Metastable Periodic Patterns in Singularly Perturbed Delayed Equations

We consider the scalar delayed differential equation epsilon(x) over dot(t) = -x(t) + f(x(t-1)), where epsilon > 0 and f verifies either df/dx > 0 or df/dx < 0 and some other conditions. We present theorems indicating that a generic initial condition with sign changes generates a solution with a transient time of order exp(c/epsilon), for some c > 0. We call it a metastable solution. During this transient a finite time span of the solution looks like that of a periodic function. It is remarkable that if df/dx > 0 then f must be odd or present some other very special symmetry in order to support metastable solutions, while this condition is absent in the case df/dx < 0. Explicit epsilon-asymptotics for the motion of zeroes of a solution and for the transient time regime are presented.

Reality check for volatility models

Asset allocation decisions and value at risk calculations rely strongly on volatility estimates. Volatility measures such as rolling window, EWMA, GARCH and stochastic volatility are used in practice. GARCH and EWMA type models that incorporate the dynamic structure of volatility and are capable of forecasting future behavior of risk should perform better than constant, rolling window volatility models. For the same asset the model that is the ‘best’ according to some criterion can change from period to period. We use the reality check test∗ to verify if one model out-performs others over a class of re-sampled time-series data. The test is based on re-sampling the data using stationary bootstrapping. For each re-sample we check the ‘best’ model according to two criteria and analyze the distribution of the performance statistics. We compare constant volatility, EWMA and GARCH models using a quadratic utility function and a risk management measurement as comparison criteria. No model consistently out-performs the benchmark.

Chaos control of a nonlinear oscillator with shape memory alloy using an optimal linear control: Part I: Ideal energy source

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Mathematical modeling and control of population systems: Applications in biological pest control

The aim of this paper is to apply methods from optimal control theory, and from the theory of dynamic systems to the mathematical modeling of biological pest control. The linear feedback control problem for nonlinear systems has been formulated in order to obtain the optimal pest control strategy only through the introduction of natural enemies. Asymptotic stability of the closed-loop nonlinear Kolmogorov system is guaranteed by means of a Lyapunov function which can clearly be seen to be the solution of the Hamilton-Jacobi-Bellman equation, thus guaranteeing both stability and optimality. Numerical simulations for three possible scenarios of biological pest control based on the Lotka-Volterra models are provided to show the effectiveness of this method. (c) 2007 Elsevier B.V. All rights reserved.

On control and synchronization in chaotic and hyperchaotic systems via linear feedback control

This paper presents the control and synchronization of chaos by designing linear feedback controllers. The linear feedback control problem for nonlinear systems has been formulated under optimal control theory viewpoint. Asymptotic stability of the closed-loop nonlinear system is guaranteed by means of a Lyapunov function which can clearly be seen to be the solution of the Hamilton-Jacobi-Bellman equation thus guaranteeing both stability and optimality. The formulated theorem expresses explicitly the form of minimized functional and gives the sufficient conditions that allow using the linear feedback control for nonlinear system. The numerical simulations were provided in order to show the effectiveness of this method for the control of the chaotic Rossler system and synchronization of the hyperchaotic Rossler system. (C) 2007 Elsevier B.V. All rights reserved.

An Optimal Linear Control Design for Nonlinear Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Stability analysis of power system including facts (TCSC) effects by direct method approach

The problem of power system stability including the effects of a flexible alternating current transmission system (FACTS) is approached. First, the controlled series compensation is considered in the machine against infinite bar system and its effects are taken into account by means of construction of a Lyapunov function (LF). This simple system is helpful in order to understand the form the device affects dynamic and transient performance of the power system. After, the multimachine case is considered and it is shown that the single-machine results apply to multimachine systems. An energy-form Lyapunov function is derived for the power system including the FACTS device and it is used to analyse damping and synchronizing effects due to the FACTS device in single-machine as well as in multimachine power systems. © 2005 Elsevier Ltd. All rights reserved.

Uso de modelos lineales y no lineales para el estudio de la curva de lactancia en búfalos Murrah y sus cruces en sistemas de cría extensiva en el estado de São Paulo

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

Projeto e implementação com chaveamento de reguladores fuzzy Takagi-Sugeno para um conjunto de pontos de operação

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Projeto de reguladores fuzzy Takagi-Sugeno utilizando as condições iniciais da planta

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Consideração da ação de dispositivos facts em um método automático de análise de estabilidade de sistemas de energia elétrica

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

Estabilidade assintótica de uma classe de sistemas não lineares

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise de estabilidade de sistemas dinâmicos descontínuos e aplicações

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Aplicativo computacional da função discriminante quadrática para utilização em ciências experimentais

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Aeroelastic stability analysis using linear matrix inequalities

The present work describes an alternative methodology for identification of aeroelastic stability in a range of varying parameters. Analysis is performed in time domain based on Lyapunov stability and solved by convex optimization algorithms. The theory is outlined and simulations are carried out on a benchmark system to illustrate the method. The classical methodology with the analysis of the system's eigenvalues is presented for comparing the results and validating the approach. The aeroelastic model is represented in state space format and the unsteady aerodynamic forces are written in time domain using rational function approximation. The problem is formulated as a polytopic differential inclusion system and the conceptual idea can be used in two different applications. In the first application the method verifies the aeroelastic stability in a range of air density (or its equivalent altitude range). In the second one, the stability is verified for a rage of velocities. These analyses are in contrast to the classical discrete analysis performed at fixed air density/velocity values. It is shown that this method is efficient to identify stability regions in the flight envelope and it offers promise for robust flutter identification.