Analysis of some large-scale nonlinear stochastic dynamic systems with subspace-EPC method

The probabilistic solutions to some nonlinear stochastic dynamic (NSD) systems with various polynomial types of nonlinearities in displacements are analyzed with the subspace-exponential polynomial closure (subspace-EPC) method. The space of the state variables of the large-scale nonlinear stochastic dynamic system excited by Gaussian white noises is separated into two subspaces. Both sides of the Fokker-Planck-Kolmogorov (FPK) equation corresponding to the NSD system are then integrated over one of the sub...     

A survey of numerical methods for nonlinear filtering problems

The main goal of filtering is to obtain, recursively in time, good estimates of the state of a stochastic dynamical system based on noisy partial observations of the same. In settings where the signal/observation dynamics are significantly nonlinear or the noise intensities are high, an extended Kalman filter (EKF), which is essentially a first order approximation to an infinite dimensional problem, can perform quite poorly: it may require very frequent re-initializations and in some situations may even diverge. The theory of nonlinear filtering addresses these difficulties by considering the evolution of the conditional distribution of the state of the system given all the available observations, in the space of probability measures. We survey a variety of numerical schemes that have been developed in the literature for approximating the conditional distribution described by such stochastic evolution equations; with a special emphasis on an important family of schemes known as the particle filters. A numerical study is presented to illustrate that in settings where the signal/observation dynamics are non linear a suitably chosen nonlinear scheme can drastically outperform the extended Kalman filter.     

论动态信息理论

本文综述了作者的研究成果.近十年,作者将现有静态统计信息理论拓展至动态过程,建立了以表述动态信息演化规律的动态信息演化方程为核心的动态统计信息理论.基于服从随机性规律的动力学系统(如随机动力学系统和非平衡态统计物理系统)与遵守确定性规律的动力学系统(如电动力学系统)的态变量概率密度演化方程都可看成是其信息符号演化方程,推导出了动态信息(熵)演化方程.它们表明:对于服从随机性规律的动力学系统,动态信息密度随时间的变化率是由其在系统内部的态变量空间和传递过程的坐标空间的漂移、扩散和耗损三者引起的,而动态信息熵密度随时间的变化率则是由其在系统内部的态变量空间和传递过程的坐标空间的漂移、扩散和产生三者引起的.对于遵守确定性规律的动力学系统,动态信息(熵)演化方程与前者的相比,除动态信息(熵)密度在系统内部的态变量空间仅有漂移外,其余皆相同.信息和熵已与系统的状态和变化规律结合在一起,信息扩散和信息耗损同时存在.当空间噪声可略去时,将会出现信息波.若仅研究系统内部的信息变化,动态信息演化方程就约化为与表述上述动力学系统变化规律的动力学方程相对应的信息方程,它既可看成是表述动力学系统动态信息的演化规律,亦可看成是动力学系统的变化规律都可由信息方程表述.进而给出了漂移和扩散信息流公式、信息耗散率公式和信息熵产生率公式及动力学系统退化和进化的统一信息表述公式.得到了反映信息在传递过程中耗散特性的动态互信息公式和动态信道容量公式,它们在信道长度和信号传递速度之比趋于零的极限情况下变为现有的静态互信息公式和静态信道容量公式.所有这些新的理论公式和结果都是从动态信息演化方程统一推导出的.     

Effective Equations for Repulsive Quasi‐One Dimensional Bose–Einstein Condensates Trapped with Anharmonic Transverse Potentials

One‐dimensional nonlinear Schrödinger equations are derived to describe the axial effective dynamics of cigar‐shaped atomic repulsive Bose‐Einstein condensates trapped with anharmonic transverse potentials. The accuracy of these equations in the perturbative, Thomas‐Fermi, and crossover regimes were verified numerically by comparing the ground‐state profiles, transverse chemical potentials and oscillation patterns with those results obtained for the full three‐dimensional Gross‐Pitaevskii equation. This procedure allows us to derive different patterns of 1D nonlinear models by the control of the transverse confinement even in the presence of an axial vorticity.     

