Memcapacitor model and its application in a chaotic oscillator

A memcapacitor is a new type of memory capacitor. Before the advent of practical memcapacitor, the prospective studies on its models and potential applications are of importance. For this purpose, we establish a mathematical memcapacitor model and a corresponding circuit model. As a potential application, based on the model, a memcapacitor oscillator is designed, with its basic dynamic characteristics analyzed theoretically and experimentally. Some circuit variables such as charge, flux, and integral of charge, which are difficult to measure, are observed and measured via simulations and experiments. Analysis results show that besides the typical period-doubling bifurcations and period-3 windows, sustained chaos with constant Lyapunov exponents occurs. Moreover, this oscillator also exhibits abrupt chaos and some novel bifurcations.In addition, based on the digital signal processing(DSP) technology, a scheme of digitally realizing this memcapacitor oscillator is provided. Then the statistical properties of the chaotic sequences generated from the oscillator are tested by using the test suit of the National Institute of Standards and Technology(NIST). The tested randomness definitely reaches the standards of NIST, and is better than that of the well-known Lorenz system.     

Optimal Approximation of the Second Iterated Integral of Brownian Motion

Abstract

In this article, a theorem is proved that describes the optimal approximation (in the L ²(?)-sense) of the second iterated integral of a standard two-dimensional Wiener process, W, by a function of finitely many elements of the Gaussian Hilbert space generated by W. This theorem has some interesting corollaries: First of all, it implies that Euler's method has the optimal rate of strong convergence among all algorithms that depend solely on linear functionals of the Wiener process, W; second, it shows that the approximation of the second iterated integral based on Karhunen–Loève expansion of the Brownian bridge is asymptotically optimal.     

Wick–Itô formula for regular processes and applications to the Black and Scholes formula

We derive a Wick–Itô formula, that is, an Itô-type formula based on Wick integration. We derive it in the context of regular Gaussian processes which include Brownian motion and fractional Brownian motion with Hurst parameter greater than 1/2. We then consider applications to the Black and Scholes formula for the pricing of a European call option. It has been shown that using Wick integration in this context is problematic for economic reasons. We show that it is also problematic for mathematical reasons because the resulting Black and Scholes formula depends only on the variance of the process and not on its dependence structure.     

基于多项式混沌的全局敏感度分析

回顾基于多项式混沌和方差分解的全局敏感度分析方法,针对高维数随机空间和高阶多项式混沌展开面临的“维数灾难”问题,采用回归法、稀疏网格积分及基于l₁优化的稀疏重构技术（即压缩感知技术）来减少非嵌入式多项式混沌方法所需的样本配置点数目.针对几个典型响应面模型（包括Ishigami函数、Sobol函数、Corner peak函数和Morris函数）进行Sobol全局敏感度指标计算,展示多项式混沌方法在基于方差分解的全局敏感度分析中的有效性.     

基于径向小波神经网络的混沌系统鲁棒自适应反演控制

设计了一种具有自适应性和鲁棒性的反演控制律, 实现了对含有系统不确定性的类Rossler系统的控制. 首先通过小波神经网络辨识系统的非线性部分, 将系统转化为含有结构不确定性和参数不确定性的参数化模型; 然后, 对于系统中的参数不确定性, 设计自适应控制律, 在线估计未知参数; 对于系统中的结构不确定性, 设计鲁棒控制律, 使得系统具有鲁棒性. 最后, 通过仿真实现, 验证了以上控制方法的有效性.     

基于FPGA技术的混沌加密系统研究

提出了一种基于混沌加密算法和传统加密算法的混沌加密系统, 并采用FPGA技术进行了硬件开发. 根据离散化和数字化技术, 将Henon映射和Logistic映射作离散化处理, 采用Verilog HDL语言和FPGA技术产生迭代序列, 结合传统加密算法, 基于Xilinx的FPGA开发平台进行了硬件实验研究, 并给出了该系统通过互联网上实现了文件加密和解密的通信实验, 结果显示具有网络通信的应用潜力.     

一类分数阶混沌系统的自适应同步

针对一类分数阶混沌系统的同步问题,基于分数阶系统的类Lyapunov稳定性理论,设计了一种新的自适应同步控制器以及控制增益系数自适应律.与现有结果相比,该方法具有控制器结构简单、控制代价小以及通用性强等特点,可适用于大部分典型的分数阶混沌系统.最后,数值仿真结果验证了所提方法运用于分数阶混沌系统同步研究的有效性.     

基于改进自适应混沌控制的逆可靠度分析方法

自适应混沌控制方法是一种高效、稳健的逆可靠度分析方法,但在求解强非线性凹功能函数时,计算效率仍然有待提高,且可能会陷入局部最优.通过对混沌控制因子更新策略进行改进,提出了基于改进自适应混沌控制的逆可靠度分析方法.数值算例分析表明:该方法能够有效地改善混沌控制因子自适应选取时的合理性,具有更好的收敛性和更高的计算效率,为结构可靠度分析和可靠度优化问题提供了更加高效、稳健的求解途径.     

控股股东对上市公司股利分配倾向的影响及实证分析——来自沪市A股上市公司的经验证据

当前对股利政策的研究主要集中在产权对股利政策的影响、自由现金流对股利政策的影响、公司过渡投资行为对股利政策的影响以及宏观经济波动对股利政策的影响等,而缺乏控股股东对股利政策的影响研究.现实中,控股股东对股利政策具有较大的影响,围绕控股股东对上市公司股利分配倾向的影响进行深入分析.具体而言,以2013-2014年度上证A股数据,建立Log斌ic模型和多元线性回归模型分析控股股东的几方面特征对股利分配倾向产生的多种影响.研究从理论上客观地评价了控股股东对股利分配倾向的影响,现实中对维护中小股东权益有重要意义.     

大气压氦气介质阻挡放电倍周期分岔及混沌现象的实验验证

采用具有平行电极结构的介质阻挡放电装置,在大气压氦气条件下进行了一系列放电实验,观察了放电波形并对其进行了频谱分析.结果表明,在一定条件下随外施电压幅值的增加,大气压氦气均匀介质阻挡放电会由周期一态放电经周期二态、周期四态放电进入混沌态放电.研究验证了大气压氦气介质阻挡放电经倍周期分岔路径通向混沌的现象,不仅仅出现在数值仿真中,在现实实验中也是确实存在的.