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1.
NONUNIFORM APPROACH TO TERMINAL VELOCITY FOR SINGLE MODERAYLEIGH-TAYLOR INSTABILITY——Howel Tong Ireflect upon the development of nonlinear time series analysis since 1990 by focusing on five major  相似文献   

2.
耿显民 《数学季刊》2008,23(1):144-155
This paper tries to utilize the methods of stochastic analysis and matrix analysis to research the existential problem of price series.By using the means of time series analysis,the input-output,Markov processes and the modern matrix analysis,the limiting problem of price halance and vibration in stochastic economic environment has been researched,and surprising conclusions obtained are as followingthe probability that the economic collapse time is equal ∞ is 0.  相似文献   

3.
In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.  相似文献   

4.
非线性模型滞后相依的广义互信息检验   总被引:1,自引:0,他引:1  
The general mutual information (GMI) and general conditional mutual information (GCMI) are considered to measure lag dependences in nonlinear time series. Both of the measures have the property of invariance with transform. The statistics based on GMI and GCMI are estimated using the correlation integral. Under the hypothesis of independent series, the estimators have Gaussian asymptotic distributions. Simulations applied to generated nonlinear series demonstrate that the methods appear to find frequently the correct lags.  相似文献   

5.
We discuss the relationship between the marginal tail risk probability and theinnovation's tail risk probability for some stationary financial time series models. We firstgive the main results on the tail behavior of a class of infinite weighted sums of randomvariables with heavy-tailed probabilities. And then, the main results are applied to threeimportant types of time series models; infinite order moving averages, the simple bilineartime series and the solutions of stochastic difference equations. The explicit formulasare given to describe how the marginal tail probabilities come from the innovation's tailprobabilities for these time series. Our results can be applied to the tail estimation of timeseries and are useful for risk analysis in finance.  相似文献   

6.
An important contribution in the development of nonlinear analysis was given by Leray and Schauder. In paper [21] they extended the Brouwer degree to compact continuous fields (i. e. compact continuous perturbations of the identity) and consequently provided a very powerful tool for the investigation of various problems of nonlinear differential equations and nonlinear integral equations. The detailed report of the Leray-Schauder degree and its applications can be found in many books, including [20, 23, 7], to mention only a few.  相似文献   

7.
A series of contractivity and exponential stability results for the solutions to nonlinear neutral functional differential equations (NFDEs) in Banach spaces are obtained,which provide unified theoretical foundation for the contractivity analysis of solutions to nonlinear problems in functional differential equations (FDEs),neutral delay differential equations (NDDEs) and NFDEs of other types which appear in practice.  相似文献   

8.
A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.  相似文献   

9.
Abstract. Ogr object in this artlcle is to describe tbe Galerkln scheme and nonlin-eax Galerkin scheme for the approximation of nonlinear evolution equations, and tostudy the stability of these schemes. Spatial discretizatlon can be pedormed by eitherGalerkln spectral method or nonlinear Galerldn spectral method; time discretizatlort isdone hy Euler sin.heine wklch is explicit or implicit in the nonlinear terms. According tothe stability analysis of the above schemes, the stability of nonllneex Galerkln methodis better than that of Galexkln method.  相似文献   

10.
In this paper,we highlight some recent developments of a new route to evaluate macroeconomic policy effects,which are investigated under the framework with potential outcomes.First,this paper begins with a brief introduction of the basic model setup in modern econometric analysis of program evaluation.Secondly,primary attention goes to the focus on causal effect estimation of macroeconomic policy with single time series data together with some extensions to multiple time series data.Furthermore,we examine the connection of this new approach to traditional macroeconomic models for policy analysis and evaluation.Finally,we conclude by addressing some possible future research directions in statistics and econometrics.  相似文献   

11.
Local polynomial modelling is a useful tool for nonlinear time series analysis. For nonlinear regression models with martingale difference errors, this paper presents a simple proof of local linear and local quadratic fittings under apparently minimal short-range dependence condition. Explicit formulae for the asymptotic bias and asymptotic variance are given, which facilitate numerical evaluations of these important quantities. The general theory is applied to nonparametric partial derivative estimation in nonlinear time series. A bias-adjusted method for constructing confidence intervals for first-order partial derivatives is described. Two examples, including the sunspots data, are used to demonstrate the use of local quadratic fitting for modelling and characterizing nonlinearity in time series data.  相似文献   

12.
The development of nonlinear waves on the free surface of a heavy liquid initially at rest is treated analytically in cases where the external pressure force of limited power is distributed over a large area in the free surface but is otherwise arbitrary. In [1] approximate (up to small terms of higher order) solution of the problem is obtained in the form of functional series. In the present article the convergence theorems for the series are proved. When the pressure varies with time sinusoidally, the sums of the series are found in closed form. By passing to the limit in the solution as time goes to infinity, the form of the nonlinear steady-state wave is found. According to the solution, when the steady-state wave gets away from the variable pressure zone, a long chain of structures develops similar to so called Kelvin-Helmholtz billows. The existence of nonlinear standing waves is discovered, which have a finite number of nodes in the free surface infinite in extent, and the frequency spectrum and the form of these waves are found explicitly.  相似文献   

