Nonlinear and chaotic analysis of a financial complex system

In this paper,determination of the characteristics of futures market in China is presented by the method of the phase-randomized surrogate data.There is a significant difference in the obtained critical values when this method is used for random timeseries and for nonlinear chaotic timeseries.The singular value decomposition is used to reduce noise in the chaotic timeseries.The phase space of chaotic timeseries is decomposed into range space and null noise space.The original chaotic timeseries in range space is restructured.The method of strong disturbance based on the improved general constrained randomized method is further adopted to re-deternination.With the calculated results,an analysis on the trend of futures market of commodity is made in this paper.The results indicate that China＇s futures market of commodity is a complicated nonlinear system with obvious nonlinear chaotic characteristic.     

MEMS陀螺随机噪声的多尺度时间序列建模

基于小波多尺度分析方法,使用db4小波,将MEMS陀螺仪输出数据进行深度为4的多尺度分解,在各尺度上进行信号重建,对重建后的各尺度信号进行时间序列建模,各尺度的时间序列模型的输出和作为陀螺仪的随机噪声估计.多尺度时间序列建模方法提高了建模精度,将预测误差的方差降低了一个数量级,该方法已经成功应用到某型微小型飞行器的微导航系统中.     

Lumped Mass Modelling and Chaotic Behavior of an Elastic Levitated Droplet

In this paper, a nonlinear dynamicsanalysis of simulated data was considered to study the timeevolution of an electromagnetically levitated (ELM) flexibledroplet. The flexible droplet is modelled as a system with lumpedmasses, elastic springs, and rigid links. The behavior of thelevitated droplet was investigated. Quantities characterizing timeseries data such as attractor dimension or largest Lyapunovexponent were computed. Calculations were performed for dropletsof aluminum and copper. Thus, its chaotic behavior was analyzed.     

The non-linear chaotic model reconstruction for the experimental data obtained from different dynamic system

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On the Trajectory Method for the Reconstruction of Differential Equations from Time Series

This work investigates the trajectory method [1] for thereconstruction of ordinary differential equations (ODEs) from timeseries. The potentials of the method are analyzed for dynamical systemsdescribed by second- and third-order ODEs, focusing in particular on therole of the parameters of the method and on the influence of the qualityof the time series in terms of noise, length and sampling frequency.Typical models are investigated, such as the van der Pol, the linearmechanical, the Duffing and the Rössler equations, resulting in arobust and versatile method which is capable of allowing interestingapplications to experimental cases. The method is then applied to themeasured time series of a nonlinear mechanical oscillator, a typicalvelocity oscillation of the bursting phenomenon in near-wall turbulenceand the averaged annual evolution of rainfall, temperature andstreamflow over a hydrological basin.     

The state space reconstruction technology of different kinds of chaotic data obtained from dynamical system

Certain deterministic nonlinear systems may show chaotic behavior. We consider the motion of qualitative information and the practicalities of extracting a part from chaotic experimental data. Our approach based on a theorem of Takens draws on the ideas from the generalized theory of information known as singular system analysis. We illustrate this technique by numerical data from the chaotic region of the chaotic experimental data. The method of the singular-value decomposition is used to calculate the eigenvalues of embedding space matrix. The corresponding concrete algorithm to calculate eigenvectors and to obtain the basis of embedding vector space is proposed in this paper. The projection on the orthogonal basis generated by eigenvectors of timeseries data and concrete paradigm are also provided here. Meanwhile the state space reconstruction technology of different kinds of chaotic data obtained from dynamical system has also been discussed in detail. The project supported by the National Natural Science Foundation of China (19672043)     

Modal decomposition of polychromatic internal wave fields in arbitrary stratifications

Internal waves such as those produced by tidal sloshing over seafloor topography play an important role in the energy budget of the oceanic overturning circulation. Understanding their spatial and temporal structure, which depend on both the details of the forcing topography and the forcing frequency, is relevant in predicting how and where wave breaking and mixing may occur. Past work has largely focused on the case of a monochromatic wave field; however, the forcing tides may be composed of multiple frequency constituents. Here we present an approach by which the vertical mode structure of a polychromatic internal wave field may be computed from velocity timeseries data without any a priori knowledge of the details of the forcing topography. We consider wave fields in both uniform and vertically-varying stratification, and show using synthetic data that our approach is able to accurately reconstruct the vertical mode strengths. The sensitivity of our approach to noise and vertical resolution is also examined.     

