Complex economic dynamics: Chaotic saddle, crisis and intermittency

Complex economic dynamics is studied by a forced oscillator model of business cycles. The technique of numerical modeling is applied to characterize the fundamental properties of complex economic systems which exhibit multiscale and multistability behaviors, as well as coexistence of order and chaos. In particular, we focus on the dynamics and structure of unstable periodic orbits and chaotic saddles within a periodic window of the bifurcation diagram, at the onset of a saddle-node bifurcation and of an attractor merging crisis, and in the chaotic regions associated with type-I intermittency and crisis-induced intermittency, in non-linear economic cycles. Inside a periodic window, chaotic saddles are responsible for the transient motion preceding convergence to a periodic or a chaotic attractor. The links between chaotic saddles, crisis and intermittency in complex economic dynamics are discussed. We show that a chaotic attractor is composed of chaotic saddles and unstable periodic orbits located in the gap regions of chaotic saddles. Non-linear modeling of economic chaotic saddle, crisis and intermittency can improve our understanding of the dynamics of financial intermittency observed in stock market and foreign exchange market. Characterization of the complex dynamics of economic systems is a powerful tool for pattern recognition and forecasting of business and financial cycles, as well as for optimization of management strategy and decision technology.     

Dynamics of SIR epidemic models with horizontal and vertical transmissions and constant treatment rates

We investigate the dynamics and bifurcations of SIR epidemic model with horizontal and vertical transmissions and constant treatment rates. It is proved that such SIR epidemic model have up to two positive epidemic equilibria and has no positive disease-free equilibria. We find all the ranges of the parameters involved in the model under which the equilibria of the model are positive. By using the qualitative theory of planar systems and the normal form theory, the phase portraits of each equilibria are obtained. We show that the equilibria of the epidemic system can be saddles, stable nodes, stable or unstable focuses, weak centers or cusps. We prove that the system has the Bogdanov-Takens bifurcations, which exhibit saddle-node bifurcations, Hopf bifurcations and homoclinic bifurcations.     

拓扑方法在叶栅三元流场分析中的应用(Ⅰ)——表面摩擦力线和截面流线的拓扑法则

文中基于Lighthill和Hunt等的工作,建立了适用于分析叶栅表面摩擦力线和截面流线图的拓扑法则.这些法则是:1)对于不带围带的动叶栅,每个节距范围内的表面摩擦力矢量场中的总结点数等于总鞍点数;2)对于叶片端部无间隙的环形叶栅或直列叶栅,每个节距内表面摩擦力矢量场中的总鞍点数比总结点数多两个;3)在叶栅横截面的二次流场中,总鞍点数比总结点数少一个;4)在贯穿流道的子午截面和前后缘截面上的截面流线矢量场中,总的结点数等于总的鞍点数;5)在叶栅跨叶片截面中,截面流线矢量场的总结点数比总鞍点数少一个.     

连接两个具有一维不稳定流形的双曲鞍点异宿环的稳定性

本文研究任意有限维空间中连接两个具有一维不稳定流形的双曲鞍点异宿环的稳定性.借助适当的线性变换和坐标变换,将局部稳定流形和不稳定流形拉直,利用奇异流映射和正则流映射构造了Poincaré映射.通过技巧性地估计向量的模,给出了在横截面上Poincaré映射的初始点与首次回归点离异宿轨道与横截面交点的距离之比,得到了高维空间中连接两个带有一维不稳定流形的异宿环的非常简洁的稳定性判据.     

Stabilizing periodic orbits of fractional order chaotic systems via linear feedback theory

In this paper stabilizing unstable periodic orbits (UPO) in a chaotic fractional order system is studied. Firstly, a technique for finding unstable periodic orbits in chaotic fractional order systems is stated. Then by applying this technique to the fractional van der Pol and fractional Duffing systems as two demonstrative examples, their unstable periodic orbits are found. After that, a method is presented for stabilization of the discovered UPOs based on the theories of stability of linear integer order and fractional order systems. Finally, based on the proposed idea a linear feedback controller is applied to the systems and simulations are done for demonstration of controller performance.     

