24 resultados para nonlinear rational expectations models

em Universidad Politécnica de Madrid


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We extend in this paper some previous results concerning the differential-algebraic index of hybrid models of electrical and electronic circuits. Specifically, we present a comprehensive index characterization which holds without passivity requirements, in contrast to previous approaches, and which applies to nonlinear circuits composed of uncoupled, one-port devices. The index conditions, which are stated in terms of the forest structure of certain digraph minors, do not depend on the specific tree chosen in the formulation of the hybrid equations. Additionally, we show how to include memristors in hybrid circuit models; in this direction, we extend the index analysis to circuits including active memristors, which have been recently used in the design of nonlinear oscillators and chaotic circuits. We also discuss the extension of these results to circuits with controlled sources, making our framework of interest in the analysis of circuits with transistors, amplifiers, and other multiterminal devices.

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El hormigón estructural sigue siendo sin duda uno de los materiales más utilizados en construcción debido a su resistencia, rigidez y flexibilidad para diseñar estructuras. El cálculo de estructuras de hormigón, utilizando vigas y vigas-columna, es complejo debido a los fenómenos de acoplamiento entre esfuerzos y al comportamiento no lineal del material. Los modelos más empleados para su análisis son el de Bernoulli-Euler y el de Timoshenko, indicándose en la literatura la conveniencia de usar el segundo cuando la relación canto/luz no es pequeña o los elementos están fuertemente armados. El objetivo fundamental de esta tesis es el análisis de elementos viga y viga-columna en régimen no lineal con deformación por cortante, aplicando el concepto de Pieza Lineal Equivalente (PLE). Concepto éste que consiste básicamente en resolver el problema de una pieza en régimen no lineal, transformándolo en uno lineal equivalente, de modo que ambas piezas tengan la misma deformada y los mismos esfuerzos. Para ello, se hizo en primer lugar un estudio comparado de: las distintas propuestas que aplican la deformación por cortante, de los distintos modelos constitutivos y seccionales del hormigón estructural y de los métodos de cálculo no lineal aplicando el método de elementos finitos (MEF). Teniendo en cuenta que la resolución del problema no lineal se basa en la resolución de sucesivos problemas lineales empleando un proceso de homotopía, los problemas lineales de la viga y viga-columna de Timoshenko, se resuelven mediante MEF, utilizando soluciones nodalmente exactas (SNE) y acción repartida equivalente de cualquier orden. Se obtiene así, con muy pocos elementos finitos, una excelente aproximación de la solución, no sólo en los nodos sino en el interior de los elementos. Se introduce el concepto PLE para el análisis de una barra, de material no lineal, sometida a acciones axiales, y se extiende el mismo para el análisis no lineal de vigas y vigas-columna con deformación por cortante. Cabe señalar que para estos últimos, la solución de una pieza en régimen no lineal es igual a la de una en régimen lineal, cuyas rigideces son constantes a trozos, y donde además hay que añadir momentos y cargas puntuales ficticias en los nodos, así como, un momento distribuido ficticio en toda la pieza. Se han desarrollado dos métodos para el análisis: uno para problemas isostáticos y otro general, aplicable tanto a problemas isostáticos como hiperestáticos. El primero determina de entrada la PLE, realizándose a continuación el cálculo por MEF-SNE de dicha pieza, que ahora está en régimen lineal. El general utiliza una homotopía que transforma de manera iterativa, unas leyes constitutivas lineales en las leyes no lineales del material. Cuando se combina con el MEF, la pieza lineal equivalente y la solución del problema original quedan determinadas al final de todo el proceso. Si bien el método general es un procedimiento próximo al de Newton- Raphson, presenta sobre éste la ventaja de permitir visualizar las deformaciones de la pieza en régimen no lineal, de manera tanto cualitativa como cuantitativa, ya que es posible observar en cada paso del proceso la modificación de rigideces (a flexión y cortante) y asimismo la evolución de las acciones ficticias. Por otra parte, los resultados obtenidos comparados con los publicados en la literatura, indican que el concepto PLE ofrece una forma directa y eficiente para analizar con muy buena precisión los problemas asociados a vigas y vigas-columna en las que por su tipología los efectos del cortante no pueden ser despreciados. ABSTRACT The structural concrete clearly remains the most used material in construction due to its strength, rigidity and structural design flexibility. The calculation of concrete structures using beams and beam-column is complex as consequence of the coupling phenomena between stresses and of its nonlinear behaviour. The models most commonly used for analysis are the Bernoulli-Euler and Timoshenko. The second model is strongly recommended when the relationship thickness/span is not small or in case the elements are heavily reinforced. The main objective of this thesis is to analyse the beam and beam-column elements with shear deformation in nonlinear regime, applying the concept of Equivalent Linear Structural Element (ELSE). This concept is basically to solve the problem of a structural element in nonlinear regime, transforming it into an equivalent linear structural element, so that both elements have the same deformations and the same stresses. Firstly, a comparative study of the various proposals of applying shear deformation, of various constitutive and sectional models of structural concrete, and of the nonlinear calculation methods (using finite element methods) was carried out. Considering that the resolution of nonlinear problem is based on solving the successive linear problem, using homotopy process, the linear problem of Timoshenko beam and beam-columns is resolved by FEM, using the exact nodal solutions (ENS) and equivalent distributed load of any order. Thus, the accurate solution approximation can be obtained with very few finite elements for not only nodes, but also for inside of elements. The concept ELSE is introduced to analyse a bar of nonlinear material, subjected to axial forces. The same bar is then used for other nonlinear beam and beam-column analysis with shear deformation. It is noted that, for the last analyses, the solution of a structural element in nonlinear regime is equal to that of linear regime, in which the piecewise-stiffness is constant, the moments and fictitious point loads need to be added at nodes of each element, as well as the fictitious distributed moment on element. Two methods have been developed for analysis: one for isostatic problem and other more general, applicable for both isostatic and hiperstatic problem. The first method determines the ELSE, and then the calculation of this piece is performed by FEM-ENS that now is in linear regime. The general method uses the homotopy that transforms iteratively linear constitutive laws into nonlinear laws of material. When combined with FEM, the ELSE and the solution of the original problem are determined at the end of the whole process. The general method is well known as a procedure closed to Newton-Raphson procedure but presents an advantage that allows displaying deformations of the piece in nonlinear regime, in both qualitative and quantitative way. Since it is possible to observe the modification of stiffness (flexural and shear) in each step of process and also the evolution of the fictitious actions. Moreover, the results compared with those published in the literature indicate that the ELSE concept offers a direct and efficient way to analyze with very good accuracy the problems associated with beams and beams columns in which, by typology, the effects of shear cannot be neglected.