Dynamic analysis of frames with viscoelastic dampers modelled by rheological models with fractionalderivatives

Frame structures with viscoelastic dampers mounted on them are considered in this paper. Viscoelastic (VE) dampers are modelled using two, three-parameter, fractional rheological models. The structures are treated as elastic linear systems. The equation of motion of the whole system (structure with dampers) is written in terms of state-space variables. The resulting matrix equation of motion is the fractional differential equation. The proposed state space formulation is new and does not require matrices with huge dimensions. The paper is devoted to determine the dynamic properties of the considered structures. The nonlinear eigenvalue problem is formulated from which the dynamic parameters of the system can be determined. The continuation method is used to solve the nonlinear eigenvalue problem. Moreover, results of typical calculations are presented.     

New exact solutions to the space–time fractional nonlinear wave equation obtained by the ansatz and functional variable methods

In this paper, the ansatz method and the functional variable method are employed to find new analytic solutions for the space–time nonlinear fractional wave equation, the space–time fractional Kadomtsev–Petviashvili–Benjamin–Bona–Mahony equation and the space–time fractional modified Korteweg–de Vries–Zakharov–Kuznetsov equation. As a result, some exact solutions are obtained in terms of hyperbolic and periodic functions. It is shown that the proposed methods provide a more powerful mathematical tool for constructing exact solutions for many other nonlinear fractional differential equations occurring in nonlinear physical phenomena. We have also presented the numerical simulations for these equations by means of three dimensional plots.     

Study of nonlinear system stability using eigenvalue analysis: Gyroscopic motion

General computational multibody system (MBS) algorithms allow for the linearization of the highly nonlinear equations of motion at different points in time in order to obtain the eigenvalue solution. This eigenvalue solution of the linearized equations is often used to shed light on the system stability at different configurations that correspond to different time points. Different MBS algorithms, however, employ different sets of orientation coordinates, such as Euler angles and Euler parameters, which lead to different forms of the dynamic equations of motion. As a consequence, the forms of the linearized equations and the eigenvalue solution obtained strongly depend on the set of orientation coordinates used. This paper addresses this fundamental issue by examining the effect of the use of different orientation parameters on the linearized equations of a gyroscope. The nonlinear equations of motion of the gyroscope are formulated using two different sets of orientation parameters: Euler angles and Euler parameters. In order to obtain a set of linearized equations that can be used to define the eigenvalue solution, the algebraic equations that describe the MBS constraints are systematically eliminated leading to a nonlinear form of the equations of motion expressed in terms of the system degrees of freedom. Because in MBS applications the generalized forces can be highly nonlinear and can depend on the velocities, a state space formulation is used to solve the eigenvalue problem. It is shown in this paper that the independent state equations formulated using Euler angles and Euler parameters lead to different eigenvalue solutions. This solution is also different from the solution obtained using a form of the Newton-Euler matrix equation expressed in terms of the angular accelerations and angular velocities. A time-domain solution of the linearized equations is also presented in order to compare between the solutions obtained using two different sets of orientation parameters and also to shed light on the important issue of using the eigenvalue analysis in the study of MBS stability. The validity of using the eigenvalue analysis based on the linearization of the nonlinear equations of motion in the study of the stability of railroad vehicle systems, which have known critical speeds, is examined. It is shown that such an eigenvalue analysis can lead to wrong conclusions regarding the stability of nonlinear systems.     

A Functional Central Limit Theorem for the Becker–Döring Model

We investigate the fluctuations of the stochastic Becker–Döring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a given size. It is shown that the stochastic process associated to fluctuations is converging to the strong solution of an infinite dimensional stochastic differential equation (SDE) in a Hilbert space. We also prove that, at equilibrium, the solution of this SDE is a Gaussian process. The proofs are based on a specific representation of the evolution equations, the introduction of a convenient Hilbert space and several technical estimates to control the fluctuations, especially of the first coordinate which interacts with all components of the infinite dimensional vector representing the state of the process.     

