Sampled-data nonlinear observer design for chaos synchronization: A Lyapunov-based approach

This paper considers sampled-data based chaos synchronization using observers in the presence of measurement noise for a large class of chaotic systems. We study discretized model of chaotic systems which are perturbed by white noise and employ Lyapunov-like theorems to come up with a simple yet effective observer design. For the choice of observer gain, a suboptimal criterion is obtained in terms of LMI. We present semiglobal as well as global results. The proposed scheme can also be extended for discrete-time chaotic systems. Numerical simulations have been carried out to verify the effectiveness of theoretical results.     

Threshold analysis of the susceptible-infected-susceptible model on overlay networks

In this paper, we study epidemic spreading on overlay networks in which n multiple sets of links interconnect among the same nodes. By using the microscopic Markov-chain approximation (MMA) approach, we establish the conditions of epidemic outbreak for two kinds of spreading mechanisms in such an overlay network: the concatenation case and the switching case. When a uniform infection rate is set in all the subnetworks, we find the epidemic threshold for the switching case is just n times as large as that of concatenation case. We also find that the overlay network with a uniform infection rate can be considered as an equivalent (in the sense of epidemic dynamics and epidemic threshold) weighted network. To be specific, the concatenation case corresponds to the integer weighted network, while the switching case corresponds to the fractional weighted network. Interestingly, the time-varying unweighted network can be mapped into the static weighted network. Our analytic results exhibit good agreement with numerical simulations.     

Twelve limit cycles around a singular point in a planar cubic-degree polynomial system

In this paper, we prove the existence of 12 small-amplitude limit cycles around a singular point in a planar cubic-degree polynomial system. Based on two previously developed cubic systems in the literature, which have been proved to exhibit 11 small-amplitude limit cycles, we applied a different method to show 11 limit cycles. Moreover, we show that one of the systems can actually have 12 small-amplitude limit cycles around a singular point. This is the best result so far obtained in cubic planar vector fields around a singular point.     

Reduction of fourth order ordinary differential equations to second and third order Lie linearizable forms

Meleshko presented a new method for reducing third order autonomous ordinary differential equations (ODEs) to Lie linearizable second order ODEs. We extended his work by reducing fourth order autonomous ODEs to second and third order linearizable ODEs and then applying the Ibragimov and Meleshko linearization test for the obtained ODEs. The application of the algorithm to several ODEs is also presented.     

Explicit solutions of optimal consumption,investment and insurance problems with regime switching

We consider an investor who wants to select his optimal consumption, investment and insurance policies. Motivated by new insurance products, we allow not only the financial market but also the insurable loss to depend on the regime of the economy. The objective of the investor is to maximize his expected total discounted utility of consumption over an infinite time horizon. For the case of hyperbolic absolute risk aversion (HARA) utility functions, we obtain the first explicit solutions for simultaneous optimal consumption, investment, and insurance problems when there is regime switching. We determine that the optimal insurance contract is either no-insurance or deductible insurance, and calculate when it is optimal to buy insurance. The optimal policy depends strongly on the regime of the economy. Through an economic analysis, we calculate the advantage of buying insurance.     

Objective Bayesian analysis of the Frechet stress–strength model

Several reference priors and a general form of matching priors are derived for a stress–strength system, and it is concluded that none of the reference priors is a matching prior. The study shows that the matching prior performs better than Jeffreys prior and reference priors in meeting the target coverage probabilities.     

A generalized Girsanov transformation of finite state stochastic processes in discrete time

Cohen and Elliott (2010) introduced the backward stochastic difference equations (BSDEs) on spaces related to discrete time, finite state processes. Motivated by obtaining the explicit solution of a linear BSDE under their framework, we develop a new type of Girsanov transformation in this paper.     

On an entropy of ℤ + k -actions

In this paper,a definition of entropy for Z＋k（k≥2）-actions due to Friedland is studied.Unlike the traditional definition,it may take a nonzero value for actions whose generators have finite（even zero） entropy as single transformations.Some basic properties are investigated and its value for the Z＋k-actions on circles generated by expanding endomorphisms is given.Moreover,an upper bound of this entropy for the Z＋k-actions on tori generated by expanding endomorphisms is obtained via the preimage entropies,which are entropy-like invariants depending on the ＂inverse orbits＂ structure of the system.