882 resultados para non-linear regression


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In this paper, two methods for constructing systems of ordinary differential equations realizing any fixed finite set of equilibria in any fixed finite dimension are introduced; no spurious equilibria are possible for either method. By using the first method, one can construct a system with the fewest number of equilibria, given a fixed set of attractors. Using a strict Lyapunov function for each of these differential equations, a large class of systems with the same set of equilibria is constructed. A method of fitting these nonlinear systems to trajectories is proposed. In addition, a general method which will produce an arbitrary number of periodic orbits of shapes of arbitrary complexity is also discussed. A more general second method is given to construct a differential equation which converges to a fixed given finite set of equilibria. This technique is much more general in that it allows this set of equilibria to have any of a large class of indices which are consistent with the Morse Inequalities. It is clear that this class is not universal, because there is a large class of additional vector fields with convergent dynamics which cannot be constructed by the above method. The easiest way to see this is to enumerate the set of Morse indices which can be obtained by the above method and compare this class with the class of Morse indices of arbitrary differential equations with convergent dynamics. The former set of indices are a proper subclass of the latter, therefore, the above construction cannot be universal. In general, it is a difficult open problem to construct a specific example of a differential equation with a given fixed set of equilibria, permissible Morse indices, and permissible connections between stable and unstable manifolds. A strict Lyapunov function is given for this second case as well. This strict Lyapunov function as above enables construction of a large class of examples consistent with these more complicated dynamics and indices. The determination of all the basins of attraction in the general case for these systems is also difficult and open.

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We wish to construct a realization theory of stable neural networks and use this theory to model the variety of stable dynamics apparent in natural data. Such a theory should have numerous applications to constructing specific artificial neural networks with desired dynamical behavior. The networks used in this theory should have well understood dynamics yet be as diverse as possible to capture natural diversity. In this article, I describe a parameterized family of higher order, gradient-like neural networks which have known arbitrary equilibria with unstable manifolds of known specified dimension. Moreover, any system with hyperbolic dynamics is conjugate to one of these systems in a neighborhood of the equilibrium points. Prior work on how to synthesize attractors using dynamical systems theory, optimization, or direct parametric. fits to known stable systems, is either non-constructive, lacks generality, or has unspecified attracting equilibria. More specifically, We construct a parameterized family of gradient-like neural networks with a simple feedback rule which will generate equilibrium points with a set of unstable manifolds of specified dimension. Strict Lyapunov functions and nested periodic orbits are obtained for these systems and used as a method of synthesis to generate a large family of systems with the same local dynamics. This work is applied to show how one can interpolate finite sets of data, on nested periodic orbits.

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Science Foundation Ireland (07/CE/11147); Irish Research Council for Science Engineering and Technology (Embark Initiative)

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We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

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In this past decade finite volume (FV) methods have increasingly been used for the solution of solid mechanics problems. This contribution describes a cell vertex finite volume discretisation approach to the solution of geometrically nonlinear (GNL) problems. These problems, which may well have linear material properties, are subject to large deformation. This requires a distinct formulation, which is described in this paper together with the solution strategy for GNL problem. The competitive performance for this procedure against the conventional finite element (FE) formulation is illustrated for a three dimensional axially loaded column.

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A vertex-based finite volume (FV) method is presented for the computational solution of quasi-static solid mechanics problems involving material non-linearity and infinitesimal strains. The problems are analysed numerically with fully unstructured meshes that consist of a variety of two- and threedimensional element types. A detailed comparison between the vertex-based FV and the standard Galerkin FE methods is provided with regard to discretization, solution accuracy and computational efficiency. For some problem classes a direct equivalence of the two methods is demonstrated, both theoretically and numerically. However, for other problems some interesting advantages and disadvantages of the FV formulation over the Galerkin FE method are highlighted.

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We extend the Harris regularity condition for ordinary Markov branching process to a more general case of non-linear Markov branching process. A regularity criterion which is very easy to check is obtained. In particular, we prove that a super-linear Markov branching process is regular if and only if the per capita offspring mean is less than or equal to I while a sub-linear Markov branching process is regular if the per capita offspring mean is finite. The Harris regularity condition then becomes a special case of our criterion.

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Aircraft fuselages are complex assemblies of thousands of components and as a result simulation models are highly idealised. In the typical design process, a coarse FE model is used to determine loads within the structure. The size of the model and number of load cases necessitates that only linear static behaviour is considered. This paper reports on the development of a modelling approach to increase the accuracy of the global model, accounting for variations in stiffness due to non-linear structural behaviour. The strategy is based on representing a fuselage sub-section with a single non-linear element. Large portions of fuselage structure are represented by connecting these non-linear elements together to form a framework. The non-linear models are very efficient, reducing computational time significantly

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The self-consistent electron potential in a current-carrying disordered quantum wire is spatially inhomogeneous due to the formation of resistivity dipoles across scattering centres. In this paper it is argued that these inhomogeneities in the potential result in a suppression of the differential conductance of such a wire at finite applied voltage. A semi-classical argument allows this suppression, quadratic in the voltage, to be related directly to the amount of intrinsic defect scattering in the wire. This result is then tested against numerical calculations.