An adaptive Newton-method based on a dynamical systems approach

The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical system and thereby to cast it in the framework of an adaptive step size control procedure. In so doing, our goal is to reduce the chaotic behavior of the original method without losing its quadratic convergence property close to the roots. The performance of the modified scheme is illustrated with various examples from algebraic and differential equations.

Computational Schemes for Optimizing Domains of Attraction in Dynamical Systems

In this paper, several computational schemes are presented for the optimal tuning of the global behavior of nonlinear dynamical sys- tems. Specifically, the maximization of the size of domains of attraction associated with invariants in parametrized dynamical sys- tems is addressed. Cell Mapping (CM) tech- niques are used to estimate the size of the domains, and such size is then maximized via different optimization tools. First, a ge- netic algorithm is tested whose performance shows to be good for determining global maxima at the expense of high computa- tional cost. Secondly, an iterative scheme based on a Stochastic Approximation proce- dure (the Kiefer-Wolfowitz algorithm) is eval- uated showing acceptable performance at low cost. Finally, several schemes combining neu- ral network based estimations and optimiza- tion procedures are addressed with promising results. The performance of the methods is illus- trated with two applications: first on the well-known van der Pol equation with stan- dard parametrization, and second the tuning of a controller for saturated systems.

A method for revealing phase space structures of general time dependent dynamical systems

In this paper we develop new techniques for revealing geometrical structures in phase space that are valid for aperiodically time dependent dynamical systems, which we refer to as Lagrangian descriptors. These quantities are based on the integration, for a finite time, along trajectories of an intrinsic bounded, positive geometrical and/or physical property of the trajectory itself. We discuss a general methodology for constructing Lagrangian descriptors, and we discuss a “heuristic argument” that explains why this method is successful for revealing geometrical structures in the phase space of a dynamical system. We support this argument by explicit calculations on a benchmark problem having a hyperbolic fixed point with stable and unstable manifolds that are known analytically. Several other benchmark examples are considered that allow us the assess the performance of Lagrangian descriptors in revealing invariant tori and regions of shear. Throughout the paper “side-by-side” comparisons of the performance of Lagrangian descriptors with both finite time Lyapunov exponents (FTLEs) and finite time averages of certain components of the vector field (“time averages”) are carried out and discussed. In all cases Lagrangian descriptors are shown to be both more accurate and computationally efficient than these methods. We also perform computations for an explicitly three dimensional, aperiodically time-dependent vector field and an aperiodically time dependent vector field defined as a data set. Comparisons with FTLEs and time averages for these examples are also carried out, with similar conclusions as for the benchmark examples.

Pitch perception: A dynamical-systems perspective

Two and a half millennia ago Pythagoras initiated the scientific study of the pitch of sounds; yet our understanding of the mechanisms of pitch perception remains incomplete. Physical models of pitch perception try to explain from elementary principles why certain physical characteristics of the stimulus lead to particular pitch sensations. There are two broad categories of pitch-perception models: place or spectral models consider that pitch is mainly related to the Fourier spectrum of the stimulus, whereas for periodicity or temporal models its characteristics in the time domain are more important. Current models from either class are usually computationally intensive, implementing a series of steps more or less supported by auditory physiology. However, the brain has to analyze and react in real time to an enormous amount of information from the ear and other senses. How is all this information efficiently represented and processed in the nervous system? A proposal of nonlinear and complex systems research is that dynamical attractors may form the basis of neural information processing. Because the auditory system is a complex and highly nonlinear dynamical system, it is natural to suppose that dynamical attractors may carry perceptual and functional meaning. Here we show that this idea, scarcely developed in current pitch models, can be successfully applied to pitch perception.

Nonlinear-dynamical arrhythmia control in humans

Nonlinear-dynamical control techniques, also known as chaos control, have been used with great success to control a wide range of physical systems. Such techniques have been used to control the behavior of in vitro excitable biological tissue, suggesting their potential for clinical utility. However, the feasibility of using such techniques to control physiological processes has not been demonstrated in humans. Here we show that nonlinear-dynamical control can modulate human cardiac electrophysiological dynamics by rapidly stabilizing an unstable target rhythm. Specifically, in 52/54 control attempts in five patients, we successfully terminated pacing-induced period-2 atrioventricular-nodal conduction alternans by stabilizing the underlying unstable steady-state conduction. This proof-of-concept demonstration shows that nonlinear-dynamical control techniques are clinically feasible and provides a foundation for developing such techniques for more complex forms of clinical arrhythmia.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

