20 resultados para Non-linear time series

em Chinese Academy of Sciences Institutional Repositories Grid Portal


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A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

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We propose here a local exponential divergence plot which is capable of providing an alternative means of characterizing a complex time series. The suggested plot defines a time-dependent exponent and a ''plus'' exponent. Based on their changes with the embedding dimension and delay time, a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time, and the largest Lyapunov exponent has been obtained. When redefining the time-dependent exponent LAMBDA(k) curves on a series of shells, we have found that whether a linear envelope to the LAMBDA(k) curves exists can serve as a direct dynamical method of distinguishing chaos from noise.

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In this paper, we first present a system of differential-integral equations for the largedisturbance to the general case that any arbitrarily shaped solid body with a cavity contain-ing viscous liquid rotates uniformly around the principal axis of inertia, and then develop aweakly non-linear stability theory by the Lyapunov direct approach. Applying this theoryto the Columbus problem, we have proved the consistency between the theory and Kelvin'sexperiments.

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The non-resonant third-order non-linear optical properties of amorphous Ge20As25Se55 films were studied experimentally by the method of the femtosecond optical heterodyne detection of optical Kerr effect. The real and imaginary parts of complex third-order optical non-linearity could be effectively separated and their values and signs could be also determined, which were 6.6 x 10(-12) and -2.4 x 10(-12) esu, respectively. Amorphous Ge20As25Se55 films showed a very fast response in the range of 200 fs under ultrafast excitation. The ultrafast response and large third-order non-linearity are attributed to the ultrafast distortion of the electron orbitals surrounding the average positions of the nucleus of Ge, As and Se atoms. The high third-order susceptibility and a fast response time of amorphous Ge20As25Se55 films makes it a promising material for application in advanced techniques especially in optical switching. (c) 2005 Elsevier B.V. All rights reserved.

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Submarine pipelines are always trenched within a seabed for reducing wave loads and thereby enhancing their stability. Based on Biot’s poroelastic theory, a two-dimensional finite element model is developed to investigate non-linear wave-induced responses of soil around a trenched pipeline, which is verified with the flume test results by Sudhan et al. [Sudhan, C.M., Sundar, V., Rao, S.N., 2002. Wave induced forces around buried pipeline. Ocean Engineering, 29, 533–544] and Turcotte et al. [Turcotte, B.R., Liu, P.L.F., Kulhawy, F.H., 1984. Laboratory evaluation of wave tank parameters for wave-sediment interaction. Joseph H. Defree Hydraulic Laboratory Report 84-1, School of Civil and Environmental Engineering, Cornell University]. Non-linear wave-induced transient pore pressure around pipeline at various phases of wave loading is examined firstly. Unlike most previous investigations, in which only a single sediment layer and linear wave loading were concerned, in this study, the influences of the non-linearity of wave loading, the physical properties of backfill materials and the geometry profile of trenches on the excess pore pressures within the soil around pipeline, respectively, were explored, taking into account the in situ conditions of buried pipeline in the shallow ocean zones. Based on the parametric study, it is concluded that the shear modulus and permeability of backfill soils significantly affect the wave-induced excess pore pressures around trenched pipeline, and that the effect of wave non-linearity becomes more pronounced and comparable with that of trench depth, especially at high wave steepness in shallow water.

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A new technique, wavelet network, is introduced to predict chaotic time series. By using this technique, firstly, we make accurate short-term predictions of the time series from chaotic attractors. Secondly, we make accurate predictions of the values and bifurcation structures of the time series from dynamical systems whose parameter values are changing with time. Finally we predict chaotic attractors by making long-term predictions based on remarkably few data points, where the correlation dimensions of predicted attractors are calculated and are found to be almost identical to those of actual attractors.

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we propose here a local exponential divergence plot which is capable of providing a new means of characterizing chaotic time series. The suggested plot defines a time dependent exponent LAMBDA and a ''plus'' exponent LAMBDA+ which serves as a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time and the largest Lyapunov exponent.

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A nonlinear theory of an intermediate pressure discharge column in a magnetic field is presented. Motion of the neutral gas is considered. The continuity and momentum transfer equations for charged particles and neutral particles are solved by numerical methods. The main result obtained is that the rotating velocities of ionic gas and neutral gas are approximately equal. Bohm's criterion and potential inversion in the presence of neutral gas motion are also discussed.

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The real and imaginary parts of third-order susceptibility of amorphous GeSe2 film were measured by the method of the femtosecond optical heterodyne detection of optical Kerr effect at 805 nm with the 80 fs ultra fast pulses. The results indicated that the values of real and imaginary parts were 8.8 x 10(-12) esu and -3.0 x 10(-12) esu, respectively. An amorphous GeSe2 film also showed a very fast response within 200 fs. The ultra fast response and large third-order non-linearity are attributed to the ultra fast distortion of the electron orbits surrounding the average positions of the nucleus of Ge and Se atoms. (c) 2005 Elsevier B.V. All rights reserved.

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A non-linear perturbation model for river flow forecasting is developed, based on consideration of catchment wetness using an antecedent precipitation index (API). Catchment seasonality, of the form accounted for in the linear perturbation model (the LPM), and non-linear behaviour both in the runoff generation mechanism and in the flow routing processes are represented by a constrained nan-linear model, the NLPM-API. A total of ten catchments, across a range of climatic conditions and catchment area magnitudes, located in China and in other countries, were selected for testing daily rainfall-runoff forecasting with this model. It was found that the NLPM-API model was significantly more efficient than the original linear perturbation model (the LPM). However, restric tion of explicit nan-linearity to the runoff generation process, in the simpler LPM-API form of the model, did not produce a significantly lower value of the efficiency in flood forecasting, in terms of the model efficiency index R-2. (C) 1997 Elsevier Science B.V.

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In modern process industry, it is often difficult to analyze a manufacture process due to its umerous time-series data. Analysts wish to not only interpret the evolution of data over time in a working procedure, but also examine the changes in the whole production process through time. To meet such analytic requirements, we have developed ProcessLine, an interactive visualization tool for a large amount of time-series data in process industry. The data are displayed in a fisheye timeline. ProcessLine provides good overviews for the whole production process and details for the focused working procedure. A preliminary user study using beer industry production data has shown that the tool is effective.

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The non-linear optical (NLO) properties of crystalline beta-BaB2O4 (beta-barium borate, BBO) have been investigated from the chemical bond viewpoint. The contributions of each type of chemical bond to the total NLO coefficient have been quantitatively determined. The calculations indicate that the true space group of BBO is R3 rather than R3c.