Pulsive feedback control of a quarter car model forced by a road profile

We examine the strange chaotic attractor and its unstable periodic orbits for a one degree of freedom nonlinear oscillator with a non-symmetric potential that models a quarter car forced by the road profile. We propose an efficient method of chaos control that stabilizes these orbits using a pulsive feedback technique. A discrete set of pulses is able to transfer the system from one periodic state to another.     

Chaotic vibration of a quarter-car model excited by the road surface profile

The Melnikov criterion is used to examine a global homoclinic bifurcation and transition to chaos in the case of a quarter car model excited kinematically by the road surface profile. By analyzing the potential an analytic expression is found for the homoclinic orbit. By introducing an harmonic excitation term and damping as perturbations, the critical Melnikov amplitude of the road surface profile is found, above which the system can vibrate chaotically.     

Nonlinear vibration of a quarter-car model excited by the road surface profile

We examine the Melnikov criterion for a transition to chaos in case of a single–degree–of–freedom nonlinear oscillator with the Duffing potential with a nonlinear hard stiffness and a kinematic excitation term caused by the road profile. Using the new effective Hamiltonian we have examined appearance of homoclinic orbits in a quarter car model. Cross–sections of stable and unstable manifolds defined the condition of transition to chaos through a homoclinic bifurcation. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A multivariate stochastic model with non-stationary trend component

The purposes of this paper are to introduce a multivariate non-stationary stochastic time series model without individual detrending and to extract the multiple relationships between variables. To infer the statistical relation between variables, we attempt to estimate the co-movement of multivariate non-stationary time series components. The model is expressed in state-space form, and time series components are estimated by the maximum likelihood method using numerical optimization algorithm. The Kalman filter algorithm is used to compute the likelihood of the model. The AIC procedure gives a criterion for selecting the best model fit for the data. The multiple relationship becomes clear by analysing estimated AR coefficients. Real economic data are used for a numerical example.     

Dynamical properties of a stochastic predator-prey model with functional response

A stochastic prey-predator model with functional response is investigated in this paper. A complete threshold analysis of coexistence and extinction is obtained. Moreover, we point out that the stochastic predator-prey model undergoes a stochastic Hopf bifurcation from the viewpoint of numerical simulations. Some numerical simulations are carried out to support our results.     

Asymptotic properties of a stochastic predator-prey model with Crowley-Martin functional response

A two-step iterative scheme based on the multiplicative splitting iteration is presented for PageRank computation. The new algorithm is applied to the linear system formulation of the problem. Our method is essentially a two-parameter iteration which can extend the possibility to optimize the iterative process. Theoretical analyses show that the iterative sequence produced by our method is convergent to the unique solution of the linear system, i.e., PageRank vector. An exact parameter region of convergence for the method is strictly proved. In each iteration, the proposed method requires solving two linear sub-systems with the splitting of the coefficient matrix of the problem. We consider using inner iterations to compute approximate solutions of these linear sub-systems. Numerical examples are presented to illustrate the efficiency of the new algorithm.     

Stationary distribution and persistence of a stochastic predator-prey model with a functional response

A stochastic predator-prey model with a functional response is investigated in this paper. The asymptotic properties of the stochastic model are considered here. Under some conditions, we show that the stochastic model is persistent in mean. Moreover, the existence of stationary distribution to the model is obtained. Simulations are also carried out to confirm our analytical results.     

Attractors of randomly forced logistic model with delay: stochastic sensitivity and noise-induced transitions

We consider the time-delayed logistic model under the influence of random perturbations. A parametric analysis of stochastically forced regular attractors (equilibria, closed invariant curves, discrete cycles) of this model is performed using the stochastic sensitivity functions technique. A spatial arrangement of random states in stochastic attractors is described by confidence domains. The phenomenon of noise-induced transitions in a zone of discrete cycles is discussed.     

Pricing of mountain range derivatives under a principal component stochastic volatility model

In this paper, a multidimensional stochastic volatility process is introduced. This process is simpler than existing ones in terms of number of parameters while keeping practical stylized facts like stochastic correlation and volatility. The pricing of two mountain range derivatives, Altavista and Everest, is analyzed under this framework, showing sensitivities to parameters, number of eigenvalues, and maturity time. Copyright © 2012 John Wiley & Sons, Ltd.     

