S. E.

    2006-04-01

    Full Text Available This is a survey of the fine structure stochastic distributions in measurements obtained by me over 50 years. It is shown: (1 The forms of the histograms obtained at each geographic point (at each given moment of time are similar with high probability, even if we register phenomena of completely different nature — from biochemical reactions to the noise in a gravitational antenna, or α-decay. (2 The forms of the histograms change with time. The iterations of the same form have the periods of the stellar day (1.436 min, the solar day (1.440 min, the calendar year (365 solar days, and the sidereal year (365 solar days plus 6 hours and 9 min. (3 At the same instants of the local time, at different geographic points, the forms of the histograms are the same, with high probability. (4 The forms of the histograms depend on the locations of the Moon and the Sun with respect to the horizon. (5 All the facts are proof of the dependance of the form of the histograms on the location of the measured objects with respect to stars, the Sun, and the Moon. (6 At the instants of New Moon and the maxima of solar eclipses there are specific forms of the histograms. (7 It is probable that the observed correlations are not connected to flow power changes (the changes of the gravity force — we did not find the appropriate periods in changes in histogram form. (8 A sharp anisotropy of space was discovered, registered by α-decay detectors armed with collimators. Observations at 54◦ North (the collimator was pointed at the Pole Star showed no day-long periods, as was also the case for observations at 82◦ North, near the Pole. Histograms obtained by observations with an Easterly-directed collimator were determined every 718 minutes (half stellar day and with observations using a Westerly-directed collimator. (9 Collimators rotating counter-clockwise, in parallel with the celestial equator, gave the probability of changes in histograms as the number of the

  10. Stochastic volatility and stochastic leverage

    DEFF Research Database (Denmark)

    Veraart, Almut; Veraart, Luitgard A. M.

    This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

  11. Combining a popularity-productivity stochastic block model with a discriminative-content model for general structure detection.

    Science.gov (United States)

    Chai, Bian-fang; Yu, Jian; Jia, Cai-Yan; Yang, Tian-bao; Jiang, Ya-wen

    2013-07-01

    Latent community discovery that combines links and contents of a text-associated network has drawn more attention with the advance of social media. Most of the previous studies aim at detecting densely connected communities and are not able to identify general structures, e.g., bipartite structure. Several variants based on the stochastic block model are more flexible for exploring general structures by introducing link probabilities between communities. However, these variants cannot identify the degree distributions of real networks due to a lack of modeling of the differences among nodes, and they are not suitable for discovering communities in text-associated networks because they ignore the contents of nodes. In this paper, we propose a popularity-productivity stochastic block (PPSB) model by introducing two random variables, popularity and productivity, to model the differences among nodes in receiving links and producing links, respectively. This model has the flexibility of existing stochastic block models in discovering general community structures and inherits the richness of previous models that also exploit popularity and productivity in modeling the real scale-free networks with power law degree distributions. To incorporate the contents in text-associated networks, we propose a combined model which combines the PPSB model with a discriminative model that models the community memberships of nodes by their contents. We then develop expectation-maximization (EM) algorithms to infer the parameters in the two models. Experiments on synthetic and real networks have demonstrated that the proposed models can yield better performances than previous models, especially on networks with general structures.

  12. Bifurcation analysis of nephron pressure and flow regulation

    DEFF Research Database (Denmark)

    Barfred, Mikael; Mosekilde, Erik; Holstein-Rathlou, N.-H.

    1996-01-01

    One- and two-dimensional continuation techniques are applied to study the bifurcation structure of a model of renal flow and pressure control. Integrating the main physiological mechanisms by which the individual nephron regulates the incoming blood flow, the model describes the interaction between...... the tubuloglomerular feedback and the response of the afferent arteriole. It is shown how a Hopf bifurcation leads the system to perform self-sustained oscillations if the feedback gain becomes sufficiently strong, and how a further increase of this parameter produces a folded structure of overlapping period...

  13. Minimizing the stochasticity of halos in large-scale structure surveys

    Science.gov (United States)

    Hamaus, Nico; Seljak, Uroš; Desjacques, Vincent; Smith, Robert E.; Baldauf, Tobias

    2010-08-01

    In recent work (Seljak, Hamaus, and Desjacques 2009) it was found that weighting central halo galaxies by halo mass can significantly suppress their stochasticity relative to the dark matter, well below the Poisson model expectation. This is useful for constraining relations between galaxies and the dark matter, such as the galaxy bias, especially in situations where sampling variance errors can be eliminated. In this paper we extend this study with the goal of finding the optimal mass-dependent halo weighting. We use N-body simulations to perform a general analysis of halo stochasticity and its dependence on halo mass. We investigate the stochasticity matrix, defined as Cij≡⟨(δi-biδm)(δj-bjδm)⟩, where δm is the dark matter overdensity in Fourier space, δi the halo overdensity of the i-th halo mass bin, and bi the corresponding halo bias. In contrast to the Poisson model predictions we detect nonvanishing correlations between different mass bins. We also find the diagonal terms to be sub-Poissonian for the highest-mass halos. The diagonalization of this matrix results in one large and one low eigenvalue, with the remaining eigenvalues close to the Poisson prediction 1/n¯, where n¯ is the mean halo number density. The eigenmode with the lowest eigenvalue contains most of the information and the corresponding eigenvector provides an optimal weighting function to minimize the stochasticity between halos and dark matter. We find this optimal weighting function to match linear mass weighting at high masses, while at the low-mass end the weights approach a constant whose value depends on the low-mass cut in the halo mass function. This weighting further suppresses the stochasticity as compared to the previously explored mass weighting. Finally, we employ the halo model to derive the stochasticity matrix and the scale-dependent bias from an analytical perspective. It is remarkably successful in reproducing our numerical results and predicts that the

  14. Hysteresis-induced bifurcation and chaos in a magneto-rheological suspension system under external excitation

    International Nuclear Information System (INIS)

    Zhang Hailong; Zhang Ning; Wang Enrong; Min Fuhong

    2016-01-01

    The magneto-rheological damper (MRD) is a promising device used in vehicle semi-active suspension systems, for its continuous adjustable damping output. However, the innate nonlinear hysteresis characteristic of MRD may cause the nonlinear behaviors. In this work, a two-degree-of-freedom (2-DOF) MR suspension system was established first, by employing the modified Bouc–Wen force–velocity (F–v) hysteretic model. The nonlinear dynamic response of the system was investigated under the external excitation of single-frequency harmonic and bandwidth-limited stochastic road surface. The largest Lyapunov exponent (LLE) was used to detect the chaotic area of the frequency and amplitude of harmonic excitation, and the bifurcation diagrams, time histories, phase portraits, and power spectrum density (PSD) diagrams were used to reveal the dynamic evolution process in detail. Moreover, the LLE and Kolmogorov entropy (K entropy) were used to identify whether the system response was random or chaotic under stochastic road surface. The results demonstrated that the complex dynamical behaviors occur under different external excitation conditions. The oscillating mechanism of alternating periodic oscillations, quasi-periodic oscillations, and chaotic oscillations was observed in detail. The chaotic regions revealed that chaotic motions may appear in conditions of mid-low frequency and large amplitude, as well as small amplitude and all frequency. The obtained parameter regions where the chaotic motions may appear are useful for design of structural parameters of the vibration isolation, and the optimization of control strategy for MR suspension system. (paper)

  15. Homoclinic bifurcation in Chua's circuit

    Indian Academy of Sciences (India)

    spiking and bursting behaviors of neurons. Recent experiments ... a limit cycle increases in a wiggle with alternate sequences of stable and unstable orbits via ... further changes in parameter, the system shows period-adding bifurcation when .... [21–23] transition from limit cycle to single scroll chaos via PD and then to alter-.

  16. Bifurcation scenarios for bubbling transition.

    Science.gov (United States)

    Zimin, Aleksey V; Hunt, Brian R; Ott, Edward

    2003-01-01

    Dynamical systems with chaos on an invariant submanifold can exhibit a type of behavior called bubbling, whereby a small random or fixed perturbation to the system induces intermittent bursting. The bifurcation to bubbling occurs when a periodic orbit embedded in the chaotic attractor in the invariant manifold becomes unstable to perturbations transverse to the invariant manifold. Generically the periodic orbit can become transversely unstable through a pitchfork, transcritical, period-doubling, or Hopf bifurcation. In this paper a unified treatment of the four types of bubbling bifurcation is presented. Conditions are obtained determining whether the transition to bubbling is soft or hard; that is, whether the maximum burst amplitude varies continuously or discontinuously with variation of the parameter through its critical value. For soft bubbling transitions, the scaling of the maximum burst amplitude with the parameter is derived. For both hard and soft transitions the scaling of the average interburst time with the bifurcation parameter is deduced. Both random (noise) and fixed (mismatch) perturbations are considered. Results of numerical experiments testing our theoretical predictions are presented.

  17. Bifurcation of steady tearing states

    International Nuclear Information System (INIS)

    Saramito, B.; Maschke, E.K.

    1985-10-01

    We apply the bifurcation theory for compact operators to the problem of the nonlinear solutions of the 3-dimensional incompressible visco-resistive MHD equations. For the plane plasma slab model we compute branches of nonlinear tearing modes, which are stationary for the range of parameters investigated up to now

  18. Bifurcation and Fractal of the Coupled Logistic Map

    Science.gov (United States)

    Wang, Xingyuan; Luo, Chao

    The nature of the fixed points of the coupled Logistic map is researched, and the boundary equation of the first bifurcation of the coupled Logistic map in the parameter space is given out. Using the quantitative criterion and rule of system chaos, i.e., phase graph, bifurcation graph, power spectra, the computation of the fractal dimension, and the Lyapunov exponent, the paper reveals the general characteristics of the coupled Logistic map transforming from regularity to chaos, the following conclusions are shown: (1) chaotic patterns of the coupled Logistic map may emerge out of double-periodic bifurcation and Hopf bifurcation, respectively; (2) during the process of double-period bifurcation, the system exhibits self-similarity and scale transform invariability in both the parameter space and the phase space. From the research of the attraction basin and Mandelbrot-Julia set of the coupled Logistic map, the following conclusions are indicated: (1) the boundary between periodic and quasiperiodic regions is fractal, and that indicates the impossibility to predict the moving result of the points in the phase plane; (2) the structures of the Mandelbrot-Julia sets are determined by the control parameters, and their boundaries have the fractal characteristic.

  19. Bifurcation in a buoyant horizontal laminar jet

    Science.gov (United States)

    Arakeri, Jaywant H.; Das, Debopam; Srinivasan, J.

    2000-06-01

    The trajectory of a laminar buoyant jet discharged horizontally has been studied. The experimental observations were based on the injection of pure water into a brine solution. Under certain conditions the jet has been found to undergo bifurcation. The bifurcation of the jet occurs in a limited domain of Grashof number and Reynolds number. The regions in which the bifurcation occurs has been mapped in the Reynolds number Grashof number plane. There are three regions where bifurcation does not occur. The various mechanisms that prevent bifurcation have been proposed.

  20. Stochastic processes and the non-perturbative structure of the QCD vacuum

    International Nuclear Information System (INIS)

    Vilela Mendes, R.

    1992-01-01

    Based on a local Gaussian evaluation of the functional integral representation, a method is developed to obtain ground state functionals. The method is applied to the gluon sector of QCD. For the leading term in the ground state functional, stochastic techniques are used to check consistency of the quantum theory, finiteness of the mass gap and the scaling relation in the continuum limit. The functional also implies strong chromomagnetic fluctuations which constrain the propagators in the fermion sector. (orig.)

  1. Stochastic resonance induced by novel random transitions of motion of FitzHugh-Nagumo neuron model

    International Nuclear Information System (INIS)

    Zhang Guangjun; Xu Jianxue

    2005-01-01

    In contrast to the previous studies which have dealt with stochastic resonance induced by random transitions of system motion between two coexisting limit cycle attractors in the FitzHugh-Nagumo (FHN) neuron model after Hopf bifurcation and which have dealt with the phenomenon of stochastic resonance induced by external noise when the model with periodic input has only one attractor before Hopf bifurcation, in this paper we have focused our attention on stochastic resonance (SR) induced by a novel transition behavior, the transitions of motion of the model among one attractor on the left side of bifurcation point and two attractors on the right side of bifurcation point under the perturbation of noise. The results of research show: since one bifurcation of transition from one to two limit cycle attractors and the other bifurcation of transition from two to one limit cycle attractors occur in turn besides Hopf bifurcation, the novel transitions of motion of the model occur when bifurcation parameter is perturbed by weak internal noise; the bifurcation point of the model may stochastically slightly shift to the left or right when FHN neuron model is perturbed by external Gaussian distributed white noise, and then the novel transitions of system motion also occur under the perturbation of external noise; the novel transitions could induce SR alone, and when the novel transitions of motion of the model and the traditional transitions between two coexisting limit cycle attractors after bifurcation occur in the same process the SR also may occur with complicated behaviors types; the mechanism of SR induced by external noise when FHN neuron model with periodic input has only one attractor before Hopf bifurcation is related to this kind of novel transition mentioned above

  2. Chaos and bifurcations in periodic windows observed in plasmas

    International Nuclear Information System (INIS)

    Qin, J.; Wang, L.; Yuan, D.P.; Gao, P.; Zhang, B.Z.

    1989-01-01

    We report the experimental observations of deterministic chaos in a steady-state plasma which is not driven by any extra periodic forces. Two routes to chaos have been found, period-doubling and intermittent chaos. The fine structures in chaos such as periodic windows and bifurcations in windows have also been observed

  3. Bifurcations and complete chaos for the diamagnetic Kepler problem

    Science.gov (United States)

    Hansen, Kai T.

    1995-03-01

    We describe the structure of bifurcations in the unbounded classical diamagnetic Kepler problem. We conjecture that this system does not have any stable orbits and that the nonwandering set is described by a complete trinary symbolic dynamics for scaled energies larger than ɛc=0.328 782. . ..

  4. Bifurcations and Complete Chaos for the Diamagnetic Kepler Problem

    OpenAIRE

    Hansen, Kai T.

    1995-01-01

    We describe the structure of bifurcations in the unbounded classical Diamagnetic Kepler problem. We conjecture that this system does not have any stable orbits and that the non-wandering set is described by a complete trinary symbolic dynamics for scaled energies larger then $\\epsilon_c=0.328782\\ldots$.

  5. Bifurcation Analysis of Spiral Growth Processes in Plants

    DEFF Research Database (Denmark)

    Andersen, C.A.; Ernstsen, C.N.; Mosekilde, Erik

    1999-01-01

    In order to examine the significance of different assumptions about the range of the inhibitory forces, we have performed a series of bifurcation analyses of a simple model that can explain the formation of helical structures in phyllotaxis. Computer simulations are used to illustrate the role...

  6. Bifurcation routes and economic stability

    Czech Academy of Sciences Publication Activity Database

    Vošvrda, Miloslav

    2001-01-01

    Roč. 8, č. 14 (2001), s. 43-59 ISSN 1212-074X R&D Projects: GA ČR GA402/00/0439; GA ČR GA402/01/0034; GA ČR GA402/01/0539 Institutional research plan: AV0Z1075907 Keywords : macroeconomic stability * foreign investment phenomenon * the Hopf bifurcation Subject RIV: AH - Economics

  7. Bifurcations of Fibonacci generating functions

    Energy Technology Data Exchange (ETDEWEB)

    Ozer, Mehmet [Istanbul Kultur University, E5 Karayolu Uzeri Sirinevler, 34191 Istanbul (Turkey) and Semiconductor Physics Institute, LT-01108 and Vilnius Gediminas Technical University, Sauletekio 11, LT-10223 (Lithuania)]. E-mail: m.ozer@iku.edu.tr; Cenys, Antanas [Semiconductor Physics Institute, LT-01108 and Vilnius Gediminas Technical University, Sauletekio 11, LT-10223 (Lithuania); Polatoglu, Yasar [Istanbul Kultur University, E5 Karayolu Uzeri Sirinevler, 34191 Istanbul (Turkey); Hacibekiroglu, Guersel [Istanbul Kultur University, E5 Karayolu Uzeri Sirinevler, 34191 Istanbul (Turkey); Akat, Ercument [Yeditepe University, 26 Agustos Campus Kayisdagi Street, Kayisdagi 81120, Istanbul (Turkey); Valaristos, A. [Aristotle University of Thessaloniki, GR-54124, Thessaloniki (Greece); Anagnostopoulos, A.N. [Aristotle University of Thessaloniki, GR-54124, Thessaloniki (Greece)

    2007-08-15

    In this work the dynamic behaviour of the one-dimensional family of maps F{sub p,q}(x) = 1/(1 - px - qx {sup 2}) is examined, for specific values of the control parameters p and q. Lyapunov exponents and bifurcation diagrams are numerically calculated. Consequently, a transition from periodic to chaotic regions is observed at values of p and q, where the related maps correspond to Fibonacci generating functions associated with the golden-, the silver- and the bronze mean.

  8. Bifurcations of Fibonacci generating functions

    International Nuclear Information System (INIS)

    Ozer, Mehmet; Cenys, Antanas; Polatoglu, Yasar; Hacibekiroglu, Guersel; Akat, Ercument; Valaristos, A.; Anagnostopoulos, A.N.

    2007-01-01

    In this work the dynamic behaviour of the one-dimensional family of maps F p,q (x) = 1/(1 - px - qx 2 ) is examined, for specific values of the control parameters p and q. Lyapunov exponents and bifurcation diagrams are numerically calculated. Consequently, a transition from periodic to chaotic regions is observed at values of p and q, where the related maps correspond to Fibonacci generating functions associated with the golden-, the silver- and the bronze mean

  9. Statistics of Poincare recurrences and the structure of the stochastic layer of a nonlinear resonance

    International Nuclear Information System (INIS)

    Chirikov, B.V.; Shepelyansky, D.L.

    1983-02-01

    Motion in the stochastic layer around the separatrix of a nonlinear resonance was investigated. The integral distribution function F(tau) of trajectory recurrence times tau to the center of the layer was numerically determined. It was found that the distribution F(tau) = A tau - /sup p/ is a power function, the exponent assuming two different values: for tau less than or equal to tau 0 , p = 1/2 and for tau >> tau 0 , p = 3/2 (time tau 0 is determined by the characteristics of the layer)

  10. Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models.

    Directory of Open Access Journals (Sweden)

    Ryo Oizumi

    Full Text Available Despite the fact that density effects and individual differences in life history are considered to be important for evolution, these factors lead to several difficulties in understanding the evolution of life history, especially when population sizes reach the carrying capacity. r/K selection theory explains what types of life strategies evolve in the presence of density effects and individual differences. However, the relationship between the life schedules of individuals and population size is still unclear, even if the theory can classify life strategies appropriately. To address this issue, we propose a few equations on adaptive life strategies in r/K selection where density effects are absent or present. The equations detail not only the adaptive life history but also the population dynamics. Furthermore, the equations can incorporate temporal individual differences, which are referred to as internal stochasticity. Our framework reveals that maximizing density effects is an evolutionarily stable strategy related to the carrying capacity. A significant consequence of our analysis is that adaptive strategies in both selections maximize an identical function, providing both population growth rate and carrying capacity. We apply our method to an optimal foraging problem in a semelparous species model and demonstrate that the adaptive strategy yields a lower intrinsic growth rate as well as a lower basic reproductive number than those obtained with other strategies. This study proposes that the diversity of life strategies arises due to the effects of density and internal stochasticity.

  11. Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models.

    Science.gov (United States)

    Oizumi, Ryo; Kuniya, Toshikazu; Enatsu, Yoichi

    2016-01-01

    Despite the fact that density effects and individual differences in life history are considered to be important for evolution, these factors lead to several difficulties in understanding the evolution of life history, especially when population sizes reach the carrying capacity. r/K selection theory explains what types of life strategies evolve in the presence of density effects and individual differences. However, the relationship between the life schedules of individuals and population size is still unclear, even if the theory can classify life strategies appropriately. To address this issue, we propose a few equations on adaptive life strategies in r/K selection where density effects are absent or present. The equations detail not only the adaptive life history but also the population dynamics. Furthermore, the equations can incorporate temporal individual differences, which are referred to as internal stochasticity. Our framework reveals that maximizing density effects is an evolutionarily stable strategy related to the carrying capacity. A significant consequence of our analysis is that adaptive strategies in both selections maximize an identical function, providing both population growth rate and carrying capacity. We apply our method to an optimal foraging problem in a semelparous species model and demonstrate that the adaptive strategy yields a lower intrinsic growth rate as well as a lower basic reproductive number than those obtained with other strategies. This study proposes that the diversity of life strategies arises due to the effects of density and internal stochasticity.

  12. Application of stochastic differential geometry to the term structure of interst rates in developed markets

    Energy Technology Data Exchange (ETDEWEB)

    Taranenko, Y.; Barnes, C.

    1996-12-31

    This paper deals with further developments of the new theory that applies stochastic differential geometry (SDG) to dynamics of interest rates. We examine mathematical constraints on the evolution of interest rate volatilities that arise from stochastic differential calculus under assumptions of an arbitrage free evolution of zero coupon bonds and developed markets (i.e., none of the party/factor can drive the whole market). The resulting new theory incorporates the Heath-Jarrow-Morton (HJM) model of interest rates and provides new equations for volatilities which makes the system of equations for interest rates and volatilities complete and self consistent. It results in much smaller amount of volatility data that should be guessed for the SDG model as compared to the HJM model. Limited analysis of the market volatility data suggests that the assumption of the developed market is violated around maturity of two years. Such maturities where the assumptions of the SDG model are violated are suggested to serve as boundaries at which volatilities should be specified independently from the model. Our numerical example with two boundaries (two years and five years) qualitatively resembles the market behavior. Under some conditions solutions of the SDG model become singular that may indicate market crashes. More detail comparison with the data is needed before the theory can be established or refuted.

  13. Stochastic models of cellular circadian rhythms in plants help to understand the impact of noise on robustness and clock structure

    Directory of Open Access Journals (Sweden)

    Maria Luisa eGuerriero

    2014-10-01

    Full Text Available Rhythmic behavior is essential for plants; for example, daily (circadian rhythms control photosynthesis and seasonal rhythms regulate their life cycle. The core of the circadian clock is a genetic network that coordinates the expression of specific clock genes in a circadian rhythm reflecting the 24-hour day/night cycle.Circadian clocks exhibit stochastic noise due to the low copy numbers of clock genes and the consequent cell-to-cell variation: this intrinsic noise plays a major role in circadian clocks by inducing more robust oscillatory behavior. Another source of noise is the environment, which causes variation in temperature and light intensity: this extrinsic noise is part of the requirement for the structural complexity of clock networks.Advances in experimental techniques now permit single-cell measurements and the development of single-cell models. Here we present some modeling studies showing the importance of considering both types of noise in understanding how plants adapt to regular and irregular light variations. Stochastic models have proven useful for understanding the effect of regular variations. By contrast, the impact of irregular variations and the interaction of different noise sources are less studied.

  14. In-plane current induced domain wall nucleation and its stochasticity in perpendicular magnetic anisotropy Hall cross structures

    International Nuclear Information System (INIS)

    Sethi, P.; Murapaka, C.; Lim, G. J.; Lew, W. S.

    2015-01-01

    Hall cross structures in magnetic nanowires are commonly used for electrical detection of magnetization reversal in which a domain wall (DW) is conventionally nucleated by a local Oersted field. In this letter, we demonstrate DW nucleation in Co/Ni perpendicular magnetic anisotropy nanowire at the magnetic Hall cross junction. The DWs are nucleated by applying an in-plane pulsed current through the nanowire without the need of a local Oersted field. The change in Hall resistance, detected using anomalous Hall effect, is governed by the magnetic volume switched at the Hall junction, which can be tuned by varying the magnitude of the applied current density and pulse width. The nucleated DWs are driven simultaneously under the spin transfer torque effect when the applied current density is above a threshold. The possibility of multiple DW generation and variation in magnetic volume switched makes nucleation process stochastic in nature. The in-plane current induced stochastic nature of DW generation may find applications in random number generation

  15. Bifurcations and degenerate periodic points in a three dimensional chaotic fluid flow

    International Nuclear Information System (INIS)

    Smith, L. D.; Rudman, M.; Lester, D. R.; Metcalfe, G.

    2016-01-01

    Analysis of the periodic points of a conservative periodic dynamical system uncovers the basic kinematic structure of the transport dynamics and identifies regions of local stability or chaos. While elliptic and hyperbolic points typically govern such behaviour in 3D systems, degenerate (parabolic) points also play an important role. These points represent a bifurcation in local stability and Lagrangian topology. In this study, we consider the ramifications of the two types of degenerate periodic points that occur in a model 3D fluid flow. (1) Period-tripling bifurcations occur when the local rotation angle associated with elliptic points is reversed, creating a reversal in the orientation of associated Lagrangian structures. Even though a single unstable point is created, the bifurcation in local stability has a large influence on local transport and the global arrangement of manifolds as the unstable degenerate point has three stable and three unstable directions, similar to hyperbolic points, and occurs at the intersection of three hyperbolic periodic lines. The presence of period-tripling bifurcation points indicates regions of both chaos and confinement, with the extent of each depending on the nature of the associated manifold intersections. (2) The second type of bifurcation occurs when periodic lines become tangent to local or global invariant surfaces. This bifurcation creates both saddle–centre bifurcations which can create both chaotic and stable regions, and period-doubling bifurcations which are a common route to chaos in 2D systems. We provide conditions for the occurrence of these tangent bifurcations in 3D conservative systems, as well as constraints on the possible types of tangent bifurcation that can occur based on topological considerations.

  16. Resonant Homoclinic Flips Bifurcation in Principal Eigendirections

    Directory of Open Access Journals (Sweden)

    Tiansi Zhang

    2013-01-01

    Full Text Available A codimension-4 homoclinic bifurcation with one orbit flip and one inclination flip at principal eigenvalue direction resonance is considered. By introducing a local active coordinate system in some small neighborhood of homoclinic orbit, we get the Poincaré return map and the bifurcation equation. A detailed investigation produces the number and the existence of 1-homoclinic orbit, 1-periodic orbit, and double 1-periodic orbits. We also locate their bifurcation surfaces in certain regions.

  17. Stochastic modelling of thermal fatigue crack growth for applying in the structural reliability of nuclear piping

    International Nuclear Information System (INIS)

    Radu, V.

    2016-01-01

    The problem of thermal fatigue in mixing areas arises in nuclear piping where a turbulent mixing or vortices produce rapid fluid temperature fluctuations with random frequencies. The assessment of fatigue crack growth due to cyclic thermal loads arising from turbulent mixing presents significant challenges, principally due to the difficulty of establishing the actual loading spectrum. To apply the Stochastic approach of thermal fatigue, a frequency temperature response function is proposed. For the elastic thermal stresses distribution solutions, the magnitude of the frequency response function is first derived and checked against the prediction by FEA. The connection between SIF.s power spectral density (PSD) and temperature.s PSD is assured with SIF frequency response function modulus. The frequency of the peaks of each magnitude for KI is supposed to be a stationary narrow-band Gaussian process. The probabilities of failure are estimated by means of the Monte Carlo methods considering a limit state function. (authors)

  18. Perturbation Solutions for Random Linear Structural Systems subject to Random Excitation using Stochastic Differential Equations

    DEFF Research Database (Denmark)

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

    1994-01-01

    perturbation method using stochastic differential equations. The joint statistical moments entering the perturbation solution are determined by considering an augmented dynamic system with state variables made up of the displacement and velocity vector and their first and second derivatives with respect......The paper deals with the first and second order statistical moments of the response of linear systems with random parameters subject to random excitation modelled as white-noise multiplied by an envelope function with random parameters. The method of analysis is basically a second order...... to the random parameters of the problem. Equations for partial derivatives are obtained from the partial differentiation of the equations of motion. The zero time-lag joint statistical moment equations for the augmented state vector are derived from the Itô differential formula. General formulation is given...

  19. Stochastic Procedures for Extreme Wave Load Predictions- Wave Bending Moment in Ships

    DEFF Research Database (Denmark)

    Jensen, Jørgen Juncher

    2009-01-01

    A discussion of useful stochastic procedures for stochastic wave load problems is given, covering the range from slightly linear to strongly non-linear (bifurcation) problems. The methods are: Hermite transformation, Critical wave episodes and the First Order Reliability Method (FORM). The proced......). The procedures will be illustrated by results for the extreme vertical wave bending moment in ships....

  20. A stochastic analysis for a phytoplankton-zooplankton model

    International Nuclear Information System (INIS)

    Ge, G; Wang, H-L; Xu, J

    2008-01-01

    A simple phytoplankton-zooplankton nonlinear dynamical model was proposed to study the coexistence of all the species and a Hopf bifurcation was observed. In order to study the effect of environmental robustness on this system, we have stochastically perturbed the system with respect to white noise around its positive interior equilibrium. We have observed that the system remains stochastically stable around the positive equilibrium for same parametric values in the deterministic situation

  1. Stochastic Simulation of Chloride Ingress into Reinforced Concrete Structures by Means of Multi-Dimensional Gaussian Random Fields

    DEFF Research Database (Denmark)

    Frier, Christian; Sørensen, John Dalsgaard

    2005-01-01

    For many reinforced concrete structures corrosion of the reinforcement is an important problem since it can result in expensive maintenance and repair actions. Further, a significant reduction of the load-bearing capacity can occur. One mode of corrosion initiation occurs when the chloride content...... is modeled by a 2-dimensional diffusion process by FEM (Finite Element Method) and the diffusion coefficient, surface chloride concentration and reinforcement cover depth are modeled by multidimensional stochastic fields, which are discretized using the EOLE (Expansion Optimum Linear Estimation) approach....... As an example a bridge pier in a marine environment is considered and the results are given in terms of the distribution of the time for initialization of corrosion...

  2. Numerical simulation of effective mechanical properties of stochastic composites with consideration for structural evolution under intensive dynamic loading

    Energy Technology Data Exchange (ETDEWEB)

    Karakulov, Valerii V., E-mail: valery@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050 (Russian Federation); Smolin, Igor Yu., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru; Skripnyak, Vladimir A., E-mail: smolin@ispms.ru, E-mail: skrp@ftf.tsu.ru [National Research Tomsk State University, Tomsk, 634050, Russia and Institute of Strength Physics and Materials Science SB RAS, Tomsk, 634055 (Russian Federation)

    2014-11-14

    Mechanical behavior of stochastic metal-ceramic composites with the aluminum matrix under high-rate deformation at shock-wave loading is numerically simulated with consideration for structural evolution. Effective values of mechanical parameters of metal-ceramic composites AlB{sub 4}C, AlSiC, and AlAl{sub 2}O{sub 3} are evaluated depending on different concentration of ceramic inclusions.

