First-passage failure of a business cycle model under time-delayed feedback control and wide-band random excitation

First-passage failure of a classical business cycle model subject to time-delayed feedback control and wide-band random excitation is investigated in this paper. First, we get the averaged equation by using a stochastic averaging method, and then a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. The conditional reliability function, the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations analytically and numerically with suitable initial and boundary conditions. The results show that time delay in the feedback control forces may remarkably reduce the conditional reliability and the mean first-passage time of the controlled economics system.     

Importance sampling for randomly excited dynamical systems

An importance sampling technique for linear and non-linear dynamical systems subjected to random excitations is presented. Applying a transformation of probability measures, controls are introduced in the system of Itô stochastic differential equations such that the sample trajectories can be influenced in a predetermined way. As is shown, there exist controls resulting in unbiased zero-variance estimators. However, these optimal controls are in general not accessible and have to be replaced by sub-optimal ones derived from an optimization procedure analogous to the first order reliability method known from time-invariant problems. The efficiency of the proposed Monte Carlo simulation technique is demonstrated by estimating first-passage probabilities of typical oscillators under external white-noise excitation.     

The behavior of a periodically-forced nonlinear system subject to additive noise

We continue the study of a nonlinear first-order dynamical system first considered by Chen. This model is characterized by a multiplicative periodic forcing term and additive dichotomous noise in place of the white noise of Chen's analysis. Two parameters are used to characterize the qualitative properties of such a system, the mean first-passage time to the ends of the interval and the Fourier spectrum generated by the solution of the equation. We show that the mean first-passage time is monotonic in the amplitude of the periodic force and exhibits a resonant dependence on its frequency. In addition the substitution of dichotomous for white noise leads to a systematic change in the ability to smooth out the peaks in the Fourier spectrum of the solution.     

A STOCHASTIC OPTIMAL SEMI-ACTIVE CONTROL STRATEGY FOR ER/MR DAMPERS

A stochastic optimal semi-active control strategy for randomly excited systems using electrorheological/magnetorheological (ER/MR) dampers is proposed. A system excited by random loading and controlled by using ER/MR dampers is modelled as a controlled, stochastically excited and dissipated Hamiltonian system with n degrees of freedom. The control forces produced by ER/MR dampers are split into a passive part and an active part. The passive control force is further split into a conservative part and a dissipative part, which are combined with the conservative force and dissipative force of the uncontrolled system, respectively, to form a new Hamiltonian and an overall passive dissipative force. The stochastic averaging method for quasi-Hamiltonian systems is applied to the modified system to obtain partially completed averaged Itô stochastic differential equations. Then, the stochastic dynamical programming principle is applied to the partially averaged Itô equations to establish a dynamical programming equation. The optimal control law is obtained from minimizing the dynamical programming equation subject to the constraints of ER/MR damping forces, and the fully completed averaged Itô equations are obtained from the partially completed averaged Itô equations by replacing the control forces with the optimal control forces and by averaging the terms involving the control forces. Finally, the response of semi-actively controlled system is obtained from solving the final dynamical programming equation and the Fokker-Planck-Kolmogorov equation associated with the fully completed averaged Itô equations of the system. Two examples are given to illustrate the application and effectiveness of the proposed stochastic optimal semi-active control strategy.     

改进的保群算法及其在混沌系统中的应用

混沌系统的跟踪控制是近年来非线性控制领域研究的热点之一. 本文提出了一种基于快速下降控制方法的保群算法, 此方法使受控混沌系统能够快速稳定到相空间的一个不动点; 另外提出一种基于滑模控制方法的保群算法, 此方法使受控混沌系统能够快速跟踪一个确定的运动轨迹. 应用这两种新方法分别对两个经典的混沌系统(Lorenz系统和Duffing系统)进行了相应的数值实验, 实验结果表明这两种方法都具用较高的精度和稳定性.     

Energy diffusion controlled reaction rate in dissipative Hamiltonian systems

In this paper the energy diffusion controlled reaction rate in dissipative Hamiltonian systems is investigated by using the stochastic averaging method for quasi Hamiltonian systems. The boundary value problem of mean first-passage time (MFPT) of averaged system is formulated and the energy diffusion controlled reaction rate is obtained as the inverse of MFPT. The energy diffusion controlled reaction rate in the classical Kramers bistable potential and in a two-dimensional bistable potential with a heat bath are obtained by using the proposed approach respectively. The obtained results are then compared with those from Monte Carlo simulation of original systems and from the classical Kramers theory. It is shown that the reaction rate obtained by using the proposed approach agrees well with that from Monte Carlo simulation and is more accurate than the classical Kramers rate.     