Dynamic statistical information theory

In recent years we extended Shannon static statistical information theory to dynamic processes and established a Shannon dynamic statistical information theory, whose core is the evolution law of dynamic entropy and dynamic information. We also proposed a corresponding Boltzmman dynamic statistical information theory. Based on the fact that the state variable evolution equation of respective dynamic systems, i.e. Fokker-Planck equation and Liouville diffusion equation can be regarded as their information symbol evolution equation, we derived the nonlinear evolution equations of Shannon dynamic entropy density and dynamic information density and the nonlinear evolution equations of Boltzmann dynamic entropy density and dynamic information density, that describe respectively the evolution law of dynamic entropy and dynamic information. The evolution equations of these two kinds of dynamic entropies and dynamic informations show in unison that the time rate of change of dynamic entropy densities is caused by their drift, diffusion and production in state variable space inside the systems and coordinate space in the transmission processes; and that the time rate of change of dynamic information densities originates from their drift, diffusion and dissipation in state variable space inside the systems and coordinate space in the transmission processes. Entropy and information have been combined with the state and its law of motion of the systems. Furthermore we presented the formulas of two kinds of entropy production rates and information dissipation rates, the expressions of two kinds of drift information flows and diffusion information flows. We proved that two kinds of information dissipation rates (or the decrease rates of the total information) were equal to their corresponding entropy production rates (or the increase rates of the total entropy) in the same dynamic system. We obtained the formulas of two kinds of dynamic mutual informations and dynamic channel capacities reflecting the dynamic dissipation characteristics in the transmission processes, which change into their maximum—the present static mutual information and static channel capacity under the limit case where the proportion of channel length to information transmission rate approaches to zero. All these unified and rigorous theoretical formulas and results are derived from the evolution equations of dynamic information and dynamic entropy without adding any extra assumption. In this review, we give an overview on the above main ideas, methods and results, and discuss the similarity and difference between two kinds of dynamic statistical information theories.     

Hopping Transport and Stochastic Dynamics of Electrons in Plasma Layers

We investigate the stochastic dynamics and the hopping transfer of electrons embedded into two‐dimensional atomic layers. First we formulate the quantum statistics of general atom ‐ electron systems based on the tight‐binding approximation and express ‐ following linear response transport theory ‐ the quantum‐mechanical time correlation functions and the conductivity by means of equilibrium time correlation functions. Within the relaxation time approach an expression for the effective collision frequency is derived in Born approximation, which takes into account quantum effects and dynamic effects of the atom motion through the dynamic structure factor of the lattice and the quantum dynamics of the electrons. In the last part we derive Pauli equations for the stochastic electron dynamics including nonlinear excitations of the atomic subsystem. We carry out Monte Carlo simulations and show that mean square displacements of electrons and transport properties are in a moderate to high temperature regime strongly influenced by by soliton‐type excitations and demonstrate the existence of percolation effects (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Fokker-Planck equation for interacting waves: Dispersion law renormalization and wave turbulence

The multiple timescale method for removing secularities is used to generate the Fokker-Planck (“FP”) equation for a system of interacting waves. This FP equation describes diffusion in the phase space of the angle, as well as the action, variables of all underlying modes. The first moment of the FP equation gives a kinetic (or Boltzmann-type) equation governing the averaged actions, and describing the diffusion of action in time. Angle diffusion leads to a renormalization of the dispersion law. Stationary solutions for the average action (or so-called spectral intensity) are derived for equilibrium and for the driven off-equilibrium state corresponding to a cascade of wave energy from low to high frequencies (wave turbulence). The reduced distribution function for these states is derived.The derivation of the FP equation from the Liouville equation, as well as the derivation of the kinetic equation from the FP equation, requires that the distribution of modes be sufficiently dense. In this limit, cumulants that are initially zero increase at a rate that is thermodynamically sm all. A Langevin equation, governing the evolution of a distinguished oscillator, that is applicable even in off-equilibrium conditions, is derived. The concept of winding numbers is extended to the general phase space motion of action-angle variables through the introduction of a multiple-valued probability density.     

A symmetry-preserving difference scheme for high dimensional nonlinear evolution equations

In this paper, a procedure for constructing discrete models of the high dimensional nonlinear evolution equanons is presented. In order to construct the difference model, with the aid of the potential system of the original equation and compatibility condition, the difference equations which preserve all Lie point symmetries can be obtained. As an example, invariant difference models of the （2＋1）-dimensional Burgers equation are presented.     

Quantum-dot Semiconductor Optical Amplifiers in State Space Model

A state space model(SSM) is derived for quantum-dot semiconductor optical amplifiers(QD-SOAs).Rate equations of QD-SOA are formulated in the form of state update equations,where average occupation probabilities along QD-SOA cavity are considered as state variables of the system.Simulations show that SSM calculates QD-SOA's static and dynamic characteristics with high accuracy.     

