Delay Embeddings for Forced Systems. II. Stochastic Forcing

Takens Embedding Theorem forms the basis of virtually all approaches to the analysis of time series generated by nonlinear deterministic dynamical systems. It typically allows us to reconstruct an unknown dynamical system which gave rise to a given observed scalar time series simply by constructing a new state space out of successive values of the time series. This provides the theoretical foundation for many popular techniques, including those for the measurement of fractal dimensions and Liapunov exponents, for the prediction of future behaviour, for noise reduction and signal separation, and most recently for control and targeting. Current versions of Takens Theorem assume that the underlying system is autonomous (and noise-free). Unfortunately this is not the case for many real systems. In a previous paper, one of us showed how to extend Takens Theorem to deterministically forced systems. Here, we use similar techniques to prove a number of delay embedding theorems for arbitrarily and stochastically forced systems. As a special case, we obtain embedding results for Iterated Functions Systems, and we also briefly consider noisy observations.     

Identification of Parameters of Nonlinear Dynamical Systems Simulated by Volterra Polynomials

We study the identification methods for the nonlinear dynamical systems described by Volterra series. One of the main problems in the dynamical system simulation is the problem of the choice of the parameters allowing the realization of a desired behavior of the system. If the structure of the model is identified in advance, then the solution to this problem closely resembles the identification problem of the system parameters. We also investigate the parameter identification of continuous and discrete nonlinear dynamical systems. The identification methods in the continuous case are based on application of the generalized Borel Theorem in combination with integral transformations. To investigate discrete systems, we use a discrete analog of the generalized Borel Theorem in conjunction with discrete transformations. Using model examples, we illustrate the application of the developed methods for simulation of systems with specified characteristics.     

Almost periodically forced circle flows

We study general dynamical and topological behaviors of minimal sets in skew-product circle flows in both continuous and discrete settings, with particular attentions paying to almost periodically forced circle flows. When a circle flow is either discrete in time and unforced (i.e., a circle map) or continuous in time but periodically forced, behaviors of minimal sets are completely characterized by classical theory. The general case involving almost periodic forcing is much more complicated due to the presence of multiple forcing frequencies, the topological complexity of the forcing space, and the possible loss of mean motion property. On one hand, we will show that to some extent behaviors of minimal sets in an almost periodically forced circle flow resemble those of Denjoy sets of circle maps in the sense that they can be almost automorphic, Cantorian, and everywhere non-locally connected. But on the other hand, we will show that almost periodic forcing can lead to significant topological and dynamical complexities on minimal sets which exceed the contents of Denjoy theory. For instance, an almost periodically forced circle flow can be positively transitive and its minimal sets can be Li-Yorke chaotic and non-almost automorphic. As an application of our results, we will give a complete classification of minimal sets for the projective bundle flow of an almost periodic, sl(2,R)-valued, continuous or discrete cocycle.Continuous almost periodically forced circle flows are among the simplest non-monotone, multi-frequency dynamical systems. They can be generated from almost periodically forced nonlinear oscillators through integral manifolds reduction in the damped cases and through Mather theory in the damping-free cases. They also naturally arise in 2D almost periodic Floquet theory as well as in climate models. Discrete almost periodically forced circle flows arise in the discretization of nonlinear oscillators and discrete counterparts of linear Schrödinger equations with almost periodic potentials. They have been widely used as models for studying strange, non-chaotic attractors and intermittency phenomena during the transition from order to chaos. Hence the study of these flows is of fundamental importance to the understanding of multi-frequency-driven dynamical irregularities and complexities in non-monotone dynamical systems.     

On asympotic behavior of solutions to several classes of discrete dynamical systems

In this paper, a new complete and simplified proof for the Husainov-Nikiforova Theorem is given. Then this theorem is generalized to the case where the coefficients may have different signs as well as nonlinear systems. By these results, the robust stability and the bound for robustness for high-order interval discrete dynamical systems are studied, which can be applied to designing stable discrete control system as well as stabilizing a given unstable control system.     