  3. Cascades of alternating pitchfork and flip bifurcations in H-bridge inverters

    DEFF Research Database (Denmark)

    Avrutin, Viktor; Zhusubaliyev, Zhanybai T.; Mosekilde, Erik

    2017-01-01

    be modeled in terms of piecewise smooth maps with an extremely high number of switching manifolds. We have recently shown that models of this type can demonstrate a complicated bifurcation structure associated with the occurrence of border collisions. Considering the example of a PWM H-bridge single...... structure. We explain the observed bifurcation phenomena, show under which conditions they occur, and describe them quantitatively by means of an analytic approximation....

  4. Integrating stochastic age-structured population dynamics into complex fisheries economic models for management evaluations: the North Sea saithe fishery as a case study

    NARCIS (Netherlands)

    Simons, S.L.; Bartelings, H.; Hamon, K.G.; Kempf, A.J.; Doring, R.; Temming, A.

    2014-01-01

    There is growing interest in bioeconomic models as tools for understanding pathways of fishery behaviour in order to assess the impact of alternative policies on natural resources. A model system is presented that combines stochastic age-structured population dynamics with complex fisheries

  5. Bifurcation of the spin-wave equations

    International Nuclear Information System (INIS)

    Cascon, A.; Koiller, J.; Rezende, S.M.

    1990-01-01

    We study the bifurcations of the spin-wave equations that describe the parametric pumping of collective modes in magnetic media. Mechanisms describing the following dynamical phenomena are proposed: (i) sequential excitation of modes via zero eigenvalue bifurcations; (ii) Hopf bifurcations followed (or not) by Feingenbaum cascades of period doubling; (iii) local and global homoclinic phenomena. Two new organizing center for routes to chaos are identified; in the classification given by Guckenheimer and Holmes [GH], one is a codimension-two local bifurcation, with one pair of imaginary eigenvalues and a zero eigenvalue, to which many dynamical consequences are known; secondly, global homoclinic bifurcations associated to splitting of separatrices, in the limit where the system can be considered a Hamiltonian subjected to weak dissipation and forcing. We outline what further numerical and algebraic work is necessary for the detailed study following this program. (author)

  6. Voltage stability, bifurcation parameters and continuation methods

    Energy Technology Data Exchange (ETDEWEB)

    Alvarado, F L [Wisconsin Univ., Madison, WI (United States)

    1994-12-31

    This paper considers the importance of the choice of bifurcation parameter in the determination of the voltage stability limit and the maximum power load ability of a system. When the bifurcation parameter is power demand, the two limits are equivalent. However, when other types of load models and bifurcation parameters are considered, the two concepts differ. The continuation method is considered as a method for determination of voltage stability margins. Three variants of the continuation method are described: the continuation parameter is the bifurcation parameter the continuation parameter is initially the bifurcation parameter, but is free to change, and the continuation parameter is a new `arc length` parameter. Implementations of voltage stability software using continuation methods are described. (author) 23 refs., 9 figs.

  7. What Shapes the Phylogenetic Structure of Anuran Communities in a Seasonal Environment? The Influence of Determinism at Regional Scale to Stochasticity or Antagonistic Forces at Local Scale.

    Science.gov (United States)

    Martins, Clarissa de Araújo; Roque, Fabio de Oliveira; Santos, Bráulio A; Ferreira, Vanda Lúcia; Strüssmann, Christine; Tomas, Walfrido Moraes

    2015-01-01

    Ecological communities are structured by both deterministic and stochastic processes. We investigated phylogenetic patterns at regional and local scales to understand the influences of seasonal processes in shaping the structure of anuran communities in the southern Pantanal wetland, Brazil. We assessed the phylogenetic structure at different scales, using the Net Relatedness Index (NRI), the Nearest Taxon Index (NTI), and phylobetadiversity indexes, as well as a permutation test, to evaluate the effect of seasonality. The anuran community was represented by a non-random set of species with a high degree of phylogenetic relatedness at the regional scale. However, at the local scale the phylogenetic structure of the community was weakly related with the seasonality of the system, indicating that oriented stochastic processes (e.g. colonization, extinction and ecological drift) and/or antagonist forces drive the structure of such communities in the southern Pantanal.

  8. Bifurcation and chaos in neural excitable system

    International Nuclear Information System (INIS)

    Jing Zhujun; Yang Jianping; Feng Wei

    2006-01-01

    In this paper, we investigate the dynamical behaviors of neural excitable system without periodic external current (proposed by Chialvo [Generic excitable dynamics on a two-dimensional map. Chaos, Solitons and Fractals 1995;5(3-4):461-79] and with periodic external current as system's parameters vary. The existence and stability of three fixed points, bifurcation of fixed points, the conditions of existences of fold bifurcation, flip bifurcation and Hopf bifurcation are derived by using bifurcation theory and center manifold theorem. The chaotic existence in the sense of Marotto's definition of chaos is proved. We then give the numerical simulated results (using bifurcation diagrams, computations of Maximum Lyapunov exponent and phase portraits), which not only show the consistence with the analytic results but also display new and interesting dynamical behaviors, including the complete period-doubling and inverse period-doubling bifurcation, symmetry period-doubling bifurcations of period-3 orbit, simultaneous occurrence of two different routes (invariant cycle and period-doubling bifurcations) to chaos for a given bifurcation parameter, sudden disappearance of chaos at one critical point, a great abundance of period windows (period 2 to 10, 12, 19, 20 orbits, and so on) in transient chaotic regions with interior crises, strange chaotic attractors and strange non-chaotic attractor. In particular, the parameter k plays a important role in the system, which can leave the chaotic behavior or the quasi-periodic behavior to period-1 orbit as k varies, and it can be considered as an control strategy of chaos by adjusting the parameter k. Combining the existing results in [Generic excitable dynamics on a two-dimensional map. Chaos, Solitons and Fractals 1995;5(3-4):461-79] with the new results reported in this paper, a more complete description of the system is now obtained

  9. PC analysis of stochastic differential equations driven by Wiener noise

    KAUST Repository

    Le Maitre, Olivier

    2015-03-01

    A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.

  10. Bifurcation Control of an Electrostatically-Actuated MEMS Actuator with Time-Delay Feedback

    Directory of Open Access Journals (Sweden)

    Lei Li

    2016-10-01

    Full Text Available The parametric excitation system consisting of a flexible beam and shuttle mass widely exists in microelectromechanical systems (MEMS, which can exhibit rich nonlinear dynamic behaviors. This article aims to theoretically investigate the nonlinear jumping phenomena and bifurcation conditions of a class of electrostatically-driven MEMS actuators with a time-delay feedback controller. Considering the comb structure consisting of a flexible beam and shuttle mass, the partial differential governing equation is obtained with both the linear and cubic nonlinear parametric excitation. Then, the method of multiple scales is introduced to obtain a slow flow that is analyzed for stability and bifurcation. Results show that time-delay feedback can improve resonance frequency and stability of the system. What is more, through a detailed mathematical analysis, the discriminant of Hopf bifurcation is theoretically derived, and appropriate time-delay feedback force can make the branch from the Hopf bifurcation point stable under any driving voltage value. Meanwhile, through global bifurcation analysis and saddle node bifurcation analysis, theoretical expressions about the system parameter space and maximum amplitude of monostable vibration are deduced. It is found that the disappearance of the global bifurcation point means the emergence of monostable vibration. Finally, detailed numerical results confirm the analytical prediction.

  11. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

  12. Ternary choices in repeated games and border collision bifurcations

    International Nuclear Information System (INIS)

    Dal Forno, Arianna; Gardini, Laura; Merlone, Ugo

    2012-01-01

    Highlights: ► We extend a model of binary choices with externalities to include more alternatives. ► Introducing one more option affects the complexity of the dynamics. ► We find bifurcation structures which where impossible to observe in binary choices. ► A ternary choice cannot simply be considered as a binary choice plus one. - Abstract: Several recent contributions formalize and analyze binary choices games with externalities as those described by Schelling. Nevertheless, in the real world choices are not always binary, and players have often to decide among more than two alternatives. These kinds of interactions are examined in game theory where, starting from the well known rock-paper-scissor game, several other kinds of strategic interactions involving more than two choices are examined. In this paper we investigate how the dynamics evolve introducing one more option in binary choice games with externalities. The dynamics we obtain are always in a stable regime, that is, the structurally stable dynamics are only attracting cycles, but of any possible positive integer as period. We show that, depending on the structure of the game, the dynamics can be quite different from those existing when considering binary choices. The bifurcation structure, due to border collisions, is explained, showing the existence of so-called big-bang bifurcation points.

  13. Hysteresis-induced bifurcation and chaos in a magneto-rheological suspension system under external excitation

    Science.gov (United States)

    Hailong, Zhang; Enrong, Wang; Fuhong, Min; Ning, Zhang

    2016-03-01

    The magneto-rheological damper (MRD) is a promising device used in vehicle semi-active suspension systems, for its continuous adjustable damping output. However, the innate nonlinear hysteresis characteristic of MRD may cause the nonlinear behaviors. In this work, a two-degree-of-freedom (2-DOF) MR suspension system was established first, by employing the modified Bouc-Wen force-velocity (F-v) hysteretic model. The nonlinear dynamic response of the system was investigated under the external excitation of single-frequency harmonic and bandwidth-limited stochastic road surface. The largest Lyapunov exponent (LLE) was used to detect the chaotic area of the frequency and amplitude of harmonic excitation, and the bifurcation diagrams, time histories, phase portraits, and power spectrum density (PSD) diagrams were used to reveal the dynamic evolution process in detail. Moreover, the LLE and Kolmogorov entropy (K entropy) were used to identify whether the system response was random or chaotic under stochastic road surface. The results demonstrated that the complex dynamical behaviors occur under different external excitation conditions. The oscillating mechanism of alternating periodic oscillations, quasi-periodic oscillations, and chaotic oscillations was observed in detail. The chaotic regions revealed that chaotic motions may appear in conditions of mid-low frequency and large amplitude, as well as small amplitude and all frequency. The obtained parameter regions where the chaotic motions may appear are useful for design of structural parameters of the vibration isolation, and the optimization of control strategy for MR suspension system. Projects supported by the National Natural Science Foundation of China (Grant Nos. 51475246, 51277098, and 51075215), the Research Innovation Program for College Graduates of Jiangsu Province China (Grant No. KYLX15 0725), and the Natural Science Foundation of Jiangsu Province of China (Grant No. BK20131402).

  14. Estimating demographic contributions to effective population size in an age-structured wild population experiencing environmental and demographic stochasticity.

    Science.gov (United States)

    Trask, Amanda E; Bignal, Eric M; McCracken, Davy I; Piertney, Stuart B; Reid, Jane M

    2017-09-01

    A population's effective size (N e ) is a key parameter that shapes rates of inbreeding and loss of genetic diversity, thereby influencing evolutionary processes and population viability. However, estimating N e , and identifying key demographic mechanisms that underlie the N e to census population size (N) ratio, remains challenging, especially for small populations with overlapping generations and substantial environmental and demographic stochasticity and hence dynamic age-structure. A sophisticated demographic method of estimating N e /N, which uses Fisher's reproductive value to account for dynamic age-structure, has been formulated. However, this method requires detailed individual- and population-level data on sex- and age-specific reproduction and survival, and has rarely been implemented. Here, we use the reproductive value method and detailed demographic data to estimate N e /N for a small and apparently isolated red-billed chough (Pyrrhocorax pyrrhocorax) population of high conservation concern. We additionally calculated two single-sample molecular genetic estimates of N e to corroborate the demographic estimate and examine evidence for unobserved immigration and gene flow. The demographic estimate of N e /N was 0.21, reflecting a high total demographic variance (σ2dg) of 0.71. Females and males made similar overall contributions to σ2dg. However, contributions varied among sex-age classes, with greater contributions from 3 year-old females than males, but greater contributions from ≥5 year-old males than females. The demographic estimate of N e was ~30, suggesting that rates of increase of inbreeding and loss of genetic variation per generation will be relatively high. Molecular genetic estimates of N e computed from linkage disequilibrium and approximate Bayesian computation were approximately 50 and 30, respectively, providing no evidence of substantial unobserved immigration which could bias demographic estimates of N e . Our analyses identify

  15. Recent perspective on coronary artery bifurcation interventions.

    Science.gov (United States)

    Dash, Debabrata

    2014-01-01

    Coronary bifurcation lesions are frequent in routine practice, accounting for 15-20% of all lesions undergoing percutaneous coronary intervention (PCI). PCI of this subset of lesions is technically challenging and historically has been associated with lower procedural success rates and worse clinical outcomes compared with non-bifurcation lesions. The introduction of drug-eluting stents has dramatically improved the outcomes. The provisional technique of implanting one stent in the main branch remains the default approach in most bifurcation lesions. Selection of the most effective technique for an individual bifurcation is important. The use of two-stent techniques as an intention to treat is an acceptable approach in some bifurcation lesions. However, a large amount of metal is generally left unapposed in the lumen with complex two-stent techniques, which is particularly concerning for the risk of stent thrombosis. New technology and dedicated bifurcation stents may overcome some of the limitations of two-stent techniques and revolutionise the management of bifurcation PCI in the future.

  16. Streamline topology: Patterns in fluid flows and their bifurcations

    DEFF Research Database (Denmark)

    Brøns, Morten

    2007-01-01

    Using dynamical systems theory, we consider structures such as vortices and separation in the streamline patterns of fluid flows. Bifurcation of patterns under variation of external parameters is studied using simplifying normal form transformations. Flows away from boundaries, flows close to fix...... walls, and axisymmetric flows are analyzed in detail. We show how to apply the ideas from the theory to analyze numerical simulations of the vortex breakdown in a closed cylindrical container....

  17. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

    The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)

  18. A case study in bifurcation theory

    Science.gov (United States)

    Khmou, Youssef

    This short paper is focused on the bifurcation theory found in map functions called evolution functions that are used in dynamical systems. The most well-known example of discrete iterative function is the logistic map that puts into evidence bifurcation and chaotic behavior of the topology of the logistic function. We propose a new iterative function based on Lorentizan function and its generalized versions, based on numerical study, it is found that the bifurcation of the Lorentzian function is of second-order where it is characterized by the absence of chaotic region.

  19. Bifurcations of non-smooth systems

    Science.gov (United States)

    Angulo, Fabiola; Olivar, Gerard; Osorio, Gustavo A.; Escobar, Carlos M.; Ferreira, Jocirei D.; Redondo, Johan M.

    2012-12-01

    Non-smooth systems (namely piecewise-smooth systems) have received much attention in the last decade. Many contributions in this area show that theory and applications (to electronic circuits, mechanical systems, …) are relevant to problems in science and engineering. Specially, new bifurcations have been reported in the literature, and this was the topic of this minisymposium. Thus both bifurcation theory and its applications were included. Several contributions from different fields show that non-smooth bifurcations are a hot topic in research. Thus in this paper the reader can find contributions from electronics, energy markets and population dynamics. Also, a carefully-written specific algebraic software tool is presented.

  20. Stochastic Pi-calculus Revisited

    DEFF Research Database (Denmark)

    Cardelli, Luca; Mardare, Radu Iulian

    2013-01-01

    We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...

  1. Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure Induced by HZE Particles

    Science.gov (United States)

    Ponomarev, Artem; Plante, Ianik; George, Kerry; Wu, Honglu

    2014-01-01

    The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high-energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05-0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta-rays becomes more important.

  2. Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure iIduced by HZE Particles

    Science.gov (United States)

    Ponomarev, Artem; Plante, Ianik; George, Kerry; Wu, Honglu

    2014-01-01

    The formation of double-strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte-Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high-energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation-induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex-type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05-0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta-rays becomes more important.

  3. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

    STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

  4. Bifurcations and Crises in a Shape Memory Oscillator

    Directory of Open Access Journals (Sweden)

    Luciano G. Machado

    2004-01-01

    Full Text Available The remarkable properties of shape memory alloys have been motivating the interest in applications in different areas varying from biomedical to aerospace hardware. The dynamical response of systems composed by shape memory actuators presents nonlinear characteristics and a very rich behavior, showing periodic, quasi-periodic and chaotic responses. This contribution analyses some aspects related to bifurcation phenomenon in a shape memory oscillator where the restitution force is described by a polynomial constitutive model. The term bifurcation is used to describe qualitative changes that occur in the orbit structure of a system, as a consequence of parameter changes, being related to chaos. Numerical simulations show that the response of the shape memory oscillator presents period doubling cascades, direct and reverse, and crises.

  5. Bifurcation Control of Chaotic Dynamical Systems

    National Research Council Canada - National Science Library

    Wang, Hua O; Abed, Eyad H

    1992-01-01

    A nonlinear system which exhibits bifurcations, transient chaos, and fully developed chaos is considered, with the goal of illustrating the role of two ideas in the control of chaotic dynamical systems...

  6. Unified theory for stochastic modelling of hydroclimatic processes: Preserving marginal distributions, correlation structures, and intermittency

    Science.gov (United States)

    Papalexiou, Simon Michael

    2018-05-01

    Hydroclimatic processes come in all "shapes and sizes". They are characterized by different spatiotemporal correlation structures and probability distributions that can be continuous, mixed-type, discrete or even binary. Simulating such processes by reproducing precisely their marginal distribution and linear correlation structure, including features like intermittency, can greatly improve hydrological analysis and design. Traditionally, modelling schemes are case specific and typically attempt to preserve few statistical moments providing inadequate and potentially risky distribution approximations. Here, a single framework is proposed that unifies, extends, and improves a general-purpose modelling strategy, based on the assumption that any process can emerge by transforming a specific "parent" Gaussian process. A novel mathematical representation of this scheme, introducing parametric correlation transformation functions, enables straightforward estimation of the parent-Gaussian process yielding the target process after the marginal back transformation, while it provides a general description that supersedes previous specific parameterizations, offering a simple, fast and efficient simulation procedure for every stationary process at any spatiotemporal scale. This framework, also applicable for cyclostationary and multivariate modelling, is augmented with flexible parametric correlation structures that parsimoniously describe observed correlations. Real-world simulations of various hydroclimatic processes with different correlation structures and marginals, such as precipitation, river discharge, wind speed, humidity, extreme events per year, etc., as well as a multivariate example, highlight the flexibility, advantages, and complete generality of the method.

  7. Stochastic Finite Element Analysis of Non-Linear Structures Modelled by Plasticity Theory

    DEFF Research Database (Denmark)

    Frier, Christian; Sørensen, John Dalsgaard

    2003-01-01

    A Finite Element Reliability Method (FERM) is introduced to perform reliability analyses on two-dimensional structures in plane stress, modeled by non-linear plasticity theory. FERM is a coupling between the First Order Reliability Method (FORM) and the Finite Element Method (FEM). FERM can be us...

  8. A structural and stochastic optimal model for projections of LNG imports and exports in Asia-Pacific

    Directory of Open Access Journals (Sweden)

    Tom Kompas

    2016-06-01

    Full Text Available The Asia-Pacific region, the largest and fastest growing liquefied natural gas (LNG market in the world, has been undergoing radical changes over the past few years. These changes include considerable additional supplies from North America and Australia, and a recent LNG price slump resulting from an oil-linked pricing mechanism and demand uncertainties. This paper develops an Asia-Pacific Gas Model (APGM, based on a structural, stochastic and optimising framework, providing a valuable tool for the projection of LNG trade in the Asia-Pacific region. With existing social-economic conditions, the model projects that Asia-Pacific LNG imports are expected to increase by 49.1 percent in 2020 and 95.7 percent in 2030, compared to 2013. Total LNG trade value is estimated to increase to US$127.2 billion in 2020 and US$199.0 billion in 2030. Future LNG trade expansion is mainly driven by emerging and large importers (i.e., China and India, and serviced, most importantly, by new supplies from Australia and the USA. The model's projected results are sensitive to changes in expected oil prices, pricing mechanisms, economic growth and energy policies, as well as unexpected geopolitical-economic events.

  9. Anatomy and function relation in the coronary tree: from bifurcations to myocardial flow and mass.

    Science.gov (United States)

    Kassab, Ghassan S; Finet, Gerard

    2015-01-01

    The study of the structure-function relation of coronary bifurcations is necessary not only to understand the design of the vasculature but also to use this understanding to restore structure and hence function. The objective of this review is to provide quantitative relations between bifurcation anatomy or geometry, flow distribution in the bifurcation and degree of perfused myocardial mass in order to establish practical rules to guide optimal treatment of bifurcations including side branches (SB). We use the scaling law between flow and diameter, conservation of mass and the scaling law between myocardial mass and diameter to provide geometric relations between the segment diameters of a bifurcation, flow fraction distribution in the SB, and the percentage of myocardial mass perfused by the SB. We demonstrate that the assessment of the functional significance of an SB for intervention should not only be based on the diameter of the SB but also on the diameter of the mother vessel as well as the diameter of the proximal main artery, as these dictate the flow fraction distribution and perfused myocardial mass, respectively. The geometric and flow rules for a bifurcation are extended to a trifurcation to ensure optimal therapy scaling rules for any branching pattern.

  10. Hopf bifurcation in an Internet congestion control model

    International Nuclear Information System (INIS)

    Li Chunguang; Chen Guanrong; Liao Xiaofeng; Yu Juebang

    2004-01-01

    We consider an Internet model with a single link accessed by a single source, which responds to congestion signals from the network, and study bifurcation of such a system. By choosing the gain parameter as a bifurcation parameter, we prove that Hopf bifurcation occurs. The stability of bifurcating periodic solutions and the direction of the Hopf bifurcation are determined by applying the normal form theory and the center manifold theorem. Finally, a numerical example is given to verify the theoretical analysis

  11. Discretization analysis of bifurcation based nonlinear amplifiers

    Science.gov (United States)

    Feldkord, Sven; Reit, Marco; Mathis, Wolfgang

    2017-09-01

    Recently, for modeling biological amplification processes, nonlinear amplifiers based on the supercritical Andronov-Hopf bifurcation have been widely analyzed analytically. For technical realizations, digital systems have become the most relevant systems in signal processing applications. The underlying continuous-time systems are transferred to the discrete-time domain using numerical integration methods. Within this contribution, effects on the qualitative behavior of the Andronov-Hopf bifurcation based systems concerning numerical integration methods are analyzed. It is shown exemplarily that explicit Runge-Kutta methods transform the truncated normalform equation of the Andronov-Hopf bifurcation into the normalform equation of the Neimark-Sacker bifurcation. Dependent on the order of the integration method, higher order terms are added during this transformation.A rescaled normalform equation of the Neimark-Sacker bifurcation is introduced that allows a parametric design of a discrete-time system which corresponds to the rescaled Andronov-Hopf system. This system approximates the characteristics of the rescaled Hopf-type amplifier for a large range of parameters. The natural frequency and the peak amplitude are preserved for every set of parameters. The Neimark-Sacker bifurcation based systems avoid large computational effort that would be caused by applying higher order integration methods to the continuous-time normalform equations.

  12. Parametric uncertainty and global sensitivity analysis in a model of the carotid bifurcation: Identification and ranking of most sensitive model parameters.

    Science.gov (United States)

    Gul, R; Bernhard, S

    2015-11-01

    In computational cardiovascular models, parameters are one of major sources of uncertainty, which make the models unreliable and less predictive. In order to achieve predictive models that allow the investigation of the cardiovascular diseases, sensitivity analysis (SA) can be used to quantify and reduce the uncertainty in outputs (pressure and flow) caused by input (electrical and structural) model parameters. In the current study, three variance based global sensitivity analysis (GSA) methods; Sobol, FAST and a sparse grid stochastic collocation technique based on the Smolyak algorithm were applied on a lumped parameter model of carotid bifurcation. Sensitivity analysis was carried out to identify and rank most sensitive parameters as well as to fix less sensitive parameters at their nominal values (factor fixing). In this context, network location and temporal dependent sensitivities were also discussed to identify optimal measurement locations in carotid bifurcation and optimal temporal regions for each parameter in the pressure and flow waves, respectively. Results show that, for both pressure and flow, flow resistance (R), diameter (d) and length of the vessel (l) are sensitive within right common carotid (RCC), right internal carotid (RIC) and right external carotid (REC) arteries, while compliance of the vessels (C) and blood inertia (L) are sensitive only at RCC. Moreover, Young's modulus (E) and wall thickness (h) exhibit less sensitivities on pressure and flow at all locations of carotid bifurcation. Results of network location and temporal variabilities revealed that most of sensitivity was found in common time regions i.e. early systole, peak systole and end systole. Copyright © 2015 Elsevier Inc. All rights reserved.

  13. Stochastic model for joint wave and wind loads on offshore structures

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    2002-01-01

    _s,T_z)$ from the North Sea a well fitting joint distribution of $(H_s,T_z)$ is obtained as a so-called Nataf model. Since the wave field is wind driven, there is a correlation between the time averaged wind velocity pressure $Q$ and the characteristic wave height in the stationary situation. Using the Poisson...... process model to concentrate on those load events that are of importance for the evaluation of the safety of the structure, that is, events with $Q$ larger than some threshold $q_0$, available information about the wind velocity pressure distributionin high wind situations can be used to formulate a Nataf...

  14. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

  15. Affine stochastic mortality

    NARCIS (Netherlands)

    Schrager, D.F.

    2006-01-01

    We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing

  16. Stochastic dynamics and control

    CERN Document Server

    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

  17. Transport in Stochastic Media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.; Thieberger, R.

    1998-01-01

    Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption

  18. Stochastic inflation lattice simulations: Ultra-large scale structure of the universe

    International Nuclear Information System (INIS)

    Salopek, D.S.

    1990-11-01

    Non-Gaussian fluctuations for structure formation may arise in inflation from the nonlinear interaction of long wavelength gravitational and scalar fields. Long wavelength fields have spatial gradients α -1 triangledown small compared to the Hubble radius, and they are described in terms of classical random fields that are fed by short wavelength quantum noise. Lattice Langevin calculations are given for a ''toy model'' with a scalar field interacting with an exponential potential where one can obtain exact analytic solutions of the Fokker-Planck equation. For single scalar field models that are consistent with current microwave background fluctuations, the fluctuations are Gaussian. However, for scales much larger than our observable Universe, one expects large metric fluctuations that are non-Guassian. This example illuminates non-Gaussian models involving multiple scalar fields which are consistent with current microwave background limits. 21 refs., 3 figs

  19. Bionic optimization in structural design stochastically based methods to improve the performance of parts and assemblies

    CERN Document Server

    Gekeler, Simon

    2016-01-01

    The book provides suggestions on how to start using bionic optimization methods, including pseudo-code examples of each of the important approaches and outlines of how to improve them. The most efficient methods for accelerating the studies are discussed. These include the selection of size and generations of a study’s parameters, modification of these driving parameters, switching to gradient methods when approaching local maxima, and the use of parallel working hardware. Bionic Optimization means finding the best solution to a problem using methods found in nature. As Evolutionary Strategies and Particle Swarm Optimization seem to be the most important methods for structural optimization, we primarily focus on them. Other methods such as neural nets or ant colonies are more suited to control or process studies, so their basic ideas are outlined in order to motivate readers to start using them. A set of sample applications shows how Bionic Optimization works in practice. From academic studies on simple fra...

  20. Reverse bifurcation and fractal of the compound logistic map

    Science.gov (United States)

    Wang, Xingyuan; Liang, Qingyong

    2008-07-01

    The nature of the fixed points of the compound logistic map is researched and the boundary equation of the first bifurcation of the map in the parameter space is given out. Using the quantitative criterion and rule of chaotic system, the paper reveal the general features of the compound logistic map transforming from regularity to chaos, the following conclusions are shown: (1) chaotic patterns of the map may emerge out of double-periodic bifurcation and (2) the chaotic crisis phenomena and the reverse bifurcation are found. At the same time, we analyze the orbit of critical point of the compound logistic map and put forward the definition of Mandelbrot-Julia set of compound logistic map. We generalize the Welstead and Cromer's periodic scanning technology and using this technology construct a series of Mandelbrot-Julia sets of compound logistic map. We investigate the symmetry of Mandelbrot-Julia set and study the topological inflexibility of distributing of period region in the Mandelbrot set, and finds that Mandelbrot set contain abundant information of structure of Julia sets by founding the whole portray of Julia sets based on Mandelbrot set qualitatively.

  1. Geometrically Induced Interactions and Bifurcations

    Science.gov (United States)

    Binder, Bernd

    2010-01-01

    In order to evaluate the proper boundary conditions in spin dynamics eventually leading to the emergence of natural and artificial solitons providing for strong interactions and potentials with monopole charges, the paper outlines a new concept referring to a curvature-invariant formalism, where superintegrability is given by a special isometric condition. Instead of referring to the spin operators and Casimir/Euler invariants as the generator of rotations, a curvature-invariant description is introduced utilizing a double Gudermann mapping function (generator of sine Gordon solitons and Mercator projection) cross-relating two angular variables, where geometric phases and rotations arise between surfaces of different curvature. Applying this stereographic projection to a superintegrable Hamiltonian can directly map linear oscillators to Kepler/Coulomb potentials and/or monopoles with Pöschl-Teller potentials and vice versa. In this sense a large scale Kepler/Coulomb (gravitational, electro-magnetic) wave dynamics with a hyperbolic metric could be mapped as a geodesic vertex flow to a local oscillator singularity (Dirac monopole) with spherical metrics and vice versa. Attracting fixed points and dynamic constraints are given by special isometries with magic precession angles. The nonlinear angular encoding directly provides for a Shannon mutual information entropy measure of the geodesic phase space flow. The emerging monopole patterns show relations to spiral Fresnel holography and Berry/Aharonov-Bohm geometric phases subject to bifurcation instabilities and singularities from phase ambiguities due to a local (entropy) overload. Neutral solitons and virtual patterns emerging and mediating in the overlap region between charged or twisted holographic patterns are visualized and directly assigned to the Berry geometric phase revealing the role of photons, neutrons, and neutrinos binding repulsive charges in Coulomb, strong and weak interaction.