Sound generation on bubble coalescence following detachment

A system in which bubbles coalesced on formation was used to probe one mechanism by which bubbles create sound. The aim was to determine in which situations sound is produced and to predict its amplitude. A set of carefully co-ordinated high-speed video and acoustic timeseries showed that needle-formed bubbles generated loud bubble-acoustic emissions at the instant of coalescence of secondary bubbles with the primary bubble. As the air flow rate increased, the size and number of secondary bubbles increased, and the sound amplitude also increased. On coalescence, the sound pressure always rose initially. A dimensionless scaling found that the sound amplitude emitted scaled with the volume of the secondary bubble. This scaling was shown to be consistent with the sound-emission mechanism being the equalization of pressures in the coalescing bubbles. The trend in amplitude with bubble production rate was well predicted by the scaling.     

SOLUTIONS FOR A SYSTEM OF NONLINEAR RANDOM INTEGRAL AND DIFFERENTIAL EQUATIONS

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考虑周长约束的圆柱薄壳初始几何缺陷随机场建模方法

利用随机场对圆柱薄壳结构的初始几何缺陷进行建模,并据此建立了一种用于含初始几何缺陷轴压圆柱薄壳屈曲分析的随机分析方法。首先,指出已有将圆柱薄壳初始几何缺陷表征为二维高斯随机场的方法会导致与实际不相符的初始几何缺陷,如圆柱周长显著增大或缩小的几何缺陷。其次,提出一种考虑周长不变约束的随机场建模方法,以剔除与实际不相符的随机几何缺陷。最后,基于所建立的初始几何缺陷随机场模型,利用非干涉多项式混沌展开法进行圆柱薄壳的随机屈曲分析,给出临界屈曲载荷的概率分布。数值试验结果表明,基于随机场理论的初始几何缺陷建模方法可有效刻画几何缺陷对结构承载能力的影响,而提出的约束随机场建模方法又能有效减小结果的分散性。     

Solutions for a system of nonlinear random integral and differential equations under weak topology

I.IntroductionTheexistenceandcomparisonresultsofsolutionsfornonlinearVolterraintegralequationsinstrongtopologyofBanachspaceshavebeenobtainedbyVaughnI"'"],LakshmikanthamIl3]andLakshmikantham-Leela114l.TheexistenceresultsofweaksolutionsfortheCauchyproblemof…     

Existence and comparison results of solutions for nonlinear random integral and differential equations relative to weak topology

In this paper, we prove several existence theorems of random solutions to nonlinear random Volterra integral equations under the weak topology of Banach spaces. Then, as applications, we obtain the existence theorems of weak random solutions to random differential equations. Existence of extremal random solutions and a random comparison theorem for these random equations are also obtained. Our theorems improve and extend the corresponding results in [4,5,10,11,12]. Projects supported by the Science Fund of the Chinese Academy of Sciences.     

Dynamics analysis of slender vehicle influenced by random factors

In this paper, the aeroelastic problems of slender vehicles under the influence of random factors and thrust are studied. An aeroelastic dynamic model of a free-free Euler–Bernoulli beam considering thrust and aerodynamic forces is established based on Hamilton’s principle of nonconservative systems. On this basis, considering the influence of random factors, the elastic modulus and viscous drag are regarded as one-dimensional continuous stationary random fields and discretized. The stochastic finite element method is used to solve the dynamic model, and the results are compared with the Monte Carlo simulation results. Then, the influence of the correlation of the random field on the elastic displacement is further analyzed. The following simulation results are obtained: (1) the stochastic factor analysis model established in this paper can reflect the statistical characteristics of aeroelastic response well; (2) the stronger the correlation of the random field is, the greater the expectation of elastic displacement, but as the correlation increases, the expectation tends to be constant; and (3) it is necessary to choose the discrete length of the random field reasonably, and the discrete length depends on the correlation characteristics of the random field studied.     

