Asymptotic Hyperstability of a Class of Linear Systems under Impulsive Controls Subject to an Integral Popovian Constraint

This paper is focused on the study of the important property of the asymptotic hyperstability of a class of continuous-time dynamic systems. The presence of a parallel connection of a strictly stable subsystem to an asymptotically hyperstable one in the feed-forward loop is allowed while it has also admitted the generation of a finite or infinite number of impulsive control actions which can be combined with a general form of nonimpulsive controls. The asymptotic hyperstability property is guaranteed under a set of sufficiency-type conditions for the impulsive controls.

I. Exact solution of some nonlinear evolution equations. II. The similarity solution for the Korteweg-De Vries equation and the related Painleve Transcendent

In Part I, a method for finding solutions of certain diffusive dispersive nonlinear evolution equations is introduced. The method consists of a straightforward iteration procedure, applied to the equation as it stands (in most cases), which can be carried out to all terms, followed by a summation of the resulting infinite series, sometimes directly and other times in terms of traces of inverses of operators in an appropriate space.

We first illustrate our method with Burgers' and Thomas' equations, and show how it quickly leads to the Cole-Hopft transformation, which is known to linearize these equations.

We also apply this method to the Korteweg and de Vries, nonlinear (cubic) Schrödinger, Sine-Gordon, modified KdV and Boussinesq equations. In all these cases the multisoliton solutions are easily obtained and new expressions for some of them follow. More generally we show that the Marcenko integral equations, together with the inverse problem that originates them, follow naturally from our expressions.

Only solutions that are small in some sense (i.e., they tend to zero as the independent variable goes to ∞) are covered by our methods. However, by the study of the effect of writing the initial iterate u_1 = u_(1)(x,t) as a sum u_1 = ^∼/u_1 + ^≈/u_1 when we know the solution which results if u_1 = ^∼/u_1, we are led to expressions that describe the interaction of two arbitrary solutions, only one of which is small. This should not be confused with Backlund transformations and is more in the direction of performing the inverse scattering over an arbitrary “base” solution. Thus we are able to write expressions for the interaction of a cnoidal wave with a multisoliton in the case of the KdV equation; these expressions are somewhat different from the ones obtained by Wahlquist (1976). Similarly, we find multi-dark-pulse solutions and solutions describing the interaction of envelope-solitons with a uniform wave train in the case of the Schrodinger equation.

Other equations tractable by our method are presented. These include the following equations: Self-induced transparency, reduced Maxwell-Bloch, and a two-dimensional nonlinear Schrodinger. Higher order and matrix-valued equations with nonscalar dispersion functions are also presented.

In Part II, the second Painleve transcendent is treated in conjunction with the similarity solutions of the Korteweg-de Vries equat ion and the modified Korteweg-de Vries equation.

Part I. On the breaking of nonlinear dispersive waves. Part II. Variational principles in continuum mechanics

A model equation for water waves has been suggested by Whitham to study, qualitatively at least, the different kinds of breaking. This is an integro-differential equation which combines a typical nonlinear convection term with an integral for the dispersive effects and is of independent mathematical interest. For an approximate kernel of the form e^(-b|x|) it is shown first that solitary waves have a maximum height with sharp crests and secondly that waves which are sufficiently asymmetric break into "bores." The second part applies to a wide class of bounded kernels, but the kernel giving the correct dispersion effects of water waves has a square root singularity and the present argument does not go through. Nevertheless the possibility of the two kinds of breaking in such integro-differential equations is demonstrated.

Difficulties arise in finding variational principles for continuum mechanics problems in the Eulerian (field) description. The reason is found to be that continuum equations in the original field variables lack a mathematical "self-adjointness" property which is necessary for Euler equations. This is a feature of the Eulerian description and occurs in non-dissipative problems which have variational principles for their Lagrangian description. To overcome this difficulty a "potential representation" approach is used which consists of transforming to new (Eulerian) variables whose equations are self-adjoint. The transformations to the velocity potential or stream function in fluids or the scaler and vector potentials in electromagnetism often lead to variational principles in this way. As yet no general procedure is available for finding suitable transformations. Existing variational principles for the inviscid fluid equations in the Eulerian description are reviewed and some ideas on the form of the appropriate transformations and Lagrangians for fluid problems are obtained. These ideas are developed in a series of examples which include finding variational principles for Rossby waves and for the internal waves of a stratified fluid.