  2. Multistability and gluing bifurcation to butterflies in coupled networks with non-monotonic feedback

    International Nuclear Information System (INIS)

    Ma Jianfu; Wu Jianhong

    2009-01-01

    Neural networks with a non-monotonic activation function have been proposed to increase their capacity for memory storage and retrieval, but there is still a lack of rigorous mathematical analysis and detailed discussions of the impact of time lag. Here we consider a two-neuron recurrent network. We first show how supercritical pitchfork bifurcations and a saddle-node bifurcation lead to the coexistence of multiple stable equilibria (multistability) in the instantaneous updating network. We then study the effect of time delay on the local stability of these equilibria and show that four equilibria lose their stability at a certain critical value of time delay, and Hopf bifurcations of these equilibria occur simultaneously, leading to multiple coexisting periodic orbits. We apply centre manifold theory and normal form theory to determine the direction of these Hopf bifurcations and the stability of bifurcated periodic orbits. Numerical simulations show very interesting global patterns of periodic solutions as the time delay is varied. In particular, we observe that these four periodic solutions are glued together along the stable and unstable manifolds of saddle points to develop a butterfly structure through a complicated process of gluing bifurcations of periodic solutions

  3. Sampling of Stochastic Input Parameters for Rockfall Calculations and for Structural Response Calculations Under Vibratory Ground Motion

    International Nuclear Information System (INIS)

    M. Gross

    2004-01-01

    The purpose of this scientific analysis is to define the sampled values of stochastic (random) input parameters for (1) rockfall calculations in the lithophysal and nonlithophysal zones under vibratory ground motions, and (2) structural response calculations for the drip shield and waste package under vibratory ground motions. This analysis supplies: (1) Sampled values of ground motion time history and synthetic fracture pattern for analysis of rockfall in emplacement drifts in nonlithophysal rock (Section 6.3 of ''Drift Degradation Analysis'', BSC 2004 [DIRS 166107]); (2) Sampled values of ground motion time history and rock mechanical properties category for analysis of rockfall in emplacement drifts in lithophysal rock (Section 6.4 of ''Drift Degradation Analysis'', BSC 2004 [DIRS 166107]); (3) Sampled values of ground motion time history and metal to metal and metal to rock friction coefficient for analysis of waste package and drip shield damage to vibratory motion in ''Structural Calculations of Waste Package Exposed to Vibratory Ground Motion'' (BSC 2004 [DIRS 167083]) and in ''Structural Calculations of Drip Shield Exposed to Vibratory Ground Motion'' (BSC 2003 [DIRS 163425]). The sampled values are indices representing the number of ground motion time histories, number of fracture patterns and rock mass properties categories. These indices are translated into actual values within the respective analysis and model reports or calculations. This report identifies the uncertain parameters and documents the sampled values for these parameters. The sampled values are determined by GoldSim V6.04.007 [DIRS 151202] calculations using appropriate distribution types and parameter ranges. No software development or model development was required for these calculations. The calculation of the sampled values allows parameter uncertainty to be incorporated into the rockfall and structural response calculations that support development of the seismic scenario for the

  4. Hysteretic and intermittent regimes in the subcritical bifurcation of a quasi-one-dimensional system of interacting particles

    Science.gov (United States)

    Dessup, Tommy; Coste, Christophe; Saint Jean, Michel

    2016-01-01

    In this article, we study the effects of white Gaussian additive thermal noise on a subcritical pitchfork bifurcation. We consider a quasi-one-dimensional system of particles that are transversally confined, with short-range (non-Coulombic) interactions and periodic boundary conditions in the longitudinal direction. In such systems, there is a structural transition from a linear order to a staggered row, called the zigzag transition. There is a finite range of transverse confinement stiffnesses for which the stable configuration at zero temperature is a localized zigzag pattern surrounded by aligned particles, which evidences the subcriticality of the bifurcation. We show that these configurations remain stable for a wide temperature range. At zero temperature, the transition between a straight line and such localized zigzag patterns is hysteretic. We have studied the influence of thermal noise on the hysteresis loop. Its description is more difficult than at T =0 K since thermally activated jumps between the two configurations always occur and the system cannot stay forever in a unique metastable state. Two different regimes have to be considered according to the temperature value with respect to a critical temperature Tc(τobs) that depends on the observation time τobs. An hysteresis loop is still observed at low temperature, with a width that decreases as the temperature increases toward Tc(τobs) . In contrast, for T >Tc(τobs) the memory of the initial condition is lost by stochastic jumps between the configurations. The study of the mean residence times in each configuration gives a unique opportunity to precisely determine the barrier height that separates the two configurations, without knowing the complete energy landscape of this many-body system. We also show how to reconstruct the hysteresis loop that would exist at T =0 K from high-temperature simulations.

  5. Simple or Complex Stenting for Bifurcation Coronary Lesions: A Patient-Level Pooled-Analysis of the Nordic Bifurcation Study and the British Bifurcation Coronary Study

    DEFF Research Database (Denmark)

    Behan, Miles W; Holm, Niels Ramsing; Curzen, Nicholas P

    2011-01-01

    Background— Controversy persists regarding the correct strategy for bifurcation lesions. Therefore, we combined the patient-level data from 2 large trials with similar methodology: the NORDIC Bifurcation Study (NORDIC I) and the British Bifurcation Coronary Study (BBC ONE). Methods and Results— B...

  6. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

    Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

  7. Bifurcating Particle Swarms in Smooth-Walled Fractures

    Science.gov (United States)

    Pyrak-Nolte, L. J.; Sun, H.

    2010-12-01

    Particle swarms can occur naturally or from industrial processes where small liquid drops containing thousands to millions of micron-size to colloidal-size particles are released over time from seepage or leaks into fractured rock. The behavior of these particle swarms as they fall under gravity are affected by particle interactions as well as interactions with the walls of the fractures. In this paper, we present experimental results on the effect of fractures on the cohesiveness of the swarm and the formation of bifurcation structures as they fall under gravity and interact with the fracture walls. A transparent cubic sample (100 mm x 100 mm x 100 mm) containing a synthetic fracture with uniform aperture distributions was optically imaged to quantify the effect of confinement within fractures on particle swarm formation, swarm velocity, and swarm geometry. A fracture with a uniform aperture distribution was fabricated from two polished rectangular prisms of acrylic. A series of experiments were performed to determine how swarm movement and geometry are affected as the walls of the fracture are brought closer together from 50 mm to 1 mm. During the experiments, the fracture was fully saturated with water. We created the swarms using two different particle sizes in dilute suspension (~ 1.0% by mass). The particles were 3 micron diameter fluorescent polymer beads and 25 micron diameter soda-lime glass beads. Experiments were performed using swarms that ranged in size from 5 µl to 60 µl. The swarm behavior was imaged using an optical fluorescent imaging system composed of a CCD camera illuminated by a 100 mW diode-pumped doubled YAG laser. As a swarm falls in an open-tank of water, it forms a torroidal shape that is stable as long as no ambient or background currents exist in the water tank. When a swarm is released into a fracture with an aperture less than 5 mm, the swarm forms the torroidal shape but it is distorted because of the presence of the walls. The

  8. Bifurcation analysis of a three dimensional system

    Directory of Open Access Journals (Sweden)

    Yongwen WANG

    2018-04-01

    Full Text Available In order to enrich the stability and bifurcation theory of the three dimensional chaotic systems, taking a quadratic truncate unfolding system with the triple singularity equilibrium as the research subject, the existence of the equilibrium, the stability and the bifurcation of the system near the equilibrium under different parametric conditions are studied. Using the method of mathematical analysis, the existence of the real roots of the corresponding characteristic equation under the different parametric conditions is analyzed, and the local manifolds of the equilibrium are gotten, then the possible bifurcations are guessed. The parametric conditions under which the equilibrium is saddle-focus are analyzed carefully by the Cardan formula. Moreover, the conditions of codimension-one Hopf bifucation and the prerequisites of the supercritical and subcritical Hopf bifurcation are found by computation. The results show that the system has abundant stability and bifurcation, and can also supply theorical support for the proof of the existence of the homoclinic or heteroclinic loop connecting saddle-focus and the Silnikov's chaos. This method can be extended to study the other higher nonlinear systems.

  9. Bifurcation parameters of a reflected shock wave in cylindrical channels of different roughnesses

    Science.gov (United States)

    Penyazkov, O.; Skilandz, A.

    2018-03-01

    To investigate the effect of bifurcation on the induction time in cylindrical shock tubes used for chemical kinetic experiments, one should know the parameters of the bifurcation structure of a reflected shock wave. The dynamics and parameters of the shock wave bifurcation, which are caused by reflected shock wave-boundary layer interactions, are studied experimentally in argon, in air, and in a hydrogen-nitrogen mixture for Mach numbers M = 1.3-3.5 in a 76-mm-diameter shock tube without any ramp. Measurements were taken at a constant gas density behind the reflected shock wave. Over a wide range of experimental conditions, we studied the axial projection of the oblique shock wave and the pressure distribution in the vicinity of the triple Mach configuration at 50, 150, and 250 mm from the endwall, using side-wall schlieren and pressure measurements. Experiments on a polished shock tube and a shock tube with a surface roughness of 20 {μ }m Ra were carried out. The surface roughness was used for initiating small-scale turbulence in the boundary layer behind the incident shock wave. The effect of small-scale turbulence on the homogenization of the transition zone from the laminar to turbulent boundary layer along the shock tube perimeter was assessed, assuming its influence on a subsequent stabilization of the bifurcation structure size versus incident shock wave Mach number, as well as local flow parameters behind the reflected shock wave. The influence of surface roughness on the bifurcation development and pressure fluctuations near the wall, as well as on the Mach number, at which the bifurcation first develops, was analyzed. It was found that even small additional surface roughness can lead to an overshoot in pressure growth by a factor of two, but it can stabilize the bifurcation structure along the shock tube perimeter.

  10. Bifurcations of Tumor-Immune Competition Systems with Delay

    Directory of Open Access Journals (Sweden)

    Ping Bi

    2014-01-01

    Full Text Available A tumor-immune competition model with delay is considered, which consists of two-dimensional nonlinear differential equation. The conditions for the linear stability of the equilibria are obtained by analyzing the distribution of eigenvalues. General formulas for the direction, period, and stability of the bifurcated periodic solutions are given for codimension one and codimension two bifurcations, including Hopf bifurcation, steady-state bifurcation, and B-T bifurcation. Numerical examples and simulations are given to illustrate the bifurcations analysis and obtained results.

  11. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

    'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response

  12. Detection of bifurcations in noisy coupled systems from multiple time series

    Science.gov (United States)

    Williamson, Mark S.; Lenton, Timothy M.

    2015-03-01

    We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.

  13. Detection of bifurcations in noisy coupled systems from multiple time series

    International Nuclear Information System (INIS)

    Williamson, Mark S.; Lenton, Timothy M.

    2015-01-01

    We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system

  14. Detection of bifurcations in noisy coupled systems from multiple time series

    Energy Technology Data Exchange (ETDEWEB)

    Williamson, Mark S., E-mail: m.s.williamson@exeter.ac.uk; Lenton, Timothy M. [Earth System Science Group, College of Life and Environmental Sciences, University of Exeter, Laver Building, North Park Road, Exeter EX4 4QE (United Kingdom)

    2015-03-15

    We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.

  15. Attractors near grazing–sliding bifurcations

    International Nuclear Information System (INIS)

    Glendinning, P; Kowalczyk, P; Nordmark, A B

    2012-01-01

    In this paper we prove, for the first time, that multistability can occur in three-dimensional Fillipov type flows due to grazing–sliding bifurcations. We do this by reducing the study of the dynamics of Filippov type flows around a grazing–sliding bifurcation to the study of appropriately defined one-dimensional maps. In particular, we prove the presence of three qualitatively different types of multiple attractors born in grazing–sliding bifurcations. Namely, a period-two orbit with a sliding segment may coexist with a chaotic attractor, two stable, period-two and period-three orbits with a segment of sliding each may coexist, or a non-sliding and period-three orbit with two sliding segments may coexist

  16. Invariants, Attractors and Bifurcation in Two Dimensional Maps with Polynomial Interaction

    Science.gov (United States)

    Hacinliyan, Avadis Simon; Aybar, Orhan Ozgur; Aybar, Ilknur Kusbeyzi

    This work will present an extended discrete-time analysis on maps and their generalizations including iteration in order to better understand the resulting enrichment of the bifurcation properties. The standard concepts of stability analysis and bifurcation theory for maps will be used. Both iterated maps and flows are used as models for chaotic behavior. It is well known that when flows are converted to maps by discretization, the equilibrium points remain the same but a richer bifurcation scheme is observed. For example, the logistic map has a very simple behavior as a differential equation but as a map fold and period doubling bifurcations are observed. A way to gain information about the global structure of the state space of a dynamical system is investigating invariant manifolds of saddle equilibrium points. Studying the intersections of the stable and unstable manifolds are essential for understanding the structure of a dynamical system. It has been known that the Lotka-Volterra map and systems that can be reduced to it or its generalizations in special cases involving local and polynomial interactions admit invariant manifolds. Bifurcation analysis of this map and its higher iterates can be done to understand the global structure of the system and the artifacts of the discretization by comparing with the corresponding results from the differential equation on which they are based.

  17. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

    "Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

  18. Stochastic processes

    CERN Document Server

    Borodin, Andrei N

    2017-01-01

    This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

  19. Bifurcation of Jovian magnetotail current sheet

    Directory of Open Access Journals (Sweden)

    P. L. Israelevich

    2006-07-01

    Full Text Available Multiple crossings of the magnetotail current sheet by a single spacecraft give the possibility to distinguish between two types of electric current density distribution: single-peaked (Harris type current layer and double-peaked (bifurcated current sheet. Magnetic field measurements in the Jovian magnetic tail by Voyager-2 reveal bifurcation of the tail current sheet. The electric current density possesses a minimum at the point of the Bx-component reversal and two maxima at the distance where the magnetic field strength reaches 50% of its value in the tail lobe.

  20. Bifurcation of Jovian magnetotail current sheet

    Directory of Open Access Journals (Sweden)

    P. L. Israelevich

    2006-07-01

    Full Text Available Multiple crossings of the magnetotail current sheet by a single spacecraft give the possibility to distinguish between two types of electric current density distribution: single-peaked (Harris type current layer and double-peaked (bifurcated current sheet. Magnetic field measurements in the Jovian magnetic tail by Voyager-2 reveal bifurcation of the tail current sheet. The electric current density possesses a minimum at the point of the Bx-component reversal and two maxima at the distance where the magnetic field strength reaches 50% of its value in the tail lobe.

  1. Predicting extinction rates in stochastic epidemic models

    International Nuclear Information System (INIS)

    Schwartz, Ira B; Billings, Lora; Dykman, Mark; Landsman, Alexandra

    2009-01-01

    We investigate the stochastic extinction processes in a class of epidemic models. Motivated by the process of natural disease extinction in epidemics, we examine the rate of extinction as a function of disease spread. We show that the effective entropic barrier for extinction in a susceptible–infected–susceptible epidemic model displays scaling with the distance to the bifurcation point, with an unusual critical exponent. We make a direct comparison between predictions and numerical simulations. We also consider the effect of non-Gaussian vaccine schedules, and show numerically how the extinction process may be enhanced when the vaccine schedules are Poisson distributed

  2. Discretizing the transcritical and pitchfork bifurcations – conjugacy results

    KAUST Repository

    Ló czi, Lajos

    2015-01-01

    © 2015 Taylor & Francis. We present two case studies in one-dimensional dynamics concerning the discretization of transcritical (TC) and pitchfork (PF) bifurcations. In the vicinity of a TC or PF bifurcation point and under some natural assumptions

  3. Bifurcations of a class of singular biological economic models

    International Nuclear Information System (INIS)

    Zhang Xue; Zhang Qingling; Zhang Yue

    2009-01-01

    This paper studies systematically a prey-predator singular biological economic model with time delay. It shows that this model exhibits two bifurcation phenomena when the economic profit is zero. One is transcritical bifurcation which changes the stability of the system, and the other is singular induced bifurcation which indicates that zero economic profit brings impulse, i.e., rapid expansion of the population in biological explanation. On the other hand, if the economic profit is positive, at a critical value of bifurcation parameter, the system undergoes a Hopf bifurcation, i.e., the increase of delay destabilizes the system and bifurcates into small amplitude periodic solution. Finally, by using Matlab software, numerical simulations illustrate the effectiveness of the results obtained here. In addition, we study numerically that the system undergoes a saddle-node bifurcation when the bifurcation parameter goes through critical value of positive economic profit.

  4. Codimension-2 bifurcations of the Kaldor model of business cycle

    International Nuclear Information System (INIS)

    Wu, Xiaoqin P.

    2011-01-01

    Research highlights: → The conditions are given such that the characteristic equation may have purely imaginary roots and double zero roots. → Purely imaginary roots lead us to study Hopf and Bautin bifurcations and to calculate the first and second Lyapunov coefficients. → Double zero roots lead us to study Bogdanov-Takens (BT) bifurcation. → Bifurcation diagrams for Bautin and BT bifurcations are obtained by using the normal form theory. - Abstract: In this paper, complete analysis is presented to study codimension-2 bifurcations for the nonlinear Kaldor model of business cycle. Sufficient conditions are given for the model to demonstrate Bautin and Bogdanov-Takens (BT) bifurcations. By computing the first and second Lyapunov coefficients and performing nonlinear transformation, the normal forms are derived to obtain the bifurcation diagrams such as Hopf, homoclinic and double limit cycle bifurcations. Some examples are given to confirm the theoretical results.

  5. Stochasticity in the Josephson map

    International Nuclear Information System (INIS)

    Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.

    1996-04-01

    The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)

  6. Von Bertalanffy's dynamics under a polynomial correction: Allee effect and big bang bifurcation

    Science.gov (United States)

    Leonel Rocha, J.; Taha, A. K.; Fournier-Prunaret, D.

    2016-02-01

    In this work we consider new one-dimensional populational discrete dynamical systems in which the growth of the population is described by a family of von Bertalanffy's functions, as a dynamical approach to von Bertalanffy's growth equation. The purpose of introducing Allee effect in those models is satisfied under a correction factor of polynomial type. We study classes of von Bertalanffy's functions with different types of Allee effect: strong and weak Allee's functions. Dependent on the variation of four parameters, von Bertalanffy's functions also includes another class of important functions: functions with no Allee effect. The complex bifurcation structures of these von Bertalanffy's functions is investigated in detail. We verified that this family of functions has particular bifurcation structures: the big bang bifurcation of the so-called “box-within-a-box” type. The big bang bifurcation is associated to the asymptotic weight or carrying capacity. This work is a contribution to the study of the big bang bifurcation analysis for continuous maps and their relationship with explosion birth and extinction phenomena.

  7. Sequential neural models with stochastic layers

    DEFF Research Database (Denmark)

    Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich

    2016-01-01

    How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...

  8. NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* + O(h).

  9. Bifurcation of elastic solids with sliding interfaces

    Science.gov (United States)

    Bigoni, D.; Bordignon, N.; Piccolroaz, A.; Stupkiewicz, S.

    2018-01-01

    Lubricated sliding contact between soft solids is an interesting topic in biomechanics and for the design of small-scale engineering devices. As a model of this mechanical set-up, two elastic nonlinear solids are considered jointed through a frictionless and bilateral surface, so that continuity of the normal component of the Cauchy traction holds across the surface, but the tangential component is null. Moreover, the displacement can develop only in a way that the bodies in contact do neither detach, nor overlap. Surprisingly, this finite strain problem has not been correctly formulated until now, so this formulation is the objective of the present paper. The incremental equations are shown to be non-trivial and different from previously (and erroneously) employed conditions. In particular, an exclusion condition for bifurcation is derived to show that previous formulations based on frictionless contact or `spring-type' interfacial conditions are not able to predict bifurcations in tension, while experiments-one of which, ad hoc designed, is reported-show that these bifurcations are a reality and become possible when the correct sliding interface model is used. The presented results introduce a methodology for the determination of bifurcations and instabilities occurring during lubricated sliding between soft bodies in contact.

  10. Climate bifurcation during the last deglaciation?

    NARCIS (Netherlands)

    Lenton, T.M.; Livina, V.N.; Dakos, V.; Scheffer, M.

    2012-01-01

    There were two abrupt warming events during the last deglaciation, at the start of the Bolling-Allerod and at the end of the Younger Dryas, but their underlying dynamics are unclear. Some abrupt climate changes may involve gradual forcing past a bifurcation point, in which a prevailing climate state

  11. Resource competition: a bifurcation theory approach.

    NARCIS (Netherlands)

    Kooi, B.W.; Dutta, P.S.; Feudel, U.

    2013-01-01

    We develop a framework for analysing the outcome of resource competition based on bifurcation theory. We elaborate our methodology by readdressing the problem of competition of two species for two resources in a chemostat environment. In the case of perfect-essential resources it has been

  12. Digital subtraction angiography of carotid bifurcation

    International Nuclear Information System (INIS)

    Vries, A.R. de.

    1984-01-01

    This study demonstrates the reliability of digital subtraction angiography (DSA) by means of intra- and interobserver investigations as well as indicating the possibility of substituting catheterangiography by DSA in the diagnosis of carotid bifurcation. Whenever insufficient information is obtained from the combination of non-invasive investigation and DSA, a catheterangiogram will be necessary. (Auth.)

  13. Percutaneous coronary intervention for coronary bifurcation disease

    DEFF Research Database (Denmark)

    Lassen, Jens Flensted; Holm, Niels Ramsing; Banning, Adrian

    2016-01-01

    of combining the opinions of interventional cardiologists with the opinions of a large variety of other scientists on bifurcation management. The present 11th EBC consensus document represents the summary of the up-to-date EBC consensus and recommendations. It points to the fact that there is a multitude...

  14. Modified jailed balloon technique for bifurcation lesions.

    Science.gov (United States)

    Saito, Shigeru; Shishido, Koki; Moriyama, Noriaki; Ochiai, Tomoki; Mizuno, Shingo; Yamanaka, Futoshi; Sugitatsu, Kazuya; Tobita, Kazuki; Matsumi, Junya; Tanaka, Yutaka; Murakami, Masato

    2017-12-04

    We propose a new systematic approach in bifurcation lesions, modified jailed balloon technique (M-JBT), and report the first clinical experience. Side branch occlusion brings with a serious complication and occurs in more than 7.0% of cases during bifurcation stenting. A jailed balloon (JB) is introduced into the side branch (SB), while a stent is placed in the main branch (MB) as crossing SB. The size of the JB is half of the MB stent size. While the proximal end of JB attaching to MB stent, both stent and JB are simultaneously inflated with same pressure. JB is removed and then guidewires are recrossed. Kissing balloon dilatation (KBD) and/or T and protrusion (TAP) stenting are applied as needed. Between February 2015 and February 2016, 233 patients (254 bifurcation lesions including 54 left main trunk disease) underwent percutaneous coronary intervention (PCI) using this technique. Procedure success was achieved in all cases. KBD was performed for 183 lesions and TAP stenting was employed for 31 lesions. Occlusion of SV was not observed in any of the patients. Bench test confirmed less deformity of MB stent in M-JBT compared with conventional-JBT. This is the first report for clinical experiences by using modified jailed balloon technique. This novel M-JBT is safe and effective in the preservation of SB patency during bifurcation stenting. © 2017 Wiley Periodicals, Inc.

  15. Momentum Maps and Stochastic Clebsch Action Principles

    Science.gov (United States)

    Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

    2018-01-01

    We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

  16. Heart rate variability as determinism with jump stochastic parameters.

    Science.gov (United States)

    Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

    2013-08-01

    We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

  17. Can a stochastic cusp catastrophe model explain stock market crashes?

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Vošvrda, Miloslav

    2009-01-01

    Roč. 33, č. 10 (2009), s. 1824-1836 ISSN 0165-1889 R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965 Grant - others:GAUK(CZ) 46108 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic cusp catastrophe * Bifurcations * Singularity * Nonlinear dynamics * Stock market crash Subject RIV: AH - Economics Impact factor: 1.097, year: 2009

  18. Stochastic kinetics

    International Nuclear Information System (INIS)

    Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.

    1975-01-01

    A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)

  19. Stochastic Jeux

    Directory of Open Access Journals (Sweden)

    Romanu Ekaterini

    2006-01-01

    Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.

  20. Fundamentals of stochastic nature sciences

    CERN Document Server

    Klyatskin, Valery I

    2017-01-01

    This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...

  1. Large-deviation principles, stochastic effective actions, path entropies, and the structure and meaning of thermodynamic descriptions

    International Nuclear Information System (INIS)

    Smith, Eric

    2011-01-01

    The meaning of thermodynamic descriptions is found in large-deviations scaling (Ellis 1985 Entropy, Large Deviations, and Statistical Mechanics (New York: Springer); Touchette 2009 Phys. Rep. 478 1-69) of the probabilities for fluctuations of averaged quantities. The central function expressing large-deviations scaling is the entropy, which is the basis both for fluctuation theorems and for characterizing the thermodynamic interactions of systems. Freidlin-Wentzell theory (Freidlin and Wentzell 1998 Random Perturbations in Dynamical Systems 2nd edn (New York: Springer)) provides a quite general formulation of large-deviations scaling for non-equilibrium stochastic processes, through a remarkable representation in terms of a Hamiltonian dynamical system. A number of related methods now exist to construct the Freidlin-Wentzell Hamiltonian for many kinds of stochastic processes; one method due to Doi (1976 J. Phys. A: Math. Gen. 9 1465-78; 1976 J. Phys. A: Math. Gen. 9 1479) and Peliti (1985 J. Physique 46 1469; 1986 J. Phys. A: Math. Gen. 19 L365, appropriate to integer counting statistics, is widely used in reaction-diffusion theory. Using these tools together with a path-entropy method due to Jaynes (1980 Annu. Rev. Phys. Chem. 31 579-601), this review shows how to construct entropy functions that both express large-deviations scaling of fluctuations, and describe system-environment interactions, for discrete stochastic processes either at or away from equilibrium. A collection of variational methods familiar within quantum field theory, but less commonly applied to the Doi-Peliti construction, is used to define a 'stochastic effective action', which is the large-deviations rate function for arbitrary non-equilibrium paths. We show how common principles of entropy maximization, applied to different ensembles of states or of histories, lead to different entropy functions and different sets of thermodynamic state variables. Yet the relations among all these levels of

  2. Dansgaard–Oeschger events: bifurcation points in the climate system

    Directory of Open Access Journals (Sweden)

    A. A. Cimatoribus

    2013-02-01

    Full Text Available Dansgaard–Oeschger events are a prominent mode of variability in the records of the last glacial cycle. Various prototype models have been proposed to explain these rapid climate fluctuations, and no agreement has emerged on which may be the more correct for describing the palaeoclimatic signal. In this work, we assess the bimodality of the system, reconstructing the topology of the multi-dimensional attractor over which the climate system evolves. We use high-resolution ice core isotope data to investigate the statistical properties of the climate fluctuations in the period before the onset of the abrupt change. We show that Dansgaard–Oeschger events have weak early warning signals if the ensemble of events is considered. We find that the statistics are consistent with the switches between two different climate equilibrium states in response to a changing external forcing (e.g. solar, ice sheets, either forcing directly the transition or pacing it through stochastic resonance. These findings are most consistent with a model that associates Dansgaard–Oeschger with changing boundary conditions, and with the presence of a bifurcation point.

  3. Bifurcation in epigenetics: Implications in development, proliferation, and diseases

    Science.gov (United States)

    Jost, Daniel

    2014-01-01

    Cells often exhibit different and stable phenotypes from the same DNA sequence. Robustness and plasticity of such cellular states are controlled by diverse transcriptional and epigenetic mechanisms, among them the modification of biochemical marks on chromatin. Here, we develop a stochastic model that describes the dynamics of epigenetic marks along a given DNA region. Through mathematical analysis, we show the emergence of bistable and persistent epigenetic states from the cooperative recruitment of modifying enzymes. We also find that the dynamical system exhibits a critical point and displays, in the presence of asymmetries in recruitment, a bifurcation diagram with hysteresis. These results have deep implications for our understanding of epigenetic regulation. In particular, our study allows one to reconcile within the same formalism the robust maintenance of epigenetic identity observed in differentiated cells, the epigenetic plasticity of pluripotent cells during differentiation, and the effects of epigenetic misregulation in diseases. Moreover, it suggests a possible mechanism for developmental transitions where the system is shifted close to the critical point to benefit from high susceptibility to developmental cues.

  4. Bifurcations and chaos of the nonlinear viscoelastic plates subjected to subsonic flow and external loads

    International Nuclear Information System (INIS)

    An, Fengxian; Chen, Fangqi

    2016-01-01

    Highlights: • The subharmonic bifurcations and chaotic motions are studied by means of Melnikov method. • The critical conditions for the occurrence of chaotic motions and subharmonic bifurcations are obtained. • The chaotic features on the system parameters are discussed. • The theoretical predictions are confirmed by numerical simulations. - Abstract: The subharmonic bifurcations and chaotic motions of the nonlinear viscoelastic plates subjected to subsonic flow and external loads are studied by means of Melnikov method. The critical conditions for the occurrence of chaotic motions are obtained. The chaotic features on the system parameters are discussed in detail. The conditions for subharmonic bifurcations are also obtained. For the system with no structural damping, chaotic motions can occur through infinite subharmonic bifurcations of odd orders. Furthermore, we confirm our theoretical predictions by numerical simulations. The theoretical results obtained here can help us to eliminate or suppress large nonlinear vibrations and chaotic motions of the nonlinear viscoelastic plates. Based on Melnikov method, complex dynamical behaviors of the nonlinear viscoelastic plates can be controlled by modifying the system parameters.

  5. Dynamical Regimes and the Dynamo Bifurcation in Geodynamo Simulations

    Science.gov (United States)

    Petitdemange, L.

    2017-12-01

    We investigate the nature of the dynamo bifurcation in a configuration applicable to the Earth's liquid outer core : in a rotating spherical shell with thermally driven motions with no-slip boundaries. Unlike previous studies on dynamo bifurcations, the control parameters have been varied significantly in order to deduce general tendencies. Numerical studies on the stability domain of dipolar magnetic fields found a dichotomy between non-reversing dipole-dominated dynamos and the reversing non-dipole-dominated multipolar solutions. We show that, by considering weak initial fields, the above transition is replaced by a region of bistability for which dipolar and multipolar dynamos coexist. Such a result was also observed in models with free-slip boundaries in which the strong shear of geostrophic zonal flows can develop and gives rise to non-dipolar fields. We show that a similar process develops in no-slip models when viscous effects are reduced sufficiently.Close to the onset of convection (Rac), the axial dipole grows exponentially in the kinematic phase and saturation occurs by marginally changing the flow structure close to the dynamo threshold Rmc. The resulting bifurcation is then supercritical.In the range 3RacIf (Ra/Ra_c>10), important zonal flows develop in non-magnetic models with low viscosity. The field topology depends on the initial magnetic field. The dipolar branch has a subcritical behaviour whereas the multipolar branch is supercritical. By approaching more realistic parameters, the extension of this bistable regime increases (lower Rossby numbers). An hysteretic behaviour questions the common interpretation for geomagnetic reversals. Far above Rm_c$, the Lorentz force becomes dominant, as it is expected in planetary cores.

  6. Dynamic stability and bifurcation analysis in fractional thermodynamics

    Science.gov (United States)

    Béda, Péter B.