Chaotification of discrete dynamical systems via impulsive control

This Letter is concerned with chaotification of discrete dynamical systems in finite-dimensional real spaces, via impulsive control techniques. Chaotification theorems for one-dimensional discrete dynamical systems and general higher-dimensional discrete dynamical systems are derived, respectively, whether the original systems are stable or not. Finally, the effectiveness of the theoretical results is illustrated by some numerical examples.     

Three-dimensional spiral structure of tropical cyclone under four-force balance

The steady axis-symmetrical atmosphere dynamical equations are used for describing spiral structure of tropical cyclones under four-force （pressure gradient force, Coriolis force, centrifugal force, and friction force） balance, and the dynamical systems of three-dimensional （3D） velocity field are introduced. The qualitative analysis of the dynamical system shows that there are down 3D spiral structures in eye of tropical cyclone and tropical cyclone is 3D counterclockwise up spiral structure. These results are consistent with the observed tropical cyclone on the weather map.     

Control of noisy chaotic motion in a system with nonlinear excitation and restoring forces

In this study we examine the complex and chaotic oscillations of a dynamical system with nonlinear excitation and restoring forces for the purpose of controlling these oscillatory states. The physical system, modeled as a system of first-order nonlinear ordinary differential equations, takes into account a geometric nonlinearity in the restoring force, a quadratic viscous drag, and a harmonic excitation force. It is controlled using small perturbations about a selected unstable cycle and control is instigated for periodic cycles of varying periodicities. The controller, when applied on the dynamical system with additive random noise in the excitation, successfully controls the system with noise levels in excess of 5% of the total energy, giving the first evidence that (stochastic) control of these systems is possible. (c) 1997 American Institute of Physics.     

Normal forms of reversible dynamical systems

We consider reversible dynamical systems with a fixed point which is also fixed under the reversing involution; we show that applying to such a system the canonical Poincaré-Dulac procedure reducing a dynamical system to its normal form, we obtain a normal form which is still reversible (under the same involution as the original system); conversely, we also show how to obtain all the reversible systems which are reduced to a given reversible form. This allows one to (locally) classify reversible dynamical systems, and reduce their (local) study to that of reversible normal forms.     

Mean First-Passage Time in the Stochastic Theory of Biochemical Processes. Application to Actomyosin Molecular Motor

Many studies performed in recent years indicate a rich stochastic dynamics of transitions between a multitude of conformational substates in native proteins. A slow character of this dynamics is the reason why the steady-state kinetics of biochemical processes involving protein enzymes cannot be described in terms of conventional chemical kinetics, i.e., reaction rate constants. A more sophisticated language of mean first-passage times has to be used. A technique of summing up the stochastic dynamics diagrams is developed, enabling a calculation of the steady-state fluxes for systems of enzymatic reactions controlled and gated by the arbitrary type stochastic dynamics of the enzymatic complex. For a single enzymatic reaction, it is shown that the phenomenological steady-state kinetics of Michaelis–Menten type remains essentially unaltered but the interpretation of its parameters needs substantial change. A possibility of dynamical rather then structural inhibition of enzymatic activity is supposed. Two coupled enzymatic cycles are studied in the context of the biologically important process of free energy transduction. The theoretical tools introduced are applied to elucidate the mechanism of mechanochemical coupling in actomyosin molecular motor. Relations were found between basic parameters of the flux-force dependences: the force stalling the motor, the degree of coupling between the ATPase and the mechanical cycles as well as the asymptotic turnover number, and the mean first-passage times in a random movement between the particular conformational substates of the myosin head. These times are to be determined within a definite model of conformational transition dynamics. The theory proposed, not contradicting the presently available experimental data, is capable to explain the recently demonstrated multiple stepping produced by a single myosin head during just one ATPase cycle.     

Finite-time modified combination synchronization of memristive FitzHugh–Nagumo circuit with unknown disturbances

The memristor-based FitzHugh-Nagumo neuron system shows special dynamical behaviors, which make it have a good application in the fields of image processing and signal transmission. The accurate dimensionality reduction model of the system is established, which facilitates the internal interpretation and physical control of the multistability that depends on the initial values. The dynamical behavior analyses of the dimensionality reduction memristive system with different original initial states are developed through bifurcation diagram and Lyapunov index spectrum. Multistability and antimonotonicity with periodic-chaotic bubbles are investigated. The sliding mode control method with a smooth function is designed to achieve the finite-time synchronization of the multistable memristive neuron systems, which make three different behaviors of systems synchronized. The sliding mode controller can enable the system to quickly and smoothly implement combination synchronization within finite time. Numerical simulations show the effectiveness of the sliding mode controller designed.     