Nonlinear phenomena in thermoacoustic systems with premixed flames

Nonlinear analysis of thermoacoustic instability is essential for prediction of frequencies, amplitudes and stability of limit cycles. Limit cycles in thermoacoustic systems are reached when the energy input from driving processes and energy losses from damping processes balance each other over a cycle of the oscillation. In this paper an integral relation for the rate of change of energy of a thermoacoustic system is derived. This relation is analogous to the well-known Rayleigh criterion in thermoacoustics, but can be used to calculate the amplitudes of limit cycles, as well as their stability. The relation is applied to a thermoacoustic system of a ducted slot-stabilized 2-D premixed flame. The flame is modelled using a nonlinear kinematic model based on the G-equation, while the acoustics of planar waves in the tube are governed by linearised momentum and energy equations. Using open-loop forced simulations, the flame describing function (FDF) is calculated. The gain and phase information from the FDF is used with the integral relation to construct a cyclic integral rate of change of energy (CIRCE) diagram that indicates the amplitude and stability of limit cycles. This diagram is also used to identify the types of bifurcation the system exhibits and to find the minimum amplitude of excitation needed to reach a stable limit cycle from another linearly stable state, for single- mode thermoacoustic systems. Furthermore, this diagram shows precisely how the choice of velocity model and the amplitudedependence of the gain and the phase of the FDF influence the nonlinear dynamics of the system. Time domain simulations of the coupled thermoacoustic system are performed with a Galerkin discretization for acoustic pressure and velocity. Limit cycle calculations using a single mode, as well as twenty modes, are compared against predictions from the CIRCE diagram. For the single mode system, the time domain calculations agree well with the frequency domain predictions. The heat release rate is highly nonlinear but, because there is only a single acoustic mode, this does not affect the limit cycle amplitude. For the twenty-mode system, however, the higher harmonics of the heat release rate and acoustic velocity interact resulting in a larger limit cycle amplitude. Multimode simulations show that in some situations the contribution from higher harmonics to the nonlinear dynamics can be significant and must be considered for an accurate and comprehensive analysis of thermoacoustic systems. Copyright © 2012 by ASME.

Fast Haar Transform Based Feature Extraction for Face Representation and Recognition

Subspace learning is the process of finding a proper feature subspace and then projecting high-dimensional data onto the learned low-dimensional subspace. The projection operation requires many floating-point multiplications and additions, which makes the projection process computationally expensive. To tackle this problem, this paper proposes two simple-but-effective fast subspace learning and image projection methods, fast Haar transform (FHT) based principal component analysis and FHT based spectral regression discriminant analysis. The advantages of these two methods result from employing both the FHT for subspace learning and the integral vector for feature extraction. Experimental results on three face databases demonstrated their effectiveness and efficiency.

NONLINEAR GRAVITY-WAVES IN DEEP-WATER

In consideration of the problem on the boundary condition of nonlinear free water wave, coordinate transform is used to handle the free boundary. Supposing the solution form be the traveling wave, the ordinary differential equations of the one-order autonomous system with two variables are caused, then expanding the nonlinear terms at the equilibrium point with the Taylor expansion, we obtained the solution to traveling wave. The linear approximate equation near the equilibrium point is the small amplitude wave. A new nonlinear periodic traveling wave and nonlinear dispersion relation are shown when expanding to the second-order terms. A conclusion that the expansion of dispersion relation does not contain any odd-power terms of wave steepness and because of the nonlinear effort an oscillate structure is produced in the vertical direction is drawn.

Power system parameters forecasting using Hilbert-Huang transform and machine learning

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode decomposition and a feature analysis of initial retrospective data using the Hilbert-Huang transform and machine learning algorithms. The random forests and gradient boosting trees learning techniques were examined. The decision tree techniques were used to rank the importance of variables employed in the forecasting models. The Mean Decrease Gini index is employed as an impurity function. The resulting hybrid forecasting models employ the radial basis function neural network and support vector regression. A part from introduction and references the paper is organized as follows. The second section presents the background and the review of several approaches for short-term forecasting of power system parameters. In the third section a hybrid machine learningbased algorithm using Hilbert-Huang transform is developed for short-term forecasting of power system parameters. Fourth section describes the decision tree learning algorithms used for the issue of variables importance. Finally in section six the experimental results in the following electric power problems are presented: active power flow forecasting, electricity price forecasting and for the wind speed and direction forecasting.