爆破地震地面运动的演变功率谱密度函数分析

按照Priestly提出的演变随机过程理论，对非平稳随机过程的演变功率谱密度函数进行了理论推导，并给出了定义。在此基础上，建立了基于均匀调制随机过程的爆破地震动演变功率谱密度函数。经对比发现，理论模型计算值与实验测试结果具有较好的一致性。     

Fixed point theorems of random set-valued mappings and their applications

In this paper, first we show several new random fixed point theorems for random set-valued mappings and for a system of random set-valued mappings. Then, some applications of our results are given for the existence and uniqueness of random solution for a system of nonlinear random integral and differential equations. Our theorems improved and generalize many recent findings in [4–7, 9, 11–17].     

薄壁圆筒壳初始几何缺陷不确定性量化的极大熵方法

针对薄壁圆筒壳结构轴压屈曲载荷的缺陷敏感性以及真实几何缺陷的不确定性,提出一种基于实测缺陷数据和极大熵原理的初始缺陷建模与屈曲载荷预测方法。首先,将初始几何缺陷视为二维随机场,并利用实测缺陷数据和Karhunen-Loève展开法将初始缺陷的随机场建模转化为随机向量的建模;其次,利用极大熵方法确定随机向量的概率分布;最后,基于所构建的初始缺陷随机模型,利用MCMC抽样方法和确定性屈曲分析方法,进行随机屈曲分析并给出基于可靠度的屈曲载荷折减因子。数值算例表明,与直接假设随机场相关结构的方法相比,本文方法的结果是对薄壁圆筒壳屈曲载荷的一个更无偏估计。     

外啮合齿轮泵随机内泄漏模型的研究

为了获得更加精确的外啮合齿轮泵内泄漏数学模型,将不确定性理论引入齿轮泵传统内泄漏模型中进行研究。将齿轮泵的轴向间隙、径向间隙、液压油温度、工作压力和输入转速作为随机变量,运用随机因子法和代数综合法建立齿轮泵随机内泄漏模型,进而获得在不确定性下的齿轮泵容积效率。将随机内泄漏模型研究结果和传统模型的计算结果分别与实验结果进行比较,证明随机内泄漏模型的正确性和优越性。     

非线性随机过程的有限元分析

本文根据实际复杂工程结构独立随机变量多，计算工作量大的特点，提出了用广义随机变量替代一般的独立随机变量以减少基本随机变量的数目，用响应曲面法替代敏度法或摄动法以提高计算效率。算例证明，以上措施取得了良好的效果，有助于非线性随机有限元法在实际工程结构可靠性分析中的应用。     

某结构的多轴随机振动实验研究

通过对某结构开展多轴随机振动试验研究,初步探讨了典型线性结构在多轴随机振动试验中的动力响应特点.首先对多轴振动试验系统、试验条件、控制方式等进行了介绍;然后通过有限元仿真了解结构的自振频率、振型和响应情况;重点对结构的多轴随机振动试验结果进行研究,具体分析了结构各测点加速度响应谱的共振峰特点;最后将多轴试验结果与单轴试验结果进行对比,并理论上解释了多轴随机振动响应不同于单轴振动的原因.研究结果表明:多轴振动试验能同时激发结构在不同方向的模态,使动力响应表现出比单轴振动更为丰富的共振峰,因此对经受多轴振动环境的产品开展多轴振动试验很有必要.     

随机晶界分布和连通性对晶间破坏行为的影响

采用随机有限元方法研究了两个具有相同不均匀材料属性和相同随机晶界含量但不同随机晶界分布的特殊多晶体样本在准静态拉伸下的晶间破坏行为,发现随机晶界连通性强的样本的断裂能比较低.在不同随机晶界含量下分别构造的50个晶界随机分布的样本的计算结果表明,断裂能与平均晶界连通数的关联并不明显,甚至还出现了相反的结果,即在相同随机晶界含量下,平均晶界连通数大的计算样本的断裂能反而大.