Topology-based denoising of chaos

In this article, we propose a denoising algorithm to denoise a time series y(i) = x(i) + e(i), where {x(i)} is a time series obtained from a time- T map of a uniformly hyperbolic or Anosov flow, and {e(i)} a uniformly bounded sequence of independent and identically distributed (i.i.d.) random variables. Making use of observations up to time n, we create an estimate of x(i) for i<n. We show under typical limiting behaviours of the orbit and the recurrence properties of x(i), the estimation error converges to zero as n tends to infinity with probability 1.

A weighted mean square method of linearization in non-linear oscillations

The paper deals with a linearization technique in non-linear oscillations for systems which are governed by second-order non-linear ordinary differential equations. The method is based on approximation of the non-linear function by a linear function such that the error is least in the weighted mean square sense. The method has been applied to cubic, sine, hyperbolic sine, and odd polynomial types of non-linearities and the results obtained are more accurate than those given by existing linearization methods.

Maximum Loss Calculation using Scenario Analysis, Heavy Tails and Implied Volatility Patterns

The objective of this paper is to improve option risk monitoring by examining the information content of implied volatility and by introducing the calculation of a single-sum expected risk exposure similar to the Value-at-Risk. The figure is calculated in two steps. First, there is a need to estimate the value of a portfolio of options for a number of different market scenarios, while the second step is to summarize the information content of the estimated scenarios into a single-sum risk measure. This involves the use of probability theory and return distributions, which confronts the user with the problems of non-normality in the return distribution of the underlying asset. Here the hyperbolic distribution is used to describe one alternative for dealing with heavy tails. Results indicate that the information content of implied volatility is useful when predicting future large returns in the underlying asset. Further, the hyperbolic distribution provides a good fit to historical returns enabling a more accurate definition of statistical intervals and extreme events.

An Application of 3-D Kinematical Conservation Laws: Propagation of a 3-D Wavefront

Three-dimensional (3-D) kinematical conservation laws (KCL) are equations of evolution of a propagating surface Omega(t) in three space dimensions. We start with a brief review of the 3-D KCL system and mention some of its properties relevant to this paper. The 3-D KCL, a system of six conservation laws, is an underdetermined system to which we add an energy transport equation for a small amplitude 3-D nonlinear wavefront propagating in a polytropic gas in a uniform state and at rest. We call the enlarged system of 3-D KCL with the energy transport equation equations of weakly nonlinear ray theory (WNLRT). We highlight some interesting properties of the eigenstructure of the equations of WNLRT, but the main aim of this paper is to test the numerical efficacy of this system of seven conservation laws. We take several initial shapes for a nonlinear wavefront with a suitable amplitude distribution on it and let it evolve according to the 3-D WNLRT. The 3-D WNLRT is a weakly hyperbolic 7 x 7 system that is highly nonlinear. Here we use the staggered Lax-Friedrichs and Nessyahu-Tadmor central schemes and have obtained some very interesting shapes of the wavefronts. We find the 3-D KCL to be suitable for solving many complex problems for which there presently seems to be no other method capable of giving such physically realistic features.

On the holographic simulation of non-circular zone plates

New methods involving the manipulation of fundamental wavefronts (e.g., plane and spherical) with simple optical components such as pinholes and spherical lenses have been developed for the fabrication of elliptic, hyperbolic and conical holographic zone plates. Also parabolic zone plates by holographic techniques have been obtained for the first time. The performance behaviour of these zone plates has been studied. Further a phenomenological explanation is offered for the observed improved fringe contrast obtained with a spherical reference wave.

An efficient marching algorithm for waterhammer analysis by the method of characteristics

A new fast and efficient marching algorithm is introduced to solve the basic quasilinear, hyperbolic partial differential equations describing unsteady, flow in conduits by the method of characteristics. The details of the marching method are presented with an illustration of the waterhammer problem in a simple piping system both for friction and frictionless cases. It is shown that for the same accuracy the new marching method requires fewer computational steps, less computer memory and time.

A bicharacteristic formulation of the ideal MHD equations

On a characteristic surface Omega of a hyperbolic system of first-order equations in multi-dimensions (x, t), there exits a compatibility condition which is in the form of a transport equation along a bicharacteristic on Omega. This result can be interpreted also as a transport equation along rays of the wavefront Omega(t) in x-space associated with Omega. For a system of quasi-linear equations, the ray equations (which has two distinct parts) and the transport equation form a coupled system of underdetermined equations. As an example of this bicharacteristic formulation, we consider two-dimensional unsteady flow of an ideal magnetohydrodynamics gas with a plane aligned magnetic field. For any mode of propagation in this two-dimensional flow, there are three ray equations: two for the spatial coordinates x and y and one for the ray diffraction. In spite of little longer calculations, the final four equations (three ray equations and one transport equation) for the fast magneto-acoustic wave are simple and elegant and cannot be derived in these simple forms by use of a computer program like REDUCE.

Large-Signal Model for Independent DG MOSFET

In this paper, we show the limitations of the traditional charge linearization techniques for modeling terminal charges of the independent double-gate metal-oxide-semiconductor field-effect transistors. Based on our recent computationally efficient Poisson solution for independent double gate transistors, we propose a new charge linearization technique to model the terminal charges and transcapacitances. We report two different types of quasistatic large-signal models for the long-channel device. In the first type, the terminal charges are expressed as closed-form functions of the source- and drain-end inversion charge densities and found to be accurate when the potential distribution at source end of the channel is hyperbolic in nature. The second type, which is found to be accurate in all regimes of operations, is based on the quadratic spline collocation technique and requires the input voltage equation to be solved two more times, apart from the source and drain ends.