A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems

We present a nonrandom version of the Multiplicative Ergodic (Oseledec) Theorem for a nonlinear stochastic dynamical system on a smooth compact Riemannian Manifold M. This theorem characterises the a.s. asymptotic behaviour of the derivative system. Our approach (based on work of Furstenberg and Kifer, who deal with a linear system) is to consider an associated system on the projective bundle over M and to relate the behaviour of the theorem to the ergodic behaviour of this system. When the system has no random element, our work reduces to an alternative approach to the Multiplicative Ergodic Theorem for a diffeomorphism of M.     

New Approximations and Tests of Linear Fluctuation-Response for Chaotic Nonlinear Forced-Dissipative Dynamical Systems

We develop and test two novel computational approaches for predicting the mean linear response of a chaotic dynamical system to small change in external forcing via the fluctuation–dissipation theorem. Unlike the earlier work in developing fluctuation–dissipation theorem-type computational strategies for chaotic nonlinear systems with forcing and dissipation, the new methods are based on the theory of Sinai–Ruelle–Bowen probability measures, which commonly describe the equilibrium state of such dynamical systems. The new methods take into account the fact that the dynamics of chaotic nonlinear forced-dissipative systems often reside on chaotic fractal attractors, where the classical quasi-Gaussian formula of the fluctuation–dissipation theorem often fails to produce satisfactory response prediction, especially in dynamical regimes with weak and moderate degrees of chaos. A simple new low-dimensional chaotic nonlinear forced-dissipative model is used to study the response of both linear and nonlinear functions to small external forcing in a range of dynamical regimes with an adjustable degree of chaos. We demonstrate that the two new methods are remarkably superior to the classical fluctuation–dissipation formula with quasi-Gaussian approximation in weakly and moderately chaotic dynamical regimes, for both linear and nonlinear response functions. One straightforward algorithm gives excellent results for short-time response while the other algorithm, based on systematic rational approximation, improves the intermediate and long time response predictions.     

The effects of external disturbances on the performance and chaotic behaviour of industrial FCC units

The dynamic behaviour of an industrial Type IV fluid catalytic cracking for the production of gasoline unit is investigated for a case where the air feed temperature is periodically forced. The investigation concentrates on the behaviour of the system for a case of bistability for the autonomous system with special emphasis on the effect of forcing on the periodic attractor of the autonomous system. When the centre of forcing is very close to the homoclinical termination point of the autonomous periodic attractor, period-doubling mechanism and Type 1 intermittency have been identified as the routes to chaos for this six-dimensional (6D) system. Chaotic behaviour occurs at very low forcing amplitudes which simulate small disturbances that are unavoidable in the operation of any industrial unit. While in certain ranges of the values of the forcing amplitudes the output amplitudes of the forced system are higher than their counterparts in the autonomous system, other regions show the opposite behaviour. Average gasoline yield in the bistability region for the attractor resulting from the forcing of the autonomous periodic attractor is much higher than that resulting from forcing the autonomous static attractor. This yield is very close to that obtained with the optimum steady state which is unstable and requires prohibitively high values of controller gains to be stabilized.     

Resonance,stability and chaotic vibration of a quarter-car vehicle model with time-delay feedback

This paper examines dynamical behavior of a nonlinear oscillator with a symmetric potential that models a quarter-car forced by the road profile. The primary, superharmonic and subharmonic resonances of a harmonically excited nonlinear quarter-car model with linear time delayed active control are investigated. The method of multiple scales is utilized to obtain first order approximation of response. We focus on the influence of delay in the system. This naturally gives rise to a delay deferential equation (DDE) model of the system. The effect of time delay and feedback gains of the steady state responses of primary, superharmonic and subharmonic resonances are investigated. By means of Melnikov technique, necessary condition for onset of chaos resulting from homoclinic bifurcation is derived analytically. We describe a method to identify the critical forcing function and time delay above which the system becomes unstable. It is found that proper selection of time-delay shows optimum dynamical behavior. The accuracy of the method is obtained from the fractal basin boundaries.     

