Testing for causality in the Richardson arms race model

This paper shows that the Hsiao test can be used to test the causal implication of the Richardson model demonstrating arms race between U.S. and the U.S.S.R. in the presence of China. The impact of Strategic Arms Limitation Talks (SALT I) upon the arms race of the U.S. and the U.S.S.R. is also examined. Two conclusions can be drawn from this study: First, it was found that it was the growth in the U.S.S.R. armament that ‘Granger caused’ the growth in U.S. arms spending over the period from 1952 to 1981. Second, there seems little evidence that SALT I has had any impact upon the armaments of either the U.S. or the U.S.S.R..     

Nonlinear modeling and analysis of a rolling element bearing with a clearance

Rolling element bearings are the key components in many rotating machinery. For efficient performance of the machine it is necessary to accurately predict the effect of various parameters and operating conditions on the machine’s behavior. This paper deals with the development of a nonlinear model of the rotor-bearing system on rolling element bearings with clearance. Clearance is an important nonlinearity which can cause bifurcations and chaos as has been shown in this paper. In this paper a detailed model for clearance is developed. In this model the inner race center and the outer race center are not assumed to be collinear when relations for deflections in the rolling element are developed. The model is non-dimensionalized and then analyzed to reveal rich nonlinear phenomena. Further, for better performance of any machine it is necessary to identify and stay out of chaotic regimes of operation. Hence, Lyapunov exponents and Poincaré mappings are used to analyze the system and determine the regions of chaotic response.     

Order and Chaos in Dynamical Systems

We consider the characteristics of order and chaos in dynamical systems, with emphasis on the orbits in astronomical systems. Celestial mechanics deals with orbits in the solar system, which are mainly ordered. On the other hand the orbits of stars in galaxies were considered to be chaotic. However numerical experiments have shown that in general a system contains both ordered and chaotic orbits. Thus a new classification of dynamical systems has been established. We describe ordered and chaotic orbits in galaxies and in mappings. Some ordered orbits appear even in strongly perturbed systems. The transition from order to chaos is due to resonance overlapping. Then we describe some recent developments concerning order and chaos in the solar system and in galaxies. The outer spiral arms in strong barred galaxies are composed mainly of sticky chaotic orbits. Ordered and chaotic orbits appear also in Bohmian quantum mechanics. If the initial probability p is not equal to the square of the wave function |ψ|², then in the case of ordered orbits p never approaches |ψ|², while in the case of chaotic orbits p → |ψ|² after a time interval called “quantum Nekhoroshev time”.     

Chaotic fractional‐order model for muscular blood vessel and its control via fractional control scheme

This article studies the chaotic and complex behavior in a fractional‐order biomathematical model of a muscular blood vessel (MBV). It is shown that the fractional‐order MBV (FOMBV) model exhibits very complex and rich dynamics such as chaos. We show that the corresponding maximal Lyapunov exponent of the FOMBV system is positive which implies the existence of chaos. Strange attractors of the FOMBV model are depicted to validate the chaotic behavior of the system. We change the fractional order of the model and investigate the dynamics of the system. To suppress the chaotic behavior of the model, we propose a single input fractional finite‐time controller and prove its stability using the fractional Lyapunov theory. In addition, the effects of the model uncertainties and external disturbances are taken into account and a robust fractional finite‐time controller is constructed. The upper bound of the chaos suppression time is also given. Some computer simulations are presented to illustrate the findings of this article. © 2014 Wiley Periodicals, Inc. Complexity 20: 37–46, 2014     

Chaos suppression of a class of unknown uncertain chaotic systems via single input

This paper deals with the design of a robust adaptive control scheme for chaos suppression of a class of chaotic systems. We assume that model uncertainties and external disturbances disturb the system’s dynamics. The bounds of both model uncertainties and external disturbances are assumed to be unknown in advance. Moreover, it is assumed that the nonlinear terms of the chaotic system dynamics are unknown bounded. Based on the global boundedness feature of the chaotic systems’ trajectories, a simple one input adaptive sliding mode control approach is proposed to suppress the chaos of the uncertain chaotic system. Furthermore, using a dynamical sliding manifold the discontinuous sign function in the control input is diverted to the first derivative of the control input to eliminate the chattering. Finally, the robustness of the proposed approach is mathematically proved and numerically illustrated.     

关于两种混沌映射的有限乘积性质

首先在一般度量空间上给出有限积映射是Li-Yorke混沌的一个判据,并且用反倒展示:当有限积映射是Li-Yorke混沌时,未必一定存在因子映射是Li-Yorke混沌的.然后,利用上述判据,在[0,1]N上证明有限积映射有不可数scrsmbled集的一个充要条件.进而,推出关于有限积映射为Li-Yorke 混沌的一组等价...     