Analysis of magnetoencephaoographic data as a nonlinear dynamical system

This thesis presents the results from an investigation into the merits of analysing Magnetoencephalographic (MEG) data in the context of dynamical systems theory. MEG is the study of both the methods for the measurement of minute magnetic flux variations at the scalp, resulting from neuro-electric activity in the neocortex, as well as the techniques required to process and extract useful information from these measurements. As a result of its unique mode of action - by directly measuring neuronal activity via the resulting magnetic field fluctuations - MEG possesses a number of useful qualities which could potentially make it a powerful addition to any brain researcher's arsenal. Unfortunately, MEG research has so far failed to fulfil its early promise, being hindered in its progress by a variety of factors. Conventionally, the analysis of MEG has been dominated by the search for activity in certain spectral bands - the so-called alpha, delta, beta, etc that are commonly referred to in both academic and lay publications. Other efforts have centred upon generating optimal fits of "equivalent current dipoles" that best explain the observed field distribution. Many of these approaches carry the implicit assumption that the dynamics which result in the observed time series are linear. This is despite a variety of reasons which suggest that nonlinearity might be present in MEG recordings. By using methods that allow for nonlinear dynamics, the research described in this thesis avoids these restrictive linearity assumptions. A crucial concept underpinning this project is the belief that MEG recordings are mere observations of the evolution of the true underlying state, which is unobservable and is assumed to reflect some abstract brain cognitive state. Further, we maintain that it is unreasonable to expect these processes to be adequately described in the traditional way: as a linear sum of a large number of frequency generators. One of the main objectives of this thesis will be to prove that much more effective and powerful analysis of MEG can be achieved if one were to assume the presence of both linear and nonlinear characteristics from the outset. Our position is that the combined action of a relatively small number of these generators, coupled with external and dynamic noise sources, is more than sufficient to account for the complexity observed in the MEG recordings. Another problem that has plagued MEG researchers is the extremely low signal to noise ratios that are obtained. As the magnetic flux variations resulting from actual cortical processes can be extremely minute, the measuring devices used in MEG are, necessarily, extremely sensitive. The unfortunate side-effect of this is that even commonplace phenomena such as the earth's geomagnetic field can easily swamp signals of interest. This problem is commonly addressed by averaging over a large number of recordings. However, this has a number of notable drawbacks. In particular, it is difficult to synchronise high frequency activity which might be of interest, and often these signals will be cancelled out by the averaging process. Other problems that have been encountered are high costs and low portability of state-of-the- art multichannel machines. The result of this is that the use of MEG has, hitherto, been restricted to large institutions which are able to afford the high costs associated with the procurement and maintenance of these machines. In this project, we seek to address these issues by working almost exclusively with single channel, unaveraged MEG data. We demonstrate the applicability of a variety of methods originating from the fields of signal processing, dynamical systems, information theory and neural networks, to the analysis of MEG data. It is noteworthy that while modern signal processing tools such as independent component analysis, topographic maps and latent variable modelling have enjoyed extensive success in a variety of research areas from financial time series modelling to the analysis of sun spot activity, their use in MEG analysis has thus far been extremely limited. It is hoped that this work will help to remedy this oversight.

Probabilistic DHP adaptive critic for nonlinear stochastic control systems

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

Machine learning and data decompositions for complex networked dynamical systems

Thesis (Ph.D.)--University of Washington, 2016-08

On state representations of nonlinear implicit systems

This work considers a semi-implicit system A, that is, a pair (S, y), where S is an explicit system described by a state representation (x)over dot(t) = f(t, x(t), u(t)), where x(t) is an element of R(n) and u(t) is an element of R(m), which is subject to a set of algebraic constraints y(t) = h(t, x(t), u(t)) = 0, where y(t) is an element of R(l). An input candidate is a set of functions v = (v(1),.... v(s)), which may depend on time t, on x, and on u and its derivatives up to a Finite order. The problem of finding a (local) proper state representation (z)over dot = g(t, z, v) with input v for the implicit system Delta is studied in this article. The main result shows necessary and sufficient conditions for the solution of this problem, under mild assumptions on the class of admissible state representations of Delta. These solvability conditions rely on an integrability test that is computed from the explicit system S. The approach of this article is the infinite-dimensional differential geometric setting of Fliess, Levine, Martin, and Rouchon (1999) (`A Lie-Backlund Approach to Equivalence and Flatness of Nonlinear Systems`, IEEE Transactions on Automatic Control, 44(5), (922-937)).

Set-valued Markov chains and negative semitrajectories of discretized dynamical systems

Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic behaviour of the semitrajectories follows probabilistic laws which correspond to a set-valued Markov chain, whose transition probabilities can be explicitly calculated. The results are illustrated for two-dimensional dynamical systems obtained by discretization of fractional linear transformations of the unit disc in the complex plane.

Symbolic dynamics and renormalization of non-autonomous k periodic dynamical systems

The purpose of this paper was to introduce the symbolic formalism based on kneading theory, which allows us to study the renormalization of non-autonomous periodic dynamical systems.

Spectral invariants of periodic nonautonomous discrete dynamical systems

For an interval map, the poles of the Artin-Mazur zeta function provide topological invariants which are closely connected to topological entropy. It is known that for a time-periodic nonautonomous dynamical system F with period p, the p-th power [zeta(F) (z)](p) of its zeta function is meromorphic in the unit disk. Unlike in the autonomous case, where the zeta function zeta(f)(z) only has poles in the unit disk, in the p-periodic nonautonomous case [zeta(F)(z)](p) may have zeros. In this paper we introduce the concept of spectral invariants of p-periodic nonautonomous discrete dynamical systems and study the role played by the zeros of [zeta(F)(z)](p) in this context. As we will see, these zeros play an important role in the spectral classification of these systems.