A recursive delayed output-feedback control to stabilize chaotic systems using linear-in-parameter neural networks

In this paper, a recursive delayed output-feedback control strategy is considered for stabilizing unstable periodic orbit of unknown nonlinear chaotic systems. An unknown nonlinearity is directly estimated by a linear-in-parameter neural network which is then used in an observer structure. An on-line modified back propagation algorithm with e-modification is used to update the weights of the network. The globally uniformly ultimately boundedness of overall closed-loop system response is analytically ensured using Razumikhin lemma. To verify the effectiveness of the proposed observer-based controller, a set of simulations is performed on a Rossler system in comparison with several previous methods.     

纯量反馈系统同时强镇定的充分条件

一个稳定的补偿器可同时镇定n个对象(同时强镇定)等价于一个补偿器(不一定稳定)同时镇定n 1个对象(同时镇定)．两个以上对象的同时强镇定和三个以上对象的伺时镇定是线性系统中一个急待解决的公开问题．文中所作的基本假定是所有的对象具有相同的简单不稳定零点，在此条件下给出了n个对象同时强镇定的一个充分条件．当仅有一个不稳定零点时．容易检验是否同时强镇定，否则仅需确定n个对象的不稳定零点并且判定由不稳定零点导出一个相应矩阵是正定的，就能判定n个对象同时强镇定．因此是一个易于检验的充分条件．文章同时给出了n个对象同时强镇定的算法，丰富了同时强镇定的充分条件．     

Robust design of rule-based fuzzy controllers

This paper deals with the design of stable and robust rule-based fuzzy control systems. New expressions to compute indices which provide a measure of the stability and robustness of fuzzy control systems are presented. The relation between the modification of the rules and the stability is studied through the so-called sensitivity indices. The paper presents procedures that make use of these indices to improve the design of fuzzy control systems, including the modification of the rules to obtain the global stability of an unstable system with multiple attractors, and to improve the dynamic behavior or the robustness of a non-linear plant. An example with a fuzzy controller for a system with non-linear damping and saturation in the actuation is presented to illustrate the design procedure.     

Heteroclinic bifurcation in a class of planar piecewise smooth systems with multiple zones

We discuss heteroclinic bifurcation in a class of periodically excited planar piecewise smooth systems with discontinuities on finitely many smooth curves intersecting at the origin. Assume that the unperturbed system has a hyperbolic saddle in each subregion, and those saddles are connected by a heteroclinic cycle that crosses every switching curve transversally exactly once. We present a method of Melnikov type to derive sufficient conditions under which the perturbed stable and unstable manifolds intersect transversally. Such transversal intersections imply that the corresponding Poincaré map has a transverse heteroclinic cycle. As applications, we present examples with 2 and 4 switching curves respectively. Our numerical simulations suggest that such transversal intersections result in the appearance of chaotic motions in those example systems.     

一个分段线性Hénon映射吸引集合的结构

本文采用对偶线映射的方法分析了分段线性Hénon映射(x,y)→(1-a|x|+by,x),a=8/5,b=9/25吸引集的详细结构.设A和B分别是映射在第一和第三象限内的不动鞍点,本文说明:(1)映射的吸引集是B的不稳定流形U_B的闭包ū_B,而A的不稳定流形U_A则是ū_B的一个子集;(2)吸引盆是A的稳定流形S_A的闭包S_A,其边界是B的稳定流形S_B,而S_B在A_A的极限集之内.文中还给出周期鞍点不稳定流形和不动鞍点不稳定流形之间的关系.文中的符号动力学记号可用以研究各个不变流形每段的动态以及各同宿点、异宿点的动态.     