    2018-02-01

    In mechanics, viscoelasticity was the first field of applications in studying geomaterials. Further possibilities arise in spatial non-locality. Non-local materials were already studied in the 1960s by several authors as a part of continuum mechanics and are still in focus of interest because of the rising importance of materials with internal micro- and nano-structure. When material instability gained more interest, non-local behavior appeared in a different aspect. The problem was concerned to numerical analysis, because then instability zones exhibited singular properties for local constitutive equations. In dynamic stability analysis, mathematical aspects of non-locality were studied by using the theory of dynamic systems. There the basic set of equations describing the behavior of continua was transformed to an abstract dynamic system consisting of differential operators acting on the perturbation field variables. Such functions should satisfy homogeneous boundary conditions and act as indicators of stability of a selected state of the body under consideration. Dynamic systems approach results in conditions for cases, when the differential operators have critical eigenvalues of zero real parts (dynamic stability or instability conditions). When the critical eigenvalues have non-trivial eigenspace, the way of loss of stability is classified as a typical (or generic) bifurcation. Our experiences show that material non-locality and the generic nature of bifurcation at instability are connected, and the basic functions of the non-trivial eigenspace can be used to determine internal length quantities of non-local mechanics. Fractional calculus is already successfully used in thermo-elasticity. In the paper, non-locality is introduced via fractional strain into the constitutive relations of various conventional types. Then, by defining dynamic systems, stability and bifurcation are studied for states of thermo-mechanical solids. Stability conditions and genericity

  7. PENGENALAN POLA SIDIK JARI RIDGE ENDING DAN BIFURCATION POINT DENGAN EKSTRAKSI MINUSI METODE CROSSING NUMBER

    Directory of Open Access Journals (Sweden)

    I Putu Dody Lesmana

    2012-09-01

    Full Text Available Abstract: Biometric is a development of basic method of identification using human natural characteristics as its basic. One of the biometric system that is often used is fingerprint. Fingerprint matching system can be obtained by extraction of minutiae information. Information from minutiae extraction generated ridge ending and bifurcation. The technique coffered in this paper is based on the extraction of minutiae from fingerprint image using crossing number (CN method to get ridge ending and bifurcation point by scanning each of ridges point. False identification of minutiae structure may be introduced into the fingerprint image due to hole and spur structure. It is necessary to test the validity of each minutiae point to eliminate false minutiae. Experiments are firstly conducted to assess how well the crossing number method is able to extract the minutiae point. The minutiae validation algorithm is then evaluated to see how effective the algorithm is in detecting the false minutiae. From experiments result using crossing number method, it can be deduced that all ridge points corresponding to ridge ending and bifurcation point have been detected successfully. However, there are a few cases where the extracted minutiae do not correspond to true minutiae points due to hole and spur structure. Applying minutiae validation algorithm is able to cancel out the false ridge endings created by the spur structure and bifurcations created by the hole structures.

  8. Bifurcation Behavior Analysis in a Predator-Prey Model

    Directory of Open Access Journals (Sweden)

    Nan Wang

    2016-01-01

    Full Text Available A predator-prey model is studied mathematically and numerically. The aim is to explore how some key factors influence dynamic evolutionary mechanism of steady conversion and bifurcation behavior in predator-prey model. The theoretical works have been pursuing the investigation of the existence and stability of the equilibria, as well as the occurrence of bifurcation behaviors (transcritical bifurcation, saddle-node bifurcation, and Hopf bifurcation, which can deduce a standard parameter controlled relationship and in turn provide a theoretical basis for the numerical simulation. Numerical analysis ensures reliability of the theoretical results and illustrates that three stable equilibria will arise simultaneously in the model. It testifies the existence of Bogdanov-Takens bifurcation, too. It should also be stressed that the dynamic evolutionary mechanism of steady conversion and bifurcation behavior mainly depend on a specific key parameter. In a word, all these results are expected to be of use in the study of the dynamic complexity of ecosystems.

  9. Hopf bifurcation and chaos in a third-order phase-locked loop

    Science.gov (United States)

    Piqueira, José Roberto C.

    2017-01-01

    Phase-locked loops (PLLs) are devices able to recover time signals in several engineering applications. The literature regarding their dynamical behavior is vast, specifically considering that the process of synchronization between the input signal, coming from a remote source, and the PLL local oscillation is robust. For high-frequency applications it is usual to increase the PLL order by increasing the order of the internal filter, for guarantying good transient responses; however local parameter variations imply structural instability, thus provoking a Hopf bifurcation and a route to chaos for the phase error. Here, one usual architecture for a third-order PLL is studied and a range of permitted parameters is derived, providing a rule of thumb for designers. Out of this range, a Hopf bifurcation appears and, by increasing parameters, the periodic solution originated by the Hopf bifurcation degenerates into a chaotic attractor, therefore, preventing synchronization.

  10. Metamorphosis of plasma turbulence-shear-flow dynamics through a transcritical bifurcation

    International Nuclear Information System (INIS)

    Ball, R.; Dewar, R.L.; Sugama, H.

    2002-01-01

    The structural properties of an economical model for a confined plasma turbulence governor are investigated through bifurcation and stability analyses. A close relationship is demonstrated between the underlying bifurcation framework of the model and typical behavior associated with low- to high-confinement transitions such as shear-flow stabilization of turbulence and oscillatory collective action. In particular, the analysis evinces two types of discontinuous transition that are qualitatively distinct. One involves classical hysteresis, governed by viscous dissipation. The other is intrinsically oscillatory and nonhysteretic, and thus provides a model for the so-called dithering transitions that are frequently observed. This metamorphosis, or transformation, of the system dynamics is an important late side-effect of symmetry breaking, which manifests as an unusual nonsymmetric transcritical bifurcation induced by a significant shear-flow drive

  11. Stochastic modeling

    CERN Document Server

    Lanchier, Nicolas

    2017-01-01

    Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...

  12. Ambit processes and stochastic partial differential equations

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut

    Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....

  13. Efficacy of a numerical value of a fixed-effect estimator in stochastic frontier analysis as an indicator of hospital production structure

    Directory of Open Access Journals (Sweden)

    Kawaguchi Hiroyuki

    2012-09-01

    Full Text Available Abstract Background The casemix-based payment system has been adopted in many countries, although it often needs complementary adjustment taking account of each hospital’s unique production structure such as teaching and research duties, and non-profit motives. It has been challenging to numerically evaluate the impact of such structural heterogeneity on production, separately of production inefficiency. The current study adopted stochastic frontier analysis and proposed a method to assess unique components of hospital production structures using a fixed-effect variable. Methods There were two stages of analyses in this study. In the first stage, we estimated the efficiency score from the hospital production function using a true fixed-effect model (TFEM in stochastic frontier analysis. The use of a TFEM allowed us to differentiate the unobserved heterogeneity of individual hospitals as hospital-specific fixed effects. In the second stage, we regressed the obtained fixed-effect variable for structural components of hospitals to test whether the variable was explicitly related to the characteristics and local disadvantages of the hospitals. Results In the first analysis, the estimated efficiency score was approximately 0.6. The mean value of the fixed-effect estimator was 0.784, the standard deviation was 0.137, the range was between 0.437 and 1.212. The second-stage regression confirmed that the value of the fixed effect was significantly correlated with advanced technology and local conditions of the sample hospitals. Conclusion The obtained fixed-effect estimator may reflect hospitals’ unique structures of production, considering production inefficiency. The values of fixed-effect estimators can be used as evaluation tools to improve fairness in the reimbursement system for various functions of hospitals based on casemix classification.

  14. Complex bifurcation patterns in a discrete predator–prey model with ...

    Indian Academy of Sciences (India)

    We consider the simplest model in the family of discrete predator–prey system and introduce for the first time an environmental factor in the evolution of the system by periodically modulating the natural death rateof the predator.We show that with the introduction of environmental modulation, the bifurcation structure ...

  15. Bifurcation analysis of a smoothed model of a forced impacting beam and comparison with an experiment

    DEFF Research Database (Denmark)

    Elmegård, Michael; Krauskopf, B.; Osinga, H.M.

    2014-01-01

    bifurca tions disappear when the transition of the switching is sufficiently and increasingly localized as the impact becomes harder. The bifurcation structure of the impact oscillator response is investigated via the one- and twoparameter continuation of periodic orbits in the driving frequency and....../or forcing amplitude. The results are in good agreement with experimental measurements....

  16. Symmetry breaking bifurcations of a current sheet

    International Nuclear Information System (INIS)

    Parker, R.D.; Dewar, R.L.; Johnson, J.L.

    1990-01-01

    Using a time evolution code with periodic boundary conditions, the viscoresistive hydromagnetic equations describing an initially static, planar current sheet with large Lundquist number have been evolved for times long enough to reach a steady state. A cosh 2 x resistivity model was used. For long periodicity lengths L p , the resistivity gradient drives flows that cause forced reconnection at X point current sheets. Using L p as a bifurcation parameter, two new symmetry breaking bifurcations were found: a transition to an asymmetric island chain with nonzero, positive, or negative phase velocity, and a transition to a static state with alternating large and small islands. These states are reached after a complex transient behavior, which involves a competition between secondary current sheet instability and coalescence

  17. Symmetry breaking bifurcations of a current sheet

    International Nuclear Information System (INIS)

    Parker, R.D.; Dewar, R.L.; Johnson, J.L.

    1988-08-01

    Using a time evolution code with periodic boundary conditions, the viscoresistive hydromagnetic equations describing an initially static, planar current sheet with large Lundquist number have been evolved for times long enough to reach a steady state. A cosh 2 x resistivity model was used. For long periodicity lengths, L p , the resistivity gradient drives flows which cause forced reconnection at X point current sheets. Using L p as a bifurcation parameter, two new symmetry breaking bifurcations were found - a transition to an asymmetric island chain with nonzero, positive or negative phase velocity, and a transition to a static state with alternating large and small islands. These states are reached after a complex transient behavior which involves a competition between secondary current sheet instability and coalescence. 31 refs., 6 figs

  18. Experimental Study of Flow in a Bifurcation

    Science.gov (United States)

    Fresconi, Frank; Prasad, Ajay

    2003-11-01

    An instability known as the Dean vortex occurs in curved pipes with a longitudinal pressure gradient. A similar effect is manifest in the flow in a converging or diverging bifurcation, such as those found in the human respiratory airways. The goal of this study is to characterize secondary flows in a bifurcation. Particle image velocimetry (PIV) and laser-induced fluorescence (LIF) experiments were performed in a clear, plastic model. Results show the strength and migration of secondary vortices. Primary velocity features are also presented along with dispersion patterns from dye visualization. Unsteadiness, associated with a hairpin vortex, was also found at higher Re. This work can be used to assess the dispersion of particles in the lung. Medical delivery systems and pollution effect studies would profit from such an understanding.

  19. An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Webster, Clayton G [ORNL; Zhang, Guannan [ORNL; Gunzburger, Max D [ORNL

    2012-10-01

    Accurate predictive simulations of complex real world applications require numerical approximations to first, oppose the curse of dimensionality and second, converge quickly in the presence of steep gradients, sharp transitions, bifurcations or finite discontinuities in high-dimensional parameter spaces. In this paper we present a novel multi-dimensional multi-resolution adaptive (MdMrA) sparse grid stochastic collocation method, that utilizes hierarchical multiscale piecewise Riesz basis functions constructed from interpolating wavelets. The basis for our non-intrusive method forms a stable multiscale splitting and thus, optimal adaptation is achieved. Error estimates and numerical examples will used to compare the efficiency of the method with several other techniques.

  20. Minimum uncertainty and squeezing in diffusion processes and stochastic quantization

    Science.gov (United States)

    Demartino, S.; Desiena, S.; Illuminati, Fabrizo; Vitiello, Giuseppe

    1994-01-01

    We show that uncertainty relations, as well as minimum uncertainty coherent and squeezed states, are structural properties for diffusion processes. Through Nelson stochastic quantization we derive the stochastic image of the quantum mechanical coherent and squeezed states.

  1. Adaptive stochastic Galerkin FEM with hierarchical tensor representations

    KAUST Repository

    Eigel, Martin

    2016-01-01

    PDE with stochastic data usually lead to very high-dimensional algebraic problems which easily become unfeasible for numerical computations because of the dense coupling structure of the discretised stochastic operator. Recently, an adaptive

  2. An investigation on the structure, spectroscopy and thermodynamic aspects of Br2((-))(H2O)n clusters using a conjunction of stochastic and quantum chemical methods.

    Science.gov (United States)

    Naskar, Pulak; Chaudhury, Pinaki

    2016-06-28

    In this work we obtained global as well as local structures of Br2((-))(H2O)n clusters for n = 2 to 6 followed by the study of IR-spectral features and thermochemistry for the structures. The way adopted by us to obtain structures is not the conventional one used in most cases. Here we at first generated excellent quality pre-optimized structures by exploring the suitable empirical potential energy surface using stochastic optimizer simulated annealing. These structures are then further refined using quantum chemical calculations to obtain the final structures, and spectral and thermodynamic features. We clearly showed that our approach results in very quick and better convergence which reduces the computational cost and obviously using the strategy we are able to get one [i.e. global] or more than one [i.e. global and local(s)] energetically lower structures than those which are already reported for a given cluster size. Moreover, IR-spectral results and the evolutionary trends in interaction energy, solvation energy and vertical detachment energy for global structures of each size have also been presented to establish the utility of the procedure employed.

  3. Bifurcations and chaos of DNA solitonic dynamics

    International Nuclear Information System (INIS)

    Gonzalez, J.A.; Martin-Landrove, M.; Carbo, J.R.; Chacon, M.

    1994-09-01

    We investigated the nonlinear DNA torsional equations proposed by Yakushevich in the presence of damping and external torques. Analytical expressions for some solutions are obtained in the case of the isolated chain. Special attention is paid to the stability of the solutions and the range of soliton interaction in the general case. The bifurcation analysis is performed and prediction of chaos is obtained for some set of parameters. Some biological implications are suggested. (author). 11 refs, 13 figs

  4. Torus bifurcations in multilevel converter systems

    DEFF Research Database (Denmark)

    Zhusubaliyev, Zhanybai T.; Mosekilde, Erik; Yanochkina, Olga O.

    2011-01-01

    embedded one into the other and with their basins of attraction delineated by intervening repelling tori. The paper illustrates the coexistence of three stable tori with different resonance behaviors and shows how reconstruction of these tori takes place across the borders of different dynamical regimes....... The paper also demonstrates how pairs of attracting and repelling tori emerge through border-collision torus-birth and border-collision torus-fold bifurcations. © 2011 World Scientific Publishing Company....

  5. Perturbed period-doubling bifurcation. I. Theory

    DEFF Research Database (Denmark)

    Svensmark, Henrik; Samuelsen, Mogens Rugholm

    1990-01-01

    -defined way that is a function of the amplitude and the frequency of the signal. New scaling laws between the amplitude of the signal and the detuning δ are found; these scaling laws apply to a variety of quantities, e.g., to the shift of the bifurcation point. It is also found that the stability...... of a microwave-driven Josephson junction confirm the theory. Results should be of interest in parametric-amplification studies....

  6. Sex differences in intracranial arterial bifurcations

    DEFF Research Database (Denmark)

    Lindekleiv, Haakon M; Valen-Sendstad, Kristian; Morgan, Michael K

    2010-01-01

    Subarachnoid hemorrhage (SAH) is a serious condition, occurring more frequently in females than in males. SAH is mainly caused by rupture of an intracranial aneurysm, which is formed by localized dilation of the intracranial arterial vessel wall, usually at the apex of the arterial bifurcation. T....... The female preponderance is usually explained by systemic factors (hormonal influences and intrinsic wall weakness); however, the uneven sex distribution of intracranial aneurysms suggests a possible physiologic factor-a local sex difference in the intracranial arteries....

  7. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.

  8. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    Liu, Shu-Jun

    2012-01-01

    Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

  9. Energized Oxygen : Speiser Current Sheet Bifurcation

    Science.gov (United States)

    George, D. E.; Jahn, J. M.

    2017-12-01

    A single population of energized Oxygen (O+) is shown to produce a cross-tail bifurcated current sheet in 2.5D PIC simulations of the magnetotail without the influence of magnetic reconnection. Treatment of oxygen in simulations of space plasmas, specifically a magnetotail current sheet, has been limited to thermal energies despite observations of and mechanisms which explain energized ions. We performed simulations of a homogeneous oxygen background, that has been energized in a physically appropriate manner, to study the behavior of current sheets and magnetic reconnection, specifically their bifurcation. This work uses a 2.5D explicit Particle-In-a-Cell (PIC) code to investigate the dynamics of energized heavy ions as they stream Dawn-to-Dusk in the magnetotail current sheet. We present a simulation study dealing with the response of a current sheet system to energized oxygen ions. We establish a, well known and studied, 2-species GEM Challenge Harris current sheet as a starting point. This system is known to eventually evolve and produce magnetic reconnection upon thinning of the current sheet. We added a uniform distribution of thermal O+ to the background. This 3-species system is also known to eventually evolve and produce magnetic reconnection. We add one additional variable to the system by providing an initial duskward velocity to energize the O+. We also traced individual particle motion within the PIC simulation. Three main results are shown. First, energized dawn- dusk streaming ions are clearly seen to exhibit sustained Speiser motion. Second, a single population of heavy ions clearly produces a stable bifurcated current sheet. Third, magnetic reconnection is not required to produce the bifurcated current sheet. Finally a bifurcated current sheet is compatible with the Harris current sheet model. This work is the first step in a series of investigations aimed at studying the effects of energized heavy ions on magnetic reconnection. This work differs

  10. Helical bifurcation and tearing mode in a plasma—a description based on Casimir foliation

    International Nuclear Information System (INIS)

    Yoshida, Z; Dewar, R L

    2012-01-01

    The relation between the helical bifurcation of a Taylor relaxed state (a Beltrami equilibrium) and a tearing mode is analyzed in a Hamiltonian framework. Invoking an Eulerian representation of the Hamiltonian, the symplectic operator (defining a Poisson bracket) becomes non-canonical, i.e. the symplectic operator has a nontrivial cokernel (dual to its nullspace), foliating the phase space into level sets of Casimir invariants. A Taylor relaxed state is an equilibrium point on a Casimir (helicity) leaf. Changing the helicity, equilibrium points may bifurcate to produce helical relaxed states; a necessary and sufficient condition for bifurcation is derived. Tearing yields a helical perturbation on an unstable equilibrium, producing a helical structure approximately similar to a helical relaxed state. A slight discrepancy found between the helically bifurcated relaxed state and the linear tearing mode viewed as a perturbed, singular equilibrium state is attributed to a Casimir element (named ‘helical flux’) pertinent to a ‘resonance singularity’ of the non-canonical symplectic operator. While the helical bifurcation can occur at discrete eigenvalues of the Beltrami parameter, the tearing mode, being a singular eigenfunction, exists for an arbitrary Beltrami parameter. Bifurcated Beltrami equilibria appearing on the same helicity leaf are isolated by the helical-flux Casimir foliation. The obstacle preventing the tearing mode to develop in the ideal limit turns out to be the shielding current sheet on the resonant surface, preventing the release of the ‘potential energy’. When this current is dissipated by resistivity, reconnection is allowed and tearing instability occurs. The Δ′ criterion for linear tearing instability of Beltrami equilibria is shown to be directly related to the spectrum of the curl operator. (paper)

  11. Continuum modeling of ion-beam eroded surfaces under normal incidence: Impact of stochastic fluctuations

    International Nuclear Information System (INIS)

    Dreimann, Karsten; Linz, Stefan J.

    2010-01-01

    Graphical abstract: Deterministic surface pattern (left) and its stochastic counterpart (right) arising in a stochastic damped Kuramoto-Sivashinsky equation that serves as a model equation for ion-beam eroded surfaces and is systematically investigated. - Abstract: Using a recently proposed field equation for the surface evolution of ion-beam eroded semiconductor target materials under normal incidence, we systematically explore the impact of additive stochastic fluctuations that are permanently present during the erosion process. Specifically, we investigate the dependence of the surface roughness, the underlying pattern forming properties and the bifurcation behavior on the strength of the fluctuations.

  12. Electron Bifurcation: Thermodynamics and Kinetics of Two-Electron Brokering in Biological Redox Chemistry.

    Science.gov (United States)

    Zhang, Peng; Yuly, Jonathon L; Lubner, Carolyn E; Mulder, David W; King, Paul W; Peters, John W; Beratan, David N

    2017-09-19

    How can proteins drive two electrons from a redox active donor onto two acceptors at very different potentials and distances? And how can this transaction be conducted without dissipating very much energy or violating the laws of thermodynamics? Nature appears to have addressed these challenges by coupling thermodynamically uphill and downhill electron transfer reactions, using two-electron donor cofactors that have very different potentials for the removal of the first and second electron. Although electron bifurcation is carried out with near perfection from the standpoint of energy conservation and electron delivery yields, it is a biological energy transduction paradigm that has only come into focus recently. This Account provides an exegesis of the biophysical principles that underpin electron bifurcation. Remarkably, bifurcating electron transfer (ET) proteins typically send one electron uphill and one electron downhill by similar energies, such that the overall reaction is spontaneous, but not profligate. Electron bifurcation in the NADH-dependent reduced ferredoxin: NADP + oxidoreductase I (Nfn) is explored in detail here. Recent experimental progress in understanding the structure and function of Nfn allows us to dissect its workings in the framework of modern ET theory. The first electron that leaves the two-electron donor flavin (L-FAD) executes a positive free energy "uphill" reaction, and the departure of this electron switches on a second thermodynamically spontaneous ET reaction from the flavin along a second pathway that moves electrons in the opposite direction and at a very different potential. The singly reduced ET products formed from the bifurcating flavin are more than two nanometers distant from each other. In Nfn, the second electron to leave the flavin is much more reducing than the first: the potentials are said to be "crossed." The eventually reduced cofactors, NADH and ferredoxin in the case of Nfn, perform crucial downstream redox

  13. Stochastic mixed-mode oscillations in a three-species predator-prey model

    Science.gov (United States)

    Sadhu, Susmita; Kuehn, Christian

    2018-03-01

    The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

  14. Global Bifurcation of a Novel Computer Virus Propagation Model

    Directory of Open Access Journals (Sweden)

    Jianguo Ren

    2014-01-01

    Full Text Available In a recent paper by J. Ren et al. (2012, a novel computer virus propagation model under the effect of the antivirus ability in a real network is established. The analysis there only partially uncovers the dynamics behaviors of virus spread over the network in the case where around bifurcation is local. In the present paper, by mathematical analysis, it is further shown that, under appropriate parameter values, the model may undergo a global B-T bifurcation, and the curves of saddle-node bifurcation, Hopf bifurcation, and homoclinic bifurcation are obtained to illustrate the qualitative behaviors of virus propagation. On this basis, a collection of policies is recommended to prohibit the virus prevalence. To our knowledge, this is the first time the global bifurcation has been explored for the computer virus propagation. Theoretical results and corresponding suggestions may help us suppress or eliminate virus propagation in the network.

  15. Bifurcation theory for finitely smooth planar autonomous differential systems

    Science.gov (United States)

    Han, Maoan; Sheng, Lijuan; Zhang, Xiang

    2018-03-01

    In this paper we establish bifurcation theory of limit cycles for planar Ck smooth autonomous differential systems, with k ∈ N. The key point is to study the smoothness of bifurcation functions which are basic and important tool on the study of Hopf bifurcation at a fine focus or a center, and of Poincaré bifurcation in a period annulus. We especially study the smoothness of the first order Melnikov function in degenerate Hopf bifurcation at an elementary center. As we know, the smoothness problem was solved for analytic and C∞ differential systems, but it was not tackled for finitely smooth differential systems. Here, we present their optimal regularity of these bifurcation functions and their asymptotic expressions in the finite smooth case.

  16. Analytic stochastic regularization and gange invariance

    International Nuclear Information System (INIS)

    Abdalla, E.; Gomes, M.; Lima-Santos, A.

    1986-05-01

    A proof that analytic stochastic regularization breaks gauge invariance is presented. This is done by an explicit one loop calculation of the vaccum polarization tensor in scalar electrodynamics, which turns out not to be transversal. The counterterm structure, Langevin equations and the construction of composite operators in the general framework of stochastic quantization, are also analysed. (Author) [pt

  17. Stochastic properties of the Friedman dynamical system

    International Nuclear Information System (INIS)

    Szydlowski, M.; Heller, M.; Golda, Z.

    1985-01-01

    Some mathematical aspects of the stochastic cosmology are discussed in the corresponding ordinary Friedman world models. In particulare, it is shown that if the strong and Lorentz energy conditions are known, or the potential function is given, or a stochastic measure is suitably defined then the structure of the phase plane of the Friedman dynamical system is determined. 11 refs., 2 figs. (author)

  18. Consistent Stochastic Modelling of Meteocean Design Parameters

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Sterndorff, M. J.

    2000-01-01

    Consistent stochastic models of metocean design parameters and their directional dependencies are essential for reliability assessment of offshore structures. In this paper a stochastic model for the annual maximum values of the significant wave height, and the associated wind velocity, current...

  19. Nonlinear physical systems spectral analysis, stability and bifurcations

    CERN Document Server

    Kirillov, Oleg N

    2013-01-01

    Bringing together 18 chapters written by leading experts in dynamical systems, operator theory, partial differential equations, and solid and fluid mechanics, this book presents state-of-the-art approaches to a wide spectrum of new and challenging stability problems.Nonlinear Physical Systems: Spectral Analysis, Stability and Bifurcations focuses on problems of spectral analysis, stability and bifurcations arising in the nonlinear partial differential equations of modern physics. Bifurcations and stability of solitary waves, geometrical optics stability analysis in hydro- and magnetohydrodynam

  20. Stability and bifurcation analysis in a delayed SIR model

    International Nuclear Information System (INIS)

    Jiang Zhichao; Wei Junjie

    2008-01-01

    In this paper, a time-delayed SIR model with a nonlinear incidence rate is considered. The existence of Hopf bifurcations at the endemic equilibrium is established by analyzing the distribution of the characteristic values. A explicit algorithm for determining the direction of the Hopf bifurcation and the stability of the bifurcating periodic solutions are derived by using the normal form and the center manifold theory. Numerical simulations to support the analytical conclusions are carried out

  1. Bifurcation of rupture path by linear and cubic damping force

    Science.gov (United States)

    Dennis L. C., C.; Chew X., Y.; Lee Y., C.

    2014-06-01

    Bifurcation of rupture path is studied for the effect of linear and cubic damping. Momentum equation with Rayleigh factor was transformed into ordinary differential form. Bernoulli differential equation was obtained and solved by the separation of variables. Analytical or exact solutions yielded the bifurcation was visible at imaginary part when the wave was non dispersive. For the dispersive wave, bifurcation of rupture path was invisible.

  2. Stochastic Still Water Response Model

    DEFF Research Database (Denmark)

    Friis-Hansen, Peter; Ditlevsen, Ove Dalager

    2002-01-01

    In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...

  3. Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach

    Science.gov (United States)

    Hsia, Wei-Shen

    1986-01-01

    In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.

  4. Stochastic conditional intensity processes

    DEFF Research Database (Denmark)

    Bauwens, Luc; Hautsch, Nikolaus

    2006-01-01

    model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...

  5. A codimension two bifurcation in a railway bogie system

    DEFF Research Database (Denmark)

    Zhang, Tingting; True, Hans; Dai, Huanyun

    2017-01-01

    In this paper, a comprehensive analysis is presented to investigate a codimension two bifurcation that exists in a nonlinear railway bogie dynamic system combining theoretical analysis with numerical investigation. By using the running velocity V and the primary longitudinal stiffness (Formula...... coexist in a range of the bifurcation parameters which can lead to jumps in the lateral oscillation amplitude of the railway bogie system. Furthermore, reduce the values of the bifurcation parameters gradually. Firstly, the supercritical Hopf bifurcation turns into a subcritical one with multiple limit...

  6. Hopf bifurcation for tumor-immune competition systems with delay

    Directory of Open Access Journals (Sweden)

    Ping Bi

    2014-01-01

    Full Text Available In this article, a immune response system with delay is considered, which consists of two-dimensional nonlinear differential equations. The main purpose of this paper is to explore the Hopf bifurcation of a immune response system with delay. The general formula of the direction, the estimation formula of period and stability of bifurcated periodic solution are also given. Especially, the conditions of the global existence of periodic solutions bifurcating from Hopf bifurcations are given. Numerical simulations are carried out to illustrate the the theoretical analysis and the obtained results.

  7. Predicting bifurcation angle effect on blood flow in the microvasculature.

    Science.gov (United States)

    Yang, Jiho; Pak, Y Eugene; Lee, Tae-Rin

    2016-11-01

    Since blood viscosity is a basic parameter for understanding hemodynamics in human physiology, great amount of research has been done in order to accurately predict this highly non-Newtonian flow property. However, previous works lacked in consideration of hemodynamic changes induced by heterogeneous vessel networks. In this paper, the effect of bifurcation on hemodynamics in a microvasculature is quantitatively predicted. The flow resistance in a single bifurcation microvessel was calculated by combining a new simple mathematical model with 3-dimensional flow simulation for varying bifurcation angles under physiological flow conditions. Interestingly, the results indicate that flow resistance induced by vessel bifurcation holds a constant value of approximately 0.44 over the whole single bifurcation model below diameter of 60μm regardless of geometric parameters including bifurcation angle. Flow solutions computed from this new model showed substantial decrement in flow velocity relative to other mathematical models, which do not include vessel bifurcation effects, while pressure remained the same. Furthermore, when applying the bifurcation angle effect to the entire microvascular network, the simulation results gave better agreements with recent in vivo experimental measurements. This finding suggests a new paradigm in microvascular blood flow properties, that vessel bifurcation itself, regardless of its angle, holds considerable influence on blood viscosity, and this phenomenon will help to develop new predictive tools in microvascular research. Copyright © 2016 Elsevier Inc. All rights reserved.

  8. Stochastic resonance

    International Nuclear Information System (INIS)

    Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas

    2004-01-01

    We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise

  9. Double Hopf bifurcation in delay differential equations

    Directory of Open Access Journals (Sweden)

    Redouane Qesmi

    2014-07-01

    Full Text Available The paper addresses the computation of elements of double Hopf bifurcation for retarded functional differential equations (FDEs with parameters. We present an efficient method for computing, simultaneously, the coefficients of center manifolds and normal forms, in terms of the original FDEs, associated with the double Hopf singularity up to an arbitrary order. Finally, we apply our results to a nonlinear model with periodic delay. This shows the applicability of the methodology in the study of delay models arising in either natural or technological problems.

  10. Bifurcation theory for toroidal MHD instabilities

    International Nuclear Information System (INIS)

    Maschke, E.K.; Morros Tosas, J.; Urquijo, G.

