STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Generic Bifurcations of Planar Filippov Systems via Geometric Singular Perturbations

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On an Optimal Linear Control of a Chaotic Non-Ideal Duffing System

In this work, we use a nonlinear control based on Optimal Linear Control. We used as mathematical model a Duffing equation to model a supporting structure for an unbalanced rotating machine with limited power (non-ideal motor). Numerical simulations are performed for a set control parameter (depending on the voltage of the motor, that is, in the static and dynamic characteristic of the motor) The interaction of the non-ideal excitation with the structure may lead to the occurrence of interesting phenomena during the forward passage through the several resonance states of the system. Chaotic behavior is obtained for values of the parameters. Then, the proposed control strategy is applied in order to regulate the chaotic behavior, in order to obtain a periodic orbit and to decrease its amplitude. Both methodologies were used in complete agreement between them. The purpose of the paper is to give suggestions and recommendations to designers and engineers on how to drive this kind of system through resonance.

On the control of a non-ideal engineering system: A friction-driven oscillating system with limited power supply

In this work a switching feedback controller for stick-slip compensation of a 2-DOF mass-spring-belt system which interacts with an energy source of limited power supply (non-ideal case) is developed. The system presents an oscillatory behavior due to the stick-slip friction. As the system equilibrium for a conventional feedback controller is not the origin, a switching control law combining a state feedback term and a discontinuous term is proposed to regulate the position of the mass. The problem of tracking a desired periodic trajectory is also considered. The feedback system is robust with respect to the friction force that is assumed to be within known upper and lower bounds.

Statements on chaos control designs, including a fractional order dynamical system, applied to a MEMS comb-drive actuator

In this work, we deal with a micro electromechanical system (MEMS), represented by a micro-accelerometer. Through numerical simulations, it was found that for certain parameters, the system has a chaotic behavior. The chaotic behaviors in a fractional order are also studied numerically, by historical time and phase portraits, and the results are validated by the existence of positive maximal Lyapunov exponent. Three control strategies are used for controlling the trajectory of the system: State Dependent Riccati Equation (SDRE) Control, Optimal Linear Feedback Control, and Fuzzy Sliding Mode Control. The controls proved effective in controlling the trajectory of the system studied and robust in the presence of parametric errors.

On a nonlinear and chaotic non-ideal vibrating system with shape memory alloy (SMA)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Quenching in a non-ideal mechanical system and the Averaging Method

In this paper, for the first time, a quenching result in a non-ideal system is rigorously obtained. In order to do this a new mechanical hypothesis is assumed, it means that the moment of inertia of the rotating parts of the energy source is big. From this is possible to use the Averaging Method. © 2012 American Institute of Physics.

Control design applied to a non-ideal structural system with behavior chaotic

In this paper we study the behavior of a structure vulnerable to excessive vibrations caused by an non-ideal power source. To perform this study, the mathematical model is proposed, derive the equations of motion for a simple plane frame excited by an unbalanced rotating machine with limited power (non-ideal motor). The non-linear and non-ideal dynamics in system is demonstrated with a chaotic behavior. We use a State-Dependent Riccati Equation Control technique for regulate the chaotic behavior, in order to obtain a periodic orbit small and to decrease its amplitude. The simulation results show the identification by State-Dependent Riccati Equation Control is very effective. © 2013 Academic Publications, Ltd.

Piecewise linear perturbations of a linear center

This paper is mainly devoted to the study of the limit cycles that can bifurcate from a linear center using a piecewise linear perturbation in two zones. We consider the case when the two zones are separated by a straight line Σ and the singular point of the unperturbed system is in Σ. It is proved that the maximum number of limit cycles that can appear up to a seventh order perturbation is three. Moreover this upper bound is reached. This result confirms that these systems have more limit cycles than it was expected. Finally, center and isochronicity problems are also studied in systems which include a first order perturbation. For the latter systems it is also proved that, when the period function, defined in the period annulus of the center, is not monotone, then it has at most one critical period. Moreover this upper bound is also reached.

Equações diferenciais ordinárias não suaves autônomas e não autônomas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Equações diferenciais ordinárias não suaves autônomas e não autônomas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A dynamical system approach to data assimilation in chaotic models

The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.

A web-based non-intrusive ambient system to measure and classify activities of daily living.

BACKGROUND The number of older adults in the global population is increasing. This demographic shift leads to an increasing prevalence of age-associated disorders, such as Alzheimer's disease and other types of dementia. With the progression of the disease, the risk for institutional care increases, which contrasts with the desire of most patients to stay in their home environment. Despite doctors' and caregivers' awareness of the patient's cognitive status, they are often uncertain about its consequences on activities of daily living (ADL). To provide effective care, they need to know how patients cope with ADL, in particular, the estimation of risks associated with the cognitive decline. The occurrence, performance, and duration of different ADL are important indicators of functional ability. The patient's ability to cope with these activities is traditionally assessed with questionnaires, which has disadvantages (eg, lack of reliability and sensitivity). Several groups have proposed sensor-based systems to recognize and quantify these activities in the patient's home. Combined with Web technology, these systems can inform caregivers about their patients in real-time (e.g., via smartphone). OBJECTIVE We hypothesize that a non-intrusive system, which does not use body-mounted sensors, video-based imaging, and microphone recordings would be better suited for use in dementia patients. Since it does not require patient's attention and compliance, such a system might be well accepted by patients. We present a passive, Web-based, non-intrusive, assistive technology system that recognizes and classifies ADL. METHODS The components of this novel assistive technology system were wireless sensors distributed in every room of the participant's home and a central computer unit (CCU). The environmental data were acquired for 20 days (per participant) and then stored and processed on the CCU. In consultation with medical experts, eight ADL were classified. RESULTS In this study, 10 healthy participants (6 women, 4 men; mean age 48.8 years; SD 20.0 years; age range 28-79 years) were included. For explorative purposes, one female Alzheimer patient (Montreal Cognitive Assessment score=23, Timed Up and Go=19.8 seconds, Trail Making Test A=84.3 seconds, Trail Making Test B=146 seconds) was measured in parallel with the healthy subjects. In total, 1317 ADL were performed by the participants, 1211 ADL were classified correctly, and 106 ADL were missed. This led to an overall sensitivity of 91.27% and a specificity of 92.52%. Each subject performed an average of 134.8 ADL (SD 75). CONCLUSIONS The non-intrusive wireless sensor system can acquire environmental data essential for the classification of activities of daily living. By analyzing retrieved data, it is possible to distinguish and assign data patterns to subjects' specific activities and to identify eight different activities in daily living. The Web-based technology allows the system to improve care and provides valuable information about the patient in real-time.

Detecting changes in the basin of attraction of a dynamical system: Application to the postural restoring system

A method that provides athree-dimensional representation ofthe basin ofattraction of a dynamical system from experimen tal data was applied tothe problem ofdynamic balance restoration. The method isbased onthe density ofthe data onthe phase space ofthe system under study and makes use ofmodeling and numerical curve fittingtools.For the dynamical system ofbalance restora tion,the shape and the size of the basin of attraction depend on the dynamics of the postural restoring mechanisms and contain important information regarding the biomechanical,as well as the neuromuscular condition of the individual. The aim ofthis work was toexamine the ability ofthe method todetect, through the observed changes inthe shape and/or the size ofthe calculated basins of attraction, (a)the inherent differences between different systems (in the current application, postural restoring systems of different individuals)and (b)induced chan ges in the same system (thepostural restoring system of an individual).The results ofthe study confirm the validity of the method and furthermore justify its robustness.