Nonlinear electronic circuit, Part I: Multiple routes to chaos

A nonlinear electronic oscillator, suitable for synchronized chaotic communication, is studied. This circuit is capable of transmitting discrete chaotic signals, although the chaotic modes of operation are controlled in an analog way. In Part I of this review paper the three routes to chaotic operation that appear, namely the period doubling, intermittency and crisis induced intermittency, are thoroughly studied and discussed. In all three routes to chaos the appropriate experimental distributions were calculated. Moreover, the chaotic nature of the circuit operation was evaluated by using the Grassberger-Procaccia method. Calculation of the corresponding minimum embedding dimension, the Kolmogorov-Sinai entropy as well as the maximal Lyapunov exponent give useful information in order to fully characterize the circuit operation.     

Nonlinear electronic circuit, Part II: synchronization in a chaotic MODEM scheme

In this work we present a thorough investigation of the effect of noise (internal or external) on the synchronization of a drive-response configuration system (unidirectional coupling between two identical systems). Moreover, since in every practical implementation of a communication system, the transmitter and receiver circuits (although identical) operate under slightly different conditions it is essential to consider the case of the mismatch between the parameters of the transmitter and the receiver. In our work we consider the non-autonomous 2nd order nonlinear oscillator system presented in [G. Mycolaitis, A. Tamasevicious, A. Cenys, A. Namajunas, K. Navionis, A. N. Anagnostopoulos, Globally synchronizable non-autonomous chaotic oscillator, in: Proc. of 7th International Workshop on Nonlinear Dynamics of Electronic Systems, Denmark, July 1999, pp. 277-280] which is particularly suitable for digital communications.Furthermore, we modified the previous chaotic communication system in order to exhibit enhanced security features. The enhancement in the security of the system is achieved by introducing a set of parameters used in the encoding and decoding of the message signal. We also introduce a time delay parameter in the dynamical system which on the one hand improves the chaotic behavior of the system and on the other hand, adds further security in the encoding-decoding scheme.     

Mode-locking and rotational chaos in networks of oscillators: A mathematical framework

Summary A mathematical framework is presented for describing mode-locking and rotational chaos in networks of oscillators. Its advantages are explained, and some key questions are identified.     

On the dynamics of a periodic Colpitts oscillator forced by periodic and chaotic signals

In this paper, we have examined effects of forcing a periodic Colpitts oscillator with periodic and chaotic signals for different values of coupling factors. The forcing signal is generated in a master bias-tuned Colpitts oscillator having identical structure as that of the slave periodic oscillator. Numerically solving the system equations, it is observed that the slave oscillator goes to chaotic state through a period-doubling route for increasing strengths of the forcing periodic signal. For forcing with chaotic signal, the transition to chaos is observed but the route to chaos is not clearly detectable due to random variations of the forcing signal strength. The chaos produced in the slave Colpitts oscillator for a chaotic forcing is found to be in a phase-synchronized state with the forced chaos for some values of the coupling factor. We also perform a hardware experiment in the radio frequency range with prototype Colpitts oscillator circuits and the experimental observations are in agreement with the numerical simulation results.     

Bifurcations, chaos and synchronization in ADVP circuit with parallel resistor

In this work we investigate the dynamical behaviors of Van der Pol-Duffing circuit (ADVP) with parallel resistor. The model is described by a continuous-time three dimensional autonomous system. The stability conditions of the equilibria are analyzed. The existence of periodic solutions and their stabilities about the node equilibrium point of the system are studied by using Hopf's theorem and Hsü and Kazarinoff theorem. Lyapunov spectrum is calculated for the proposed system. Adaptive synchronization using backstepping design is applied successfully to the system. Chaotic behaviors and the efficiency of the synchronization method are verified by numerical simulations.     