    1992-01-01

    Using a general representation of magneto-hydrodynamics in terms of stream functions and potentials, proposed earlier, a set of reduced MHD equations for the case of toroidal geometry had been derived by an appropriate ordering with respect to the inverse aspect ratio. When all dissipative terms are neglected in this reduced system, it has the same linear stability limits as the full ideal MHD equations, to the order considered. When including resistivity, thermal conductivity and viscosity, we can apply bifurcation theory to investigate nonlinear stationary solution branches related to various instabilities. In particular, we show that a stationary solution of the internal kink type can be found

  11. Bifurcation of Mobility, Bifurcation of Law : Externalization of migration policy before the EU Court of Justice

    NARCIS (Netherlands)

    Spijkerboer, T.P.

    2017-01-01

    The externalization of European migration policy has resulted in a bifurcation of global human mobility, which is divided along a North/South axis. In two judgments, the EU Court of Justice was confronted with cases challenging the exclusion of Syrian refugees from Europe. These cases concern core

  12. Bifurcation in asymmetric plasma divided by a magnetic filter

    International Nuclear Information System (INIS)

    Ohi, K.; Naitou, H.; Tauchi, Y.; Fukumasa, O.

    2001-05-01

    A magnetic filter (MF) reflecting electrons from both sides can separate a low-temperature and low-density subplasma from a high-temperature and high-density main plasma. The one-dimensional numerical simulation by the particle-in-cell code revealed that, depending on the asymmetry, the plasma divided by the MF behaves dynamically or statically [K. Ohi et al., Physics of Plasmas 8, 23 (2001)]. The transition between the two bifurcated states is discontinuous. In the dynamic state, the autonomous potential oscillation in the subplasma is synchronized with the passage of the shock wave structure generated by the modulated ion beam from the main plasma. The stationary phase of the dynamic state appears after the amplitude of the potential oscillation in the subplasma grows exponentially from the thermal noise. In the static state, the system is stable to the growth of the potential oscillation in the subplasma. (author)

  13. Passive band-gap reconfiguration born from bifurcation asymmetry.

    Science.gov (United States)

    Bernard, Brian P; Mann, Brian P

    2013-11-01

    Current periodic structures are constrained to have fixed energy transmission behavior unless active control or component replacement is used to alter their wave propagation characteristics. The introduction of nonlinearity to generate multiple stable equilibria is an alternative strategy for realizing distinct energy propagation behaviors. We investigate the creation of a reconfigurable band-gap system by implementing passive switching between multiple stable states of equilibrium, to alter the level of energy attenuation in response to environmental stimuli. The ability to avoid potentially catastrophic loads is demonstrated by tailoring the bandpass and band-gap regions to coalesce for two stable equilibria and varying an external load parameter to trigger a bifurcation. The proposed phenomenon could be utilized in remote or autonomous applications where component modifications and active control are impractical.

  14. Analysis of Spatiotemporal Dynamic and Bifurcation in a Wetland Ecosystem

    Directory of Open Access Journals (Sweden)

    Yi Wang

    2015-01-01

    Full Text Available A wetland ecosystem is studied theoretically and numerically to reveal the rules of dynamics which can be quite accurate to better describe the observed spatial regularity of tussock vegetation. Mathematical theoretical works mainly investigate the stability of constant steady states, the existence of nonconstant steady states, and bifurcation, which can deduce a standard parameter control relation and in return can provide a theoretical basis for the numerical simulation. Numerical analysis indicates that the theoretical works are correct and the wetland ecosystem can show rich dynamical behaviors not only regular spatial patterns. Our results further deepen and expand the study of dynamics in the wetland ecosystem. In addition, it is successful to display tussock formation in the wetland ecosystem may have important consequences for aquatic community structure, especially for species interactions and biodiversity. All these results are expected to be useful in the study of the dynamic complexity of wetland ecosystems.

  15. Effects of internal noise in mesoscopic chemical systems near Hopf bifurcation

    International Nuclear Information System (INIS)

    Xiao Tiejun; Ma Juan; Hou Zhonghuai; Xin Houwen

    2007-01-01

    The effects of internal noise in mesoscopic chemical oscillation systems have been studied analytically, in the parameter region close to the deterministic Hopf bifurcation. Starting from chemical Langevin equations, stochastic normal form equations are obtained, governing the evolution of the radius and phase of the stochastic oscillation. By stochastic averaging, the normal form equation can be solved analytically. Stationary distributions of the radius and auto-correlation functions of the phase variable are obtained. It is shown that internal noise can induce oscillation; even no deterministic oscillation exists. The radius of the noise-induced oscillation (NIO) becomes larger when the internal noise increases, but the correlation time becomes shorter. The trade-off between the strength and regularity of the NIO leads to a clear maximum in its signal-to-noise ratio when the internal noise changes, demonstrating the occurrence of internal noise coherent resonance. Since the intensity of the internal noise is inversely proportional to the system size, the phenomenon also indicates the existence of an optimal system size. These theoretical results are applied to a circadian clock system and excellent agreement with the numerical results is obtained

  16. L-H bifurcations as phase transitions, the role of zonal flows and the spectral energy transfer

    International Nuclear Information System (INIS)

    Shats, M.G.; Punzmann, H.; Xia, H.; Solomon, W.M.

    2003-01-01

    An overview of new results related to the physics of confinement bifurcations in the H-1 heliac is presented. A macroscopic description of the transport modifications across L-H transitions in H-1 suggests several analogies between these bifurcations and phase transitions. Among them is the nucleation in phase transitions which is manifested in the plasma both in time and in space. A microscopic picture reveals the importance of zonal flows, or time-varying shear radial electric field in the spatio-temporal structure of confinement bifurcations. In particular, the effect of zonal flows on the fluctuation-driven transport in H-1 is discussed. Finally, new results on the mechanism of generation of large coherent structures and zonal flows are reviewed. It is shown that inverse energy cascades in turbulent spectra are responsible for the structure generation in H-1. (orig.)

  17. On complex periodic motions and bifurcations in a periodically forced, damped, hardening Duffing oscillator

    International Nuclear Information System (INIS)

    Guo, Yu; Luo, Albert C.J.

    2015-01-01

    In this paper, analytically predicted are complex periodic motions in the periodically forced, damped, hardening Duffing oscillator through discrete implicit maps of the corresponding differential equations. Bifurcation trees of periodic motions to chaos in such a hardening Duffing oscillator are obtained. The stability and bifurcation analysis of periodic motion in the bifurcation trees is carried out by eigenvalue analysis. The solutions of all discrete nodes of periodic motions are computed by the mapping structures of discrete implicit mapping. The frequency-amplitude characteristics of periodic motions are computed that are based on the discrete Fourier series. Thus, the bifurcation trees of periodic motions are also presented through frequency-amplitude curves. Finally, based on the analytical predictions, the initial conditions of periodic motions are selected, and numerical simulations of periodic motions are carried out for comparison of numerical and analytical predictions. The harmonic amplitude spectrums are also given for the approximate analytical expressions of periodic motions, which can also be used for comparison with experimental measurement. This study will give a better understanding of complex periodic motions in the hardening Duffing oscillator.

  18. Stochastic dynamics of new inflation

    International Nuclear Information System (INIS)

    Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.

    1988-07-01

    We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)

  19. Stochastic geometry and its applications

    CERN Document Server

    Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph

    2013-01-01

    An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a

  20. A Practice-Oriented Bifurcation Analysis for Pulse Energy Converters. Part 2: An Operating Regime

    Science.gov (United States)

    Kolokolov, Yury; Monovskaya, Anna

    The paper continues the discussion on bifurcation analysis for applications in practice-oriented solutions for pulse energy conversion systems (PEC-systems). Since a PEC-system represents a nonlinear object with a variable structure, then the description of its dynamics evolution involves bifurcation analysis conceptions. This means the necessity to resolve the conflict-of-units between the notions used to describe natural evolution (i.e. evolution of the operating process towards nonoperating processes and vice versa) and the notions used to describe a desirable artificial regime (i.e. an operating regime). We consider cause-effect relations in the following sequence: nonlinear dynamics-output signal-operating characteristics, where these characteristics include stability and performance. Then regularities of nonlinear dynamics should be translated into regularities of the output signal dynamics, and, after, into an evolutional picture of each operating characteristic. In order to make the translation without losses, we first take into account heterogeneous properties within the structures of the operating process in the parametrical (P-) and phase (X-) spaces, and analyze regularities of the operating stability and performance on the common basis by use of the modified bifurcation diagrams built in joint PX-space. Then, the correspondence between causes (degradation of the operating process stability) and effects (changes of the operating characteristics) is decomposed into three groups of abnormalities: conditionally unavoidable abnormalities (CU-abnormalities); conditionally probable abnormalities (CP-abnormalities); conditionally regular abnormalities (CR-abnormalities). Within each of these groups the evolutional homogeneity is retained. After, the resultant evolution of each operating characteristic is naturally aggregated through the superposition of cause-effect relations in accordance with each of the abnormalities. We demonstrate that the practice

  1. Direct numerical simulation of particle laden flow in a human airway bifurcation model

    International Nuclear Information System (INIS)

    Stylianou, Fotos S.; Sznitman, Josué; Kassinos, Stavros C.

    2016-01-01

    Highlights: • An anatomically realistic model of a human airway bifurcation is constructed. • Direct numerical simulations are used to study laminar and turbulent airflow. • Aerosol deposition in the bifurcation is studied with lagrangian particle tracking. • Carinal vortices forming during steady expiration are reported for the first time. • Stokes number determines deposition differences between inspiration and expiration. - Abstract: During the delivery of inhaled medicines, and depending on the size distribution of the particles in the formulation, airway bifurcations are areas of preferential deposition. Previous studies of laminar flow through airway bifurcations point to an interplay of inertial and centrifugal forces that leads to rich flow phenomena and controls particle deposition patterns. However, recent computational studies have shown that the airflow in the upper human airways is turbulent during much of the respiratory cycle. The question of how the presence of turbulence modifies these effects remains open. In this study, we perform for the first time Direct Numerical Simulations (DNS) of fully developed turbulent flow through a single human airway bifurcation model, emulating steady prolonged inspiration and expiration. We use the rich information obtained from the DNS in order to identify key structures in the flow field and scrutinize their role in determining deposition patterns in the bifurcation. We find that the vortical structures present in the bifurcation during expiration differ from those identified during inspiration. While Dean vortices are present in both cases, a set of three dimensional “carinal vortices” are identified only during expiration. A set of laminar simulations in the same geometries, but at lower Reynolds numbers, allow us to identify key differences in aerosol deposition patterns between laminar and turbulent respiration. We also report deposition fractions for representative Stokes numbers for both

  2. Bifurcation into functional niches in adaptation.

    Science.gov (United States)

    White, Justin S; Adami, Christoph

    2004-01-01

    One of the central questions in evolutionary biology concerns the dynamics of adaptation and diversification. This issue can be addressed experimentally if replicate populations adapting to identical environments can be investigated in detail. We have studied 501 such replicas using digital organisms adapting to at least two fundamentally different functional niches (survival strategies) present in the same environment: one in which fast replication is the way to live, and another where exploitation of the environment's complexity leads to complex organisms with longer life spans and smaller replication rates. While these two modes of survival are closely analogous to those expected to emerge in so-called r and K selection scenarios respectively, the bifurcation of evolutionary histories according to these functional niches occurs in identical environments, under identical selective pressures. We find that the branching occurs early, and leads to drastic phenotypic differences (in fitness, sequence length, and gestation time) that are permanent and irreversible. This study confirms an earlier experimental effort using microorganisms, in that diversification can be understood at least in part in terms of bifurcations on saddle points leading to peak shifts, as in the picture drawn by Sewall Wright.

  3. Bifurcation theory of ac electric arcing

    International Nuclear Information System (INIS)

    Christen, Thomas; Peinke, Emanuel

    2012-01-01

    The performance of alternating current (ac) electric arcing devices is related to arc extinction or its re-ignition at zero crossings of the current (so-called ‘current zero’, CZ). Theoretical investigations thus usually focus on the transient behaviour of arcs near CZ, e.g. by solving the modelling differential equations in the vicinity of CZ. This paper proposes as an alternative approach to investigate global mathematical properties of the underlying periodically driven dynamic system describing the electric circuit containing the arcing device. For instance, the uniqueness of the trivial solution associated with the insulating state indicates the extinction of any arc. The existence of non-trivial attractors (typically a time-periodic state) points to a re-ignition of certain arcs. The performance regions of arcing devices, such as circuit breakers and arc torches, can thus be identified with the regions of absence and existence, respectively, of non-trivial attractors. Most important for applications, the boundary of a performance region in the model parameter space is then associated with the bifurcation of the non-trivial attractors. The concept is illustrated for simple black-box arc models, such as the Mayr and the Cassie model, by calculating for various cases the performance boundaries associated with the bifurcation of ac arcs. (paper)

  4. Stochastic tools in turbulence

    CERN Document Server

    Lumey, John L

    2012-01-01

    Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

  5. Analysis of Vehicle Steering and Driving Bifurcation Characteristics

    Directory of Open Access Journals (Sweden)

    Xianbin Wang

    2015-01-01

    Full Text Available The typical method of vehicle steering bifurcation analysis is based on the nonlinear autonomous vehicle model deriving from the classic two degrees of freedom (2DOF linear vehicle model. This method usually neglects the driving effect on steering bifurcation characteristics. However, in the steering and driving combined conditions, the tyre under different driving conditions can provide different lateral force. The steering bifurcation mechanism without the driving effect is not able to fully reveal the vehicle steering and driving bifurcation characteristics. Aiming at the aforementioned problem, this paper analyzed the vehicle steering and driving bifurcation characteristics with the consideration of driving effect. Based on the 5DOF vehicle system dynamics model with the consideration of driving effect, the 7DOF autonomous system model was established. The vehicle steering and driving bifurcation dynamic characteristics were analyzed with different driving mode and driving torque. Taking the front-wheel-drive system as an example, the dynamic evolution process of steering and driving bifurcation was analyzed by phase space, system state variables, power spectral density, and Lyapunov index. The numerical recognition results of chaos were also provided. The research results show that the driving mode and driving torque have the obvious effect on steering and driving bifurcation characteristics.

  6. Sediment discharge division at two tidally influenced river bifurcations

    NARCIS (Netherlands)

    Sassi, M.G.; Hoitink, A.J.F.; Vermeulen, B.; Hidayat, H.

    2013-01-01

    [1] We characterize and quantify the sediment discharge division at two tidally influenced river bifurcations in response to mean flow and secondary circulation by employing a boat-mounted acoustic Doppler current profiler (ADCP), to survey transects at bifurcating branches during a semidiurnal

  7. Views on the Hopf bifurcation with respect to voltage instabilities

    Energy Technology Data Exchange (ETDEWEB)

    Roa-Sepulveda, C A [Universidad de Concepcion, Concepcion (Chile). Dept. de Ingenieria Electrica; Knight, U G [Imperial Coll. of Science and Technology, London (United Kingdom). Dept. of Electrical and Electronic Engineering

    1994-12-31

    This paper presents a sensitivity study of the Hopf bifurcation phenomenon which can in theory appear in power systems, with reference to the dynamics of the process and the impact of demand characteristics. Conclusions are drawn regarding power levels at which these bifurcations could appear and concern the concept of the imaginary axis as a `hard` limit eigenvalue analyses. (author) 20 refs., 31 figs.

  8. Bifurcations of heterodimensional cycles with two saddle points

    Energy Technology Data Exchange (ETDEWEB)

    Geng Fengjie [School of Information Technology, China University of Geosciences (Beijing), Beijing 100083 (China)], E-mail: gengfengjie_hbu@163.com; Zhu Deming [Department of Mathematics, East China Normal University, Shanghai 200062 (China)], E-mail: dmzhu@math.ecnu.edu.cn; Xu Yancong [Department of Mathematics, East China Normal University, Shanghai 200062 (China)], E-mail: yancongx@163.com

    2009-03-15

    The bifurcations of 2-point heterodimensional cycles are investigated in this paper. Under some generic conditions, we establish the existence of one homoclinic loop, one periodic orbit, two periodic orbits, one 2-fold periodic orbit, and the coexistence of one periodic orbit and heteroclinic loop. Some bifurcation patterns different to the case of non-heterodimensional heteroclinic cycles are revealed.

  9. Numerical bifurcation analysis of a class of nonlinear renewal equations

    NARCIS (Netherlands)

    Breda, Dimitri; Diekmann, Odo; Liessi, Davide; Scarabel, Francesca

    2016-01-01

    We show, by way of an example, that numerical bifurcation tools for ODE yield reliable bifurcation diagrams when applied to the pseudospectral approximation of a one-parameter family of nonlinear renewal equations. The example resembles logistic-and Ricker-type population equations and exhibits

  10. Bifurcations of heterodimensional cycles with two saddle points

    International Nuclear Information System (INIS)

    Geng Fengjie; Zhu Deming; Xu Yancong

    2009-01-01

    The bifurcations of 2-point heterodimensional cycles are investigated in this paper. Under some generic conditions, we establish the existence of one homoclinic loop, one periodic orbit, two periodic orbits, one 2-fold periodic orbit, and the coexistence of one periodic orbit and heteroclinic loop. Some bifurcation patterns different to the case of non-heterodimensional heteroclinic cycles are revealed.

  11. Effect of noise on fractal structure

    Energy Technology Data Exchange (ETDEWEB)

    Serletis, Demitre [Division of Neurosurgery, Hospital for Sick Children, 1504-555 University Avenue, Toronto, Ont., M5G 1X8 (Canada)], E-mail: demitre.serletis@utoronto.ca

    2008-11-15

    In this paper, I investigate the effect of dynamical noise on the estimation of the Hurst exponent and the fractal dimension of time series. Recently, Serletis et al. [Serletis, Apostolos, Asghar Shahmoradi, Demitre Serletis. Effect of noise on estimation of Lyapunov exponents from a time series. Chaos, Solitons and Fractals, forthcoming] have shown that dynamical noise can make the detection of chaotic dynamics very difficult, and Serletis et al. [Serletis, Apostolos, Asghar Shahmoradi, Demitre Serletis. Effect of noise on the bifurcation behavior of dynamical systems. Chaos, Solitons and Fractals, forthcoming] have shown that dynamical noise can also shift bifurcation points and produce noise-induced transitions, making the determination of bifurcation boundaries difficult. Here I apply the detrending moving average (DMA) method, recently developed by Alessio et al. [Alessio E, Carbone A, Castelli G, Frappietro V. Second-order moving average and scaling of stochastic time series. The Eur Phys J B 2002;27:197-200] and Carbone et al. [Carbone A, Castelli G, Stanley HE. Time-dependent Hurst exponent in financial time series. Physica A 2004;344:267-71; Carbone A, Castelli G, Stanley HE. Analysis of clusters formed by the moving average of a long-range correlated time series. Phys Rev E 2004;69:026105], to estimate the Hurst exponent of a Brownian walk with a Hurst exponent of 0.5, coupled with low and high intensity noise, and show that dynamical noise has no effect on fractal structure.

  12. The stochastic spectator

    Energy Technology Data Exchange (ETDEWEB)

    Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)

    2017-10-01

    We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.

  13. The stochastic spectator

    International Nuclear Information System (INIS)

    Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús

    2017-01-01

    We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.

  14. Optimization of structures undergoing harmonic or stochastic excitation. Ph.D. Thesis; [atmospheric turbulence and white noise

    Science.gov (United States)

    Johnson, E. H.

    1975-01-01

    The optimal design was investigated of simple structures subjected to dynamic loads, with constraints on the structures' responses. Optimal designs were examined for one dimensional structures excited by harmonically oscillating loads, similar structures excited by white noise, and a wing in the presence of continuous atmospheric turbulence. The first has constraints on the maximum allowable stress while the last two place bounds on the probability of failure of the structure. Approximations were made to replace the time parameter with a frequency parameter. For the first problem, this involved the steady state response, and in the remaining cases, power spectral techniques were employed to find the root mean square values of the responses. Optimal solutions were found by using computer algorithms which combined finite elements methods with optimization techniques based on mathematical programming. It was found that the inertial loads for these dynamic problems result in optimal structures that are radically different from those obtained for structures loaded statically by forces of comparable magnitude.

  15. Bifurcation diagram of a cubic three-parameter autonomous system

    Directory of Open Access Journals (Sweden)

    Lenka Barakova

    2005-07-01

    Full Text Available In this paper, we study the cubic three-parameter autonomous planar system $$displaylines{ dot x_1 = k_1 + k_2x_1 - x_1^3 - x_2,cr dot x_2 = k_3 x_1 - x_2, }$$ where $k_2, k_3$ are greater than 0. Our goal is to obtain a bifurcation diagram; i.e., to divide the parameter space into regions within which the system has topologically equivalent phase portraits and to describe how these portraits are transformed at the bifurcation boundaries. Results may be applied to the macroeconomical model IS-LM with Kaldor's assumptions. In this model existence of a stable limit cycles has already been studied (Andronov-Hopf bifurcation. We present the whole bifurcation diagram and among others, we prove existence of more difficult bifurcations and existence of unstable cycles.

  16. Critical bifurcation surfaces of 3D discrete dynamics

    Directory of Open Access Journals (Sweden)

    Michael Sonis

    2000-01-01

    Full Text Available This paper deals with the analytical representation of bifurcations of each 3D discrete dynamics depending on the set of bifurcation parameters. The procedure of bifurcation analysis proposed in this paper represents the 3D elaboration and specification of the general algorithm of the n-dimensional linear bifurcation analysis proposed by the author earlier. It is proven that 3D domain of asymptotic stability (attraction of the fixed point for a given 3D discrete dynamics is bounded by three critical bifurcation surfaces: the divergence, flip and flutter surfaces. The analytical construction of these surfaces is achieved with the help of classical Routh–Hurvitz conditions of asymptotic stability. As an application the adjustment process proposed by T. Puu for the Cournot oligopoly model is considered in detail.

  17. Bifurcation of transition paths induced by coupled bistable systems.

    Science.gov (United States)

    Tian, Chengzhe; Mitarai, Namiko

    2016-06-07

    We discuss the transition paths in a coupled bistable system consisting of interacting multiple identical bistable motifs. We propose a simple model of coupled bistable gene circuits as an example and show that its transition paths are bifurcating. We then derive a criterion to predict the bifurcation of transition paths in a generalized coupled bistable system. We confirm the validity of the theory for the example system by numerical simulation. We also demonstrate in the example system that, if the steady states of individual gene circuits are not changed by the coupling, the bifurcation pattern is not dependent on the number of gene circuits. We further show that the transition rate exponentially decreases with the number of gene circuits when the transition path does not bifurcate, while a bifurcation facilitates the transition by lowering the quasi-potential energy barrier.

  18. Scalable inference for stochastic block models

    KAUST Repository

    Peng, Chengbin; Zhang, Zhihua; Wong, Ka-Chun; Zhang, Xiangliang; Keyes, David E.

    2017-01-01

    Community detection in graphs is widely used in social and biological networks, and the stochastic block model is a powerful probabilistic tool for describing graphs with community structures. However, in the era of "big data," traditional inference

  19. Bifurcation of solutions to Hamiltonian boundary value problems

    Science.gov (United States)

    McLachlan, R. I.; Offen, C.

    2018-06-01

    A bifurcation is a qualitative change in a family of solutions to an equation produced by varying parameters. In contrast to the local bifurcations of dynamical systems that are often related to a change in the number or stability of equilibria, bifurcations of boundary value problems are global in nature and may not be related to any obvious change in dynamical behaviour. Catastrophe theory is a well-developed framework which studies the bifurcations of critical points of functions. In this paper we study the bifurcations of solutions of boundary-value problems for symplectic maps, using the language of (finite-dimensional) singularity theory. We associate certain such problems with a geometric picture involving the intersection of Lagrangian submanifolds, and hence with the critical points of a suitable generating function. Within this framework, we then study the effect of three special cases: (i) some common boundary conditions, such as Dirichlet boundary conditions for second-order systems, restrict the possible types of bifurcations (for example, in generic planar systems only the A-series beginning with folds and cusps can occur); (ii) integrable systems, such as planar Hamiltonian systems, can exhibit a novel periodic pitchfork bifurcation; and (iii) systems with Hamiltonian symmetries or reversing symmetries can exhibit restricted bifurcations associated with the symmetry. This approach offers an alternative to the analysis of critical points in function spaces, typically used in the study of bifurcation of variational problems, and opens the way to the detection of more exotic bifurcations than the simple folds and cusps that are often found in examples.

  20. The research on static bifurcation characteristics and parametric effect of two-phase natural circulation and passive system

    International Nuclear Information System (INIS)

    Xu Jijun; Yang Yanhua; Kuang Bo; Yao Wei; Zhang Ronghua; Tong Lili

    2001-01-01

    The formation of dissipative structures has long been known to occur in hydrodynamics. The two-phase natural circulation and passive system (TPNCPS) instability is a dissipative structure problem in multiphase hydrodynamics. The spectrum of the static bifurcation solutions (SBS) of TPNCPS through the variation of a parameter (one or more) has been derived in terms of Bifurcation Theory and DERPAR Numerical Method. Based on the appearance of Thermal-Siphon Hysteresis, the transport heat capability, static excursion criterion, stationary margin, transport heat capability of specific mass flow-rate and the disappear of bifurcation-the transition of single-valued region with the change of parameter have been defined. Such phenomena are the problems of describing self-organization, i.e. detailed study of stationary and/or time dependent status evolving with changes of characteristic parameter. A comparison between computational curves and low-pressure experimental data shows the tendency of evolutionary processes compatibly. The further tests are needed

  1. The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Heston, Steven; Jacobs, Kris

    variation in the smirk, the model also provides more flexible modeling of the volatility term structure. Our empirical results indicate that the model improves on the benchmark Heston model by 24% in-sample and 23% out-of-sample. The better fit results from improvements in the modeling of the term structure...... dimension as well as the moneyness dimension....

  2. RITRACKS: A Software for Simulation of Stochastic Radiation Track Structure, Micro and Nanodosimetry, Radiation Chemistry and DNA Damage for Heavy Ions

    Science.gov (United States)

    Plante, I; Wu, H

    2014-01-01

    The code RITRACKS (Relativistic Ion Tracks) has been developed over the last few years at the NASA Johnson Space Center to simulate the effects of ionizing radiations at the microscopic scale, to understand the effects of space radiation at the biological level. The fundamental part of this code is the stochastic simulation of radiation track structure of heavy ions, an important component of space radiations. The code can calculate many relevant quantities such as the radial dose, voxel dose, and may also be used to calculate the dose in spherical and cylindrical targets of various sizes. Recently, we have incorporated DNA structure and damage simulations at the molecular scale in RITRACKS. The direct effect of radiations is simulated by introducing a slight modification of the existing particle transport algorithms, using the Binary-Encounter-Bethe model of ionization cross sections for each molecular orbitals of DNA. The simulation of radiation chemistry is done by a step-by-step diffusion-reaction program based on the Green's functions of the diffusion equation]. This approach is also used to simulate the indirect effect of ionizing radiation on DNA. The software can be installed independently on PC and tablets using the Windows operating system and does not require any coding from the user. It includes a Graphic User Interface (GUI) and a 3D OpenGL visualization interface. The calculations are executed simultaneously (in parallel) on multiple CPUs. The main features of the software will be presented.

  3. Bifurcations and Patterns in Nonlinear Dissipative Systems

    Energy Technology Data Exchange (ETDEWEB)

    Guenter Ahlers

    2005-05-27

    This project consists of experimental investigations of heat transport, pattern formation, and bifurcation phenomena in non-linear non-equilibrium fluid-mechanical systems. These issues are studies in Rayleigh-B\\'enard convection, using both pure and multicomponent fluids. They are of fundamental scientific interest, but also play an important role in engineering, materials science, ecology, meteorology, geophysics, and astrophysics. For instance, various forms of convection are important in such diverse phenomena as crystal growth from a melt with or without impurities, energy production in solar ponds, flow in the earth's mantle and outer core, geo-thermal stratifications, and various oceanographic and atmospheric phenomena. Our work utilizes computer-enhanced shadowgraph imaging of flow patterns, sophisticated digital image analysis, and high-resolution heat transport measurements.

  4. Transport Bifurcation in a Rotating Tokamak Plasma

    International Nuclear Information System (INIS)

    Highcock, E. G.; Barnes, M.; Schekochihin, A. A.; Parra, F. I.; Roach, C. M.; Cowley, S. C.

    2010-01-01

    The effect of flow shear on turbulent transport in tokamaks is studied numerically in the experimentally relevant limit of zero magnetic shear. It is found that the plasma is linearly stable for all nonzero flow shear values, but that subcritical turbulence can be sustained nonlinearly at a wide range of temperature gradients. Flow shear increases the nonlinear temperature gradient threshold for turbulence but also increases the sensitivity of the heat flux to changes in the temperature gradient, except over a small range near the threshold where the sensitivity is decreased. A bifurcation in the equilibrium gradients is found: for a given input of heat, it is possible, by varying the applied torque, to trigger a transition to significantly higher temperature and flow gradients.

  5. Bifurcated SEN with Fluid Flow Conditioners

    Directory of Open Access Journals (Sweden)

    F. Rivera-Perez

    2014-01-01

    Full Text Available This work evaluates the performance of a novel design for a bifurcated submerged entry nozzle (SEN used for the continuous casting of steel slabs. The proposed design incorporates fluid flow conditioners attached on SEN external wall. The fluid flow conditioners impose a pseudosymmetric pattern in the upper zone of the mold by inhibiting the fluid exchange between the zones created by conditioners. The performance of the SEN with fluid flow conditioners is analyzed through numerical simulations using the CFD technique. Numerical results were validated by means of physical simulations conducted on a scaled cold water model. Numerical and physical simulations confirmed that the performance of the proposed SEN is superior to a traditional one. Fluid flow conditioners reduce the liquid free surface fluctuations and minimize the occurrence of vortexes at the free surface.

  6. Oscillatory bifurcation for semilinear ordinary differential equations

    Directory of Open Access Journals (Sweden)

    Tetsutaro Shibata

    2016-06-01

    \\] where $f(u = u + (1/2\\sin^k u$ ($k \\ge 2$ and $\\lambda > 0$ is a bifurcation parameter. It is known that $\\lambda$ is parameterized by the maximum norm $\\alpha = \\Vert u_\\lambda\\Vert_\\infty$ of the solution $u_\\lambda$ associated with $\\lambda$ and is written as $\\lambda = \\lambda(k,\\alpha$. When we focus on the asymptotic behavior of $\\lambda(k,\\alpha$ as $\\alpha \\to \\infty$, it is natural to expect that $\\lambda(k, \\alpha \\to \\pi^2/4$, and its convergence rate is common to $k$. Contrary to this expectation, we show that $\\lambda(2n_1+1,\\alpha$ tends to $\\pi^2/4$ faster than $\\lambda(2n_2,\\alpha$ as $\\alpha \\to \\infty$, where $n_1\\ge 1,\\ n_2 \\ge 1$ are arbitrary given integers.

