Wiener Chaos Approach to Optimal Prediction

The chaos expansion of a general non-linear function of a Gaussian stationary increment process conditioned on its past realizations is derived. This work combines the Wiener chaos expansion approach to study the dynamics of a stochastic system with the classical problem of the prediction of a Gaussian process based on a realization of its past. This is done by considering special bases for the Gaussian space 𝒢 generated by the process, which allows us to obtain an orthogonal basis for the Fock space of 𝒢 such that each basis element is either measurable or independent with respect to the given samples. This allows us to easily derive the chaos expansion of a random variable conditioned on part of the sample path. We provide a general method for the construction of such basis when the underlying process is Gaussian with stationary increment. We evaluate the basis elements in the case of the fractional Brownian motion, which leads to a prediction formula for this process.     

Adaptive impulsive synchronization of uncertain chaotic systems

The Letter develops an adaptive impulsive scheme that includes a sole restriction criterion to achieve synchronization of chaotic nonlinear systems with unknown parameters. The system is assumed to satisfy the local Lipschitz condition while a Lipschitz constant and the uncertain system parameters are estimated by augmented adaptation equations. Adaptation of all parameters is proven to converge exponentially. The significance of the related control parameters and their margins in the criterion is also discussed in detail. The Lorenz system has been simulated to illustrate the theoretical analysis.     

Complex dynamics in physical pendulum equation with suspension axis vibrations

The physical pendulum equation with suspension axis vibrations is investigated. By using Melnikov＇s method, we prove the conditions for the existence of chaos under periodic perturbations. By using second-order averaging method and Melinikov＇s method, we give the conditions for the existence of chaos in an averaged system under quasi-periodic perturbations for Ω = nω ＋ εv, n = 1 - 4, where ν is not rational to ω. We are not able to prove the existence of chaos for n = 5 - 15, but show the chaotic behavior for n = 5 by numerical simulation. By numerical simulation we check on our theoretical analysis and further exhibit the complex dynamical behavior, including the bifurcation and reverse bifurcation from period-one to period-two orbits; the onset of chaos, the entire chaotic region without periodic windows, chaotic regions with complex periodic windows or with complex quasi-periodic windows; chaotic behaviors suddenly disappearing, or converting to period-one orbit which means that the system can be stabilized to periodic motion by adjusting bifurcation parameters α, δ, f0 and Ω; and the onset of invariant torus or quasi-periodic behaviors, the entire invariant torus region or quasi-periodic region without periodic window, quasi-periodic behaviors or invariant torus behaviors suddenly disappearing or converting to periodic orbit; and the jumping behaviors which including from period- one orbit to anther period-one orbit, from quasi-periodic set to another quasi-periodic set; and the interleaving occurrence of chaotic behaviors and invariant torus behaviors or quasi-periodic behaviors; and the interior crisis; and the symmetry breaking of period-one orbit; and the different nice chaotic attractors. However, we haven＇t find the cascades of period-doubling bifurcations under the quasi-periodic perturbations and show the differences of dynamical behaviors and technics of research between the periodic perturbations and quasi-periodic perturbations.     

A novel frequency-modulated differential chaotic shift keying modulation scheme based on phase separation

In frequency-modulated dierential chaos shift keying (FM-DCSK), the separation of the chaotic reference and information-bearing wavelets is performed in time domain. This separation method not only limits the attainable data rate but also demands delay components in transceiver circuits. Due to the fact that wideband radio frequency (RF) delay lines are extremely diffcult to implement with CMOS technology in ultra wideband communications, a new phase-separated FM-DCSK modulation scheme is presented in this paper to increase the data rate and to avoid the use of delay lines in both the transmitter and the receiver circuits. The feasible congurations of transmit- ter and detector are given. Besides, bit error rate (BER) performance of the proposed system is evaluated by both analysis and Monte Carlo simulations over additive white Gaussian noise (AWGN) channel.     

Nonquasilinear evolution of particle velocity in incoherent waves with random amplitudes

The one-dimensional motion of N particles in the field of many incoherent waves is revisited numerically. When the wave complex amplitudes are independent, with a Gaussian distribution, the quasilinear approximation is found to always overestimate transport and to become accurate in the limit of infinite resonance overlap.     

Improvement of random coefficient differential models of growth of anaerobic photosynthetic bacteria by combining Bayesian inference and gPC

The time evolution of microorganisms, such as bacteria, is of great interest in biology. In the article by D. Stanescu et al. [Electronic Transactions on Numerical Analysis, 34, 44–58 (2009)], a logistic model was proposed to model the growth of anaerobic photosynthetic bacteria. In the laboratory experiment, actual data for two species of bacteria were considered: Rhodobacter capsulatus and Chlorobium vibrioforme. In this paper, we suggest a new nonlinear model by assuming that the population growth rate is not proportional to the size of the bacteria population, but to the number of interactions between the microorganisms, and by taking into account the beginning of the death phase in the kinetic curve. Stanescu et al. evaluated the effect of randomness into the model coefficients by using generalized polynomial chaos (gPC) expansions, by setting arbitrary distributions without taking into account the likelihood of the data. By contrast, we utilize a Bayesian inverse approach for parameter estimation to obtain reliable posterior distributions for the random input coefficients in both the logistic and our new model. Since our new model does not possess an explicit solution, we use gPC expansions to construct the Bayesian model and to accelerate the Markov chain Monte Carlo algorithm for the Bayesian inference.     

On a problem of iteration invariants for distributional chaos

We show that if f is a DC3 continuous map of a compact metric space then also f^N is DC3, for every N > 0. This solves a problem given by [Li R. A note on the three versions of distributional chaos. Commun Nonlinear Sci Numer Simulat 2011;16:1993-1997].     

Crisis curves in nonlinear business cycles

Intermittent behavior of economic dynamics is studied by a nonlinear model of business cycles when two of its control parameters, amplitude and frequency of a periodic exogenous driving force, are changed. This study points out how similar wanted situations may be reached by changing any of both parameters, and it gives a deeper understanding of what happens in actual economic data when some control parameters are changed at the same time.     

改进恒Lyapunov指数谱混沌系统的同步方法与特性研究

改进恒Lyapunov指数谱混沌系统的特殊的分段线性结构及其全局线性调幅参数与倒相参数的存在性,赋予了其同步体系新的可实现性与可调节性.依据广义同步的原理,构造合适的驱动系统与响应系统,可以实现恒Lyapunov指数谱混沌系统的广义同步;改变响应系统的参数,可实现完全同步与广义投影同步;改进恒Lyapunov指数谱混沌系统的全局线性调幅参数能对驱动与响应系统的状态变量幅值实施同步升降控制,倒相参数能对某一特定状态变量实施同步倒相控制.这种同步体系无需专门的控制器,结构简单,易于实现.文章最后设计了同步体系的实现电路,实验仿真结果证明了混沌同步方法的可行性,也验证了恒指数谱混沌系统特殊参数对同步体系状态变量幅值与相位的调控作用.