Delayed state feedback and chaos control for time-periodic systems via a symbolic approach

This paper presents a symbolic method for a delayed state feedback controller (DSFC) design for linear time-periodic delay (LTPD) systems that are open loop unstable and its extension to incorporate regulation and tracking of nonlinear time-periodic delay (NTPD) systems exhibiting chaos. By using shifted Chebyshev polynomials, the closed loop monodromy matrix of the LTPD system (or the linearized error dynamics of the NTPD system) is obtained symbolically in terms of controller parameters. The symbolic closed loop monodromy matrix, which is a finite dimensional approximation of an infinite dimensional operator, is used in conjunction with the Routh–Hurwitz criterion to design a DSFC to asymptotically stabilize the unstable dynamic system. Two controllers designs are presented. The first design is a constant gain DSFC and the second one is a periodic gain DSFC. The periodic gain DSFC has a larger region of stability in the parameter space than the constant gain DSFC. The asymptotic stability of the LTPD system obtained by the proposed method is illustrated by asymptotically stabilizing an open loop unstable delayed Mathieu equation. Control of a chaotic nonlinear system to any desired periodic orbit is achieved by rendering asymptotic stability to the error dynamics system. To accommodate large initial conditions, an open loop controller is also designed. This open loop controller is used first to control the error trajectories close to zero states and then the DSFC is switched on to achieve asymptotic stability of error states and consequently tracking of the original system states. The methodology is illustrated by two examples.     

On uniform controller design for linear switched systems

Traditional method to design a controller for each subsystem of switched systems will increase the complexity of the controller’s realization. Hence this paper gives sufficient conditions for designing a uniform output feedback controller for linear switched systems, and this common controller can be used for all subsystems of the switched systems. Then the output stabilization problem for a particular class of linear switched systems under this uniform output feedback controller has been studied. An illustrative example is given in order to highlight the proposed method.     

EXISTENCE AND STABILITY OF VISCOUS SHOCK PROFILES FOR 2-D ISENTROPIC MHD WITH INFINITE ELECTRICAL RESISTIVITY

For the two-dimensional Navier-Stokes equations of isentropic magnetohydrodynamics(MHD)withγ-law gas equation of state,γ≥1,and infinite electrical resistivity,we carry out a global analysis categorizing all possible viscous shock profiles.Precisely,we show that the phase portrait of the traveling-wave ODE generically consists of either two rest points connected by a viscous Lax profile,or else four rest points,two saddles and two nodes.In the latter configuration,which rest points are connected by profiles depends on the ratio of viscosities,and can involve Lax,overcompressive,or undercompressive shock profiles.Considered as three-dimensional solutions,undercompressive shocks are Lax-type(Alfven)waves.For the monatomic and diatomic casesγ=5/3 andγ=7/5,with standard viscosity ratio for a nonmagnetic gas,we find numerically that the the nodes are connected by a family of overcompressive profiles bounded by Lax profiles connecting saddles to nodes,with no undercompressive shocks occurring.We carry out a systematic numerical Evans function analysis indicating that all of these two-dimensional shock profiles are linearly and nonlinearly stable,both with respect to two-and three-dimensional perturbations.For the same gas constants,but different viscosity ratios,we investigate also cases for which undercompressive shocks appear;these are seen numerically to be stable as well,both with respect to two-dimensional and(in the neutral sense of convergence to nearby Riemann solutions)three-dimensional perturbations.     

On the use of Hadamard expansions in hyperasymptotic evaluation of Laplace-type integrals—III: Clusters of saddle points

It is shown how the recently developed Hadamard expansion procedure can be applied to the hyperasymptotic evaluation of Laplace-type integrals containing a large variable when the phase function has a cluster of close-lying saddle points. The modification to this procedure that is required when the saddles in the cluster coalesce to form a single higher-order saddle is discussed. An example is also considered in which there is both a coalescence of saddles and a Stokes phenomenon as the phase of the large variable is allowed to vary. Numerical examples are given to illustrate the accuracy that can be obtained with this new procedure.     

