Stability analysis of linear dynamical systems with saturation nonlinearities and a short time delay

A class of linear dynamical systems subject to saturation nonlinearities and a short time delay were approximated by singular perturbation dynamical systems with saturation nonlinearities based on the notion of Pade approximation. The stability region of the approximate systems was proved to be decomposed and a convex Linear Matrix Inequality (LMI) optimization model was introduced to estimate the decomposed stability region with least degree of conservativeness.     

Optimal bounds and extremal trajectories for time averages in nonlinear dynamical systems

For any quantity of interest in a system governed by ordinary differential equations, it is natural to seek the largest (or smallest) long-time average among solution trajectories, as well as the extremal trajectories themselves. Upper bounds on time averages can be proved a priori using auxiliary functions, the optimal choice of which is a convex optimization problem. We prove that the problems of finding maximal trajectories and minimal auxiliary functions are strongly dual. Thus, auxiliary functions provide arbitrarily sharp upper bounds on time averages. Moreover, any nearly minimal auxiliary function provides phase space volumes in which all nearly maximal trajectories are guaranteed to lie. For polynomial equations, auxiliary functions can be constructed by semidefinite programming, which we illustrate using the Lorenz system.     

Lie symmetries and conserved quantities of controllable nonholonomic dynamical systems

This paper concentrates on studying the Lie symmetries and conserved quantities of controllable nonholonomicdynamicM systems. Based on the infinitesimal transformation, we establish the Lie symmetric determining equationsand restrictive equations and give three definitions of Lie symmetries before the structure equations and conservedquantities of tile Lie symmetries are obtained. Then we make a study of the inverse problems. Finally, an example ispresented for illustrating the results.     

Small random perturbations of finite- and infinite-dimensional dynamical systems: Unpredictability of exit times

We apply previous results on the pathwise exponential loss of memory of the initial condition for stochastic differential equations with small diffusion to the problem of the asymptotic distribution of the first exit times from an attracted domain. We show under general hypotheses that the suitably rescaled exit time converges in the zero-noise limit to an exponential random variable. Then we extend the results to an infinite-dimensional case obtained by adding a small random perturbation to a nonlinear heat equation.     

Scaling spectra and return times of dynamical systems

The grand canonical version of the spectrum of singularities formalism is presented, relying naturally upon certain Markov transition graphs. The structure of a graph is simply determined by the close return times of the dynamical system described. Thus, an intimate connection exists between the shape of the singularity curve and a small but interesting set of dynamical properties.     

Dissipative finite degrees of freedom dynamical system and description of optical systems with saturable amplification, saturable losses and filtering

Single-mode fiber optical system with saturable amplification, saturable losses and spectral filtering as proposed by Rozanov and Fedorov (1998) [10] is studied. The system of ordinary differential equations (ODE’s) that can help investigation of the original physical system is proposed. It allows calculation of linear and nonlinear fixed points as well as the study of their stability, so it can be used for analysis of coherent structures and their classification. Derived system of ODE’s extends the earlier one proposed by van Saarloos and Hohenberg (1992) [2], for the analysis of coherent structures of the qubic-quintic Ginzburg-Landau equation, by including additionally the temporal dependences of the gain and losses. In order to verify it, it was applied to the earlier considered cases of fast and slow changes in the amplification and losses. Earlier obtained localized structures namely pulses, have been observed via numerical solution of the proposed system. In addition, new families of fronts have been identified.     

The Topological Nonconnectivity Threshold and magnetic phase transitions in classical anisotropic long-range interacting spin systems

We review, with emphasis on the dynamical point of view, the classical characteristics of the Topological Nonconnectivity Threshold (TNT), recently introduced in F. Borgonovi, G.L. Celardo, M. Maianti and E. Pedersoli, J. Stat. Phys. 116, 1435 (2004). This shows interesting connections among Topology, Dynamics, and Thermo-Statistics of ferro/paramagnetic phase transition in classical spin systems, due to the combined effect of anisotropy and long-range interactions.     