  7. Equilibrium-torus bifurcation in nonsmooth systems

    DEFF Research Database (Denmark)

    Zhusubahyev, Z.T.; Mosekilde, Erik

    2008-01-01

    Considering a set of two coupled nonautonomous differential equations with discontinuous right-hand sides describing the behavior of a DC/DC power converter, we discuss a border-collision bifurcation that can lead to the birth of a two-dimensional invariant torus from a stable node equilibrium...... point. We obtain the chart of dynamic modes and show that there is a region of parameter space in which the system has a single stable node equilibrium point. Under variation of the parameters, this equilibrium may disappear as it collides with a discontinuity boundary between two smooth regions...... in the phase space. The disappearance of the equilibrium point is accompanied by the soft appearance of an unstable focus period-1 orbit surrounded by a resonant or ergodic torus. Detailed numerical calculations are supported by a theoretical investigation of the normal form map that represents the piecewise...

  8. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

    This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

  9. Clausius entropy for arbitrary bifurcate null surfaces

    International Nuclear Information System (INIS)

    Baccetti, Valentina; Visser, Matt

    2014-01-01

    Jacobson’s thermodynamic derivation of the Einstein equations was originally applied only to local Rindler horizons. But at least some parts of that construction can usefully be extended to give meaningful results for arbitrary bifurcate null surfaces. As presaged in Jacobson’s original article, this more general construction sharply brings into focus the questions: is entropy objectively ‘real’? Or is entropy in some sense subjective and observer-dependent? These innocent questions open a Pandora’s box of often inconclusive debate. A consensus opinion, though certainly not universally held, seems to be that Clausius entropy (thermodynamic entropy, defined via a Clausius relation dS=đQ/T) should be objectively real, but that the ontological status of statistical entropy (Shannon or von Neumann entropy) is much more ambiguous, and much more likely to be observer-dependent. This question is particularly pressing when it comes to understanding Bekenstein entropy (black hole entropy). To perhaps further add to the confusion, we shall argue that even the Clausius entropy can often be observer-dependent. In the current article we shall conclusively demonstrate that one can meaningfully assign a notion of Clausius entropy to arbitrary bifurcate null surfaces—effectively defining a ‘virtual Clausius entropy’ for arbitrary ‘virtual (local) causal horizons’. As an application, we see that we can implement a version of the generalized second law (GSL) for this virtual Clausius entropy. This version of GSL can be related to certain (nonstandard) integral variants of the null energy condition. Because the concepts involved are rather subtle, we take some effort in being careful and explicit in developing our framework. In future work we will apply this construction to generalize Jacobson’s derivation of the Einstein equations. (paper)

  10. Stochastic field line structures appearing in field line tracing calculations for a helical magnetic limiter on TORE SUPRA

    International Nuclear Information System (INIS)

    Fuchs, G.; Steffen, B.; Blenski, T.; Grosman, A.; Samain, A.

    1985-05-01

    The influence on the structure of the magnetic field of a tokamak produced by small helical currents flowing near the plasma in TORE SUPRA was investigated numerically by drawing Poincare plots. The current in the helical conductors, the pitch of the windings, the rotational transform and the plasma pressure have been varied. The topology of the magnetic field line structure is discussed in some detail and simple examples are given for illustration. (orig.)

  11. Output-only cyclo-stationary linear-parameter time-varying stochastic subspace identification method for rotating machinery and spinning structures

    Science.gov (United States)

    Velazquez, Antonio; Swartz, R. Andrew

    2015-02-01

    stochastic subspace identification (SSI) and linear parameter time-varying (LPTV) techniques. Structural response is assumed to be stationary ambient excitation produced by a Gaussian (white) noise within the operative range bandwidth of the machinery or structure in study. ERA-OKID analysis is driven by correlation-function matrices from the stationary ambient response aiming to reduce noise effects. Singular value decomposition (SVD) and eigenvalue analysis are computed in a last stage to identify frequencies and complex-valued mode shapes. Proposed assumptions are carefully weighted to account for the uncertainty of the environment. A numerical example is carried out based a spinning finite element (SFE) model, and verified using ANSYS® Ver. 12. Finally, comments and observations are provided on how this subspace realization technique can be extended to the problem of modal-parameter identification using only ambient vibration data.

  12. A comparative study of the probabilistic fracture mechanics and the stochastic Markovian process approaches for structural reliability assessment

    Energy Technology Data Exchange (ETDEWEB)

    Stavrakakis, G.; Lucia, A.C.; Solomos, G. (Commission of the European Communities, Ispra (Italy). Joint Research Centre)

    1990-01-01

    The two computer codes COVASTOL and RELIEF, developed for the modeling of cumulative damage processes in the framework of probabilistic structural reliability, are compared. They are based respectively on the randomisation of a differential crack growth law and on the theory of discrete Markov processes. The codes are applied for fatigue crack growth predictions using two sets of data of crack propagation curves from specimens. The results are critically analyzed and an extensive discussion follows on the merits and limitations of each code. Their transferability for the reliability assessment of real structures is investigated. (author).

  13. Arctic melt ponds and bifurcations in the climate system

    Science.gov (United States)

    Sudakov, I.; Vakulenko, S. A.; Golden, K. M.

    2015-05-01

    Understanding how sea ice melts is critical to climate projections. In the Arctic, melt ponds that develop on the surface of sea ice floes during the late spring and summer largely determine their albedo - a key parameter in climate modeling. Here we explore the possibility of a conceptual sea ice climate model passing through a bifurcation point - an irreversible critical threshold as the system warms, by incorporating geometric information about melt pond evolution. This study is based on a bifurcation analysis of the energy balance climate model with ice-albedo feedback as the key mechanism driving the system to bifurcation points.

  14. FFT Bifurcation Analysis of Routes to Chaos via Quasiperiodic Solutions

    Directory of Open Access Journals (Sweden)

    L. Borkowski

    2015-01-01

    Full Text Available The dynamics of a ring of seven unidirectionally coupled nonlinear Duffing oscillators is studied. We show that the FFT analysis presented in form of a bifurcation graph, that is, frequency distribution versus a control parameter, can provide a valuable and helpful complement to the corresponding typical bifurcation diagram and the course of Lyapunov exponents, especially in context of detailed identification of the observed attractors. As an example, bifurcation analysis of routes to chaos via 2-frequency and 3-frequency quasiperiodicity is demonstrated.

  15. Noise-sustained fluctuations in stochastic dynamics with a delay.

    Science.gov (United States)

    D'Odorico, Paolo; Laio, Francesco; Ridolfi, Luca

    2012-04-01

    Delayed responses to external drivers are ubiquitous in environmental, social, and biological processes. Delays may induce oscillations, Hopf bifurcations, and instabilities in deterministic systems even in the absence of nonlinearities. Despite recent advances in the study of delayed stochastic differential equations, the interaction of random drivers with delays remains poorly understood. In particular, it is unclear whether noise-induced behaviors may emerge from these interactions. Here we show that noise may enhance and sustain transient periodic oscillations inherent to deterministic delayed systems. We investigate the conditions conducive to the emergence and disappearance of these dynamics in a linear system in the presence of both additive and multiplicative noise.

  16. Stochastic renewal process models for estimation of damage cost over the life-cycle of a structure

    NARCIS (Netherlands)

    Pandey, Mahesh D.; van der Weide, J.A.M.

    2017-01-01

    In the life-cycle cost analysis of a structure, the total cost of damage caused by external hazards like earthquakes, wind storms and flood is an important but highly uncertain component. In the literature, the expected damage cost is typically analyzed under the assumption of either the

  17. A design tool for direct and non-stochastic calculations of near-field radiative transfer in complex structures: The NF-RT-FDTD algorithm

    Science.gov (United States)

    Didari, Azadeh; Pinar Mengüç, M.

    2017-08-01

    Advances in nanotechnology and nanophotonics are inextricably linked with the need for reliable computational algorithms to be adapted as design tools for the development of new concepts in energy harvesting, radiative cooling, nanolithography and nano-scale manufacturing, among others. In this paper, we provide an outline for such a computational tool, named NF-RT-FDTD, to determine the near-field radiative transfer between structured surfaces using Finite Difference Time Domain method. NF-RT-FDTD is a direct and non-stochastic algorithm, which accounts for the statistical nature of the thermal radiation and is easily applicable to any arbitrary geometry at thermal equilibrium. We present a review of the fundamental relations for far- and near-field radiative transfer between different geometries with nano-scale surface and volumetric features and gaps, and then we discuss the details of the NF-RT-FDTD formulation, its application to sample geometries and outline its future expansion to more complex geometries. In addition, we briefly discuss some of the recent numerical works for direct and indirect calculations of near-field thermal radiation transfer, including Scattering Matrix method, Finite Difference Time Domain method (FDTD), Wiener Chaos Expansion, Fluctuating Surface Current (FSC), Fluctuating Volume Current (FVC) and Thermal Discrete Dipole Approximations (TDDA).

  18. Bifurcation and Metamorphosis of Plasma Turbulence-Shear Flow Dynamics: the Path to the Top of the Hill

    International Nuclear Information System (INIS)

    Ball, R.; Dewar, R.L.; Sugama, H.

    2003-01-01

    The structural properties of an economical model for a confined plasma turbulence governor are investigated through bifurcation and stability analyses. Two types of discontinuous low to high confinement transition are found. One involves classical hysteresis, governed by viscous dissipation. The other is intrinsically oscillatory and non-hysteretic, and thus provides a model for observed 'dithering' transitions. This metamorphosis of the system dynamics is an important late side-effect of symmetry-breaking, which manifests as an unusual non-symmetric transcritical bifurcation induced by a significant shear flow drive

  19. Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction

    International Nuclear Information System (INIS)

    Peletier, Mark A.; Redig, Frank; Vafayi, Kiamars

    2014-01-01

    We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter m (BEP(m)), a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti (KMP) process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP(m) and the KMP, and a nonlinear heat equation for the Generalized Brownian Energy Process with parameter a (GBEP(a)). We prove the hydrodynamic limit rigorously for the BEP(m), and give a formal derivation for the GBEP(a). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form −log ρ; they involve dissipation or mobility terms of order ρ 2 for the linear heat equation, and a nonlinear function of ρ for the nonlinear heat equation

  20. Experimental study of the plasma structure and characterization of the transport behaviour in the laminar zone of a stochastized plasma edge; Experimentelle Untersuchung der Plasmastruktur und Charakterisierung des Transportverhaltens in der laminaren Zone einer stochastisierten Plasmarandschicht

    Energy Technology Data Exchange (ETDEWEB)

    Schmitz, O.

    2006-07-15

    For a detailed study of the plasma structure and the transport characteristics of a stochastized plasma edge at the tokamak TEXTOR the dynamic ergodic divertor (DED) was constructed, by which differently shaped external disturbing fields are statically and dynamically generated. Aim of this thgesis is to study experimentally the radial and poloidal structure of the plasma edge stochastized by the DED disturbing field and to analyze its transport characteristics. For this spatially highly resolved radial profiles of the electron density and temperature were measured by means of radiation-emission spectroscopy on thermal helium at the high- and low-field side of TEXTOR. These experimental results yield a good stating base for the validation and further development of three-dimensional transport codes.

  1. Noise-induced transitions at a Hopf bifurcation in a first-order delay-differential equation

    International Nuclear Information System (INIS)

    Longtin, A.

    1991-01-01

    The influence of colored noise on the Hopf bifurcation in a first-order delay-differential equation (DDE), a model paradigm for nonlinear delayed feedback systems, is considered. First, it is shown, using a stability analysis, how the properties of the DDE depend on the ratio R of system delay to response time. When this ratio is small, the DDE behaves more like a low-dimensional system of ordinary differential equations (ODE's); when R is large, one obtains a singular perturbation limit in which the behavior of the DDE approaches that of a discrete time map. The relative magnitude of the additive and multiplicative noise-induced postponements of the Hopf bifurcation are numerically shown to depend on the ratio R. Although both types of postponements are minute in the large-R limit, they are almost equal due to an equivalence of additive and parametric noise for discrete time maps. When R is small, the multiplicative shift is larger than the additive one at large correlation times, but the shifts are equal for small correlation times. In fact, at constant noise power, the postponement is only slightly affected by the correlation time of the noise, except when the noise becomes white, in which case the postponement drastically decreases. This is a numerical study of the stochastic Hopf bifurcation, in ODE's or DDE's, that looks at the effect of noise correlation time at constant power. Further, it is found that the slope at the fixed point averaged over the stochastic-parameter motion acts, under certain conditions, as a quantitative indicator of oscillation onset in the presence of noise. The problem of how properties of the DDE carry over to ODE's and to maps is discussed, along with the proper theoretical framework in which to study nonequilibrium phase transitions in this class of functional differential equations

  2. Elitism and Stochastic Dominance

    OpenAIRE

    Bazen, Stephen; Moyes, Patrick

    2011-01-01

    Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...

  3. TQ-bifurcations in discrete dynamical systems: Analysis of qualitative rearrangements of the oscillation mode

    Energy Technology Data Exchange (ETDEWEB)

    Makarenko, A. V., E-mail: avm.science@mail.ru [Constructive Cybernetics Research Group (Russian Federation)

    2016-10-15

    A new class of bifurcations is defined in discrete dynamical systems, and methods for their diagnostics and the analysis of their properties are presented. The TQ-bifurcations considered are implemented in discrete mappings and are related to the qualitative rearrangement of the shape of trajectories in an extended space of states. Within the demonstration of the main capabilities of the toolkit, an analysis is carried out of a logistic mapping in a domain to the right of the period-doubling limit point. Five critical values of the parameter are found for which the geometric structure of the trajectories of the mapping experiences a qualitative rearrangement. In addition, an analysis is carried out of the so-called “trace map,” which arises in the problems of quantum-mechanical description of various properties of discrete crystalline and quasicrystalline lattices.

  4. Uncertainty Quantification and Bifurcation Analysis of an Airfoil with Multiple Nonlinearities

    Directory of Open Access Journals (Sweden)

    Haitao Liao

    2013-01-01

    Full Text Available In order to calculate the limit cycle oscillations and bifurcations of nonlinear aeroelastic system, the problem of finding periodic solutions with maximum vibration amplitude is transformed into a nonlinear optimization problem. An algebraic system of equations obtained by the harmonic balance method and the stability condition derived from the Floquet theory are used to construct the general nonlinear equality and inequality constraints. The resulting constrained maximization problem is then solved by using the MultiStart algorithm. Finally, the proposed approach is validated, and the effects of structural parameter uncertainty on the limit cycle oscillations and bifurcations of an airfoil with multiple nonlinearities are studied. Numerical examples show that the coexistence of multiple nonlinearities may lead to low amplitude limit cycle oscillation.

  5. Deformable 4DCT lung registration with vessel bifurcations

    International Nuclear Information System (INIS)

    Hilsmann, A.; Vik, T.; Kaus, M.; Franks, K.; Bissonette, J.P.; Purdie, T.; Beziak, A.; Aach, T.

    2007-01-01

    In radiotherapy planning of lung cancer, breathing motion causes uncertainty in the determination of the target volume. Image registration makes it possible to get information about the deformation of the lung and the tumor movement in the respiratory cycle from a few images. A dedicated, automatic, landmark-based technique was developed that finds corresponding vessel bifurcations. Hereby, we developed criteria to characterize pronounced bifurcations for which correspondence finding was more stable and accurate. The bifurcations were extracted from automatically segmented vessel trees in maximum inhale and maximum exhale CT thorax data sets. To find corresponding bifurcations in both data sets we used the shape context approach of Belongie et al. Finally, a volumetric lung deformation was obtained using thin-plate spline interpolation and affine registration. The method is evaluated on 10 4D-CT data sets of patients with lung cancer. (orig.)

  6. Multiple bifurcations and periodic 'bubbling' in a delay population model

    International Nuclear Information System (INIS)

    Peng Mingshu

    2005-01-01

    In this paper, the flip bifurcation and periodic doubling bifurcations of a discrete population model without delay influence is firstly studied and the phenomenon of Feigenbaum's cascade of periodic doublings is also observed. Secondly, we explored the Neimark-Sacker bifurcation in the delay population model (two-dimension discrete dynamical systems) and the unique stable closed invariant curve which bifurcates from the nontrivial fixed point. Finally, a computer-assisted study for the delay population model is also delved into. Our computer simulation shows that the introduction of delay effect in a nonlinear difference equation derived from the logistic map leads to much richer dynamic behavior, such as stable node → stable focus → an lower-dimensional closed invariant curve (quasi-periodic solution, limit cycle) or/and stable periodic solutions → chaotic attractor by cascading bubbles (the combination of potential period doubling and reverse period-doubling) and the sudden change between two different attractors, etc

  7. Bifurcation theory for hexagonal agglomeration in economic geography

    CERN Document Server

    Ikeda, Kiyohiro

    2014-01-01

    This book contributes to an understanding of how bifurcation theory adapts to the analysis of economic geography. It is easily accessible not only to mathematicians and economists, but also to upper-level undergraduate and graduate students who are interested in nonlinear mathematics. The self-organization of hexagonal agglomeration patterns of industrial regions was first predicted by the central place theory in economic geography based on investigations of southern Germany. The emergence of hexagonal agglomeration in economic geography models was envisaged by Krugman. In this book, after a brief introduction of central place theory and new economic geography, the missing link between them is discovered by elucidating the mechanism of the evolution of bifurcating hexagonal patterns. Pattern formation by such bifurcation is a well-studied topic in nonlinear mathematics, and group-theoretic bifurcation analysis is a well-developed theoretical tool. A finite hexagonal lattice is used to express uniformly distri...

  8. Periodic solutions and bifurcations of delay-differential equations

    International Nuclear Information System (INIS)

    He Jihuan

    2005-01-01

    In this Letter a simple but effective iteration method is proposed to search for limit cycles or bifurcation curves of delay-differential equations. An example is given to illustrate its convenience and effectiveness

  9. Quasi-Periodicity and Border-Collision Bifurcations in a DC-DC Converter with Pulsewidth Modulation

    DEFF Research Database (Denmark)

    Zhusubalaliyev, Zh. T.; Soukhoterin, E.A.; Mosekilde, Erik

    2003-01-01

    border-collision bifurcations (BCB) on a two-dimensional torus. The arrangement of the resonance domains within the parameter plane is related to the Farey series, and their internal structure is described. It is shown that transitions to chaos mainly occur through finite sequences of BCB. Some other...

  10. Population structure within lineages of Wheat streak mosaic virus derived from a common founding event exhibits stochastic variation inconsistent with the deterministic quasi-species model

    International Nuclear Information System (INIS)

    French, Roy; Stenger, Drake C.

    2005-01-01

    Structure of Wheat streak mosaic virus (WSMV) populations derived from a common founding event and subjected to serial passage at high multiplicity of infection (MOI) was evaluated. The founding population was generated by limiting dilution inoculation. Lineages of known pedigree were sampled at passage 9 (two populations) and at passage 15, with (three populations) or without mixing (four populations) of lineages at passage 10. Polymorphism within each population was assessed by sequencing 17-21 clones containing a 1371 nt region (WSMV-Sidney 81 nts 8001-9371) encompassing the entire coat protein cistron and flanking regions. Mutation frequency averaged ∼5.0 x 10 -4 /nt across all populations and ranged from 2.4 to 11.6 x 10 -4 /nt within populations, but did not consistently increase or decrease with the number of passages removed from the founding population. Shared substitutions (19 nonsynonymous, 10 synonymous, and 3 noncoding) occurred at 32 sites among 44 haplotypes. Only four substitutions became fixed (frequency = 100%) within a population and nearly one third (10/32) never achieved a frequency of 10% or greater in any sampled population. Shared substitutions were randomly distributed with respect to genome position, with transitions outnumbering transversions 5.4:1 and a clear bias for A to G and U to C substitutions. Haplotype composition of each population was unique with complexity of each population varying unpredictably, in that the number and frequency of haplotypes within a lineage were not correlated with number of passages removed from the founding population or whether the population was derived from a single or mixed lineage. The simplest explanation is that plant virus lineages, even those propagated at high MOI, are subject to frequent, narrow genetic bottlenecks during systemic movement that result in low effective population size and stochastic changes in population structure upon serial passage

  11. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

    The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

  12. Stochastic dislocation kinetics and fractal structures in deforming metals probed by acoustic emission and surface topography measurements

    Energy Technology Data Exchange (ETDEWEB)

    Vinogradov, A. [Laboratory for the Physics of Strength of Materials and Intelligent Diagnostic Systems, Togliatti State University, Togliatti 445667 (Russian Federation); Laboratory of Hybrid Nanostructured Materials, NITU MISiS, Moscow 119490 (Russian Federation); Yasnikov, I. S. [Laboratory for the Physics of Strength of Materials and Intelligent Diagnostic Systems, Togliatti State University, Togliatti 445667 (Russian Federation); Estrin, Y. [Laboratory of Hybrid Nanostructured Materials, NITU MISiS, Moscow 119490 (Russian Federation); Centre for Advanced Hybrid Materials, Department of Materials Engineering, Monash University, Clayton, VIC 3800 (Australia)

    2014-06-21

    We demonstrate that the fractal dimension (FD) of the dislocation population in a deforming material is an important quantitative characteristic of the evolution of the dislocation structure. Thus, we show that peaking of FD signifies a nearing loss of uniformity of plastic flow and the onset of strain localization. Two techniques were employed to determine FD: (i) inspection of surface morphology of the deforming crystal by white light interferometry and (ii) monitoring of acoustic emission (AE) during uniaxial tensile deformation. A connection between the AE characteristics and the fractal dimension determined from surface topography measurements was established. As a common platform for the two methods, the dislocation density evolution in the bulk was used. The relations found made it possible to identify the occurrence of a peak in the median frequency of AE as a harbinger of plastic instability leading to necking. It is suggested that access to the fractal dimension provided by AE measurements and by surface topography analysis makes these techniques important tools for monitoring the evolution of the dislocation structure during plastic deformation—both as stand-alone methods and especially when used in tandem.

  13. Noise transmission and delay-induced stochastic oscillations in biochemical network motifs

    International Nuclear Information System (INIS)

    Liu Sheng-Jun; Wang Qi; Liu Bo; Yan Shi-Wei; Sakata Fumihiko

    2011-01-01

    With the aid of stochastic delayed-feedback differential equations, we derive an analytic expression for the power spectra of reacting molecules included in a generic biological network motif that is incorporated with a feedback mechanism and time delays in gene regulation. We systematically analyse the effects of time delays, the feedback mechanism, and biological stochasticity on the power spectra. It has been clarified that the time delays together with the feedback mechanism can induce stochastic oscillations at the molecular level and invalidate the noise addition rule for a modular description of the noise propagator. Delay-induced stochastic resonance can be expected, which is related to the stability loss of the reaction systems and Hopf bifurcation occurring for solutions of the corresponding deterministic reaction equations. Through the analysis of the power spectrum, a new approach is proposed to estimate the oscillation period. (interdisciplinary physics and related areas of science and technology)

  14. Ergodicity-breaking bifurcations and tunneling in hyperbolic transport models

    Science.gov (United States)

    Giona, M.; Brasiello, A.; Crescitelli, S.

    2015-11-01

    One of the main differences between parabolic transport, associated with Langevin equations driven by Wiener processes, and hyperbolic models related to generalized Kac equations driven by Poisson processes, is the occurrence in the latter of multiple stable invariant densities (Frobenius multiplicity) in certain regions of the parameter space. This phenomenon is associated with the occurrence in linear hyperbolic balance equations of a typical bifurcation, referred to as the ergodicity-breaking bifurcation, the properties of which are thoroughly analyzed.

  15. Bunch lengthening with bifurcation in electron storage rings

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Eun-San; Hirata, Kohji [National Lab. for High Energy Physics, Tsukuba, Ibaraki (Japan)

    1996-08-01

    The mapping which shows equilibrium particle distribution in synchrotron phase space for electron storage rings is discussed with respect to some localized constant wake function based on the Gaussian approximation. This mapping shows multi-periodic states as well as double bifurcation in dynamical states of the equilibrium bunch length. When moving around parameter space, the system shows a transition/bifurcation which is not always reversible. These results derived by mapping are confirmed by multiparticle tracking. (author)

  16. Iterative Controller Tuning for Process with Fold Bifurcations

    DEFF Research Database (Denmark)

    Huusom, Jakob Kjøbsted; Poulsen, Niels Kjølstad; Jørgensen, Sten Bay

    2007-01-01

    Processes involving fold bifurcation are notoriously difficult to control in the vicinity of the fold where most often optimal productivity is achieved . In cases with limited process insight a model based control synthesis is not possible. This paper uses a data driven approach with an improved...... version of iterative feedback tuning to optimizing a closed loop performance criterion, as a systematic tool for tuning process with fold bifurcations....

  17. Bifurcated states of the error-field-induced magnetic islands

    International Nuclear Information System (INIS)

    Zheng, L.-J.; Li, B.; Hazeltine, R.D.

    2008-01-01

    We find that the formation of the magnetic islands due to error fields shows bifurcation when neoclassical effects are included. The bifurcation, which follows from including bootstrap current terms in a description of island growth in the presence of error fields, provides a path to avoid the island-width pole in the classical description. The theory offers possible theoretical explanations for the recent DIII-D and JT-60 experimental observations concerning confinement deterioration with increasing error field

  18. Formation of shatter cones by symmetric fracture bifurcation: Phenomenological modeling and validation

    Science.gov (United States)

    Kenkmann, Thomas; Hergarten, Stefan; Kuhn, Thomas; Wilk, Jakob

    2016-08-01

    Several models of shatter cone formation require a heterogeneity at the cone apex of high impedance mismatch to the surrounding bulk rock. This heterogeneity is the source of spherically expanding waves that interact with the planar shock front or the following release wave. While these models are capable of explaining the overall conical shape of shatter cones, they are not capable of explaining the subcone structure and the diverging and branching striations that characterize the surface of shatter cones and lead to the so-called horse-tailing effect. Here, we use the hierarchical arrangement of subcone ridges of shatter cone surfaces as key for understanding their formation. Tracing a single subcone ridge from its apex downward reveals that each ridge branches after some distance into two symmetrically equivalent subcone ridges. This pattern is repeated to form new branches. We propose that subcone ridges represent convex-curved fracture surfaces and their intersection corresponds to the bifurcation axis. The characteristic diverging striations are interpreted as the intersection lineations delimiting each subcone. Multiple symmetric crack branching is the result of rapid fracture propagation that may approach the Raleigh wave speed. We present a phenomenological model that fully constructs the shatter cone geometry to any order. The overall cone geometry including apex angle of the enveloping cone and the degree of concavity (horse-tailing) is largely governed by the convexity of the subcone ridges. Straight cones of various apical angles, constant slope, and constant bifurcation angles form if the subcone convexity is low (30°). Increasing subcone convexity leads to a stronger horse-tailing effect and the bifurcation angles increase with increasing distance from the enveloping cone apex. The model predicts possible triples of enveloping cone angle, bifurcation angle, and subcone angle. Measurements of these quantities on four shatter cones from different

  19. Attractors, bifurcations, & chaos nonlinear phenomena in economics

    CERN Document Server

    Puu, Tönu

    2003-01-01

    The present book relies on various editions of my earlier book "Nonlinear Economic Dynamics", first published in 1989 in the Springer series "Lecture Notes in Economics and Mathematical Systems", and republished in three more, successively revised and expanded editions, as a Springer monograph, in 1991, 1993, and 1997, and in a Russian translation as "Nelineynaia Economicheskaia Dinamica". The first three editions were focused on applications. The last was differ­ ent, as it also included some chapters with mathematical background mate­ rial -ordinary differential equations and iterated maps -so as to make the book self-contained and suitable as a textbook for economics students of dynamical systems. To the same pedagogical purpose, the number of illus­ trations were expanded. The book published in 2000, with the title "A ttractors, Bifurcations, and Chaos -Nonlinear Phenomena in Economics", was so much changed, that the author felt it reasonable to give it a new title. There were two new math­ ematics ch...

  20. Bifurcated equilibria in centrifugally confined plasma

    International Nuclear Information System (INIS)

    Shamim, I.; Teodorescu, C.; Guzdar, P. N.; Hassam, A. B.; Clary, R.; Ellis, R.; Lunsford, R.

    2008-01-01

    A bifurcation theory and associated computational model are developed to account for abrupt transitions observed recently on the Maryland Centrifugal eXperiment (MCX) [R. F. Ellis et al. Phys. Plasmas 8, 2057 (2001)], a supersonically rotating magnetized plasma that relies on centrifugal forces to prevent thermal expansion of plasma along the magnetic field. The observed transitions are from a well-confined, high-rotation state (HR-mode) to a lower-rotation, lesser-confined state (O-mode). A two-dimensional time-dependent magnetohydrodynamics code is used to simulate the dynamical equilibrium states of the MCX configuration. In addition to the expected viscous drag on the core plasma rotation, a momentum loss term is added that models the friction of plasma on the enhanced level of neutrals expected in the vicinity of the insulators at the throats of the magnetic mirror geometry. At small values of the external rotation drive, the plasma is not well-centrifugally confined and hence experiences the drag from near the insulators. Beyond a critical value of the external drive, the system makes an abrupt transition to a well-centrifugally confined state in which the plasma has pulled away from the end insulator plates; more effective centrifugal confinement lowers the plasma mass near the insulators allowing runaway increases in the rotation speed. The well-confined steady state is reached when the external drive is balanced by only the viscosity of the core plasma. A clear hysteresis phenomenon is shown.

  1. Stochastic Alternating Dynamics for Synchronous EAD-Like Beating Rhythms in Cultured Cardiac Myocytes

    Institute of Scientific and Technical Information of China (English)

    ZHANG Ning; ZHANG Hui-Min; LIU Zhi-Qiang; DING Xue-Li; YANG Ming-Hao; GU Hua-Guang; REN Wei

    2009-01-01

    Dissolved cardiac myocytes can couple together and generate synchronous beatings in culture. We observed a synchronized early after-depolarization(EAD)-like rhythm in cultured cardiac myocytes and reproduced the experimental observation in a network mathematical model whose dynamics are close to a Hopf bifurcation. The mechanism for this EAD-like rhythm is attributed to noised-induced stochastic alternatings between the focus and the limit cycle. These results provide novel understandings for pathological heart rhythms like the early immature beatings.