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Four-dimensional flow in the phase space of three amplitudes of circularly polarized Alfven waves and one relative phase, resulting from a resonant three-wave truncation of the derivative nonlinear Schrödinger equation, has been analyzed; wave 1 is linearly unstable with growth rate , and waves 2 and 3 are stable with damping 2 and 3, respectively. The dependence of gross dynamical features on the damping model as characterized by the relation between damping and wave-vector ratios, 2 /3, k2 /k3, and the polarization of the waves, is discussed; two damping models, Landau k and resistive k2, are studied in depth. Very complex dynamics, such as multiple blue sky catastrophes and chaotic attractors arising from Feigenbaum sequences, and explosive bifurcations involving Intermittency-I chaos, are shown to be associated with the existence and loss of stability of certain fixed point P of the flow. Independently of the damping model, P may only exist as against flow contraction just requiring.In the case of right-hand RH polarization, point P may exist for all models other than Landau damping; for the resistive model, P may exist for RH polarization only if 2+3/2.

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The study of lateral dynamics of running trains on bridges is of importance mainly for the safety of the traffic, and may be relevant for laterally compliant bridges. These studies require threedimensional coupled vehicle-bridge models, wheree consideration of wheel to rail contact is a key aspect. Furthermore, an adequate evaluation of safety of rail traffic requires nonlinear models. A nonlinear coupled model is proposed here for vehicle-structure vertical and lateral dynamics. Vehicles are considered as fully three-dimensional multibody systems including gyroscopic terms and large rotation effects. The bridge structure is modeled by means of finite elements which may be of beam, shell or continuum type and may include geometric or material nonlinearities. The track geometry includes distributed track alignment irregularities. Both subsystems (bridge and vehicles) are described with coordinates in absolute reference frames, as opposed to alternative approaches which describe the multibody system with coordinates relative to the base bridge motion. The wheelrail contact employed is a semi-Hertzian model based on realistic wheel-rail profiles. It allows a detailed geometrical description of the contact patch under each wheel including multiple-point contact, flange contact and uplift. Normal and tangential stresses in each contact are integrated at each time-step to obtain the resultant contact forces. The models have been implemented within an existing finite element analysis software with multibody capabilities, Abaqus (Simulia Ltd., 2010). Further details of the model are presented in Antolín et al. (2012). Representative applications are presented for railway vehicles under lateral wind action on laterally compliant viaducts, showing the relevance of the nonlinear wheel-rail contact model as well as the interaction between bridge and vehicle.

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Within the regression framework, we show how different levels of nonlinearity influence the instantaneous firing rate prediction of single neurons. Nonlinearity can be achieved in several ways. In particular, we can enrich the predictor set with basis expansions of the input variables (enlarging the number of inputs) or train a simple but different model for each area of the data domain. Spline-based models are popular within the first category. Kernel smoothing methods fall into the second category. Whereas the first choice is useful for globally characterizing complex functions, the second is very handy for temporal data and is able to include inner-state subject variations. Also, interactions among stimuli are considered. We compare state-of-the-art firing rate prediction methods with some more sophisticated spline-based nonlinear methods: multivariate adaptive regression splines and sparse additive models. We also study the impact of kernel smoothing. Finally, we explore the combination of various local models in an incremental learning procedure. Our goal is to demonstrate that appropriate nonlinearity treatment can greatly improve the results. We test our hypothesis on both synthetic data and real neuronal recordings in cat primary visual cortex, giving a plausible explanation of the results from a biological perspective.

