Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

Identification of nonlinear dynamic systems: Time-frequency filtering and skeleton curves

The nonlinear behavior varying with the instantaneous response was analyzed through the joint time-frequency analysis method for a class of S. D. O. F nonlinear system. A masking operator an definite regions is defined and two theorems are presented. Based on these, the nonlinear system is modeled with a special time-varying linear one, called the generalized skeleton linear system (GSLS). The frequency skeleton curve and the damping skeleton curve are defined to describe the main feature of the non-linearity as well. Moreover, an identification method is proposed through the skeleton curves and the time-frequency filtering technique.

Identification of Nonlinear Systems Through Time-Frequency Filtering Technique

In the previous paper, a class of nonlinear system is mapped to a so-called skeleton linear model (SLM) based on the joint time-frequency analysis method. Behavior of the nonlinear system may be indicated quantitatively by the variance of the coefficients of SLM versus its response. Using this model we propose an identification method for nonlinear systems based on nonstationary vibration data in this paper. The key technique in the identification procedure is a time-frequency filtering method by which solution of the SLM is extracted from the response data of the corresponding nonlinear system. Two time-frequency filtering methods are discussed here. One is based on the quadratic time-frequency distribution and its inverse transform, the other is based on the quadratic time-frequency distribution and the wavelet transform. Both numerical examples and an experimental application are given to illustrate the validity of the technique.

Time-Frequency Analysis of Nonlinear Systems: The Skeleton Linear Model and the Skeleton Curves

The joint time-frequency analysis method is adopted to study the nonlinear behavior varying with the instantaneous response for a class of S.D.O.F nonlinear system. A time-frequency masking operator, together with the conception of effective time-frequency region of the asymptotic signal are defined here. Based on these mathematical foundations, a so-called skeleton linear model (SLM) is constructed which has similar nonlinear characteristics with the nonlinear system. Two skeleton curves are deduced which can indicate the stiffness and damping in the nonlinear system. The relationship between the SLM and the nonlinear system, both parameters and solutions, is clarified. Based on this work a new identification technique of nonlinear systems using the nonstationary vibration data will be proposed through time-frequency filtering technique and wavelet transform in the following paper.

Rigorous finite-time guarantees for optimization on continuous domains by simulated annealing

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

A review of travel time estimation and forecasting for advanced traveler information systems

Providing on line travel time information to commuters has become an important issue for Advanced Traveler Information Systems and Route Guidance Systems in the past years, due to the increasing traffic volume and congestion in the road networks. Travel time is one of the most useful traffic variables because it is more intuitive than other traffic variables such as flow, occupancy or density, and is useful for travelers in decision making. The aim of this paper is to present a global view of the literature on the modeling of travel time, introducing crucial concepts and giving a thorough classification of the existing tech- niques. Most of the attention will focus on travel time estimation and travel time prediction, which are generally not presented together. The main goals of these models, the study areas and methodologies used to carry out these tasks will be further explored and categorized.