Quasi-periodic and periodic solutions for dynamical systems related to Korteweg-de Vries equation

We consider quasi-periodic and periodic (cnoidal) wave solutions of a set of n-component dynamical systems related to Korteweg-de Vries equation. Quasi-periodic wave solutions for these systems are expressed in terms of Novikov polynomials. Periodic solutions in terms of Hermite polynomials and generalized Hermite polynomials for dynamical systems related to Korteweg-de Vries equation are found. Received 15 October 2001 / Received in final form 6 March 2002 Published online 2 October 2002 RID="a" ID="a"e-mail: nakostov@ie.bas.bg     

Entropy production and nonequilibrium stationarity in quantum dynamical systems. Physical meaning of van Hove limit

With aid of the so-called dilation method, a concise formula is obtained for the entropy production in the algebraic formulation of quantum dynamical systems. In this framework, the initial ergodic state of an external force system plays a pivotal role in generating dissipativity as a conditional expectation. The physical meaning of van Hove limit is clarified through the scale-changing transformation to control transitions between microscopic and macroscopic levels. It plays a crucial role in realizing the macroscopic stationarity in the presence of microscopic fluctuations as well as in the transition from non-Markovian (groupoid) dynamics to Markovian dissipative processes of state changes. The extension of the formalism to cases with spatial and internal inhomogeneity is indicated in the light of the groupoid dynamical systems and noncommutative integration theory.     

Existence of the thermodynamic limit in nonequilibrium systems

The existence of a thermodynamic limit in nonequilibrium stochastic and quantal systems is proven for finite-range interactions and macrovariables which are bounded in the sense of norm. This condition is easily confirmed to be satisfied for specific models, such as the kinetic Ising model and quantal spin systems.Partially financed by Japanese Scientific Research Fund of the Ministry of Education.     

Wasserstein distances in the analysis of time series and dynamical systems

A new approach based on Wasserstein distances, which are numerical costs of an optimal transportation problem, allows us to analyze nonlinear phenomena in a robust manner. The long-term behavior is reconstructed from time series, resulting in a probability distribution over phase space. Each pair of probability distributions is then assigned a numerical distance that quantifies the differences in their dynamical properties. From the totality of all these distances a low-dimensional representation in a Euclidean space is derived, in which the time series can be classified and statistically analyzed. This representation shows the functional relationships between the dynamical systems under study. It allows us to assess synchronization properties and also offers a new way of numerical bifurcation analysis.The statistical techniques for this distance-based analysis of dynamical systems are presented, filling a gap in the literature, and their application is discussed in a few examples of datasets arising in physiology and neuroscience, and in the well-known Hénon system.     

Discontinuity-induced bifurcations of equilibria in piecewise-smooth and impacting dynamical systems

A rich variety of dynamical scenarios has been shown to occur when a fixed point of a non-smooth map undergoes a border-collision. This paper concerns a closely related class of discontinuity-induced bifurcations, those involving equilibria of n-dimensional piecewise-smooth flows. Specifically, transitions are studied which occur when a boundary equilibrium, that is one lying within a discontinuity manifold, is perturbed. It is shown that such equilibria can either persist under parameter variations or can disappear giving rise to different bifurcation scenarios. Conditions to classify among the possible simplest scenarios are given for piecewise-smooth continuous, Filippov and impacting systems. Also, we investigate the possible birth of other attractors (e.g. limit cycles) at a boundary-equilibrium bifurcation.     

Stability and dynamical properties of material flow systems on random networks

The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are characteristic of flow networks in economic, ecological and biological systems. Based on results from random matrix theory, we work out the phase diagram of such systems defined on extensively connected random graphs, and study in detail how the choice of control policies and the network structure affects stability. We also present results for more complex topologies of the underlying graph, focussing on finitely connected Erdös-Réyni graphs, Small-World Networks and Barabási-Albert scale-free networks. Results indicate that variability of input-output matrix elements, and random structures of the underlying graph tend to make the system less stable, while fast price dynamics or strong responsiveness to stock accumulation promote stability.     

