Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Q parameter estimation using numerical simulations for linear and nonlinear transmission systems

We compare the Q parameter obtained from scalar, semi-analytical and full vector models for realistic transmission systems. One set of systems is operated in the linear regime, while another is using solitons at high peak power. We report in detail on the different results obtained for the same system using different models. Polarisation mode dispersion is also taken into account and a novel method to average Q parameters over several independent simulation runs is described. © 2006 Elsevier B.V. All rights reserved.

Semi-analytical Q parameter estimate in linear and nonlinear transmission systems

We compare the Q parameter obtained from the semi-analytical model with scalar and vector models for two realistic transmission systems. First a linear system with a compensated dispersion map and second a soliton transmission system.

Intermediate asymptotics in nonlinear optical systems

Using a fiber laser system as a specific illustrative example, we introduce the concept of intermediate asymptotic states in finite nonlinear optical systems. We show that intermediate asymptotics of nonlinear equations (e.g., coherent structures with a finite lifetime or distance) can be used in applications similar to those of truly stable asymptotic solutions, such as, e.g., solitons and dissipative nonlinear waves. Applying this general idea to a particular, albeit practically important, physical system, we demonstrate a novel type of nonlinear pulse-shaping regime in a mode-locked fiber laser leading to the generation of linearly chirped pulses with a triangular distribution of the intensity.

Intermediate asymptotics in nonlinear optical systems

Using a fiber laser system as a specific illustrative example, we introduce the concept of intermediate asymptotic states in finite nonlinear optical systems. We show that intermediate asymptotics of nonlinear equations (e.g., coherent structures with a finite lifetime or distance) can be used in applications similar to those of truly stable asymptotic solutions, such as, e.g., solitons and dissipative nonlinear waves. Applying this general idea to a particular, albeit practically important, physical system, we demonstrate a novel type of nonlinear pulse-shaping regime in a mode-locked fiber laser leading to the generation of linearly chirped pulses with a triangular distribution of the intensity.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained.

Representation of Neural Networks by Dynamical Systems

Representation of neural networks by dynamical systems is considered. The method of training of neural networks with the help of the theory of optimal control is offered.

Simultaneous Control of Chaotic Systems Using RBF Networks

Chaos control is a concept that recently acquiring more attention among the research community, concerning the fields of engineering, physics, chemistry, biology and mathematic. This paper presents a method to simultaneous control of deterministic chaos in several nonlinear dynamical systems. A radial basis function networks (RBFNs) has been used to control chaotic trajectories in the equilibrium points. Such neural network improves results, avoiding those problems that appear in other control methods, being also efficient dealing with a relatively small random dynamical noise.

One-Parameter Bifurcation Analysis of Dynamical Systems using Maple

This paper presents two algorithms for one-parameter local bifurcations of equilibrium points of dynamical systems. The algorithms are implemented in the computer algebra system Maple 13 © and designed as a package. Some examples are reported to demonstrate the package’s facilities.

Viability, Optimality and Stability of Dynamical Systems and Estimation of Convergence of Numerical Schemes

AMS subject classification: 49N35,49N55,65Lxx.

Complex Oscillations and Limit Cycles in Autonomous Two-Component Incommensurate Fractional Dynamical Systems

MSC 2010: 26A33, 34D05, 37C25

Survivability : A Unifiying Concept for the Transient Resilience of Deterministic Dynamical Systems

16 pages

Survivability : A Unifiying Concept for the Transient Resilience of Deterministic Dynamical Systems

16 pages

Survivability of Deterministic Dynamical Systems

Acknowledgements We acknowledge gratefully the support of BMBF, CoNDyNet, FK. 03SF0472A, of the EIT Climate-KIC project SWIPO and Nora Molkenthin for illustrating our illustration of the concept of survivability using penguins. We thank Martin Rohden for providing us with the UK high-voltage transmission grid topology and Yang Tang for very useful discussions. The publication of this article was funded by the Open Access Fund of the Leibniz Association.

Dissipative parametric modulation instability and pattern formation in nonlinear optical systems

We present the essential features of the dissipative parametric instability, in the universal complex Ginzburg- Landau equation. Dissipative parametric instability is excited through a parametric modulation of frequency dependent losses in a zig-zag fashion in the spectral domain. Such damping is introduced respectively for spectral components in the +ΔF and in the -ΔF region in alternating fashion, where F can represent wavenumber or temporal frequency depending on the applications. Such a spectral modulation can destabilize the homogeneous stationary solution of the system leading to growth of spectral sidebands and to the consequent pattern formation: both stable and unstable patterns in one- and in two-dimensional systems can be excited. The dissipative parametric instability provides an useful and interesting tool for the control of pattern formation in nonlinear optical systems with potentially interesting applications in technological applications, like the design of mode- locked lasers emitting pulse trains with tunable repetition rate; but it could also find realizations in nanophotonics circuits or in dissipative polaritonic Bose-Einstein condensates.