Supremum concentration inequality and modulus of continuity for sub-nth chaos processes

This article provides a detailed analysis of the behavior of suprema and moduli of continuity for a large class of random fields which generalize Gaussian processes, sub-Gaussian processes, and random fields that are in the nth chaos of a Wiener process. An upper bound of Dudley type on the tail of the random field's supremum is derived using a generic chaining argument; it implies similar results for the expected supremum, and for the field's modulus of continuity. We also utilize a sharp and convenient condition using iterated Malliavin derivatives, to arrive at similar conclusions for suprema, via a different proof, which does not require full knowledge of the covariance structure.     

Stability and sensitivity of solutions to nonlinear optimal control problems

Parameter-dependent optimal control problems for nonlinear ordinary differential equations, subject to control and state constraints, are considered. Sufficient conditions are formulated under which the solutions and the associated Lagrange multipliers are locally Lipschitz continuous and directionally differentiable functions of the parameter. The directional derivatives are characterized.This research was partially supported by Grant No. 3 0256 91 01 from Komitet Bada Naukowych.     

Modeling the effects of variable external influences and demographic processes on innovation diffusion

In this paper, a nonlinear mathematical model for innovation diffusion is proposed and analyzed by considering the effects of variable external influences (cumulative marketing efforts) and human population (variable marketing potential) in a society. The change in the population density is caused by various demographic processes such as immigration, emigration, intrinsic growth rate, death rate, etc.Thus, the problem of innovation diffusion is governed by three dynamic variables, namely, non adopters’ density, adopters’ density and the cumulative density of external influences. The model is analyzed by using the stability theory of differential equations and computer simulation.The model analysis shows that the main effect of the increase in cumulative density of external influences is to make the adopter population density reach its equilibrium at a much faster rate. It further shows that the density of adopters’ population increases as the parameters related to increase in non adopters’ population density increase. The effects of various parameters in the model on the nature of existing single equilibrium have also been discussed by using numerical simulation. It is shown that parameters related to the growth of non adopters’ population density have stabilizing effects on the system.     

Convexity and concavity properties of the optimal value function in parametric nonlinear programming

Convexity and concavity properties of the optimal value functionf* are considered for the general parametric optimization problemP() of the form min _x f(x, ), s.t.x R(). Such properties off* and the solution set mapS* form an important part of the theoretical basis for sensitivity, stability, and parametric analysis in mathematical optimization. Sufficient conditions are given for several standard types of convexity and concavity off*, in terms of respective convexity and concavity assumptions onf and the feasible region point-to-set mapR. Specializations of these results to the general parametric inequality-equality constrained nonlinear programming problem and its right-hand-side version are provided. To the authors' knowledge, this is the most comprehensive compendium of such results to date. Many new results are given.This paper is based on results presented in the PhD Thesis of the second author completed at The George Washington University under the direction of the first author.This work was partly supported by the Office of Naval Research, Program in Logistics, Contract No. N00014-75-C-0729 and by the National Science Foundation, Grant No. ECS-82-01370 to the Institute for Management Science and Engineering, The George Washington University, Washington, DC.     

An investigation on the sensitivity and stability radius of returns to scale and efficiency in data envelopment analysis

An issue which has received widespread attention in rapidly growing field of DEA is the sensitivity of the results of analysis to perturbations in the data.     

Modeling and analysis of system reliability using phase‐type distribution closure properties

Phase‐type distribution closure properties are utilized to devise algorithms for generating reliability functions of systems with basic structures. These structures include series, parallel, K‐out‐of‐N, and standby structures with perfect/imperfect switch. The algorithms form a method for system reliability modeling and analysis based on the relationship between the system lifetime and component lifetimes for general structures. The proposed method is suitable for functional system reliability analysis, which can produce reliability functions of systems with independent components instead of only system reliability values. Once the system reliability function is obtained, other reliability measures such as the system's hazard function and mean time to failure can be obtained efficiently using only matrix algebra. Dimensional and numerical comparisons with computerized symbolic processing are also presented to show the superiority of the proposed method.