  2. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Kukačka, Jiří

    2015-01-01

    Roč. 15, č. 6 (2015), s. 959-973 ISSN 1469-7688 R&D Projects: GA ČR GA402/09/0965; GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : Stochastic cusp catastrophe model * Realized volatility * Bifurcations * Stock market crash Subject RIV: AH - Economics Impact factor: 0.794, year: 2015 http://library.utia.cas.cz/separaty/2014/E/barunik-0434202.pdf

  3. Modeling and stochastic analysis of dynamic mechanisms of the perception

    Science.gov (United States)

    Pisarchik, A.; Bashkirtseva, I.; Ryashko, L.

    2017-10-01

    Modern studies in physiology and cognitive neuroscience consider a noise as an important constructive factor of the brain functionality. Under the adequate noise, the brain can rapidly access different ordered states, and provide decision-making by preventing deadlocks. Bistable dynamic models are often used for the study of the underlying mechanisms of the visual perception. In the present paper, we consider a bistable energy model subject to both additive and parametric noise. Using the catastrophe theory formalism and stochastic sensitivity functions technique, we analyze a response of the equilibria to noise, and study noise-induced transitions between equilibria. We demonstrate and analyse the effect of hysteresis squeezing when the intensity of noise is increased. Stochastic bifurcations connected with the suppression of oscillations by parametric noises are discussed.

  4. Bursting oscillations, bifurcation and synchronization in neuronal systems

    Energy Technology Data Exchange (ETDEWEB)

    Wang Haixia [School of Science, Nanjing University of Science and Technology, Nanjing 210094 (China); Wang Qingyun, E-mail: drwangqy@gmail.com [Department of Dynamics and Control, Beihang University, Beijing 100191 (China); Lu Qishao [Department of Dynamics and Control, Beihang University, Beijing 100191 (China)

    2011-08-15

    Highlights: > We investigate bursting oscillations and related bifurcation in the modified Morris-Lecar neuron. > Two types of fast-slow bursters are analyzed in detail. > We show the properties of some crucial bifurcation points. > Synchronization transition and the neural excitability are explored in the coupled bursters. - Abstract: This paper investigates bursting oscillations and related bifurcation in the modified Morris-Lecar neuron. It is shown that for some appropriate parameters, the modified Morris-Lecar neuron can exhibit two types of fast-slow bursters, that is 'circle/fold cycle' bursting and 'subHopf/homoclinic' bursting with class 1 and class 2 neural excitability, which have different neuro-computational properties. By means of the analysis of fast-slow dynamics and phase plane, we explore bifurcation mechanisms associated with the two types of bursters. Furthermore, the properties of some crucial bifurcation points, which can determine the type of the burster, are studied by the stability and bifurcation theory. In addition, we investigate the influence of the coupling strength on synchronization transition and the neural excitability in two electrically coupled bursters with the same bursting type. More interestingly, the multi-time-scale synchronization transition phenomenon is found as the coupling strength varies.

  5. Bifurcation magnetic resonance in films magnetized along hard magnetization axis

    Energy Technology Data Exchange (ETDEWEB)

    Vasilevskaya, Tatiana M., E-mail: t_vasilevs@mail.ru [Ulyanovsk State University, Leo Tolstoy 42, 432017 Ulyanovsk (Russian Federation); Sementsov, Dmitriy I.; Shutyi, Anatoliy M. [Ulyanovsk State University, Leo Tolstoy 42, 432017 Ulyanovsk (Russian Federation)

    2012-09-15

    We study low-frequency ferromagnetic resonance in a thin film magnetized along the hard magnetization axis performing an analysis of magnetization precession dynamics equations and numerical simulation. Two types of films are considered: polycrystalline uniaxial films and single-crystal films with cubic magnetic anisotropy. An additional (bifurcation) resonance initiated by the bistability, i.e. appearance of two closely spaced equilibrium magnetization states is registered. The modification of dynamic modes provoked by variation of the frequency, amplitude, and magnetic bias value of the ac field is studied. Both steady and chaotic magnetization precession modes are registered in the bifurcation resonance range. - Highlights: Black-Right-Pointing-Pointer An additional bifurcation resonance arises in a case of a thin film magnetized along HMA. Black-Right-Pointing-Pointer Bifurcation resonance occurs due to the presence of two closely spaced equilibrium magnetization states. Black-Right-Pointing-Pointer Both regular and chaotic precession modes are realized within bifurcation resonance range. Black-Right-Pointing-Pointer Appearance of dynamic bistability is typical for bifurcation resonance.

  6. Bifurcation magnetic resonance in films magnetized along hard magnetization axis

    International Nuclear Information System (INIS)

    Vasilevskaya, Tatiana M.; Sementsov, Dmitriy I.; Shutyi, Anatoliy M.

    2012-01-01

    We study low-frequency ferromagnetic resonance in a thin film magnetized along the hard magnetization axis performing an analysis of magnetization precession dynamics equations and numerical simulation. Two types of films are considered: polycrystalline uniaxial films and single-crystal films with cubic magnetic anisotropy. An additional (bifurcation) resonance initiated by the bistability, i.e. appearance of two closely spaced equilibrium magnetization states is registered. The modification of dynamic modes provoked by variation of the frequency, amplitude, and magnetic bias value of the ac field is studied. Both steady and chaotic magnetization precession modes are registered in the bifurcation resonance range. - Highlights: ► An additional bifurcation resonance arises in a case of a thin film magnetized along HMA. ► Bifurcation resonance occurs due to the presence of two closely spaced equilibrium magnetization states. ► Both regular and chaotic precession modes are realized within bifurcation resonance range. ► Appearance of dynamic bistability is typical for bifurcation resonance.

  7. Bifurcation and stability of forced convection in tightly coiled ducts: multiplicity

    International Nuclear Information System (INIS)

    Wang Liqiu; Pang, Ophelia; Cheng Lin

    2005-01-01

    A numerical study is made on the fully developed bifurcation structure of the forced convection in tightly coiled ducts of square cross-section. In addition to the examination of structural changes of three known solution branches found in loosely coiled ducts, three new solution branches are found. These new branches are isolated from the three known branches. The flows on these new branches are in a symmetric 4-cell state, a symmetric 8-cell state, an asymmetric 2-cell state, an asymmetric 5-cell state, an asymmetric 7-cell state, or an asymmetric 8-cell structure

  8. Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

    2010-01-01

    This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

  9. Stochastic catastrophe theory and instabilities in plasma turbulence

    International Nuclear Information System (INIS)

    Rajkovic, Milan; Skoric, Milos

    2009-01-01

    Full text: A Langevin equation (LE) describing evolution of turbulence amplitude in plasma is analyzed from the aspect of stochastic catastrophe theory (SCT) so that turbulent plasma is considered as a stochastic gradient system. According to SCT the dynamics of the system is completely determined by the stochastic potential function and the maximum likelihood estimates of stable and unstable equilibria are associated with the modes and anti-modes, respectively, of the system's stationary probability density function. First order phase transitions occur at degenerate equilibrium points and the potential function at these points may be represented in a generic way. Since the diffusion function of plasma LE is not constant the probability density function (pdf) is not a reliable estimator of the number of stable states. We show that the generalized pdf represented as the product of the stationary pdf and the diffusion function is a reliable estimator of the stable states and that it can be evaluated from the zero mean crossing analysis of plasma turbulence signal. Stochastic bifurcations, and particularly the sudden (catastrophic) ones, are recognized from the pdf's obtained by the zero crossing analysis and we illustrate the applications of SCT in plasma turbulence on data obtained from the MAST (Mega Ampere Spherical Tokamak) for low (L), high (H) and unstable dithering (L/H) confinement regimes. The relationship of the transformation invariant zero-crossing function and SCT is shown to provide important information about the nature of edge localized modes (ELMs) and L-H transition. Finally we show that ELMs occur as a result of catastrophic (hard) bifurcations ruling out the self-organized criticality scenario for their origin. (author)

  10. Stochastic Gravity: Theory and Applications

    Directory of Open Access Journals (Sweden)

    Hu Bei Lok

    2008-05-01

    Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out

  11. Systematic parameter study of dynamo bifurcations in geodynamo simulations

    Science.gov (United States)

    Petitdemange, Ludovic

    2018-04-01

    We investigate the nature of the dynamo bifurcation in a configuration applicable to the Earth's liquid outer core, i.e. in a rotating spherical shell with thermally driven motions with no-slip boundaries. Unlike in previous studies on dynamo bifurcations, the control parameters have been varied significantly in order to deduce general tendencies. Numerical studies on the stability domain of dipolar magnetic fields found a dichotomy between non-reversing dipole-dominated dynamos and the reversing non-dipole-dominated multipolar solutions. We show that, by considering weak initial fields, the above transition disappears and is replaced by a region of bistability for which dipolar and multipolar dynamos coexist. Such a result was also observed in models with free-slip boundaries in which the geostrophic zonal flow can develop and participate to the dynamo mechanism for non-dipolar fields. We show that a similar process develops in no-slip models when viscous effects are reduced sufficiently. The following three regimes are distinguished: (i) Close to the onset of convection (Rac) with only the most critical convective mode (wave number) being present, dynamos set in supercritically in the Ekman number regime explored here and are dipole-dominated. Larger critical magnetic Reynolds numbers indicate that they are particularly inefficient. (ii) in the range 3 10) , the relative importance of zonal flows increases with Ra in non-magnetic models. The field topology depends on the magnitude of the initial magnetic field. The dipolar branch has a subcritical behavior whereas the multipolar branch has a supercritical behavior. By approaching more realistic parameters, the extension of this bistable regime increases. A hysteretic behavior questions the common interpretation for geomagnetic reversals. Far above the dynamo threshold (by increasing the magnetic Prandtl number), Lorentz forces contribute to the first order force balance, as predicted for planetary dynamos. When

  12. Stochastic analytic regularization

    International Nuclear Information System (INIS)

    Alfaro, J.

    1984-07-01

    Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)

  13. Instantaneous stochastic perturbation theory

    International Nuclear Information System (INIS)

    Lüscher, Martin

    2015-01-01

    A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.

  14. Stochastic climate theory

    NARCIS (Netherlands)

    Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.

    2017-01-01

    In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of

  15. On Stochastic Dependence

    Science.gov (United States)

    Meyer, Joerg M.

    2018-01-01

    The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.

  16. Stochastic quantization and gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1984-01-01

    We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

  17. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

    This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

  18. Stochasticity and determinism in models of hematopoiesis.

    Science.gov (United States)

    Kimmel, Marek

    2014-01-01

    This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.

  19. Astrophysical disks Collective and Stochastic Phenomena

    CERN Document Server

    Fridman, Alexei M; Kovalenko, Ilya G

    2006-01-01

    The book deals with collective and stochastic processes in astrophysical discs involving theory, observations, and the results of modelling. Among others, it examines the spiral-vortex structure in galactic and accretion disks , stochastic and ordered structures in the developed turbulence. It also describes sources of turbulence in the accretion disks, internal structure of disk in the vicinity of a black hole, numerical modelling of Be envelopes in binaries, gaseous disks in spiral galaxies with shock waves formation, observation of accretion disks in a binary system and mass distribution of luminous matter in disk galaxies. The editors adaptly brought together collective and stochastic phenomena in the modern field of astrophysical discs, their formation, structure, and evolution involving the methodology to deal with, the results of observation and modelling, thereby advancing the study in this important branch of astrophysics and benefiting Professional Researchers, Lecturers, and Graduate Students.

  20. Fourier analysis and stochastic processes

    CERN Document Server

    Brémaud, Pierre

    2014-01-01

    This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...

  1. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying

    2011-01-01

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  2. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng

    2011-08-16

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  3. Bifurcation analysis and stability design for aircraft longitudinal motion with high angle of attack

    Directory of Open Access Journals (Sweden)

    Xin Qi

    2015-02-01

    Full Text Available Bifurcation analysis and stability design for aircraft longitudinal motion are investigated when the nonlinearity in flight dynamics takes place severely at high angle of attack regime. To predict the special nonlinear flight phenomena, bifurcation theory and continuation method are employed to systematically analyze the nonlinear motions. With the refinement of the flight dynamics for F-8 Crusader longitudinal motion, a framework is derived to identify the stationary bifurcation and dynamic bifurcation for high-dimensional system. Case study shows that the F-8 longitudinal motion undergoes saddle node bifurcation, Hopf bifurcation, Zero-Hopf bifurcation and branch point bifurcation under certain conditions. Moreover, the Hopf bifurcation renders series of multiple frequency pitch oscillation phenomena, which deteriorate the flight control stability severely. To relieve the adverse effects of these phenomena, a stabilization control based on gain scheduling and polynomial fitting for F-8 longitudinal motion is presented to enlarge the flight envelope. Simulation results validate the effectiveness of the proposed scheme.

  4. Bifurcations of a periodically forced microbial continuous culture model with restrained growth rate

    Science.gov (United States)

    Ren, Jingli; Yuan, Qigang

    2017-08-01

    A three dimensional microbial continuous culture model with a restrained microbial growth rate is studied in this paper. Two types of dilution rates are considered to investigate the dynamic behaviors of the model. For the unforced system, fold bifurcation and Hopf bifurcation are detected, and numerical simulations reveal that the system undergoes degenerate Hopf bifurcation. When the system is periodically forced, bifurcation diagrams for periodic solutions of period-one and period-two are given by researching the Poincaré map, corresponding to different bifurcation cases in the unforced system. Stable and unstable quasiperiodic solutions are obtained by Neimark-Sacker bifurcation with different parameter values. Periodic solutions of various periods can occur or disappear and even change their stability, when the Poincaré map of the forced system undergoes Neimark-Sacker bifurcation, flip bifurcation, and fold bifurcation. Chaotic attractors generated by a cascade of period doublings and some phase portraits are given at last.

  5. Laboratory Evidence for Stochastic Plasma-Wave Growth

    International Nuclear Information System (INIS)

    Austin, D. R.; Hole, M. J.; Robinson, P. A.; Cairns, Iver H.; Dallaqua, R.

    2007-01-01

    The first laboratory confirmation of stochastic growth theory is reported. Floating potential fluctuations are measured in a vacuum arc centrifuge using a Langmuir probe. Statistical analysis of the energy density reveals a lognormal distribution over roughly 2 orders of magnitude, with a high-field nonlinear cutoff whose spatial dependence is consistent with the predicted eigenmode profile. These results are consistent with stochastic growth and nonlinear saturation of a spatially extended eigenmode, the first evidence for stochastic growth of an extended structure

  6. Secondary Channel Bifurcation Geometry: A Multi-dimensional Problem

    Science.gov (United States)

    Gaeuman, D.; Stewart, R. L.

    2017-12-01

    The construction of secondary channels (or side channels) is a popular strategy for increasing aquatic habitat complexity in managed rivers. Such channels, however, frequently experience aggradation that prevents surface water from entering the side channels near their bifurcation points during periods of relatively low discharge. This failure to maintain an uninterrupted surface water connection with the main channel can reduce the habitat value of side channels for fish species that prefer lotic conditions. Various factors have been proposed as potential controls on the fate of side channels, including water surface slope differences between the main and secondary channels, the presence of main channel secondary circulation, transverse bed slopes, and bifurcation angle. A quantitative assessment of more than 50 natural and constructed secondary channels in the Trinity River of northern California indicates that bifurcations can assume a variety of configurations that are formed by different processes and whose longevity is governed by different sets of factors. Moreover, factors such as bifurcation angle and water surface slope vary with discharge level and are continuously distributed in space, such that they must be viewed as a multi-dimensional field rather than a single-valued attribute that can be assigned to a particular bifurcation.

  7. Magneto-elastic dynamics and bifurcation of rotating annular plate*

    International Nuclear Information System (INIS)

    Hu Yu-Da; Piao Jiang-Min; Li Wen-Qiang

    2017-01-01

    In this paper, magneto-elastic dynamic behavior, bifurcation, and chaos of a rotating annular thin plate with various boundary conditions are investigated. Based on the thin plate theory and the Maxwell equations, the magneto-elastic dynamic equations of rotating annular plate are derived by means of Hamilton’s principle. Bessel function as a mode shape function and the Galerkin method are used to achieve the transverse vibration differential equation of the rotating annular plate with different boundary conditions. By numerical analysis, the bifurcation diagrams with magnetic induction, amplitude and frequency of transverse excitation force as the control parameters are respectively plotted under different boundary conditions such as clamped supported sides, simply supported sides, and clamped-one-side combined with simply-anotherside. Poincaré maps, time history charts, power spectrum charts, and phase diagrams are obtained under certain conditions, and the influence of the bifurcation parameters on the bifurcation and chaos of the system is discussed. The results show that the motion of the system is a complicated and repeated process from multi-periodic motion to quasi-period motion to chaotic motion, which is accompanied by intermittent chaos, when the bifurcation parameters change. If the amplitude of transverse excitation force is bigger or magnetic induction intensity is smaller or boundary constraints level is lower, the system can be more prone to chaos. (paper)

  8. Inverse bifurcation analysis: application to simple gene systems

    Directory of Open Access Journals (Sweden)

    Schuster Peter

    2006-07-01

    Full Text Available Abstract Background Bifurcation analysis has proven to be a powerful method for understanding the qualitative behavior of gene regulatory networks. In addition to the more traditional forward problem of determining the mapping from parameter space to the space of model behavior, the inverse problem of determining model parameters to result in certain desired properties of the bifurcation diagram provides an attractive methodology for addressing important biological problems. These include understanding how the robustness of qualitative behavior arises from system design as well as providing a way to engineer biological networks with qualitative properties. Results We demonstrate that certain inverse bifurcation problems of biological interest may be cast as optimization problems involving minimal distances of reference parameter sets to bifurcation manifolds. This formulation allows for an iterative solution procedure based on performing a sequence of eigen-system computations and one-parameter continuations of solutions, the latter being a standard capability in existing numerical bifurcation software. As applications of the proposed method, we show that the problem of maximizing regions of a given qualitative behavior as well as the reverse engineering of bistable gene switches can be modelled and efficiently solved.

  9. A heterogeneous stochastic FEM framework for elliptic PDEs

    International Nuclear Information System (INIS)

    Hou, Thomas Y.; Liu, Pengfei

    2015-01-01

    We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage

  10. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

  11. Remarks on stochastic acceleration

    International Nuclear Information System (INIS)

    Graeff, P.

    1982-12-01

    Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)

  12. The interpolation method of stochastic functions and the stochastic variational principle

    International Nuclear Information System (INIS)

    Liu Xianbin; Chen Qiu

    1993-01-01

    Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second

  13. Sediment sorting at a side channel bifurcation

    Science.gov (United States)

    van Denderen, Pepijn; Schielen, Ralph; Hulscher, Suzanne

    2017-04-01

    Side channels have been constructed to reduce the flood risk and to increase the ecological value of the river. In various Dutch side channels large aggradation in these channels occurred after construction. Measurements show that the grain size of the deposited sediment in the side channel is smaller than the grain size found on the bed of the main channel. This suggest that sorting occurs at the bifurcation of the side channel. The objective is to reproduce with a 2D morphological model the fining of the bed in the side channel and to study the effect of the sediment sorting on morphodynamic development of the side channel. We use a 2D Delft3D model with two sediment fractions. The first fraction corresponds with the grain size that can be found on the bed of the main channel and the second fraction corresponds with the grain size found in the side channel. With the numerical model we compute several side channel configurations in which we vary the length and the width of the side channel, and the curvature of the upstream channel. From these computations we can derive the equilibrium state and the time scale of the morphodynamic development of the side channel. Preliminary results show that even when a simple sediment transport relation is used, like Engelund & Hansen, more fine sediment enters the side channel than coarse sediment. This is as expected, and is probably related to the bed slope effects which are a function of the Shields parameter. It is expected that by adding a sill at the entrance of the side channel the slope effect increases. This might reduce the amount of coarse sediment which enters the side channel even more. It is unclear whether the model used is able to reproduce the effect of such a sill correctly as modelling a sill and reproducing the correct hydrodynamic and morphodynamic behaviour is not straightforward in a 2D model. Acknowledgements: This research is funded by STW, part of the Dutch Organization for Scientific Research under

  14. Stochastic processes, slaves and supersymmetry

    International Nuclear Information System (INIS)

    Drummond, I T; Horgan, R R

    2012-01-01

    We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)

  15. EXPERIMENTAL STUDY ON SEDIMENT DISTRIBUTION AT CHANNEL BIFURCATION

    Institute of Scientific and Technical Information of China (English)

    G.M. Tarekul ISLAM; M.R. KABIR; Ainun NISHAT

    2002-01-01

    This paper presents the experimental results on the distribution of sediments at channel bifurcation.The experiments have been conducted in a physical model of channel bifurcation. It consists of a straight main channel which bifurcates into two branch channels of different widths. The test rig is a mobile bed with fixed bank. Four different noses have been used to study the phenomenon. For each nose, three upstream discharges viz. 20 l/s, 30 l/s and 40 l/s have been employed. From the measured data, discharges and sediment transport ratios per unit width are calculated in the downstream branches.These data have been set to the general nodal point relation and a set of equations has been developed to describe the distribution of sediments to the downstream branches for different nose angles.

  16. Adaptive Control of Electromagnetic Suspension System by HOPF Bifurcation

    Directory of Open Access Journals (Sweden)

    Aming Hao

    2013-01-01

    Full Text Available EMS-type maglev system is essentially nonlinear and unstable. It is complicated to design a stable controller for maglev system which is under large-scale disturbance and parameter variance. Theory analysis expresses that this phenomenon corresponds to a HOPF bifurcation in mathematical model. An adaptive control law which adjusts the PID control parameters is given in this paper according to HOPF bifurcation theory. Through identification of the levitated mass, the controller adjusts the feedback coefficient to make the system far from the HOPF bifurcation point and maintain the stability of the maglev system. Simulation result indicates that adjusting proportion gain parameter using this method can extend the state stability range of maglev system and avoid the self-excited vibration efficiently.

  17. Hopf bifurcation and chaos in macroeconomic models with policy lag

    International Nuclear Information System (INIS)

    Liao Xiaofeng; Li Chuandong; Zhou Shangbo

    2005-01-01

    In this paper, we consider the macroeconomic models with policy lag, and study how lags in policy response affect the macroeconomic stability. The local stability of the nonzero equilibrium of this equation is investigated by analyzing the corresponding transcendental characteristic equation of its linearized equation. Some general stability criteria involving the policy lag and the system parameter are derived. By choosing the policy lag as a bifurcation parameter, the model is found to undergo a sequence of Hopf bifurcation. The direction and stability of the bifurcating periodic solutions are determined by using the normal form theory and the center manifold theorem. Moreover, we show that the government can stabilize the intrinsically unstable economy if the policy lag is sufficiently short, but the system become locally unstable when the policy lag is too long. We also find the chaotic behavior in some range of the policy lag

  18. Bifurcated equilibria in two-dimensional MHD with diamagnetic effects

    International Nuclear Information System (INIS)

    Ottaviani, M.; Tebaldi, C.

    1998-12-01

    In this work we analyzed the sequence of bifurcated equilibria in two-dimensional reduced magnetohydrodynamics. Diamagnetic effects are studied under the assumption of a constant equilibrium pressure gradient, not altered by the formation of the magnetic island. The formation of an island when the symmetric equilibrium becomes unstable is studied as a function of the tearing mode stability parameter Δ' and of the diamagnetic frequency, by employing fixed-points numerical techniques and an initial value code. At larger values of Δ' a tangent bifurcation takes place, above which no small island solutions exist. This bifurcation persists up to fairly large values of the diamagnetic frequency (of the order of one tenth of the Alfven frequency). The implications of this phenomenology for the intermittent MHD dynamics observed in tokamaks is discussed. (authors)

  19. Bifurcations of propellant burning rate at oscillatory pressure

    Energy Technology Data Exchange (ETDEWEB)

    Novozhilov, Boris V. [N. N. Semenov Institute of Chemical Physics, Russian Academy of Science, 4 Kosygina St., Moscow 119991 (Russian Federation)

    2006-06-15

    A new phenomenon, the disparity between pressure and propellant burning rate frequencies, has revealed in numerical studies of propellant burning rate response to oscillatory pressure. As is clear from the linear approximation, under small pressure amplitudes, h, pressure and propellant burning rate oscillations occur with equal period T (T-solution). In the paper, however, it is shown that at a certain critical value of the parameter h the system in hand undergoes a bifurcation so that the T-solution converts to oscillations with period 2T (2T-solution). When the bifurcation parameter h increases, the subsequent behavior of the system becomes complicated. It is obtained a sequence of period doubling to 4T-solution and 8T-solution. Beyond a certain value of the bifurcation parameter h an apparently fully chaotic solution is found. These effects undoubtedly should be taken into account in studies of oscillatory processes in combustion chambers. (Abstract Copyright [2006], Wiley Periodicals, Inc.)

  20. Dynamical systems V bifurcation theory and catastrophe theory

    CERN Document Server

    1994-01-01

    Bifurcation theory and catastrophe theory are two of the best known areas within the field of dynamical systems. Both are studies of smooth systems, focusing on properties that seem to be manifestly non-smooth. Bifurcation theory is concerned with the sudden changes that occur in a system when one or more parameters are varied. Examples of such are familiar to students of differential equations, from phase portraits. Moreover, understanding the bifurcations of the differential equations that describe real physical systems provides important information about the behavior of the systems. Catastrophe theory became quite famous during the 1970's, mostly because of the sensation caused by the usually less than rigorous applications of its principal ideas to "hot topics", such as the characterization of personalities and the difference between a "genius" and a "maniac". Catastrophe theory is accurately described as singularity theory and its (genuine) applications. The authors of this book, the first printing of w...

  1. Bifurcation analysis of a delayed mathematical model for tumor growth

    International Nuclear Information System (INIS)

    Khajanchi, Subhas

    2015-01-01

    In this study, we present a modified mathematical model of tumor growth by introducing discrete time delay in interaction terms. The model describes the interaction between tumor cells, healthy tissue cells (host cells) and immune effector cells. The goal of this study is to obtain a better compatibility with reality for which we introduced the discrete time delay in the interaction between tumor cells and host cells. We investigate the local stability of the non-negative equilibria and the existence of Hopf-bifurcation by considering the discrete time delay as a bifurcation parameter. We estimate the length of delay to preserve the stability of bifurcating periodic solutions, which gives an idea about the mode of action for controlling oscillations in the tumor growth. Numerical simulations of the model confirm the analytical findings

  2. Bifurcations in the optimal elastic foundation for a buckling column

    International Nuclear Information System (INIS)

    Rayneau-Kirkhope, Daniel; Farr, Robert; Ding, K.; Mao, Yong

    2010-01-01

    We investigate the buckling under compression of a slender beam with a distributed lateral elastic support, for which there is an associated cost. For a given cost, we study the optimal choice of support to protect against Euler buckling. We show that with only weak lateral support, the optimum distribution is a delta-function at the centre of the beam. When more support is allowed, we find numerically that the optimal distribution undergoes a series of bifurcations. We obtain analytical expressions for the buckling load around the first bifurcation point and corresponding expansions for the optimal position of support. Our theoretical predictions, including the critical exponent of the bifurcation, are confirmed by computer simulations.

  3. Bifurcations in the optimal elastic foundation for a buckling column

    Energy Technology Data Exchange (ETDEWEB)

    Rayneau-Kirkhope, Daniel, E-mail: ppxdr@nottingham.ac.u [School of Physics and Astronomy, University of Nottingham, Nottingham, NG7 2RD (United Kingdom); Farr, Robert [Unilever R and D, Olivier van Noortlaan 120, AT3133, Vlaardingen (Netherlands); London Institute for Mathematical Sciences, 22 South Audley Street, Mayfair, London (United Kingdom); Ding, K. [Department of Physics, Fudan University, Shanghai, 200433 (China); Mao, Yong [School of Physics and Astronomy, University of Nottingham, Nottingham, NG7 2RD (United Kingdom)

    2010-12-01

    We investigate the buckling under compression of a slender beam with a distributed lateral elastic support, for which there is an associated cost. For a given cost, we study the optimal choice of support to protect against Euler buckling. We show that with only weak lateral support, the optimum distribution is a delta-function at the centre of the beam. When more support is allowed, we find numerically that the optimal distribution undergoes a series of bifurcations. We obtain analytical expressions for the buckling load around the first bifurcation point and corresponding expansions for the optimal position of support. Our theoretical predictions, including the critical exponent of the bifurcation, are confirmed by computer simulations.

  4. Bifurcation-free design method of pulse energy converter controllers

    International Nuclear Information System (INIS)

    Kolokolov, Yury; Ustinov, Pavel; Essounbouli, Najib; Hamzaoui, Abdelaziz

    2009-01-01

    In this paper, a design method of pulse energy converter (PEC) controllers is proposed. This method develops a classical frequency domain design, based on the small signal modeling, by means of an addition of a nonlinear dynamics analysis stage. The main idea of the proposed method consists in fact that the PEC controller, designed with an application of the small signal modeling, is tuned after with taking into the consideration an essentially nonlinear nature of the PEC that makes it possible to avoid bifurcation phenomena in the PEC dynamics at the design stage (bifurcation-free design). Also application of the proposed method allows an improvement of the designed controller performance. The application of this bifurcation-free design method is demonstrated on an example of the controller design of direct current-direct current (DC-DC) buck converter with an input electromagnetic interference filter.

  5. Stochastic processes inference theory

    CERN Document Server

    Rao, Malempati M

    2014-01-01

    This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

  6. Introduction to stochastic calculus

    CERN Document Server

    Karandikar, Rajeeva L

    2018-01-01

    This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

  7. Stochastic coalgebraic logic

    CERN Document Server

    Doberkat, Ernst-Erich

    2009-01-01

    Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.

  8. An introduction to stochastic processes with applications to biology

    CERN Document Server

    Allen, Linda J S

    2010-01-01

    An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes.New to the Second EditionA new chapter on stochastic differential equations th

  9. Problems of Mathematical Finance by Stochastic Control Methods

    Science.gov (United States)

    Stettner, Łukasz

    The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

  10. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

    We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...

  11. The stochastic goodwill problem

    OpenAIRE

    Marinelli, Carlo

    2003-01-01

    Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...

  12. BRST stochastic quantization

    International Nuclear Information System (INIS)

    Hueffel, H.

    1990-01-01

    After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)

  13. An Approach to Robust Control of the Hopf Bifurcation

    Directory of Open Access Journals (Sweden)

    Giacomo Innocenti

    2011-01-01

    Full Text Available The paper illustrates a novel approach to modify the Hopf bifurcation nature via a nonlinear state feedback control, which leaves the equilibrium properties unchanged. This result is achieved by recurring to linear and nonlinear transformations, which lead the system to locally assume the ordinary differential equation representation. Third-order models are considered, since they can be seen as proper representatives of a larger class of systems. The explicit relationship between the control input and the Hopf bifurcation nature is obtained via a frequency approach, that does not need the computation of the center manifold.