Periodic and chaotic dynamics in an asymmetric elastoplastic oscillator

We consider the dynamics of a harmonically forced oscillator with an asymmetric elastic–perfectly plastic stiffness function. The computed bifurcation diagrams for the oscillator show regions of periodic motion, hysteresis and large regions of chaotic motion. These different regions of dynamical behaviour are plotted in a two-dimensional parameter space consisting of forcing amplitude and forcing frequency. Examples of the chaotic motion encountered are shown using a discontinuity crossing map. Comparisons are made with the symmetric oscillator by computing a typical bifurcation diagram and considering previously published results for the symmetric system. From this we conclude that the asymmetric system is dominated by a large region of chaotic motion whereas in the symmetric oscillator period one motion and coexisting period three motion predominates.     

Nonautonomous saddle-node bifurcations: Random and deterministic forcing

We study the effect of external forcing on the saddle-node bifurcation pattern of interval maps. By replacing fixed points of unperturbed maps by invariant graphs, we obtain direct analogues to the classical result both for random forcing by measure-preserving dynamical systems and for deterministic forcing by homeomorphisms of compact metric spaces. Additional assumptions like ergodicity or minimality of the forcing process then yield further information about the dynamics.The main difference to the unforced situation is that at the critical bifurcation parameter, two alternatives exist. In addition to the possibility of a unique neutral invariant graph, corresponding to a neutral fixed point, a pair of so-called pinched invariant graphs may occur. In quasiperiodically forced systems, these are often referred to as ‘strange non-chaotic attractors’. The results on deterministic forcing can be considered as an extension of the work of Novo, Núñez, Obaya and Sanz on nonautonomous convex scalar differential equations. As a by-product, we also give a generalisation of a result by Sturman and Stark on the structure of minimal sets in forced systems.     

On the linearization of isochronous centre of a modified Emden equation with linear external forcing

In this work, we carry out a detailed study on the linearization of isochronous centre of a modified Emden equation with linear external forcing. We construct inverse integrating factor and time independent first integral for this system through Darboux method. To linearize the isochronous centre we explore a transverse commuting dynamical system and its first integral. With the help of first integrals of the original dynamical system and its transverse commuting system we derive the linearizing transformation and reduce the nonlinear system into linear isochronous one. We also point out certain mathematical structures associated with this dynamical system.     

On harmonic resonance in forced nonlinear oscillators exhibiting a Hopf bifurcation

The influence of a periodic forcing on a nonlinear second-orderoscillator close to a Hopf bifurcation point is investigated.The forcing frequency is close to the frequency of the Hopfbifurcation, and the forcing amplitude is assumed to be small.Second-order integral averaging is applied to reduce the givensystem to a planar autonomous system. By a bifurcation and stabilityanalysis of this system, the behaviour of the forced oscillatoris determined. It turns out that two qualitatively differenttypes of behaviour can occur. Either the system has a uniqueattractor, or the system has two competing attractors givingrise to a hysteresis phenomenon, which is known from the Duffingequation. Bifurcation diagrams are presented, and explicit formulaefor the quantities determining the behaviour are given     

Bifurcations and complex dynamics of an SIR model with the impact of the number of hospital beds

In this paper we establish an SIR model with a standard incidence rate and a nonlinear recovery rate, formulated to consider the impact of available resource of the public health system especially the number of hospital beds. For the three dimensional model with total population regulated by both demographics and diseases incidence, we prove that the model can undergo backward bifurcation, saddle-node bifurcation, Hopf bifurcation and cusp type of Bogdanov–Takens bifurcation of codimension 3. We present the bifurcation diagram near the cusp type of Bogdanov–Takens bifurcation point of codimension 3 and give epidemiological interpretation of the complex dynamical behaviors of endemic due to the variation of the number of hospital beds. This study suggests that maintaining enough number of hospital beds is crucial for the control of the infectious diseases.     

