A difference characteristic for one-dimensional deterministic systems

A numerical characteristic for one-dimensional deterministic systems reflecting its higher order difference structure is introduced. The comparison with Lyapunov exponent is given. A difference analogy for Eggleston theorem as well as an estimate for Hausdorff dimension of the difference attractor, formulated in terms of the new characteristic is proved.     

Finitarily deterministic generators for zero entropy systems

Zero entropy processes are known to be deterministic—the past determines the present. We show that each is isomorphic, as a system, to a finitarily deterministic one, i.e., one in which to determine the present from the past it suffices to scan a finite (of random length) portion of the past. In fact we show more: the finitary scanning can be done even if the scanner is noisy and passes only a small fraction of the readings, provided the noise is independent of our system. The main application we present here is that any zero entropy system can be extended to a random Markov process (namely one in which the conditional distribution of the present given the past is a mixture of finite state Markov chains). This allows one to study zero entropy transformations using a procedure completely different from the usual cutting and stacking.     

Time averages for unpredictable orbits of deterministic systems

In many cases, the orbits of deterministic systems displaying highly irregular oscillations yield smoothly converging time averages. It may happen, however, that these time averages do not converge and themselves display wild oscillations. This is analyzed for heteroclinic attractors and hyperbolic strange attractors.     

Word problem for deterministic and reversible semi-Thue systems

We prove that the word problem for semi-Thue systems is undecidable for systems where the derivation is always deterministic and reversible for words containing a single occurrence of a letter from a given set.     

Universal quantification for deterministic chaos in dynamical systems

A cell dynamical system model for deterministic chaos enables precise quantification of the round-off error growth, i.e., deterministic chaos in digital computer realizations of mathematical models of continuum dynamical systems. The model predicts the following: (a) The phase space trajectory (strange attractor) when resolved as a function of the computer accuracy has intrinsic logarithmic spiral curvature with the quasiperiodic Penrose tiling pattern for the internal structure. (b) The universal constant for deterministic chaos is identified as the steady-state fractional round-off error k for each computational step and is equal to 1/τ² ( = 0.382) where τ is the golden mean. k being less than half accounts for the fractal (broken) Euclidean geometry of the strange attractor. (c) The Feigenbaum's universal constantsa and d are functions of k and, further, the expression 2a² = πd quantifies the steady-state ordered emergence of the fractal geometry of the strange attractor. (d) The power spectra of chaotic dynamical systems follow the universal and unique inverse power law form of the statistical normal distribution. The model prediction of (d) is verified for the Lorenz attractor and for the computable chaotic orbits of Bernoulli shifts, pseudorandom number generators, and cat maps.     

Encoding the dynamics of deterministic systems

We present a model for the dynamics of discrete deterministic systems, based on an extension of the Petri nets framework. Our model relies on the definition of a priority relation between conflicting transitions, which is encoded by orienting the edges of a transition conflict graph. We provide a characterization in terms of a local consistency condition of those deterministic systems whose dynamic behavior can be encoded using our approach. Finally, we consider the problem of recognizing when an orientation of the transition conflict graph is valid for encoding the dynamic behavior of a system.     

Investigation of almost deterministic queueing systems

Two almost deterministic queuing models are investigated. The influence of small stochastic disturbances on deterministic queuing systems under high loading is estimated. The queuing system G|G|1|∞ with group service is investigated in the case where the group size n tends to infinity. A theorem about the tendency of a stationary probability of a group queue to go to zero if n→∞ is formulated and proved. An application of the group-service model to the construction of an insurance system with a small insurance percent, a small initial capital, and a small ruin probability is considered. This construction is based on the cooperative effect of unification of independent and identically distributed insurance systems. Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russia, 1998, Part I.     

Optimal simulation of nonlinear deterministic dynamic systems

A stable solution of the problem of optimal simulation of nonlinear deterministic dynamic systems is obtained by Tikhonov's regularization method with posterior choice of the regularization parameter for nonlinear problems. This approach ensures convergence of the approximations to the set of exact solutions of the optimal simulation problem. An example demonstrating the possibilities and the numerical implementation of the algorithm is considered.Translated from Nelineinye Dinamicheskie Sistemy: Kachestvennyi Analiz i Upravlenie — Sbornik Trudov, No. 2, pp. 86–91, 1993.     