Variance and Entropy Assignment for Continuous-Time Stochastic Nonlinear Systems

This paper investigates the randomness assignment problem for a class of continuous-time stochastic nonlinear systems, where variance and entropy are employed to describe the investigated systems. In particular, the system model is formulated by a stochastic differential equation. Due to the nonlinearities of the systems, the probability density functions of the system state and system output cannot be characterised as Gaussian even if the system is subjected to Brownian motion. To deal with the non-Gaussian randomness, we present a novel backstepping-based design approach to convert the stochastic nonlinear system to a linear stochastic process, thus the variance and entropy of the system variables can be formulated analytically by the solving Fokker–Planck–Kolmogorov equation. In this way, the design parameter of the backstepping procedure can be then obtained to achieve the variance and entropy assignment. In addition, the stability of the proposed design scheme can be guaranteed and the multi-variate case is also discussed. In order to validate the design approach, the simulation results are provided to show the effectiveness of the proposed algorithm.     

A novel multi‐detection technique for three‐dimensional reciprocal‐space mapping in grazing‐incidence X‐ray diffraction

A new scattering technique in grazing‐incidence X‐ray diffraction geometry is described which enables three‐dimensional mapping of reciprocal space by a single rocking scan of the sample. This is achieved by using a two‐dimensional detector. The new set‐up is discussed in terms of angular resolution and dynamic range of scattered intensity. As an example the diffuse scattering from a strained multilayer of self‐assembled (In,Ga)As quantum dots grown on GaAs substrate is presented.     

Saturation of two-level systems under pulsed stochastic resonance conditions

Pulsed stochastic excitation of a two-level system described by Bloch equations is studied. An equation for the average powers of the components of the state vector of the system is obtained on the basis of the theory of stochastic differential equations, and solved. The dynamical and nonlinear properties of the response of a system under pulsed stochastic resonance conditions are analyzed and the results are compared with the corresponding stationary state. The results obtained can be used in spectroscopy and for analysis of nonlinear filters based on the saturation effect and intended for processing rf and light range signals. Zh. Tekh. Fiz. 69, 65–69 (December 1999)     

一类高维耦合的非线性演化方程的简单求解

利用一个简单的变换，一类高维耦合的非线性演化方程可以被约化为一低维的简单方程，将已有的求解法应用于简单方程，十分简捷的获得了原方程大量的精确解. 关键词： 非线性耦合方程 精确解 tanh函数方法     

Kink dynamics in one-dimensional nonlinear systems

A certain class of nonlinear evolution equations of one space dimension which permits kink type solutions and includes one-dimensional time-dependent Ginzburg-Landau (TDGL) equations and certain nonlinear wave equations is studied in some strong coupling approximation where the problem can be reduced to the study of kink dynamics. A detailed study is presented for the case of TDGL equation with possible applications to the late stage kinetics of order-disorer phase transitions and spinodal decompositions. A special case of kink dynamics of nonlinear wave equations is found to reduce to the Toda lattice dynamics. A new conservation law for dissipative systems is found which corresponds to the momentum conservation law for wave equations.     

利用耦合的Riccati方程组构造微分-差分方程精确解

通过引入耦合的Riccati方程组得到一个构造非线性微分-差分方程精确解的代数方法.作为实例,将该方法应用到了一般格子方程,相对论的Toda格子方程和(2+1)维Toda格子方程.借助符号计算软件Mathematica,获得了这些方程的扭结型孤波解和复数解.该方法也适合求解其他非线性微分-差分方程的精确解. 关键词： 耦合Riccati方程组 格子方程 相对论的Toda格子方程 (2+1)维Toda格子方程     

The role of power law nonlinearity in the discrete nonlinear Schrödinger equation on the formation of stationary localized states in the Cayley tree

We study the formation of stationary localized states using the discrete nonlinear Schr?dinger equation in a Cayley tree with connectivity K. Two cases, namely, a dimeric power law nonlinear impurity and a fully nonlinear system are considered. We introduce a transformation which reduces the Cayley tree into an one dimensional chain with a bond defect. The hopping matrix element between the impurity sites is reduced by . The transformed system is also shown to yield tight binding Green's function of the Cayley tree. The dimeric ansatz is used to find the reduced Hamiltonian of the system. Stationary localized states are found from the fixed point equations of the Hamiltonian of the reduced dynamical system. We discuss the existence of different kinds of localized states. We have also analyzed the formation of localized states in one dimensional system with a bond defect and nonlinearity which does not correspond to a Cayley tree. Stability of the states is discussed and stability diagram is presented for few cases. In all cases the total phase diagram for localized states have been presented. Received: 18 September 1997 / Revised: 31 October and 17 november 1997 / Accepted: 19 November 1997