四能级和准四能级激活离子的最佳掺杂浓度

推导了在连续抽运和脉冲抽运条件下,利用荧光衰减曲线,在双掺与单掺晶体中,激发态布居数与激活离子掺杂浓度的关系,分析了四能级系统与准四能级系统中激活离子最佳掺杂浓度的计算方法.并利用上述方法,以准四能级系统Tm,Tb:LiYF4和四能级系统Nd:YAG为例,计算了相应离子的最佳掺杂浓度,并与文献的有关报道进行了比较 关键词： 激发态布居数 最佳掺杂浓度 四能级系统与准四能级系统 Tm Tb:LiYF4     

A generalization of Fermat's principle for classical and quantum systems

The analogy between dynamics and optics had a great influence on the development of the foundations of classical and quantum mechanics. We take this analogy one step further and investigate the validity of Fermat's principle in many-dimensional spaces describing dynamical systems (i.e., the quantum Hilbert space and the classical phase and configuration space). We propose that if the notion of a metric distance is well defined in that space and the velocity of the representative point of the system is an invariant of motion, then a generalized version of Fermat's principle will hold. We substantiate this conjecture for time-independent quantum systems and for a classical system consisting of coupled harmonic oscillators. An exception to this principle is the configuration space of a charged particle in a constant magnetic field; in this case the principle is valid in a frame rotating by half the Larmor frequency, not the stationary lab frame.     

A convenient expression of the time-derivative,of arbitrary order k,of the zero zn(t) of a time-dependent polynomial pN(z;t) of arbitrary degree N in z,and solvable dynamical systems

Let p_N (z; t) be a (monic) time-dependent polynomial of arbitrary degree N in z, and let z_n ≡ z_n (t) be its N zeros: . In this paper we report a convenient expression of the k-th time-derivative of the zero z_n (t). This formula plays a key role in the identification of classes of solvable dynamical systems describing the motion of point-particles moving in the complex z-plane while nonlinearly interacting among themselves; one such example, featuring many arbitrary parameters, is reported, including its variation describing the motion of many particles moving in the real Cartesian xy-plane and interacting among themselves via rotation-invariant Newtonian equations of motion (”accelerations equal forces”).     

A discrete velocity model of a gas: Global in time solutions of the BBGKY hierarchy

In the present paper we study the evolution of a system of hard disks moving in the plane with a finite number of velocities as in the framework of a discrete velocity model of the Enskog equation, proposed in previous papers. Starting from the BBGKY hierarchy of such a system we give existence and uniqueness results for the initial value problem in suitable Banach spaces. In particular, the main result presented is the global in time weak solution to the BBGKY hierarchy for local equilibrium initial data, in the thermodynamic limit.     

Mechanistic approach to generalized technical analysis of share prices and stock market indices

Classical technical analysis methods of stock evolution are recalled, i.e. the notion of moving averages and momentum indicators. The moving averages lead to define death and gold crosses, resistance and support lines. Momentum indicators lead the price trend, thus give signals before the price trend turns over. The classical technical analysis investment strategy is thereby sketched. Next, we present a generalization of these tricks drawing on physical principles, i.e. taking into account not only the price of a stock but also the volume of transactions. The latter becomes a time dependent generalized mass. The notion of pressure, acceleration and force are deduced. A generalized (kinetic) energy is easily defined. It is understood that the momentum indicators take into account the sign of the fluctuations, while the energy is geared toward the absolute value of the fluctuations. They have different patterns which are checked by searching for the crossing points of their respective moving averages. The case of IBM evolution over 1990-2000 is used for illustrations. Received 31 December 2001