  14. Three dimensional nilpotent singularity and Sil'nikov bifurcation

    International Nuclear Information System (INIS)

    Li Xindan; Liu Haifei

    2007-01-01

    In this paper, by using the normal form, blow-up theory and the technique of global bifurcations, we study the singularity at the origin with threefold zero eigenvalue for nonsymmetric vector fields with nilpotent linear part and 4-jet C ∼ -equivalent toy-bar -bar x+z-bar -bar y+ax 3 y-bar -bar z,with a 0, and analytically prove the existence of Sil'nikov bifurcation, and then of the strange attractor for certain subfamilies of the nonsymmetric versal unfoldings of this singularity under some conditions

  15. Global bifurcations in a piecewise-smooth Cournot duopoly game

    International Nuclear Information System (INIS)

    Tramontana, Fabio; Gardini, Laura; Puu, Toenu

    2010-01-01

    The object of the work is to perform the global analysis of the Cournot duopoly model with isoelastic demand function and unit costs, presented in Puu . The bifurcation of the unique Cournot fixed point is established, which is a resonant case of the Neimark-Sacker bifurcation. New properties associated with the introduction of horizontal branches are evidenced. These properties differ significantly when the constant value is zero or positive and small. The good behavior of the case with positive constant is proved, leading always to positive trajectories. Also when the Cournot fixed point is unstable, stable cycles of any period may exist.

  16. Communication: Mode bifurcation of droplet motion under stationary laser irradiation

    Energy Technology Data Exchange (ETDEWEB)

    Takabatake, Fumi [Department of Physics, Graduate School of Science, Kyoto University, Kyoto 606-8502 (Japan); Department of Bioengineering and Robotics, Graduate School of Engineering, Tohoku University, Sendai, Miyagi 980-8579 (Japan); Yoshikawa, Kenichi [Faculty of Life and Medical Sciences, Doshisha University, Kyotanabe, Kyoto 610-0394 (Japan); Ichikawa, Masatoshi, E-mail: ichi@scphys.kyoto-u.ac.jp [Department of Physics, Graduate School of Science, Kyoto University, Kyoto 606-8502 (Japan)

    2014-08-07

    The self-propelled motion of a mm-sized oil droplet floating on water, induced by a local temperature gradient generated by CW laser irradiation is reported. The circular droplet exhibits two types of regular periodic motion, reciprocal and circular, around the laser spot under suitable laser power. With an increase in laser power, a mode bifurcation from rectilinear reciprocal motion to circular motion is caused. The essential aspects of this mode bifurcation are discussed in terms of spontaneous symmetry-breaking under temperature-induced interfacial instability, and are theoretically reproduced with simple coupled differential equations.

  17. Transportation and concentration inequalities for bifurcating Markov chains

    DEFF Research Database (Denmark)

    Penda, S. Valère Bitseki; Escobar-Bach, Mikael; Guillin, Arnaud

    2017-01-01

    We investigate the transportation inequality for bifurcating Markov chains which are a class of processes indexed by a regular binary tree. Fitting well models like cell growth when each individual gives birth to exactly two offsprings, we use transportation inequalities to provide useful...... concentration inequalities.We also study deviation inequalities for the empirical means under relaxed assumptions on the Wasserstein contraction for the Markov kernels. Applications to bifurcating nonlinear autoregressive processes are considered for point-wise estimates of the non-linear autoregressive...

  18. Bifurcated transition of radial transport in the HIEI tandem mirror

    International Nuclear Information System (INIS)

    Sakai, O.; Yasaka, Y.

    1995-01-01

    Transition to a high radial confinement mode in a mirror plasma is triggered by limiter biasing. Sheared plasma rotation is induced in the high confinement phase which is characterized by reduction of edge turbulence and a confinement enhancement factor of 2-4. Edge plasma parameters related to radial confinement show a hysteresis phenomenon as a function of bias voltage or bias current, leading to the fact that transition from low to high confinement mode occurs between the bifurcated states. A transition model based on azimuthal momentum balance is employed to clarify physics of the observed bifurcation. copyright 1995 American Institute of Physics

  19. Discretizing the transcritical and pitchfork bifurcations – conjugacy results

    KAUST Repository

    Lóczi, Lajos

    2015-01-07

    © 2015 Taylor & Francis. We present two case studies in one-dimensional dynamics concerning the discretization of transcritical (TC) and pitchfork (PF) bifurcations. In the vicinity of a TC or PF bifurcation point and under some natural assumptions on the one-step discretization method of order (Formula presented.) , we show that the time- (Formula presented.) exact and the step-size- (Formula presented.) discretized dynamics are topologically equivalent by constructing a two-parameter family of conjugacies in each case. As a main result, we prove that the constructed conjugacy maps are (Formula presented.) -close to the identity and these estimates are optimal.

  20. Stochastic variables in N=1 supersymmetric Yang-Mills theory

    International Nuclear Information System (INIS)

    Lechtenfeld, O.

    1984-06-01

    The stochastic structure of N=1 supersymmetric Yang-Mills theory is rederived by using a previously developed method for the construction of the (nonlocal) Nicolai map. The stochastic variables correspond to the fixed points of this mapping. The relations are derived in a light cone gauge and in general covariant gauges. (orig.)

  1. Reliability-Based Shape Optimization using Stochastic Finite Element Methods

    DEFF Research Database (Denmark)

    Enevoldsen, Ib; Sørensen, John Dalsgaard; Sigurdsson, G.

    1991-01-01

    stochastic fields (e.g. loads and material parameters such as Young's modulus and the Poisson ratio). In this case stochastic finite element techniques combined with FORM analysis can be used to obtain measures of the reliability of the structural systems, see Der Kiureghian & Ke (6) and Liu & Der Kiureghian...

  2. Stochastic simulation of karst conduit networks

    Science.gov (United States)

    Pardo-Igúzquiza, Eulogio; Dowd, Peter A.; Xu, Chaoshui; Durán-Valsero, Juan José

    2012-01-01

    Karst aquifers have very high spatial heterogeneity. Essentially, they comprise a system of pipes (i.e., the network of conduits) superimposed on rock porosity and on a network of stratigraphic surfaces and fractures. This heterogeneity strongly influences the hydraulic behavior of the karst and it must be reproduced in any realistic numerical model of the karst system that is used as input to flow and transport modeling. However, the directly observed karst conduits are only a small part of the complete karst conduit system and knowledge of the complete conduit geometry and topology remains spatially limited and uncertain. Thus, there is a special interest in the stochastic simulation of networks of conduits that can be combined with fracture and rock porosity models to provide a realistic numerical model of the karst system. Furthermore, the simulated model may be of interest per se and other uses could be envisaged. The purpose of this paper is to present an efficient method for conditional and non-conditional stochastic simulation of karst conduit networks. The method comprises two stages: generation of conduit geometry and generation of topology. The approach adopted is a combination of a resampling method for generating conduit geometries from templates and a modified diffusion-limited aggregation method for generating the network topology. The authors show that the 3D karst conduit networks generated by the proposed method are statistically similar to observed karst conduit networks or to a hypothesized network model. The statistical similarity is in the sense of reproducing the tortuosity index of conduits, the fractal dimension of the network, the direction rose of directions, the Z-histogram and Ripley's K-function of the bifurcation points (which differs from a random allocation of those bifurcation points). The proposed method (1) is very flexible, (2) incorporates any experimental data (conditioning information) and (3) can easily be modified when

  3. Hopf bifurcation analysis of Chen circuit with direct time delay feedback

    International Nuclear Information System (INIS)

    Hai-Peng, Ren; Wen-Chao, Li; Ding, Liu

    2010-01-01

    Direct time delay feedback can make non-chaotic Chen circuit chaotic. The chaotic Chen circuit with direct time delay feedback possesses rich and complex dynamical behaviours. To reach a deep and clear understanding of the dynamics of such circuits described by delay differential equations, Hopf bifurcation in the circuit is analysed using the Hopf bifurcation theory and the central manifold theorem in this paper. Bifurcation points and bifurcation directions are derived in detail, which prove to be consistent with the previous bifurcation diagram. Numerical simulations and experimental results are given to verify the theoretical analysis. Hopf bifurcation analysis can explain and predict the periodical orbit (oscillation) in Chen circuit with direct time delay feedback. Bifurcation boundaries are derived using the Hopf bifurcation analysis, which will be helpful for determining the parameters in the stabilisation of the originally chaotic circuit

  4. Reserves and cash flows under stochastic retirement

    DEFF Research Database (Denmark)

    Gad, Kamille Sofie Tågholt; Nielsen, Jeppe Woetmann

    2016-01-01

    Uncertain time of retirement and uncertain structure of retirement benefits are risk factors for life insurance companies. Nevertheless, classical life insurance models assume these are deterministic. In this paper, we include the risk from stochastic time of retirement and stochastic benefit...... structure in a classical finite-state Markov model for a life insurance contract. We include discontinuities in the distribution of the retirement time. First, we derive formulas for appropriate scaling of the benefits according to the time of retirement and discuss the link between the scaling...... and the guarantees provided. Stochastic retirement creates a need to rethink the construction of disability products for high ages and ways to handle this are discussed. We show how to calculate market reserves and how to use modified transition probabilities to calculate expected cash flows without significantly...

  5. Vibrations analysis and bifurcations in the self-sustained electromechanical system with multiple functions

    International Nuclear Information System (INIS)

    Yamapi, R.; Moukam Kakmeni, F.M.; Aziz-Alaoui, M.A.

    2005-07-01

    We consider in this paper the dynamics of the self-sustained electromechanical system with multiple functions, consisting of an electrical Rayleigh-Duffing oscillator, magnetically coupled with linear mechanical oscillators. The averaging and the balance harmonic method are used to and the amplitudes of the oscillatory states respectively in the autonomous and non-autonomous cases, and analyze the condition in which the quenching of self-sustained oscillations appears. The effects of the number of linear mechanical oscillators on the behavior of the model are discussed. Various bifurcation structures, the stability chart and the variation of the Lyapunov exponent are obtained, using numerical simulations of the equations of motion. (author)

  6. Global behavior analysis for stochastic system of 1,3-PD continuous fermentation

    Science.gov (United States)

    Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong

    2017-12-01

    Global behavior for stochastic system of continuous fermentation in glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae is analyzed in this paper. This bioprocess cannot avoid the stochastic perturbation caused by internal and external disturbance which reflect on the growth rate. These negative factors can limit and degrade the achievable performance of controlled systems. Based on multiplicity phenomena, the equilibriums and bifurcations of the deterministic system are analyzed. Then, a stochastic model is presented by a bounded Markov diffusion process. In order to analyze the global behavior, we compute the control sets for the associated control system. The probability distributions of relative supports are also computed. The simulation results indicate that how the disturbed biosystem tend to stationary behavior globally.

  7. Do ants need to estimate the geometrical properties of trail bifurcations to find an efficient route? A swarm robotics test bed.

    Directory of Open Access Journals (Sweden)

    Simon Garnier

    Full Text Available Interactions between individuals and the structure of their environment play a crucial role in shaping self-organized collective behaviors. Recent studies have shown that ants crossing asymmetrical bifurcations in a network of galleries tend to follow the branch that deviates the least from their incoming direction. At the collective level, the combination of this tendency and the pheromone-based recruitment results in a greater likelihood of selecting the shortest path between the colony's nest and a food source in a network containing asymmetrical bifurcations. It was not clear however what the origin of this behavioral bias is. Here we propose that it results from a simple interaction between the behavior of the ants and the geometry of the network, and that it does not require the ability to measure the angle of the bifurcation. We tested this hypothesis using groups of ant-like robots whose perceptual and cognitive abilities can be fully specified. We programmed them only to lay down and follow light trails, avoid obstacles and move according to a correlated random walk, but not to use more sophisticated orientation methods. We recorded the behavior of the robots in networks of galleries presenting either only symmetrical bifurcations or a combination of symmetrical and asymmetrical bifurcations. Individual robots displayed the same pattern of branch choice as individual ants when crossing a bifurcation, suggesting that ants do not actually measure the geometry of the bifurcations when travelling along a pheromone trail. Finally at the collective level, the group of robots was more likely to select one of the possible shorter paths between two designated areas when moving in an asymmetrical network, as observed in ants. This study reveals the importance of the shape of trail networks for foraging in ants and emphasizes the underestimated role of the geometrical properties of transportation networks in general.

  8. Necessary and sufficient conditions for Hopf bifurcation in tri-neuron equation with a delay

    International Nuclear Information System (INIS)

    Liu Xiaoming; Liao Xiaofeng

    2009-01-01

    In this paper, we consider the delayed differential equations modeling three-neuron equations with only a time delay. Using the time delay as a bifurcation parameter, necessary and sufficient conditions for Hopf bifurcation to occur are derived. Numerical results indicate that for this model, Hopf bifurcation is likely to occur at suitable delay parameter values.

  9. Local bifurcation analysis in nuclear reactor dynamics by Sotomayor’s theorem

    International Nuclear Information System (INIS)

    Pirayesh, Behnam; Pazirandeh, Ali; Akbari, Monireh

    2016-01-01

    Highlights: • When the feedback reactivity is considered as a nonlinear function some complex behaviors may emerge in the system such as local bifurcation phenomenon. • The qualitative behaviors of a typical nuclear reactor near its equilibrium points have been studied analytically. • Comprehensive analytical bifurcation analyses presented in this paper are transcritical bifurcation, saddle- node bifurcation and pitchfork bifurcation. - Abstract: In this paper, a qualitative approach has been used to explore nuclear reactor behaviors with nonlinear feedback. First, a system of four dimensional ordinary differential equations governing the dynamics of a typical nuclear reactor is introduced. These four state variables are the relative power of the reactor, the relative concentration of delayed neutron precursors, the fuel temperature and the coolant temperature. Then, the qualitative behaviors of the dynamical system near its equilibria have been studied analytically by using local bifurcation theory and Sotomayor’s theorem. The results indicated that despite the uncertainty of the reactivity, we can analyze the qualitative behavior changes of the reactor from the bifurcation point of view. Notably, local bifurcations that were considered in this paper include transcritical bifurcation, saddle-node bifurcation and pitchfork bifurcation. The theoretical analysis showed that these three types of local bifurcations may occur in the four dimensional dynamical system. In addition, to confirm the analytical results the numerical simulations are given.

  10. Bifurcation of limit cycles for cubic reversible systems

    Directory of Open Access Journals (Sweden)

    Yi Shao

    2014-04-01

    Full Text Available This article is concerned with the bifurcation of limit cycles of a class of cubic reversible system having a center at the origin. We prove that this system has at least four limit cycles produced by the period annulus around the center under cubic perturbations

  11. Coronary bifurcation lesions treated with simple or complex stenting

    DEFF Research Database (Denmark)

    Behan, Miles W; Holm, Niels R; de Belder, Adam J

    2016-01-01

    AIMS: Randomized trials of coronary bifurcation stenting have shown better outcomes from a simple (provisional) strategy rather than a complex (planned two-stent) strategy in terms of short-term efficacy and safety. Here, we report the 5-year all-cause mortality based on pooled patient-level data...

  12. The Boundary-Hopf-Fold Bifurcation in Filippov Systems

    NARCIS (Netherlands)

    Efstathiou, Konstantinos; Liu, Xia; Broer, Henk W.

    2015-01-01

    This paper studies the codimension-3 boundary-Hopf-fold (BHF) bifurcation of planar Filippov systems. Filippov systems consist of at least one discontinuity boundary locally separating the phase space to disjoint components with different dynamics. Such systems find applications in several fields,

  13. Stability and Hopf bifurcation analysis of a new system

    International Nuclear Information System (INIS)

    Huang Kuifei; Yang Qigui

    2009-01-01

    In this paper, a new chaotic system is introduced. The system contains special cases as the modified Lorenz system and conjugate Chen system. Some subtle characteristics of stability and Hopf bifurcation of the new chaotic system are thoroughly investigated by rigorous mathematical analysis and symbolic computations. Meanwhile, some numerical simulations for justifying the theoretical analysis are also presented.

  14. Pitchfork bifurcation and vibrational resonance in a fractional-order ...

    Indian Academy of Sciences (India)

    The fractional-order damping mainly determines the pattern of the vibrational resonance. There is a bifurcation point of the fractional order which, in the case of double-well potential, transforms vibrational resonance pattern from a single resonance to a double resonance, while in the case of single-well potential, transforms ...

  15. Nonintegrability of the unfolding of the fold-Hopf bifurcation

    Science.gov (United States)

    Yagasaki, Kazuyuki

    2018-02-01

    We consider the unfolding of the codimension-two fold-Hopf bifurcation and prove its meromorphic nonintegrability in the meaning of Bogoyavlenskij for almost all parameter values. Our proof is based on a generalized version of the Morales-Ramis-Simó theory for non-Hamiltonian systems and related variational equations up to second order are used.

  16. Experimental Investigation of Bifurcations in a Thermoacoustic Engine

    Directory of Open Access Journals (Sweden)

    Vishnu R. Unni

    2015-06-01

    Full Text Available In this study, variation in the characteristics of the pressure oscillations in a thermoacoustic engine is explored as the input heat flux is varied. A bifurcation diagram is plotted to study the variation in the qualitative behavior of the acoustic oscillations as the input heat flux changes. At a critical input heat flux (60 Watt, the engine begins to produce acoustic oscillations in its fundamental longitudinal mode. As the input heat flux is increased, incommensurate frequencies appear in the power spectrum. The simultaneous presence of incommensurate frequencies results in quasiperiodic oscillations. On further increase of heat flux, the fundamental mode disappears and second mode oscillations are observed. These bifurcations in the characteristics of the pressure oscillations are the result of nonlinear interaction between multiple modes present in the thermoacoustic engine. Hysteresis in the bifurcation diagram suggests that the bifurcation is subcritical. Further, the qualitative analysis of different dynamic regimes is performed using nonlinear time series analysis. The physical reason for the observed nonlinear behavior is discussed. Suggestions to avert the variations in qualitative behavior of the pressure oscillations in thermoacoustic engines are also provided.

  17. Stability of Bifurcating Stationary Solutions of the Artificial Compressible System

    Science.gov (United States)

    Teramoto, Yuka

    2018-02-01

    The artificial compressible system gives a compressible approximation of the incompressible Navier-Stokes system. The latter system is obtained from the former one in the zero limit of the artificial Mach number ɛ which is a singular limit. The sets of stationary solutions of both systems coincide with each other. It is known that if a stationary solution of the incompressible system is asymptotically stable and the velocity field of the stationary solution satisfies an energy-type stability criterion, then it is also stable as a solution of the artificial compressible one for sufficiently small ɛ . In general, the range of ɛ shrinks when the spectrum of the linearized operator for the incompressible system approaches to the imaginary axis. This can happen when a stationary bifurcation occurs. It is proved that when a stationary bifurcation from a simple eigenvalue occurs, the range of ɛ can be taken uniformly near the bifurcation point to conclude the stability of the bifurcating solution as a solution of the artificial compressible system.

  18. Long term results of kissing stents in the aortic bifurcation

    NARCIS (Netherlands)

    Hinnen, J.W.; Konickx, M.A.; Meerwaldt, Robbert; Kolkert, J.L.P.; van der Palen, Jacobus Adrianus Maria; Huisman, A.B.

    2015-01-01

    BACKGROUND: To evaluate the long-term outcome after aortoiliac kissing stent placement and to analyze variables, which potentially influence the outcome of endovascular reconstruction of the aortic bifurcation. METHODS: All patients treated with aortoiliac kissing stents at our institution between

  19. Femoral bifurcation with ipsilateral tibia hemimelia: Early outcome of ...

    African Journals Online (AJOL)

    Hereby, we present a case report of a 2-year-old boy who first presented in our orthopedic clinic as a 12-day-old neonate, with a grossly deformed right lower limb from a combination of complete tibia hemimelia and ipsilateral femoral bifurcation. Excision of femoral exostosis, knee disarticulation and prosthetic fitting gives ...

  20. Hopf bifurcation formula for first order differential-delay equations

    Science.gov (United States)

    Rand, Richard; Verdugo, Anael

    2007-09-01

    This work presents an explicit formula for determining the radius of a limit cycle which is born in a Hopf bifurcation in a class of first order constant coefficient differential-delay equations. The derivation is accomplished using Lindstedt's perturbation method.

  1. Direction and stability of bifurcating solutions for a Signorini problem

    Czech Academy of Sciences Publication Activity Database

    Eisner, J.; Kučera, Milan; Recke, L.

    2015-01-01

    Roč. 113, January (2015), s. 357-371 ISSN 0362-546X Institutional support: RVO:67985840 Keywords : Signorini problem * variational inequality * bifurcation direction Subject RIV: BA - General Mathematics Impact factor: 1.125, year: 2015 http://www.sciencedirect.com/science/article/pii/S0362546X14003228

  2. Smooth bifurcation for a Signorini problem on a rectangle

    Czech Academy of Sciences Publication Activity Database

    Eisner, J.; Kučera, Milan; Recke, L.

    2012-01-01

    Roč. 137, č. 2 (2012), s. 131-138 ISSN 0862-7959 R&D Projects: GA AV ČR IAA100190805 Institutional research plan: CEZ:AV0Z10190503 Keywords : Signorini problem * smooth bifurcation * variational inequality Subject RIV: BA - General Mathematics http://dml.cz/dmlcz/142859

  3. Bifurcation analysis and the travelling wave solutions of the Klein

    Indian Academy of Sciences (India)

    In this paper, we investigate the bifurcations and dynamic behaviour of travelling wave solutions of the Klein–Gordon–Zakharov equations given in Shang et al, Comput. Math. Appl. 56, 1441 (2008). Under different parameter conditions, we obtain some exact explicit parametric representations of travelling wave solutions by ...

  4. Heteroclinic Bifurcation Behaviors of a Duffing Oscillator with Delayed Feedback

    Directory of Open Access Journals (Sweden)

    Shao-Fang Wen

    2018-01-01

    Full Text Available The heteroclinic bifurcation and chaos of a Duffing oscillator with forcing excitation under both delayed displacement feedback and delayed velocity feedback are studied by Melnikov method. The Melnikov function is analytically established to detect the necessary conditions for generating chaos. Through the analysis of the analytical necessary conditions, we find that the influences of the delayed displacement feedback and delayed velocity feedback are separable. Then the influences of the displacement and velocity feedback parameters on heteroclinic bifurcation and threshold value of chaotic motion are investigated individually. In order to verify the correctness of the analytical conditions, the Duffing oscillator is also investigated by numerical iterative method. The bifurcation curves and the largest Lyapunov exponents are provided and compared. From the analysis of the numerical simulation results, it could be found that two types of period-doubling bifurcations occur in the Duffing oscillator, so that there are two paths leading to the chaos in this oscillator. The typical dynamical responses, including time histories, phase portraits, and Poincare maps, are all carried out to verify the conclusions. The results reveal some new phenomena, which is useful to design or control this kind of system.

  5. Bifurcation Analysis and Chaos Control in a Discrete Epidemic System

    Directory of Open Access Journals (Sweden)

    Wei Tan

    2015-01-01

    Full Text Available The dynamics of discrete SI epidemic model, which has been obtained by the forward Euler scheme, is investigated in detail. By using the center manifold theorem and bifurcation theorem in the interior R+2, the specific conditions for the existence of flip bifurcation and Neimark-Sacker bifurcation have been derived. Numerical simulation not only presents our theoretical analysis but also exhibits rich and complex dynamical behavior existing in the case of the windows of period-1, period-3, period-5, period-6, period-7, period-9, period-11, period-15, period-19, period-23, period-34, period-42, and period-53 orbits. Meanwhile, there appears the cascade of period-doubling 2, 4, 8 bifurcation and chaos sets from the fixed point. These results show the discrete model has more richer dynamics compared with the continuous model. The computations of the largest Lyapunov exponents more than 0 confirm the chaotic behaviors of the system x→x+δ[rN(1-N/K-βxy/N-(μ+mx], y→y+δ[βxy/N-(μ+dy]. Specifically, the chaotic orbits at an unstable fixed point are stabilized by using the feedback control method.

  6. Epidemic model with vaccinated age that exhibits backward bifurcation

    International Nuclear Information System (INIS)

    Yang Junyuan; Zhang Fengqin; Li Xuezhi

    2009-01-01

    Vaccination of susceptibilities is included in a transmission model for a disease that confers immunity. In this paper, interplay of vaccination strategy together with vaccine efficacy and the vaccinated age is studied. In particular, vaccine efficacy can lead to a backward bifurcation. At the same time, we also discuss an abstract formulation of the problem, and establish the well-posedness of the model.

  7. Bifurcation methods of dynamical systems for handling nonlinear ...

    Indian Academy of Sciences (India)

    physics pp. 863–868. Bifurcation methods of dynamical systems for handling nonlinear wave equations. DAHE FENG and JIBIN LI. Center for Nonlinear Science Studies, School of Science, Kunming University of Science and Technology .... (b) It can be shown from (15) and (18) that the balance between the weak nonlinear.

  8. Bifurcation analysis of wind-driven flows with MOM4

    NARCIS (Netherlands)

    Bernsen, E.; Dijkstra, H.A.; Wubs, F.W.

    2009-01-01

    In this paper, the methodology of bifurcation analysis is applied to the explicit time-stepping ocean model MOM4 using a Jacobian–Free Newton–Krylov (JFNK) approach. We in detail present the implementation of the JFNK method in MOM4 but restrict the preconditioning technique to the case for which

  9. Chemical reaction systems with a homoclinic bifurcation: an inverse problem

    Czech Academy of Sciences Publication Activity Database

    Plesa, T.; Vejchodský, Tomáš; Erban, R.

    2016-01-01

    Roč. 54, č. 10 (2016), s. 1884-1915 ISSN 0259-9791 EU Projects: European Commission(XE) 328008 - STOCHDETBIOMODEL Institutional support: RVO:67985840 Keywords : nonnegative dynamical systems * bifurcations * oscillations Subject RIV: BA - General Mathematics Impact factor: 1.308, year: 2016 http://link.springer.com/article/10.1007%2Fs10910-016-0656-1

  10. Smooth bifurcation for variational inequalities based on Lagrange multipliers

    Czech Academy of Sciences Publication Activity Database

    Eisner, Jan; Kučera, Milan; Recke, L.

    2006-01-01

    Roč. 19, č. 9 (2006), s. 981-1000 ISSN 0893-4983 R&D Projects: GA AV ČR(CZ) IAA100190506 Institutional research plan: CEZ:AV0Z10190503 Keywords : abstract variational inequality * bifurcation * Lagrange multipliers Subject RIV: BA - General Mathematics

  11. Experimental bifurcation analysis of an impact oscillator – Determining stability

    DEFF Research Database (Denmark)

    Bureau, Emil; Schilder, Frank; Elmegård, Michael

    2014-01-01

    We propose and investigate three different methods for assessing stability of dynamical equilibrium states during experimental bifurcation analysis, using a control-based continuation method. The idea is to modify or turn off the control at an equilibrium state and study the resulting behavior...

  12. Regularization of the Boundary-Saddle-Node Bifurcation

    Directory of Open Access Journals (Sweden)

    Xia Liu

    2018-01-01

    Full Text Available In this paper we treat a particular class of planar Filippov systems which consist of two smooth systems that are separated by a discontinuity boundary. In such systems one vector field undergoes a saddle-node bifurcation while the other vector field is transversal to the boundary. The boundary-saddle-node (BSN bifurcation occurs at a critical value when the saddle-node point is located on the discontinuity boundary. We derive a local topological normal form for the BSN bifurcation and study its local dynamics by applying the classical Filippov’s convex method and a novel regularization approach. In fact, by the regularization approach a given Filippov system is approximated by a piecewise-smooth continuous system. Moreover, the regularization process produces a singular perturbation problem where the original discontinuous set becomes a center manifold. Thus, the regularization enables us to make use of the established theories for continuous systems and slow-fast systems to study the local behavior around the BSN bifurcation.

  13. Topography of Aortic Bifurcation in a Black Kenyan Population ...

    African Journals Online (AJOL)

    After removal of abdominal viscera, peritoneum, fibrofatty connective tissue, inferior vena cava was removed to expose the termination of abdominal aorta. Vertebral level, angle and asymmetry of bifurcation were recorded. Data were analysed by SPSS version 17.0 for windows and are presented in tables and bar charts.

  14. Numerical bifurcation analysis of conformal formulations of the Einstein constraints

    International Nuclear Information System (INIS)

    Holst, M.; Kungurtsev, V.

    2011-01-01

    The Einstein constraint equations have been the subject of study for more than 50 years. The introduction of the conformal method in the 1970s as a parametrization of initial data for the Einstein equations led to increased interest in the development of a complete solution theory for the constraints, with the theory for constant mean curvature (CMC) spatial slices and closed manifolds completely developed by 1995. The first general non-CMC existence result was establish by Holst et al. in 2008, with extensions to rough data by Holst et al. in 2009, and to vacuum spacetimes by Maxwell in 2009. The non-CMC theory remains mostly open; moreover, recent work of Maxwell on specific symmetry models sheds light on fundamental nonuniqueness problems with the conformal method as a parametrization in non-CMC settings. In parallel with these mathematical developments, computational physicists have uncovered surprising behavior in numerical solutions to the extended conformal thin sandwich formulation of the Einstein constraints. In particular, numerical evidence suggests the existence of multiple solutions with a quadratic fold, and a recent analysis of a simplified model supports this conclusion. In this article, we examine this apparent bifurcation phenomena in a methodical way, using modern techniques in bifurcation theory and in numerical homotopy methods. We first review the evidence for the presence of bifurcation in the Hamiltonian constraint in the time-symmetric case. We give a brief introduction to the mathematical framework for analyzing bifurcation phenomena, and then develop the main ideas behind the construction of numerical homotopy, or path-following, methods in the analysis of bifurcation phenomena. We then apply the continuation software package AUTO to this problem, and verify the presence of the fold with homotopy-based numerical methods. We discuss these results and their physical significance, which lead to some interesting remaining questions to

  15. Stochastic approach to microphysics

    Energy Technology Data Exchange (ETDEWEB)

    Aron, J.C.

    1987-01-01

    The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).

  16. Stochastic dynamics and irreversibility

    CERN Document Server

    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 ...

  17. Stochastic optimization methods

    CERN Document Server

    Marti, Kurt

    2005-01-01

    Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.

  18. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

    We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

  19. Separable quadratic stochastic operators

    International Nuclear Information System (INIS)

    Rozikov, U.A.; Nazir, S.

    2009-04-01

    We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)

  20. Stochastic cooling at Fermilab

    International Nuclear Information System (INIS)

    Marriner, J.

    1986-08-01

    The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system