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In this work a methodology for analysing the lateral coupled behavior of large viaducts and high-speed trains is proposed. The finite element method is used for the structure, multibody techniques are applied for vehicles and the interaction between them is established introducing wheel-rail nonlinear contact forces. This methodology is applied for the analysis of the railway viaduct of the R´ıo Barbantino, which is a very long and tall bridge in the north-west spanish high-speed line.

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Large-scale structure formation can be modeled as a nonlinear process that transfers energy from the largest scales to successively smaller scales until it is dissipated, in analogy with Kolmogorov’s cascade model of incompressible turbulence. However, cosmic turbulence is very compressible, and vorticity plays a secondary role in it. The simplest model of cosmic turbulence is the adhesion model, which can be studied perturbatively or adapting to it Kolmogorov’s non-perturbative approach to incompressible turbulence. This approach leads to observationally testable predictions, e.g., to the power-law exponent of the matter density two-point correlation function.

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The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

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We present a novel approach for the detection of severe obstructive sleep apnea (OSA) based on patients' voices introducing nonlinear measures to describe sustained speech dynamics. Nonlinear features were combined with state-of-the-art speech recognition systems using statistical modeling techniques (Gaussian mixture models, GMMs) over cepstral parameterization (MFCC) for both continuous and sustained speech. Tests were performed on a database including speech records from both severe OSA and control speakers. A 10 % relative reduction in classification error was obtained for sustained speech when combining MFCC-GMM and nonlinear features, and 33 % when fusing nonlinear features with both sustained and continuous MFCC-GMM. Accuracy reached 88.5 % allowing the system to be used in OSA early detection. Tests showed that nonlinear features and MFCCs are lightly correlated on sustained speech, but uncorrelated on continuous speech. Results also suggest the existence of nonlinear effects in OSA patients' voices, which should be found in continuous speech.

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In this paper we present a continuum theory for large strain anisotropic elastoplasticity based on a decomposition of the modified plastic velocity gradient into energetic and dissipative parts. The theory includes the Armstrong and Frederick hardening rule as well as multilayer models as special cases even for large strain anisotropic elastoplasticity. Texture evolution may also be modelled by the formulation, which allows for a meaningful interpretation of the terms of the dissipation equation

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The study of lateral dynamics of running trains on bridges is of importance mainly for the safety of the traffic, and may be relevant for laterally compliant bridges. These studies require 3D coupled vehicle-bridge models, and consideration of wheel to rail contact, a phenomenon which is complex and costly to model in detail. We describe here a fully nonlinear coupled model, described in absolute coordinates and incorporated into a commercial finite element framework. Two applications are presented, firstly to a vehicle subject to a strong wind gust traversing a br idge, showing the relevance of the nonlinear wheel-rail contact model as well as the interaction between bridge and vehicle. The second application is to a real viaduct in a high-speed line, with a long continuous deck and tall piers with high lateral compliance. The results show the safety of the traffic as well as the relevance of considering the wind action and the nonlinear response.

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The dynamic effects of high-speed trains on viaducts are important issues for the design of the structures, as well as for determining safe running conditions of trains. In this work we start by reviewing the relevance of some basic moving load models for the dynamic action of vertical traffic loads. The study of lateral dynamics of running trains on bridges is of importance mainly for the safety of the traffic, and may be relevant for laterally compliant bridges. These studies require 3D coupled vehicle-bridge models and consideration of wheel to rail contact. We describe here a fully nonlinear coupled model, formulated in absolute coordinates and incorporated into a commercial finite element framework. An application example is presented for a vehicle subject to a strong wind gust traversing a bridge, showing the relevance of the nonlinear wheel-rail contact model as well as the interaction between bridge and vehicle.

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The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

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The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using polygonal (continuous piecewise linear) models under the L1 norm. A thorough error analysis is developed to guide an optimal design of two kinds of polygonal approximations in the asymptotic case of a large budget of evaluation subintervals N. The method allows the user to obtain the level of linearization (N) for a target approximation error and vice versa. It is suitable for, but not limited to, an efficient implementation in modern Graphics Processing Units (GPUs), allowing real-time performance of computationally demanding applications. The quality and efficiency of the technique has been measured in detail on two nonlinear functions that are widely used in many areas of scientific computing and are expensive to evaluate.

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This paper presents a theoretical framework intended to accommodate circuit devices described by characteristics involving more than two fundamental variables. This framework is motivated by the recent appearance of a variety of so-called mem-devices in circuit theory, and makes it possible to model the coexistence of memory effects of different nature in a single device. With a compact formalism, this setting accounts for classical devices and also for circuit elements which do not admit a two-variable description. Fully nonlinear characteristics are allowed for all devices, driving the analysis beyond the framework of Chua and Di Ventra We classify these fully nonlinear circuit elements in terms of the variables involved in their constitutive relations and the notions of the differential- and the state-order of a device. We extend the notion of a topologically degenerate configuration to this broader context, and characterize the differential-algebraic index of nodal models of such circuits. Additionally, we explore certain dynamical features of mem-circuits involving manifolds of non-isolated equilibria. Related bifurcation phenomena are explored for a family of nonlinear oscillators based on mem-devices.