Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Singularity structure of third-order dynamical systems .2

The singularity structure of the solutions of a general third-order system, with polynomial right-hand sides of degree less than or equal to two, is studied about a movable singular point, An algorithm for transforming the given third-order system to a third-order Briot-Bouquet system is presented, The dominant behavior of a solution of the given system near a movable singularity is used to construct a transformation that changes the given system directly to a third-order Briot-Bouquet system. The results of Horn for the third-order Briot-Bouquet system are exploited to give the complete form of the series solutions of the given third-order system; convergence of these series in a deleted neighborhood of the singularity is ensured, This algorithm is used to study the singularity structure of the solutions of the Lorenz system, the Rikitake system, the three-wave interaction problem, the Rabinovich system, the Lotka-Volterra system, and the May-Leonard system for different sets of parameter values. The proposed approach goes far beyond the ARS algorithm.

Autonomous and non-autonomous traits mediate social cooperation in Dictyostelium discoideum

In the trishanku (triA(-)) mutant of the social amoeba Dictyostelium discoideum, aggregates are smaller than usual and the spore mass is located mid-way up the stalk, not at the apex. We have monitored aggregate territory size, spore allocation and fruiting body morphology in chimaeric groups of (quasi-wild-type) Ax2 and triA(-) cells. Developmental canalisation breaks down in chimaeras and leads to an increase in phenotypic variation. A minority of triA(-) cells causes largely Ax2 aggregation streams to break up; the effect is not due to the counting factor. Most chimaeric fruiting bodies resemble those of Ax2 or triA(-). Others are double-deckers with a single stalk and two spore masses, one each at the terminus and midway along the stalk. The relative number of spores belonging to the two genotypes depends both on the mixing ratio and on the fruiting body morphology. In double-deckers formed from 1:1 chimaeras, the upper spore mass has more Ax2 spores, and the lower spore mass more triA(-) spores, than expected. Thus, the traits under study depend partly on the cells' own genotype and partly on the phenotypes, and so genotypes, of other cells: they are both autonomous and non-autonomous. These findings strengthen the parallels between multicellular development and behaviour in social groups. Besides that, they reinforce the point that a trait can be associated with a genotype only in a specified context.

Symmetry of one-dimensional dynamical systems in terms of transfer matrix parameters

The concept of symmetry for passive, one-dimensional dynamical systems is well understood in terms of the impedance matrix, or alternatively, the mobility matrix. In the past two decades, however, it has been established that the transfer matrix method is ideally suited for the analysis and synthesis of such systems. In this paper an investigatiob is described of what symmetry means in terms of the transfer matrix parameters of an passive element or a set of elements. One-dimensional flexural systems with 4 × 4 transfer matrices as well as acoustical and mechanical systems characterized by 2 × 2 transfer matrices are considered. It is shown that the transfer matrix of a symmetrical system, defined with respect to symmetrically oriented state variables, is involutory, and that a physically symmetrical system may not necessarily be functionally or dynamically symmetrical.

Estimation of time variant reliability of randomly parametered non-linear vibrating systems

The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.

An Ensemble Kushner-Stratonovich-Poisson Filter for Recursive Estimation in Nonlinear Dynamical Systems

We propose a Monte Carlo filter for recursive estimation of diffusive processes that modulate the instantaneous rates of Poisson measurements. A key aspect is the additive update, through a gain-like correction term, empirically approximated from the innovation integral in the time-discretized Kushner-Stratonovich equation. The additive filter-update scheme eliminates the problem of particle collapse encountered in many conventional particle filters. Through a few numerical demonstrations, the versatility of the proposed filter is brought forth.

A differential transformation technique for the analysis of a class of non-linear time varying systems

The scope of the differential transformation technique, developed earlier for the study of non-linear, time invariant systems, has been extended to the domain of time-varying systems by modifications to the differential transformation laws proposed therein. Equivalence of a class of second-order, non-linear, non-autonomous systems with a linear autonomous model of second order is established through these transformation laws. The feasibility of application of this technique in obtaining the response of such non-linear time-varying systems is discussed.

Approximate Controllability Of Semilinear Systems Using Integral Contractors

In this article, a non-autonomous (time-varying) semilinear system is considered and its approximate controllability is investigated. The notion of 'bounded integral contractor', introduced by Altman, has been exploited to obtain sufficient conditions for approximate controllability. This condition is weaker than Lipschitz condition. The main theorems of Naito [11, 12] are obtained as corollaries of our main results. An example is also given to show how our results weaken the conditions assumed by Sukavanam[17].

Self-tuning control of a class of multivariable non-linear systems

Self-tuning is applied to the minimum variance control of non-linear multivariable systems which can be characterized by a ' multivariable Hammerstein model '. It is also shown that such systems are not amenable to self-tuning control if control costing is to be included in the performance criterion.

A note on the period of oscillation of non-linear systems

This paper deals with two approximate methods of finding the period of oscillations of non-linear conservative systems excited by step functions. The first method is an extension of the analysis presented by Jonckheere [4] and the second one is based on a weighted bilinear approximation of the non-linear characteristic. An example is presented and the approximate results are compared with the exact results

An approximate analysis of non-linear non-conservative systems subjected to step function excitation

This paper deals with the approximate analysis of the step response of non-linear nonconservative systems by the application of ultraspherical polynomials. From the differential equations for amplitude and phase, set up by the method of variation of parameters, the approximate solutions are obtained by a generalized averaging technique based on ultraspherical polynomial expansions. The Krylov-Bogoliubov results are given by a particular set of these polynomials. The method has been applied to study the step response of a cubic spring mass system in presence of viscous, material, quadratic, and mixed types of damping. The approximate results are compared with the digital and analogue computer solutions and a close agreement has been found between the analytical and the exact results.

Fully Comprehensive Geometrically Non-Linear Dynamic Analysis of Multi-Body Beam Systems with Elastic Couplings

This paper is concerned with the dynamic analysis of flexible,non-linear multi-body beam systems. The focus is on problems where the strains within each elastic body (beam) remain small. Based on geometrically non-linear elasticity theory, the non-linear 3-D beam problem splits into either a linear or non-linear 2-D analysis of the beam cross-section and a non-linear 1-D analysis along the beam reference line. The splitting of the three-dimensional beam problem into two- and one-dimensional parts, called dimensional reduction,results in a tremendous savings of computational effort relative to the cost of three-dimensional finite element analysis,the only alternative for realistic beams. The analysis of beam-like structures made of laminated composite materials requires a much more complicated methodology. Hence, the analysis procedure based on Variational Asymptotic Method (VAM), a tool to carry out the dimensional reduction, is used here.The analysis methodology can be viewed as a 3-step procedure. First, the sectional properties of beams made of composite materials are determined either based on an asymptotic procedure that involves a 2-D finite element nonlinear analysis of the beam cross-section to capture trapeze effect or using strip-like beam analysis, starting from Classical Laminated Shell Theory (CLST). Second, the dynamic response of non-linear, flexible multi-body beam systems is simulated within the framework of energy-preserving and energy-decaying time integration schemes that provide unconditional stability for non-linear beam systems. Finally,local 3-D responses in the beams are recovered, based on the 1-D responses predicted in the second step. Numerical examples are presented and results from this analysis are compared with those available in the literature.