Real‐time road traffic forecasting using regime‐switching space‐time models and adaptive LASSO

Smart transportation technologies require real‐time traffic prediction to be both fast and scalable to full urban networks. We discuss a method that is able to meet this challenge while accounting for nonlinear traffic dynamics and space‐time dependencies of traffic variables. Nonlinearity is taken into account by a union of non‐overlapping linear regimes characterized by a sequence of temporal thresholds. In each regime, for each measurement location, a penalized estimation scheme, namely the adaptive absolute shrinkage and selection operator (LASSO), is implemented to perform model selection and coefficient estimation simultaneously. Both the robust to outliers least absolute deviation estimates and conventional LASSO estimates are considered. The methodology is illustrated on 5‐minute average speed data from three highway networks. Copyright © 2012 John Wiley & Sons, Ltd.     

A space‐time spectral method for one‐dimensional time fractional convection diffusion equations

In this paper, we propose a space‐time spectral method for solving a class of time fractional convection diffusion equations. Because both fractional derivative and spectral method have global characteristics in bounded domains, we propose a space‐time spectral‐Galerkin method. The convergence result of the method is proved by providing a priori error estimate. Numerical results further confirm the expected convergence rate and illustrate the versatility of our method. Copyright © 2016 John Wiley & Sons, Ltd.     

Commutativity of first‐order discrete‐time linear time‐varying systems

After introducing the concept of commutativity for continuous‐time linear time‐varying systems, the related literature and the results obtained so far are presented. For a simple introduction of the commutativity of discrete‐time linear time‐varying systems, the problem is formulated for first‐order systems. Finally, explicit necessary and sufficient conditions for the commutativity of first‐order discrete‐time linear time‐varying systems are derived, and their advantageous use in digital system design is illustrated, which are the main objectives of the paper. The results are verified by examples which include an application in amplitude modulation for digital telecommunication.     

Non‐self‐adjoint singular second‐order dynamic operators on time scale

In this study, maximal dissipative second‐order dynamic operators on semi‐infinite time scale are studied in the Hilbert space , that the extensions of a minimal symmetric operator in limit‐point case. We construct a self‐adjoint dilation of the dissipative operator together with its incoming and outgoing spectral representations so that we can determine the scattering function of the dilation as stated in the scheme of Lax‐Phillips. Moreover, we construct a functional model of the dissipative operator and identify its characteristic function in terms of the Weyl‐Titchmarsh function of a self‐adjoint second‐order dynamic operator. Finally, we prove the theorems on completeness of the system of root functions of the dissipative and accumulative dynamic operators.     

Supercritical Neimark‐Sacker bifurcation of a discrete‐time Nicholson‐Bailey model

We study the local dynamics and supercritical Neimark‐Sacker bifurcation of a discrete‐time Nicholson‐Bailey host‐parasitoid model in the interior of . It is proved that if α>1, then the model has a unique positive equilibrium point , which is locally asymptotically focus, unstable focus and nonhyperbolic under certain parametric condition. Furthermore, it is proved that the model undergoes a supercritical Neimark‐Sacker bifurcation in a small neighborhood of the unique positive equilibrium point , and meanwhile, the stable closed curve appears. From the viewpoint of biology, the stable closed curve corresponds to the period or quasiperiodic oscillations between host and parasitoid populations. Some numerical simulations are presented to verify theoretical results.     

Finite‐time stability of fractional‐order stochastic singular systems with time delay and white noise

In this article, the finite‐time stochastic stability of fractional‐order singular systems with time delay and white noise is investigated. First the existence and uniqueness of solution for the considered system is derived using the basic fractional calculus theory. Then based on the Gronwall's approach and stochastic analysis technique, the sufficient condition for the finite‐time stability criterion is developed. Finally, a numerical example is presented to verify the obtained theory. © 2016 Wiley Periodicals, Inc. Complexity 21: 370–379, 2016     

Finite‐time l2 − l∞ synchronization for discrete‐time nonlinear chaotic systems via information‐constrained delayed feedback

This article is concerned with the problem of finite‐time synchronization control for a class of discrete‐time nonlinear chaotic systems under unreliable communication links. Our aim is to design a delayed feedback controller such that the resulting synchronization error system is stochastically finite‐time bounded with a guaranteed performance level over a finite time interval. Some sufficient conditions for the solvability of the above problem are established. A delayed feedback control scheme involving constrained information about the past state is presented. Finally, the Fold chaotic system is used to demonstrate the effectiveness of our proposed approach. © 2014 Wiley Periodicals, Inc. Complexity 21: 138–146, 2015     

Finite time blowup for Klein‐Gordon‐Schrödinger system

We investigate the blowup solutions to the Klein‐Gordon‐Schrödinger (KGS) system with power nonlinearity in spatial dimensions (N ≥ 2). Relying on a Lyapunov functional, we establish a perturbed virial‐type identity and prove the existence of blowup solutions for the system with a negative energy and small mass. Moreover, we obtain a new finite‐time blowup result of solutions to KGS system in the energy space by constructing a differential inequality.     

