共查询到20条相似文献,搜索用时 46 毫秒
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Jian-Qiao Sun 《Communications in Nonlinear Science & Numerical Simulation》2009,14(5):1822-1829
This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of stochastic dynamical systems. The paper presents the theoretical framework for stochastic dynamical systems with time delay based on the FDMP method, including the FPK equation, backward Kolmogorov equation, and reliability formulation. A simple one-dimensional stochastic system is used to demonstrate the method and the theory. The work of this paper opens a door to various studies of stochastic dynamical systems with time delay. 相似文献
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A concrete numerical example of Z6-equivariant planar perturbed Hamiltonian polynomial vector fields of degree 5 having at least 24 limit cycles and the configurations of compound eyes are given by using the bifurcation theory of planar dynamical systems and the method of detection functions. There is reason to conjecture that the Hilbert number H(2k + 1) ≥ (2k + 1)2 - 1 for the perturbed Hamiltonian systems. 相似文献
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《Chaos, solitons, and fractals》2002,13(3):461-469
We present a method for the study of dynamical systems based on the notion of quantity of information. Measuring the quantity of information of a string by using data compression algorithms, it is possible to give a notion of orbit complexity of dynamical systems. In compact ergodic dynamical systems, entropy is almost everywhere equal to orbit complexity. We have introduced a new compression algorithm called CASToRe which allows a direct estimation of the information content of the orbits in the 0-entropy case. The method is applied to a sporadic dynamical system (Manneville map). 相似文献
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Boumediene Hamzi Christian Kuehn Sameh Mohamed 《Mathematical Methods in the Applied Sciences》2019,42(3):907-917
We study the maximum mean discrepancy (MMD) in the context of critical transitions modelled by fast‐slow stochastic dynamical systems. We establish a new link between the dynamical theory of critical transitions with the statistical aspects of the MMD. In particular, we show that a formal approximation of the MMD near fast subsystem bifurcation points can be computed to leading order. This leading order approximation shows that the MMD depends intricately on the fast‐slow systems parameters, which can influence the detection of potential early‐warning signs before critical transitions. However, the MMD turns out to be an excellent binary classifier to detect the change‐point location induced by the critical transition. We cross‐validate our results by numerical simulations for a van der Pol‐type model. 相似文献
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Tetsuya Misawa 《Annals of the Institute of Statistical Mathematics》1999,51(4):779-802
The present article focuses on the three topics related to the notions of "conserved quantities" and "symmetries" in stochastic dynamical systems described by stochastic differential equations of Stratonovich type. The first topic is concerned with the relation between conserved quantities and symmetries in stochastic Hamilton dynamical systems, which is established in a way analogous to that in the deterministic Hamilton dynamical theory. In contrast with this, the second topic is devoted to investigate the procedures to derive conserved quantities from symmetries of stochastic dynamical systems without using either the Lagrangian or Hamiltonian structure. The results in these topics indicate that the notion of symmetries is useful for finding conserved quantities in various stochastic dynamical systems. As a further important application of symmetries, the third topic treats the similarity method to stochastic dynamical systems. That is, it is shown that the order of a stochastic system can be reduced, if the system admits symmetries. In each topic, some illustrative examples for stochastic dynamical systems and their conserved quantities and symmetries are given. 相似文献
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Polynomial dynamical systems describing interacting particles in the plane are studied. A method replacing integration of a polynomial multi-particle dynamical system by finding polynomial solutions of partial differential equations is introduced. The method enables one to integrate a wide class of polynomial multi-particle dynamical systems. The general solutions of certain dynamical systems related to linear second-order partial differential equations are found. As a by-product of our results, new families of orthogonal polynomials are derived. 相似文献
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《数学物理学报(B辑英文版)》2016,(5)
In this paper, we consider a class of optimal control problem for the singularly perturbed hybrid dynamical systems. By means of variational method, we obtain the necessary conditions of the hybrid dynamical systems. Meanwhile, the existence of solution for the hybrid dynamical system is proved by the sewing method and the uniformly valid asymptotic expansion of the optimal trajectory is constructed by the boundary function method. Finally,an example is presented to illustrate the result. 相似文献
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Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models 下载免费PDF全文
Stochastic differential equation (SDE) models are useful in describing complex dynamical systems in science and engineering. In this study, we consider a monitoring procedure for an early detection of dispersion parameter change in SDE models. The proposed scheme provides a useful diagnostic analysis for phase I retrospective study and develops a flexible and effective control chart for phase II prospective monitoring. A standardized control chart is constructed, and a bootstrap method is used to estimate the mean and variance of the monitoring statistic. The control limit is obtained as an upper percentile of the maximum value of a standard Wiener process. The proposed procedure appears to have a manageable computational complexity for online implementation and also to be effective in detecting changes. We also investigate the performance of the exponentially weighted mean squared control charts for the continuous SDE processes. A simulation method is used to study the empirical sizes and the average run length characteristics of the proposed scheme, which also demonstrates the effectiveness of our method. Finally, we provide an empirical example for illustration. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
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A. E. Golubev R. Johanson A. Robertson S. B. Tkachev 《Computational Mathematics and Modeling》2004,15(3):303-313
The article considers stabilization of the output programmed trajectory in nonminimum-phase dynamical systems of a special kind with unstable linear zero dynamics. An algorithm is proposed for the construction of a stabilizing control by observer backstepping. The backstepping method is generalized to nonminimum-phase nonlinear dynamical systems. 相似文献
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Nail H. Ibragimov Aliya A. Gainetdinova 《Journal of Applied Analysis & Computation》2017,7(3):872-883
Dynamical systems attract much attention due to their wide applications. Many significant results have been obtained in this field from various points of view. The present paper is devoted to an algebraic method of integration of three-dimensional nonlinear time dependent dynamical systems admitting nonlinear superposition with four-dimensional Vessiot-Guldberg-Lie algebras $L_4.$ The invariance of the relation between a dynamical system admitting nonlinear superposition and its Vessiot-Guldberg-Lie algebra is the core of the integration method. It allows to simplify the dynamical systems in question by reducing them to \textit{standard forms}. We reduce the three-dimensional dynamical systems with four-dimensional
Vessiot-Guldberg-Lie algebras to 98 standard types and show that 86 of them are integrable by quadratures. 相似文献
13.