Optimal trajectories of infinite-horizon deterministic control systems

We study the infinite-horizon deterministic control problem of minimizing ₀ ^T L(z, ) dt, T, whereL(z, ·) is convex in for fixedz but not necessarily jointly convex in (z, ). We prove the existence of a solution to the infinite-horizon Bellman equation and use it to define a differential inclusion, which reduces in certain cases to an ordinary differential equation. We discuss cases where solutions of this differential inclusion (equation) provide optimal solutions (in the overtaking optimality sense) to the optimization problem.A quantity of special interest is the minimal long-run average-cost growth rate. We compute it explicitly and show that it is equal to min _x L(x, 0) in the following two cases: one is the scalar casen = 1 and the other is' when the integrand is in a separated form      

Adaptive multiresolution schemes for reaction-diffusion systems

This note outlines a fully adaptive multiresolution scheme with local time stepping for the efficient numerical solution of (possibly degenerate) reaction–diffusion systems. A new numerical example showing Turing–type pattern formation is presented. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The construction of filters in non-linear deterministic systems

The method of residuals (see, e.g. [1–31]) is used to solve the problem of estimation when both object and observations involve noise, and the input determination problem [3–5] is considered. These estimation problems are solved by minimizing a certain functional, and this in turn involves solving a boundary-value problem at each instant of time. Depending on the recurrent method used to solve the relevant family of boundary-value problems, one obtains different representations of optimal non-linear niters for the estimated quantities. The choice of a specific representation depends on the degree to which the object with whose help the filter is being designed is well conditioned. A locally optimal filter of a design similar to that of filters for linear problems is constructed.     

Invariance of stochastic control systems with deterministic arguments

We prove that a closed set K of a finite-dimensional space is invariant under the stochastic control system

dX=b(X,v(t))dt+σ(X,v(t))dW(t),v(t)∈U,     

Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance

In this paper, we consider a maintenance and production model of a flexible manufacturing system. The maintenance activity involves lubrication, routine adjustments, etc., which reduce the machine failure rates and therefore reduce the aging of the machines. The objective of the problem is to choose the rate of maintenance and the rate of production that minimize the overall costs of inventory/shortage, production, and maintenance. It is shown that the value function is locally Lipschitz. Then, the existence of the optimal control policy is shown, and necessary and sufficient conditions for optimality are obtained.This research has been supported by NSERC-Canada, Grant OGP-003644 and FCAR-NC0271F.     

On discrete-in-time deterministic inventory systems for deteriorating items with finite replenishment bate

Three inventory systems, viz. the EOQ, the order-level and the order-level lot-size systems, are considered for deteriorating items, in which the replenishment rate is finite and uniform, demand is deterministic and the deterioration is a constant fraction of the on hand inventory. The mathematical models-of the systems are continuous in units but are discrete in time and assume instantaneous delivery. The EOQ does not allow shortages, the order-level allows shortages but assumes a prescribed scheduling period whereas the order-level lot-size does allow shortages but does consider the scheduling period as being a prescribed constant. For the EOQ an approximation the order-level lot size, a search procedure is developed for finding optimal solution. All the results are supported by numerical examples.     

Adaptive servomechanism design for boundary control systems

In this paper we consider the design of adaptive servomechanismfor boundary control systems in the case of the input and outputoperators being collocated. An adaptive servomechanism is constructedby the concept of high-gain output feedback and the estimationmechanism of the unknown parameters for the bounded disturbances.Moreover, a controller is designed to be inverse optimal. Itminimizes a meaningful cost functional that incorporates integralpenalty on the tracking error state, the control and the parametererror.     

Supervisory fault-tolerant regulation for nonlinear systems

This paper focuses on the fault-tolerant output regulation problem for nonlinear systems with faults generated by exogenous systems that belong to a certain pre-specified set of models. The novelty is to design a fault-tolerant control (FTC) scheme for the overall system process where different faults may occur respectively at different time instants of the process, which is called the successional faulty case. The proposed FTC framework relies on a simple supervisory switching among a family of pre-computed candidate controllers. The output regulation goal is maintained in such a successional faulty case. A DC motor example illustrates the efficiency of the proposed method.