A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

Nonlinear Finite-Element Modeling of Batter Piles under Lateral Load

In this paper, a finite-element model is developed in which the nonlinear soil behavior is represented by a hyperbolic relation for static load condition and modified hyperbolic relation, which includes both degradation and gap for a cyclic load condition. Although batter piles are subjected to lateral load, the soil resistance is also governed by axial load, which is incorporated by considering the P-Δ moment and geometric stiffness matrix. By adopting the developed numerical model, static and cyclic load analyses are performed adopting an incremental-iterative procedure where the pile is idealized as beam elements and the soil as elastoplastic spring elements. The proposed numerical model is validated with published laboratory and field pile test results under both static and cyclic load conditions. This paper highlights the importance of the degradation factor and its influence on the soil resistance-displacement (p-y) curve, number of cycles of loading, and cyclic load response.

Almost quarter-pinched Kähler metrics and Chern numbers

Given n is an element of Z(+) and epsilon > 0, we prove that there exists delta = delta(epsilon, n) > 0 such that the following holds: If (M(n),g) is a compact Kahler n-manifold whose sectional curvatures K satisfy -1 -delta <= K <= -1/4 and c(I)(M), c(J)(M) are any two Chern numbers of M, then |c(I)(M)/c(J)(M) - c(I)(0)/c(J)(0)| < epsilon, where c(I)(0), c(J)(0) are the corresponding characteristic numbers of a complex hyperbolic space form. It follows that the Mostow-Siu surfaces and the threefolds of Deraux do not admit Kahler metrics with pinching close to 1/4.

Redundancy resolution using a tractrix and its application to real-time simulations of hyper-redundant manipulators, snakes and tying of knots

To realistically simulate the motion of flexible objects such as ropes, strings, snakes, or human hair,one strategy is to discretise the object into a large number of small rigid links connected by rotary or spherical joints. The discretised system is highly redundant and the rotations at the joints (or the motion of the other links) for a desired Cartesian motion of the end of a link cannot be solved uniquely. In this paper, we propose a novel strategy to resolve the redundancy in such hyper-redundant systems.We make use of the classical tractrix curve and its attractive features. For a desired Cartesian motion of the `head'of a link, the `tail' of the link is moved according to a tractrix,and recursively all links of the discretised objects are moved along different tractrix curves. We show that the use of a tractrix curve leads to a more `natural' motion of the entire object since the motion is distributed uniformly along the entire object with the displacements tending to diminish from the `head' to the `tail'. We also show that the computation of the motion of the links can be done in real time since it involves evaluation of simple algebraic, trigonometric and hyperbolic functions. The strategy is illustrated by simulations of a snake, tying of knots with a rope and a solution of the inverse kinematics of a planar hyper-redundant manipulator.

KCL, Ray Theories and Application to Sonic Boom

We first review a general formulation of ray theory and write down the conservation forms of the equations of a weakly nonlinear ray theory (WNLRT) and a shock ray theory (SRT) for a weak shock in a polytropic gas. Then we present a formulation of the problem of sonic boom by a maneuvering aerofoil as a one parameter family of Cauchy problems. The system of equations in conservation form is hyperbolic for a range of values of the parameter and has elliptic nature else where, showing that unlike the leading shock, the trailing shock is always smooth.

Nonlinear cyclic load analysis for lateral response of batter piles in soft clay with a rigorous degradation model

Nonlinear analysis of batter piles in soft clay is performed using the finite element technique. As the batter piles are not only governed by lateral load but also axial load, the effect of P- Delta moment and geometric stiffness matrix is included in the analysis. For implementing the nonlinear soil behavior, reduction in soil strength (degradation), and formation of gap with number of load cycles, a numerical model is developed where a hyperbolic relation is adopted for the soil in static condition and hyperbolic relation considering degradation and gap for cyclic load condition. The numerical model is validated with published experimental results for cyclic lateral loading and the hysteresis loops are developed to predict the load-deflection behavior and soil resistance behavior during consecutive cycles of loading. This paper highlights the importance of a rigorous degradation model for subsequent cycles of loading on the pile-soil system by a hysteretic representation.

Improvements in Efficiency of Surface Potential Computation for Independent DG MOSFET

A robust numerical solution of the input voltage equations (IVEs) for the independent-double-gate metal-oxide-semiconductor field-effect transistor requires root bracketing methods (RBMs) instead of the commonly used Newton-Raphson (NR) technique due to the presence of nonremovable discontinuity and singularity. In this brief, we do an exhaustive study of the different RBMs available in the literature and propose a single derivative-free RBM that could be applied to both trigonometric and hyperbolic IVEs and offers faster convergence than the earlier proposed hybrid NR-Ridders algorithm. We also propose some adjustments to the solution space for the trigonometric IVE that leads to a further reduction of the computation time. The improvement of computational efficiency is demonstrated to be about 60% for trigonometric IVE and about 15% for hyperbolic IVE, by implementing the proposed algorithm in a commercial circuit simulator through the Verilog-A interface and simulating a variety of circuit blocks such as ring oscillator, ripple adder, and twisted ring counter.