Robust controlling of chaotic behavior in supply chain networks

The supply chain network is a complex nonlinear system that may have a chaotic behavior. This network involves multiple entities that cooperate to meet customers demand and control network inventory. Although there is a large body of research on measurement of chaos in the supply chain, no proper method has been proposed to control its chaotic behavior. Moreover, the dynamic equations used in the supply chain ignore many factors that affect this chaotic behavior. This paper offers a more comprehensive modeling, analysis, and control of chaotic behavior in the supply chain. A supply chain network with a centralized decision-making structure is modeled. This model has a control center that determines the order of entities and controls their inventories based on customer demand. There is a time-varying delay in the supply chain network, which is equal to the maximum delay between entities. Robust control method with linear matrix inequality technique is used to control the chaotic behavior. Using this technique, decision parameters are determined in such a way as to stabilize network behavior.     

Crisis-limited chaotic dynamics in ecological systems

We review our recent efforts to understand why chaotic dynamics is rarely observed in natural populations. The study of two-model ecosystems considered in this paper suggests that chaos exists in narrow parameter ranges. This dynamical behaviour is caused by the crisis-induced sudden death of chaotic attractors. The computed bifurcation diagrams and basin boundary calculations reinforce our earlier conclusion [Chaos, Solitons & Fractals 8 (12) (1997) 1933; Int J Bifurc Chaos 8 (6) (1998) 1325] that the reason why chaos is rarely observed in natural populations is hidden within the mathematical structure of the ecological interactions and not with the problem associated with the data (insufficient length, precision, noise, etc.) and its analysis. We also argue that crisis-limited chaotic dynamics can be commonly found in model terrestrial ecosystems.     

Multiple attractors and crisis route to chaos in a model food-chain

An attempt has been made to identify the mechanism, which is responsible for the existence of chaos in narrow parameter range in a realistic ecological model food-chain. Analytical and numerical studies of a three species food-chain model similar to a situation likely to be seen in terrestrial ecosystems has been carried out. The study of the model food chain suggests that the existence of chaos in narrow parameter ranges is caused by the crisis-induced sudden death of chaotic attractors. Varying one of the critical parameters in its range while keeping all the others constant, one can monitor the changes in the dynamical behaviour of the system, thereby fixing the regimes in which the system exhibits chaotic dynamics. The computed bifurcation diagrams and basin boundary calculations indicate that crisis is the underlying factor which generates chaotic dynamics in this model food-chain. We investigate sudden qualitative changes in chaotic dynamical behaviour, which occur at a parameter value a₁=1.7804 at which the chaotic attractor destroyed by boundary crisis with an unstable periodic orbit created by the saddle-node bifurcation. Multiple attractors with riddled basins and fractal boundaries are also observed. If ecological systems of interacting species do indeed exhibit multiple attractors etc., the long term dynamics of such systems may undergo vast qualitative changes following epidemics or environmental catastrophes due to the system being pushed into the basin of a new attractor by the perturbation. Coupled with stochasticity, such complex behaviours may render such systems practically unpredictable.     

Economic intermittency in a two-country model of business cycles coupled by investment

Intermittent behavior of economic dynamics is investigated by a two-country model of Keynes-Goodwin type business cycles. Numerical simulations show that after an economic system evolves from weak chaos to strong chaos the system keeps its memory before the transition and its time series alternates episodically between periods of weakly and strongly chaotic fluctuations. In addition, we examine the intermittent phenomena from the view point of business cycle patterns near the crisis point.     

Controlling the Cournot-Nash Chaos

The recently developing theory of nonlinear dynamics shows that any economic model can generate a complex dynamics involving chaos if the nonlinearities become strong enough. This study constructs a nonlinear Cournot duopoly model, reveals conditions for the occurrence of chaos, and then considers how to control chaos. The main purpose of this paper is to demonstrate that chaos generated in Cournot competition is in a double bind from the long-run perspective: a firm with a lower marginal production cost prefers a stable (i.e., controlled) market to a chaotic (i.e., uncontrolled) market, while a firm with a higher marginal cost prefers the chaotic market. Helpful remarks and comments by Ferenc Szidarovszky, Michael Kopel, Shahriai Yousefi, and three anonymous referees are gratefully acknowledged. Financial support from the Japan Ministry of Education, Culture, Sports, Science, and Technology, Grant-in-Aid for Scientific Research (B)15330037, and from Chuo University, Joint Research Grant 0382, is highly appreciated.     

一类一维混沌映射的拓扑条件

20世纪中期以来,人们在物理、天文、气象等领域中发现了大量的混沌现象.这些新发现引发了近几十年来对混沌现象的研究.由于它的困难程度和在解决实际问题中的巨大价值,对混沌现象的研究成为动力系统乃至数学中的一个长期的前沿和热点研究方向.混沌现象最本质的特征是初值敏感性,保证有初值敏感性的一个充分条件是系统具有正Lyapunov指数.因此研究系统是否具有正Lyapunov指数成为研究系统是否出现混沌的重要方法.从拓扑角度给出了一类一维映射出现混沌现象的充分条件.从拓扑的角度来研究,将加深对此类映射出现混沌的机理的认识.研究此类映射,最重要的是研究临界点、临界点轨道及它们的相互关系.我们采用临界点的逆像建立拓扑工具,使用这一拓扑工具分析临界点轨道与临界点的复杂关系,研究临界点逆轨道的运动形态、相应开集的拓扑特征,进而导出系统出现混沌的拓扑特征及它与Lyapunov指数之间的关系.     

