Dynamic complexity of optimal paths and discount factors for strongly concave problems

We study the relationship between the dynamical complexity of optimal paths and the discount factor in general infinite-horizon discrete-time concave problems. Given a dynamic systemx _t+1=h(x _t ), defined on the state space, we find two discount factors 0 < ^{* **} < 1 having the following properties. For any fixed discount factor 0 < < ^*, the dynamic system is the solution to some concave problem. For any discount factor ^** < < 1, the dynamic system is not the solution to any strongly concave problem. We prove that the upper bound ^** is a decreasing function of the topological entropy of the dynamic system. Different upper bounds are also discussed.This research was partially supported by MURST, National Group on Nonlinear dynamics in Economics and Social Sciences. The author would like to thank two anonymous referees for helpful comments and suggestions.     

Probabilistic approach to homoclinic chaos

Three-dimensional systems possessing a homoclinic orbit associated to a saddle focus with eigenvalues ±i, – and giving rise to homoclinic chaos when the Shil'nikov condition < is satisfied are studied. The 2D Poincaré map and its 1D contractions capturing the essential features of the flow are given. At homoclinicity, these 1D maps are found to be piecewise linear. This property allows one to reduce the Frobenius—Perron equation to a master equation whose solution is analytically known. The probabilistic properties such as the time autocorrelation function of the state variablex are explicitly derived.     

一种新的混沌神经网络模型及其动力学分析

提出了一种混沌神经网络模型。通过引入暂态混沌和时变增益,该网络比Hopfield型网络具有更加丰富和更为灵活的动力学特性,从而具有更强的搜索全局最优解或近似全局最优解的能力,它可以用于求解各种复杂的优化问题。大量的数字模拟表明网络能较好地解决Hopfield型网络的局部极值问题。     

一维双向耦合映象网络及其应用

全局耦合映象具有硬件集成化实现不便的缺点,为此本文研究了各混沌神经元之间局部耦全的一维双向耦合混沌神经网络,发现它同样具有全局耦合映象的分类功能,对一维双向耦合网络的动态特性进行了分析,提出了利用网络的时空特性对信息进行存储的思想,并提出了将其应用到保密通信的初步设想。     

单向耦合映象格子的时空混沌同步

用主动－被动分拆方法实现了单向耦合映象格子系统的时空混沌同步,从理论上给出步范围,并从数值实验上得到验证。该法具有高度保密性,且信号可以完全恢复,特别适用于混沌保密通讯 。     

三自由度耦合非线性振动的同步混沌

讨论了一个三自由度耦合非线性振动的混沌响应。利用非线性振动的模态分析方法,将这一高维非线性性系统降维到一维子流形上来研究,对降维解耦后的模态振动方程采用平面Ｍｅｌｎｉｋｏｖ方法,得到了系统发生同步混沌的临界条件,并进行了数值计算,从中得到了一些有益的结论。     

高阶模态对弹性屈曲梁混沌运动的影响

为了讨论高阶模态对混沌运动的影响,建立了横向载荷作用下弹性屈曲简支梁的非线性动力方程,将其化为常微分方程或方程组。对梁的单模态模型采用Ｍｅｌｎｉｋｏｖ函数法给出了发生混沌运动的门槛值,对梁的单模态模型和双模态模型利用时程曲线、相平面轨迹,Ｐｏｉｎｃａｒｅ映射判断是否发生混沌运动,理论和数值分析表明高阶模态对混沌运动具有很大的影响。     

混沌理论与非线性经济系统

简述了混沌的定义、特征以及混沌系统的判定方法,并初步探讨了混沌理论在非线性经济系统中的应用,重点讨论了该理论在非线性经济结构的统计检验和经济系统控制等方面的应用     

On fluctuations in μ-space

A master equation is derived microscopically to describe the fluctuating motion of the particle density in . space. This equation accounts for the drift motion of particles and is valid for any inhomogeneous gas. The Boltzmann equation is obtained from the first moment of this equation by neglecting the second cumulant (the pair correlation function). The successive moments form coarse-grained BBGKY-like hierarchy equations, in which small spatial regions with r_ij < the force range are smeared out. These hierarchy equations are convenient for investigating the nonequilibrium long-range pair correlation function, which arises mainly from sequences of isolated binary collisions and gives rise to the much-discussed long-time tail and the logarithmic term in the density expansion of transport coefficients. It is shown to have a spatial long tail, like the Coulombic potential, in a steady laminar flow. The stochastic nature of the nonlinear Boltzmann-Langevin equation is also investigated; the random source term is found to be expressed as a linear superposition of Poisson random variables and to become Gaussian in special cases.     

Wave chaos in quantum systems with point interaction

We study perturbations of the quantized version ₀ of integrable Hamiltonian systems by point interactions. We relate the eigenvalues of to the zeros of a certain meromorphic function . Assuming the eigenvalues of ₀ are Poisson distributed, we get detailed information on the joint distribution of the zeros of and give bounds on the probability density for the spacings of eigenvalues of . Our results confirm the wave chaos phenomenon, as different from the quantum chaos phenomenon predicted by random matrix theory.SFB 237 Essen-Bochum-Düsseldorf