A concrete numerical example of Z6-equivariant planar perturbed Hamiltonian polynomial vector fields of degree 5 having at least 24 limit cycles and the configurations
of compound eyes are given by using the bifurcation theory of planar dynamical systems and the method of detection functions.
There is reason to conjecture that the Hilbert number H(2k + 1) ⩾ (2k + I)2 - 1 for the perturbed Hamiltonian systems. 相似文献
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The notion of Lyapunov function plays a key role in the design and verification of dynamical systems, as well as hybrid and cyber-physical systems. In this paper, to analyze the asymptotic stability of a dynamical system, we generalize standard Lyapunov functions to relaxed Lyapunov functions (RLFs), by considering higher order Lie derivatives. Furthermore, we present a method for automatically discovering polynomial RLFs for polynomial dynamical systems (PDSs). Our method is relatively complete in the sense that it is able to discover all polynomial RLFs with a given predefined template for any PDS. Therefore it can also generate all polynomial RLFs for the PDS by enumerating all polynomial templates. 相似文献
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A nonstandard finite difference method for solving autonomous dynamical systems is constructed. The proposed numerical method is computationally efficient and easy to implement. It is designed so that it preserves positivity of solutions and the local behavior of the dynamical system near equilibria. 相似文献
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《Chaos, solitons, and fractals》2003,15(2):233-244
A novel method of estimation of the largest Lyapunov exponent for discrete maps is introduced and evaluated for chosen examples of maps described by difference equations or generated from non-smooth dynamical systems. The method exploits the phenomenon of full synchronization of two identical discrete maps when one of them is disturbed. The presented results show that this method can be successfully applied both for discrete dynamical systems described by known difference equations and for discrete maps reconstructed from actual time series. Applications of the method for mechanical systems with discontinuities and examples of classical maps are presented. The comparison between the results obtained by means of the known algorithms and novel method is discussed. 相似文献
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A. V. Tsiganov 《Theoretical and Mathematical Physics》2012,173(2):1481-1497
We propose a method for constructing conformally Hamiltonian systems of dynamical equations whose invariant measure arises from the Hamiltonian equations of motion after a change of variables including a change of time. As an example, we consider the Chaplygin problem of the rolling ball and the Veselova system on the Lie algebra e*(3) and prove their complete equivalence. 相似文献
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In this article some qualitative and geometric aspects of non-smooth dynamical systems theory are discussed. The main aim of this article is to develop a systematic method for studying local (and global) bifurcations in non-smooth dynamical systems. Our results deal with the classification and characterization of generic codimension-2 singularities of planar Filippov Systems as well as the presentation of the bifurcation diagrams and some dynamical consequences. 相似文献
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Jian-Qiao Sun 《Communications in Nonlinear Science & Numerical Simulation》2009,14(4):998-1007
This paper presents a new method to analyze response of linear and nonlinear dynamical systems with time delay. The method proposes a continuous time approximation of the delayed portion of the response. This leads to a high and finite dimensional state space formulation of the time-delayed system. The advantage of the current method lies in that the resulting finite dimensional state equations are in the standard state space form, making all the existing analysis methods and control design tools for linear and nonlinear dynamical systems amenable to the current approach. The method can also handle multiple independent time delays in a natural way. One- and two-dimensional dynamical systems with time delay are used to demonstrate the effectiveness of the method. 相似文献
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Moussa Maïga Nacim Ramdani Louise Travé-Massuyès Christophe Combastel 《Mathematics in Computer Science》2014,8(3-4):407-423
Computing the reachable set of hybrid dynamical systems in a reliable and verified way is an important step when addressing verification or synthesis tasks. This issue is still challenging for uncertain nonlinear hybrid dynamical systems. We show in this paper how to combine a method for computing continuous transitions via interval Taylor methods and a method for computing the geometrical intersection of a flowpipe with guard sets, to build an interval method for reachability computation that can be used with truly nonlinear hybrid systems. Our method for flowpipe guard set intersection has two variants. The first one relies on interval constraint propagation for solving a constraint satisfaction problem and applies in the general case. The second one computes the intersection of a zonotope and a hyperplane and applies only when the guard sets are linear. The performance of our method is illustrated on examples involving typical hybrid systems. 相似文献