Chaos, complex transients and noise: Illustration with a Kaldor model

In the present paper two-dimensional discrete Kaldor-type models are investigated. First, a sufficient condition for the existence of topological chaos of the model is derived analytically for a special parameter set. Second, the influences of noise on the Kaldor model are examined numerically. We show that noise may not only obscure the underlying structures, but also reveal the hidden structures, for example, the chaotic attractors near a window of chaos or the periodic attractors near a small chaotic parameter region.     

考虑不同商业目标和公平关切的动态博弈模型及复杂性研究

建立双寡头零售商具有不同商业目标和公平关切的动态价格博弈模型,着重分析了基于零售商考虑不同商业目标和公平关切下的价格博弈模型的复杂性。数值模拟了不同参数数值组合条件下的价格动态博弈过程,通过系统稳定域,分岔,李雅普诺夫指数,混沌吸引子等对模型进行了复杂性分析,发现零售商考虑公平关切会使自身稳定域减小;公平关切的水平越高,系统越容易进入混沌状态。同时研究了价格调整速度对零售商利润的影响,结果发现当价格调整速度过大时,系统会进入混沌状态,利润值波动剧烈且平均利润随着价格调整速度的增大而减小。最后选择控制因子对系统混沌进行了控制,该研究对零售商价格决策有着很好的借鉴意义。     

Border collision bifurcations and chaotic sets in a two-dimensional piecewise linear map

A two-dimensional piecewise linear continuous model is analyzed. It reflects the dynamics occurring in a circuit proposed as chaos generator, in a simplified case. The parameter space is investigated in order to classify completely regions of existence of stable cycles, and regions associated with chaotic behaviors. The border collision bifurcation curves are analytically detected, as well as the degenerate flip bifurcations of k-cycles and the homoclinic bifurcations occurring in cyclic chaotic regions leading to chaos in one-piece.     

Bifurcations and chaos of a discrete mathematical model for respiratory process in bacterial culture

The discrete mathematical model for the respiratory process in bacterial culture obtained by Euler method is investigated. The conditions of existence for flip bifurcation and Hopf bifurcation are derived by using center manifold theorem and bifurcation theory, condition of existence of chaos in the sense of Marotto＇s definition of chaos is proved. The bifurcation diagrams, Lyapunov exponents and phase portraits are given for different parameters of the model, and the fractal dimension of chaotic attractor was also calculated. The numerical simulation results confirm the theoretical analysis and also display the new and complex dynamical behaviors compared with the continuous model. In particular~ we found that the new chaotic attractor, and new types of two or four coexisting chaotic attractors, and two coexisting invariant torus.     

Limitations of frequency domain approximation for detecting chaos in fractional order systems

In this paper, we analytically study the influences of using frequency domain approximation in numerical simulations of fractional order systems. The number and location of equilibria, and also the stability of these points, are compared between the original system and its frequency based approximated counterpart. It is shown that the original system and its approximation are not necessarily equivalent according to the number, location and stability of the fixed points. This problem can cause erroneous results in special cases. For instance, to prove the existence of chaos in fractional order systems, numerical simulations have been largely based on frequency domain approximations, but in this paper we show that this method is not always reliable for detecting chaos. This approximation can numerically demonstrate chaos in the non-chaotic fractional order systems, or eliminate chaotic behavior from a chaotic fractional order system.     

Dynamic complexities in a single-species discrete population model with stage structure and birth pulses

Natural population, whose population numbers are small and generations are non-overlapping, can be modelled by difference equations that describe how the population evolve in discrete time-steps. This paper investigates a recent study on the dynamics complexities in a single-species discrete population model with stage structure and birth pulses. Using the stroboscopic map, we obtain an exact cycle of system, and obtain the threshold conditions for its stability. Above this, there is a characteristic sequence of bifurcations, leading to chaotic dynamics, which implies that this the dynamical behaviors of the single-species discrete model with birth pulses are very complex, including (a) non-unique dynamics, meaning that several attractors and chaos coexist; (b) small-amplitude annual oscillations; (c) large-amplitude multi-annual cycles; (d) chaos. Some interesting results are obtained and they showed that pulsing provides a natural period or cyclicity that allows for a period-doubling route to chaos.     

Improved particle swarm optimization combined with chaos

As a novel optimization technique, chaos has gained much attention and some applications during the past decade. For a given energy or cost function, by following chaotic ergodic orbits, a chaotic dynamic system may eventually reach the global optimum or its good approximation with high probability. To enhance the performance of particle swarm optimization (PSO), which is an evolutionary computation technique through individual improvement plus population cooperation and competition, hybrid particle swarm optimization algorithm is proposed by incorporating chaos. Firstly, adaptive inertia weight factor (AIWF) is introduced in PSO to efficiently balance the exploration and exploitation abilities. Secondly, PSO with AIWF and chaos are hybridized to form a chaotic PSO (CPSO), which reasonably combines the population-based evolutionary searching ability of PSO and chaotic searching behavior. Simulation results and comparisons with the standard PSO and several meta-heuristics show that the CPSO can effectively enhance the searching efficiency and greatly improve the searching quality.