Adaptive event-triggered dynamic distributed control of switched positive systems with switching faults

This paper designs the dynamic output-feedback controller of switched positive systems subject to switching faults using an improved adaptive event-triggering mechanism. An adaptive event-triggering condition is addressed in the form of 1-norm by virtue of the measurable outputs of distributed sensors and the corresponding error. An error-based closed-loop control system whose dynamic variable relies on a state observer is obtained. A multiple copositive Lyapunov function is constructed to deal with the positivity and stability of the systems. The matrix decomposition and linear programming approaches are used to design and compute the controller and observer gains. An improved average dwell time scheme is proposed to handle the switching faults. The contributions of this paper lie in that: (i) An adaptive event-triggering mechanism is established for switched positive systems, (ii) A framework on the fault of switching signal is constructed, and (iii) A dynamic distributed controller is proposed for the considered systems. Finally, two illustrative examples are given to verify the effectiveness of the obtained results.     

Controller design for infinite-dimensional phase-nonminimal systems with parametric uncertainty and unmodeled dynamics

The article considers unstable infinite-dimensional systems, which may be phase-nonminimal. A derivativefree finite-dimensional adaptive controller is constructed. The controller stabilizes the output process using only the current process value. The method is based on a controller design algorithm for a finite-dimensional phase-nonminimal system with an unmodeled disturbance, which is obtained by finite-dimensional approximation of the initial system. The required prior information is restricted to a domain in the parameter space where the transfer function of the approximating model is irreducible.Translated from Nelineinye Dinamicheskie Sistemy: Kachestvennyi Analiz i Upravlenie — Sbornik Trudov, No. 3, pp. 29–39, 1993.     

Multivariable state-feedback self-tuning controllers ∗

This paper describes a state-space approach for self-tuning control of a class of multivariable stochastic systems having the same number of inputs as outputs. A multivariable state-feedback self-tuning controller, based on pole-assignment concepts, is derived. The developed multivariable self-tuner can be applied to stable/unstable and minimum/non-minimum phase linear time-invariant multivariable systems. A multivariable reduced-order self-tuner and a state-feedback minimum-variance self-tuner are also derived. The simplicity and flexibility of the proposed state-space approach facilitate the practical applications of self-tuning control concepts to real systems     

Robust fault tolerant control of continuous-time switched systems: An LMI approach

The present paper proposes a new robust fault tolerant control (RFTC) design for continuous-time switched systems. The main objective is to design in an integrated way the couple (controller, observer) that allows to stabilize switched systems even in the presence of actuator faults. A state/fault estimation observer is designed to simultaneously estimate system state and actuator faults. Based on this observer, a fault tolerant controller is developed to stabilize the system and accommodate the actuator faults automatically. The RFTC problem is formalized in the form of linear matrix inequalities (LMI) rather than bilinear matrix inequalities (BMI), to avoid the difficulty of solving BMIs. Finally, a numerical example composed of unstable subsystems is studied to show the applicability and efficiency of the obtained results.     

On certain eigenvalue problems occurring in physical systems

Certain eigenvalue problems with complex eigenvalues are examined in this article. Explicit solutions are given. These problems are important in the study of galaxies and plasma containment. The origin of galactic spirals is explained in terms of the type of unstable modes studied in this article.     

Stability and stabilization of impulsive switched system with inappropriate impulsive switching signals under asynchronous switching

The main objective of this paper is to study the stability and stabilization problems for a class of impulsive switched systems with inappropriate impulsive switching signals under asynchronous switching. Here, “inappropriate” means that the impulse jump moment may be inconsistent with the asynchronous switching moment or the system switching moment. And “asynchronous” implies that the switching of controller modes lags behind that of system modes. The hybrid case of stable or unstable subsystems combining with stable and unstable impulses is explored. A novel Lyapunov-like function is constructed, which is discontinuous at some special instants, including the switching instants, the instants when the system modes and filter modes are matched, and the impulse jump instants. Based on the novel multiple Lyapunov-like function, the sufficient conditions for the closed loop system to be globally uniformly exponentially stable (GUES) are obtained with admissible edge-dependent switching signals. Furthermore, by excogitating the state-feedback switching controller, the gain matrix of the controller can be obtained by solving the linear matrix inequalities. Finally, two numerical examples and simulation results are given to prove the effectiveness of our main results.