Stationary distribution of a stochastic food chain chemostat model with general response functions

In this paper, we focus on a food chain chemostat model with general response functions, perturbed by white noise. Under appropriate assumptions, we establish sufficient conditions for the existence of a unique ergodic stationary distribution by using stochastic Lyapunov analysis method. Our main effort is to construct the suitable Lyapunov function.     

Dynamical behavior of a stochastic food chain chemostat model with Monod response functions

This paper studies a food chain chemostat model with Monod response functions, which is perturbed by white noise. Firstly, we prove the existence and uniqueness of the global positive solution. Then sufficient conditions for the existence of a unique ergodic stationary distribution are established by constructing suitable Lyapunov functions. Moreover, we consider the extinction of microbes in two cases. In the first case, both the predator and prey species are extinct. In the second case, only the predator species is extinct, and the prey species survives. Finally, numerical simulations are carried out to illustrate the theoretical results.     

On a stochastic disease model with vaccination

We propose a stochastic disease model where vaccination is included and such that the immunity isn’t permanent. The existence, uniqueness and positivity of the solution and the stability of disease free equilibrium is studied. The numerical simulation is done.     

On a problem of optimal harvesting from a stochastic system with a jump component

In this paper, we study a problem of optimal harvesting from a stochastic system modeled by a geometric Lévy process. A verification theorem of the variational inequality type is also given and proved. The paper has been motivated by I. Elsanosi et al. [Stochastics Stochastics Rep. (2000)], where the authors considered an optimal harvesting problem with price dynamics following a stochastic differential delay equation.     

Stationary distribution and extinction of a stochastic one-prey two-predator model with Holling type II functional response

In this article, we investigate a stochastic one-prey two-predator model with Holling type II functional response. We first establish sufficient conditions for persistence and extinction of prey and predator populations, then by constructing a suitable stochastic Lyapunov function, we establish sharp sufficient criteria for the existence of a unique ergodic stationary distribution of the positive solutions to the model. The results show that the smaller white noise can ensure the persistence of prey and predator populations while the larger white noise can lead to the extinction of prey and predator populations.     

On a stochastic interacting model with stepping-stone noises

In this note, we investigate the existence of a weak mild solution to a stochastic interacting model (described by a system of stochastic partial differential equations) with stepping-stone noises by adopting a weak convergence argument.     

A stochastic model of a chemical reaction with diffusion

Summary Stochastic systems of Brownian motions with multiple deletion of particles are introduced to model a chemical reaction with diffusion. Convergence to the solution of a deterministic nonlinear reaction-diffusion equation is proved without high-density assumptions.     

Dynamics of a stochastic Lotka-Volterra model with regime switching

A stochastic Lotka-Volterra system under regime switching is proposed and investigated. First, sufficient conditions for stochastic permanence and extinction of the solution are established. Then the lower- and upper-growth rates of the positive solution are investigated. In addition, the superior limit of the average in time of the sample path of the solution is estimated. The results show that these properties have close relationships with the stationary probability distribution of the Markov chain. Finally, the main results are illustrated by several examples and figures. Some recent results are extended and improved.     

Dynamics of a stochastic Lotka-Volterra model perturbed by white noise

This paper continues the study of Mao et al. investigating two aspects of the equation

     

On a stochastic inventory model with a generalized holding costs

This paper is concerned with finding the optimal replenishment policy for an inventory model that minimizes the total expected discounted costs over an infinite planning horizon. The demand is assumed to be driven by a Brownian motion with drift and the holding costs (inventory and shortages) are assumed to take some general form. This generalizes the earlier work where holding costs were assumed linear. It turns out that problem of finding the optimal replenishment schedule reduces to the problem of solving a Quasi-Variational Inequality Problem (QVI). This QVI is then shown to lead to an (s, S) policy, where s and S are determined uniquely as a solution of some algebraic equations.     

Recurrence and strong stochastic persistence of a stochastic single-species model

A stochastic generalized logistic model is considered in this paper. The condition of the existence of its stationary distribution is generalized. Recurrence and strong stochastic persistence are obtained. Finally some numerical simulations are carried out to support our results.