采用振幅耦合方法研究多旋转中心混沌振子的相同步

为了找到具有多个旋转中心的混沌系统的相同步与其动力学拓朴变化之间的对应关系，采用线性振幅线性耦合方法，研究了Lorenz系统和Duffing系统的相同步，首先对Lorenz系统和Duffing系统分别进行极坐标变换，在线性振幅耦合基础上计算了两个系统的平均旋转数和Lyapunov指数，发现，随耦合强度的增大，系统相同步与系统的Lyapunov指数跃变存在一一对应的关系，这表明具有多个旋转中心的混沌系统的相同步与系统动力学拓朴变化也存在着对应关系. 关键词： Lyapunov指数 振幅耦合 相同步     

Dynamical analysis of fractional-order Rössler and modified Lorenz systems

This Letter is devoted to the dynamical analysis of fractional-order systems, namely the Rössler and a modified Lorenz system. The work here described compares the dynamical regimes of such fractional-order systems to that of the corresponding standard systems. It turns out that most of the chaotic attractors are topologically equivalent to those found in the original integer-order systems, although in some particular (and apparently rare) cases unusual bifurcation patterns and attractors are found.     

Self-powered active vibration control using a single electric actuator

The authors have proposed self-powered active vibration control systems that achieve active vibration control using regenerated vibration energy. Such systems do not require external energy to produce a control force. This paper presents a self-powered system in which a single actuator realizes active control and energy regeneration.The system proposed needs to regenerate more energy than it consumes. To discuss the feasibility of this system, the authors proposed a method to calculate the balance between regenerated and consumed energies, using the dynamical property of the system, the feedback gain of the active controller, the specifications of the actuator, and the power spectral density of disturbance. A trade-off was found between the performance of the active controller and the energy balance. The feedback gain of the active controller is designed to have good suppression performance under conditions where regenerated energy exceeds consumed energy.A practical system to achieve self-powered active vibration control is proposed. In the system, the actuator is connected to the condenser through relay switches, which decide the direction of the electric current, and a variable resistor, which controls the amount of the electric current. Performance of the self-powered active vibration was examined in experiments; the results showed that the proposed system can produce the desired control force with regenerated energy, and that it had a suppression performance similar to that of an active control system using external energy. It was found that self-powered active control is attainable under conditions obtained through energy balance analysis.     

Frequency locking by external force from a dynamical system with strange nonchaotic attractor

Usually, phase synchronization is studied in chaotic systems driven by either periodic force or chaotic force. In the present work, we consider frequency locking in chaotic Rössler oscillator by a special driving force from a dynamical system with a strange nonchaotic attractor. In this case, a transition from generalized marginal synchronization to frequency locking is observed. We investigate the bifurcation of the dynamical system and explain why generalized marginal synchronization can occur in this model.     

Transient Properties of a Bistable System with Delay Time Driven by Non-Gaussian and Gaussian Noises: Mean First-Passage Time

The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter (measures deviation from Gaussian character) r, the delay time τ, the noise correlation time τ₀, the intensities D and α of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ₀, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.     

Basin of attraction of cycles of discretizations of dynamical systems with SRB invariant measures

Computer simulations of dynamical systems arediscretizations, where the finite space of machine arithmetic replaces continuum state spaces. So any trajectory of a discretized dynamical system is eventually periodic. Consequently, the dynamics of such computations are essentially determined by the cycles of the discretized map. This paper examines the statistical properties of the event that two trajectories generate the same cycle. Under the assumption that the original system has a Sinai-Ruelle-Bowen invariant measure, the statistics of the computed mapping are shown to be very close to those generated by a class of random graphs. Theoretical properties of this model successfully predict the outcome of computational experiments with the implemented dynamical systems.     

First-passage time distributions for subdiffusion in confined geometry

In this Letter, we derive a relationship between the moments of the first-passage time for a random walk and the first-passage time density for subdiffusive processes modeled by continuous-time random walks. In particular, we show that the exact long-time behavior of the density depends only on the mean first-passage time of the corresponding normal diffusive process. In addition, we give explicit evaluations of the first-passage time distribution for general three-dimensional bounded domains. These results are relevant to systems involving anomalous diffusion in confinements.     

Using invariants to change detection in dynamical system with chaos

Change detection is the crucial subject in dynamical systems. There are suitable methods for detecting changes for linear systems and some methods for nonlinear systems, but there is a lack of methods concerning chaotic systems. This paper presents change detection techniques for dynamical systems with chaos. We consider the dynamical system described by the time series which originated from ordinary differential equation and real-world phenomena. We assume that the change parameters are unknown and the change could be either slight or drastic. The process of change detection is based on characteristic dynamical system invariants. Changes in the invariants’ values of the dynamical systems are the indicators of change. We propose a method of change detection based on the fractal dimension and recurrence plot. The automatic detection is provided by control charts. Methods were checked by using small data sets and stream data.