Space‐time spectral collocation method for the one‐dimensional sine‐Gordon equation

In this article, we introduce a new space‐time spectral collocation method for solving the one‐dimensional sine‐Gordon equation. We apply a spectral collocation method for discretizing spatial derivatives, and then use the spectral collocation method for the time integration of the resulting nonlinear second‐order system of ordinary differential equations (ODE). Our formulation has high‐order accurate in both space and time. Optimal a priori error bounds are derived in the L²‐norm for the semidiscrete formulation. Numerical experiments show that our formulation have exponential rates of convergence in both space and time. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 670–690, 2015     

Static output‐feedback control for interval type‐2 discrete‐time fuzzy systems

This article investigates the problem of reliable mixed control for discrete‐time interval type‐2 (IT2) fuzzy model‐based systems via static output‐feedback (SOF) control method. The number of fuzzy rules and the membership functions for the SOF controller are different from those for the plant. A sufficient criterion of reliable stability with mixed performance is derived for the closed‐loop system with sensor failure. The SOF controller is designed for two different cases (known sensor failure case and unknown sensor failure case) to guarantee the reliable stability with mixed performance. Moreover, novel criteria are presented to obtain the optical performance for the closed‐loop system. Finally, an example is used to verify the effectiveness of the proposed design scheme. © 2014 Wiley Periodicals, Inc. Complexity 21: 74–88, 2016     

Short‐time asymptotics in Dirichlet spaces

This work is involved with the short‐time asymptotics of the heat semigroup in a general setting. A generalization of Fang's version of Varadhan's formula is proved. A spectral gap or the possibility of obtaining one by an appropriate change of measure is required. © 2001 John Wiley & Sons, Inc.     

Boundary value problem for a global‐in‐time parabolic equation

The aim of this paper is to draw attention to an interesting semilinear parabolic equation that arose when describing the chaotic dynamics of a polymer molecule in a liquid. This equation is nonlocal in time and contains a term, called the interaction potential, that depends on the time‐integral of the solution over the entire interval of solving the problem. In fact, one needs to know the “future” in order to determine the coefficient in this term, that is, the causality principle is violated. The existence of a weak solution of the initial boundary value problem is proven. The interaction potential satisfies fairly general conditions and can have arbitrary growth at infinity. The uniqueness of this solution is established with restrictions on the length of the considered time interval.     

Numerical solutions of the space‐time fractional advection‐dispersion equation

Fractional advection‐dispersion equations are used in groundwater hydrologhy to model the transport of passive tracers carried by fluid flow in a porous medium. In this paper we present two reliable algorithms, the Adomian decomposition method and variational iteration method, to construct numerical solutions of the space‐time fractional advection‐dispersion equation in the form of a rabidly convergent series with easily computable components. The fractional derivatives are described in the Caputo sense. Some examples are given. Numerical results show that the two approaches are easy to implement and accurate when applied to space‐time fractional advection‐dispersion equations. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Galerkin‐type space‐time finite elements for volumetrically coupled problems

The study focuses on error estimation techniques for a coupled problem with two constituents based on the Theory of Porous Media. After developing space‐time finite elements for this mixed problem, we extend the numerical scheme to a coupled space‐time adaptive strategy. Therefore, an adjoint or dual problem is formulated and discussed, which is solved lateron numerically. One advantage of the presented technique is the high flexibility of the error indicator with respect to the error measure.     

Space‐time spectral method for two‐dimensional semilinear parabolic equations

In this paper, a high‐order accurate numerical method for two‐dimensional semilinear parabolic equations is presented. We apply a Galerkin–Legendre spectral method for discretizing spatial derivatives and a spectral collocation method for the time integration of the resulting nonlinear system of ordinary differential equations. Our formulation can be made arbitrarily high‐order accurate in both space and time. Optimal a priori error bound is derived in the L²‐norm for the semidiscrete formulation. Extensive numerical results are presented to demonstrate the convergence property of the method, show our formulation have spectrally accurate in both space and time. John Wiley & Sons, Ltd.     

Decay in time for a one‐dimensional two‐component plasma

The motion of a collisionless plasma is described by the Vlasov–Poisson (VP) system, or in the presence of large velocities, the relativistic VP system. Both systems are considered in one space and one momentum dimension, with two species of oppositely charged particles. A new identity is derived for both systems and is used to study the behavior of solutions for large times. Copyright © 2008 John Wiley & Sons, Ltd.     

Convergence analysis for parallel‐in‐time solution of hyperbolic systems

Parallel‐in‐time algorithms have been successfully employed for reducing time‐to‐solution of a variety of partial differential equations, especially for diffusive (parabolic‐type) equations. A major failing of parallel‐in‐time approaches to date, however, is that most methods show instabilities or poor convergence for hyperbolic problems. This paper focuses on the analysis of the convergence behavior of multigrid methods for the parallel‐in‐time solution of hyperbolic problems. Three analysis tools are considered that differ, in particular, in the treatment of the time dimension: (a) space–time local Fourier analysis, using a Fourier ansatz in space and time; (b) semi‐algebraic mode analysis, coupling standard local Fourier analysis approaches in space with algebraic computation in time; and (c) a two‐level reduction analysis, considering error propagation only on the coarse time grid. In this paper, we show how insights from reduction analysis can be used to improve feasibility of the semi‐algebraic mode analysis, resulting in a tool that offers the best features of both analysis techniques. Following validating numerical results, we investigate what insights the combined analysis framework can offer for two model hyperbolic problems, the linear advection equation in one space dimension and linear elasticity in two space dimensions.     

Long‐time convergence of solutions to a phase‐field system

We prove that any global bounded solution of a phase field model tends to a single equilibrium state for large times though the set of equilibria may contain a nontrivial continuum of stationary states. The problem has a partial variational structure, specifically, only the elliptic part of the first equation represents an Euler–Lagrange equation while the second does not. This requires some modifications in comparison with standard methods used to attack this kind of problems. Copyright © 2001 John Wiley & Sons, Ltd.