13.
ABSTRACT

The use of beams and similar structural elements is finding increasing application in many areas including micro and nanotechnology devices. For the purpose of buckling analysis and control, it is essential to account for nonlinear terms in the strains while modelling these flexible structures. Further, the Poisson’s effect can be accounted in modelling by the use of a two-dimensional stress–strain relationship. This paper studies the buckling effect for a slender, vertical beam (in the clamped-free configuration) with horizontal actuation at the fixed end and a tip-mass at the free end. Including also the inextensibility constraint of the beam, the equations of motion are derived. A preliminary modal analysis of the system has been carried out to describe candidate post-buckling configurations and study the stability properties of these equilibria. The vertical configuration of the beam under the action of gravity is without loss of generality, since the objective is to model a potential field that determines the equilibria. Neglecting the inextensibility constraint, the equations of motion are then casted in port-Hamiltonian form with appropriately defined flows and efforts as a basis for structure-preserving discretization and simulation. Finally, the finite-dimensional model is simulated to obtain the time response of the tip-mass for different loading conditions.  相似文献   

14.
This paper addresses the analysis of a time noise‐driven Allen–Cahn equation modelling the evolution of damage in continuum media in the presence of stochastic dynamics. The nonlinear character of the equation is mainly due to a multivoque maximal monotone operator representing a constraint on the damage variable, which is forced to take physically admissible values. By a Yosida approximation and a time‐discretization procedure, we prove a result of global‐in‐time existence and uniqueness of the solution to the stochastic problem. Copyright © 2017 John Wiley & Sons, Ltd.  相似文献   

15.
We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series with non-linear dependences. The models are derived from ordinary time series models by imposing constraints that are encoded by mixed graphs. In these graphs each component series is represented by a single vertex and directed edges indicate possible Granger-causal relationships between variables while undirected edges are used to map the contemporaneous dependence structure. We introduce various notions of Granger-causal Markov properties and discuss the relationships among them and to other Markov properties that can be applied in this context. Examples for graphical time series models include nonlinear autoregressive models and multivariate ARCH models.  相似文献   

16.
非线性尺规近似法在圆杆颈缩局部有限变形分析中的应用   总被引:3,自引:0,他引:3  
形变局部化和不稳定的研究是当前力学问题的一个热点,其中最典型的问题是圆杆拉伸颈缩和滑移带的塑性分析·传统的微小变形弹塑性力学不能彻底解决此问题·本文采用以S(应变)_R(转动)分解定理为基础的非线性尺规数值计算法,并应用计算机模拟优化技术求出圆杆拉伸轴对称塑性有限变形的局部应变分布与发展形态·  相似文献   

17.
In this article, the underlying dynamics of treating grade distribution is interpreted as a chaotic system instead of a stochastic system for a better understanding. Here, we study the behavior of grade distribution spatial series acquired at the Chadormalu mine in Bafgh city of Iran to distinguish the possible existence of low‐dimensional deterministic chaos. This work applies a variety of nonlinear techniques for detecting the chaotic nature of the grade distribution spatial series and adopts a nonlinear prediction method for predicting the future of the grade distributions. First, the delay time dimension is computed using auto mutual information function to reconstruct the strange attractors. Then, the dimensionality of the trajectories is obtained using Cao's method and, correspondingly, the correlation dimension method is adopted to quantify the embedding dimension. The low embedding dimensions achieved from these methods show the existence of low dimensional chaos in the mining data. Next, the high sensitivity to initial conditions is evaluated using the maximal Lyapunov exponent criterion. Positive Lyapunov exponents obtained demonstrate the exponential divergence of the trajectories and hence the unpredictability of the data. Afterward, the nonlinear surrogate data test is done to further verify the nonlinear structure of the grade distribution series. This analysis provides considerable evidence for the being of low‐dimensional chaotic dynamics underlying the mining spatial series. Lastly, a nonlinear prediction scheme is carried out to predict the grade distribution series. Some computer simulations are presented to illustrate the efficiency of the applied nonlinear tools. © 2016 Wiley Periodicals, Inc. Complexity 21: 355–369, 2016  相似文献   

18.
替代数据检验法是检验时间序列中是否存在确定性非线性成分的重要统计方法.通过研究差分和数据平滑运算对替代数据检验方法的影响,指出常用的线性滤波等数据预处理步骤破坏了序列的静态性质,从而会导致对零假设的错误拒绝.因此,建议应该直接利用原始时间序列而非应用了差分等非静态滤波运算后的时间序列生成替代数据,再进行假设检验,以免造成对零假设的错误拒绝.  相似文献   

19.
This paper formulates a nonlinear time series model which encompasses several standard nonlinear models for time series as special cases. It also offers two methods for estimating missing observations, one using prediction and fixed point smoothing algorithms and the other using optimal estimating equation theory. Recursive estimation of missing observations in an autoregressive conditionally heteroscedastic (ARCH) model and the estimation of missing observations in a linear time series model are shown to be special cases. Construction of optimal estimates of missing observations using estimating equation theory is discussed and applied to some nonlinear models.Authors were supported in part by a grant from the Natural Sciences and Engineering Research Council of Canada.  相似文献   

20.
随着当代科学和技术的发展,复杂非线性系统和控制理论研究不断深入,应用领域不断扩大,已影响了科技和社会领域的许多方面.针对当今该领域的研究难点和重点,本文集中讨论了复杂非线性系统控制研究中的3个关键问题,包括非光滑系统控制、网络化系统控制、临界态分析与控制.一方面是对在相关研究领域中的部分科研成果做一个简要的总结;另一方面,想借此机会在自动化学会控制理论专业委员会成立50周年之际向专业委员会表示感谢和祝贺.  相似文献   

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