混沌时序相空间重构的分析和应用研究

在国内外学者工作的基出上,应用Legendere坐标法重构动力系统的相空间,研究了时序时隔τ的取值范围,讨论了时序间隔τ对相空间重构工作的影响,并用所提方法重构了系统的吸引子.算例表明所提方法是有效的.     

Control and identification of chaotic systems by altering their energy

We developed the control technique for (non)linear oscillators when repellors are stabilized by adjusting the system to energy levels corresponding to their stable counterparts. The technique does not require knowledge of the system equations. Two control strategies are possible. Following the first one, we simply test the systems by changing the feedback strength. This strategy does not require any computation of the control signal, and, hence, can be useful for control as well as identification of unknown systems. If the desired target can be identified (say, from the system time series), one can use another strategy based on goal-oriented control of the desired target. We analyze how the perturbation shape can be tuned so as to preserve the system natural response and discuss how to calculate the minimal strength of the perturbation required for stabilization of a priori chosen orbit. Generally, the control represents addition of an extra nonlinear damping to the system. In two limits of the perturbation slope, it manifests itself in (i) changing the oscillator natural damping; (ii) suppressing (enhancing) the external driving force. In the case of large deviations between phases of the chaotic oscillator and the driving force, only first scenario holds. Generalization of the technique to the case of oscillator networks and 3D autonomous dynamical systems is considered.     

Attractors for a Three-Dimensional Thermo-Mechanical Model of Shape Memory Alloys

Abstract In this note, we consider a Frémond model of shape memory alloys. Let us imagine a piece of a shape memory alloy which is fixed on one part of its boundary, and assume that forcing terms, e.g., heat sources and external stress on the remaining part of its boundary, converge to some time-independent functions, in appropriate senses, as time goes to infinity. Under the above assumption, we shall discuss the asymptotic stability for the dynamical system from the viewpoint of the global attractor. More precisely, we generalize the paper [12] dealing with the one-dimensional case. First, we show the existence of the global attractor for the limiting autonomous dynamical system; then we characterize the asymptotic stability for the non-autonomous case by the limiting global attractor. * Project supported by the MIUR-COFIN 2004 research program on “Mathematical Modelling and Analysis of Free Boundary Problems”.     

Symmetry-Breaking Bifurcations of Wreath Product Systems

Summary. Patterns formed through steady-state and Hopf bifurcations in wreath product systems depend on both the internal and global symmetries. In this paper we explore some features of this dependence related to general constraints on commuting matrices. We describe the stability of steady states and periodic solutions of wreath product systems obtained from the Equivariant Branching Lemma and the Equivariant Hopf Theorem. Received April 14, 1998; revised October 22, 1998; accepted November 16, 1998     

Trigonometric spline and spectral bounds for the solution of linear time-periodic systems

Linear time-periodic systems arise whenever a nonlinear system is linearized about a periodic trajectory. Examples include anisotropic rotor-bearing systems and parametrically excited systems. The structure of the solution to linear time-periodic systems is known due to Floquet’s Theorem. We use this information to derive a new norm which yields two-sided bounds on the solution and in this norm vibrations of the solution are suppressed. The obtained results are a generalization for linear time-invariant systems. Since Floquet’s Theorem is non-constructive, the applicability of the aforementioned results suffers in general from an unknown Floquet normal form. Hence, we discuss trigonometric splines and spectral methods that are both equipped with rigorous bounds on the solution. The methodology differs systematically for the two methods. While in the first method the solution is approximated by trigonometric splines and the upper bound depends on the approximation quality, in the second method the linear time-periodic system is approximated and its solution is represented as an infinite series. Depending on the smoothness of the time-periodic system, we formulate two upper bounds which incorporate the approximation error of the linear time-periodic system and the truncation error of the series representation. Rigorous bounds on the solution are necessary whenever reliable results are needed, and hence they can support the analysis and, e.g., stability or robustness of the solution may be proven or falsified. The theoretical results are illustrated and compared to trigonometric spline bounds and spectral bounds by means of three examples that include an anisotropic rotor-bearing system and a parametrically excited Cantilever beam.