A distributed algorithm for European options with nonlinear volatility

A distributed algorithm is developed to solve nonlinear Black-Scholes equations in the hedging of portfolios. The algorithm is based on an approximate inverse Laplace transform and is particularly suitable for problems that do not require detailed knowledge of each intermediate time steps.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution

The greatest relaxation time for an assembly of three- dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function (transition probability) by expanding the time dependent distribution as a Fourier series and proceeding to the zero frequency limit of the Laplace transform of that distribution. The procedure is entirely analogous to the calculation of the characteristic time of the probability evolution (the integral of the configuration space probability density function with respect to the position co-ordinate) for a particle undergoing translational diffusion in a potential; a concept originally used by Malakhov and Pankratov (Physica A 229 (1996) 109). This procedure allowed them to obtain exact solutions of the Kramers one-dimensional translational escape rate problem for piecewise parabolic potentials. The solution was accomplished by posing the problem in terms of the appropriate Sturm-Liouville equation which could be solved in terms of the parabolic cylinder functions. The method (as applied to rotational problems and posed in terms of recurrence relations for the decay functions, i.e., the Brinkman approach c.f. Blomberg, Physica A 86 (1977) 49, as opposed to the Sturm-Liouville one) demonstrates clearly that the greatest relaxation time unlike the integral relaxation time which is governed by a single decay function (albeit coupled to all the others in non-linear fashion via the underlying recurrence relation) is governed by a sum of decay functions. The method is easily generalized to multidimensional state spaces by matrix continued fraction methods allowing one to treat non-axially symmetric potentials, where the distribution function is governed by two state variables. (C) 2001 Elsevier Science B.V. All rights reserved.

Path-integral study of a two-dimensional Lennard-Jones glass

The glass transition in a quantum Lennard-Jones mixture is investigated by constant-volume path-integral simulations. Particles are assumed to be distinguishable, and the strength of quantum effects is varied by changing h from zero (the classical case) to one (corresponding to a highly quantum-mechanical regime). Quantum delocalization and zero point energy drastically reduce the sensitivity of structural and thermodynamic properties to the glass transition. Nevertheless, the glass transition temperature T-g can be determined by analyzing the phase space mobility of path-integral centroids. At constant volume, the T-g of the simulated model increases monotonically with increasing h. Low temperature tunneling centers are identified, and the quantum versus thermal character of each center is analyzed. The relation between these centers and soft quasilocalized harmonic vibrations is investigated. Periodic minimizations of the potential energy with respect to the positions of the particles are performed to determine the inherent structure of classical and quantum glassy samples. The geometries corresponding to these energy minima are found to be qualitatively similar in all cases. Systematic comparisons for ordered and disordered structures, harmonic and anharmonic dynamics, classical and quantum systems show that disorder, anharmonicity, and quantum effects are closely interlinked.

Integral completeness of locally convex spaces

A locally convex space X is said to be integrally complete if each continuous mapping f: [0, 1] --> X is Riemann integrable. A criterion for integral completeness is established. Readily verifiable sufficient conditions of integral completeness are proved.

Infinite Dimensional Banach spaces of functions with nonlinear properties

The aim of this paper is to show that there exist infinite dimensional Banach spaces of functions that, except for 0, satisfy properties that apparently should be destroyed by the linear combination of two of them. Three of these spaces are: a Banach space of differentiable functions on Rn failing the Denjoy-Clarkson property; a Banach space of non Riemann integrable bounded functions, but with antiderivative at each point of an interval; a Banach space of infinitely differentiable functions that vanish at infinity and are not the Fourier transform of any Lebesgue integrable function.

Joint turbo equalization and cancelation of nonlinear distortion effects in MC-CDMA signals

In this paper, we consider low-PMEPR (Peak-to-Mean Envelope Power Ratio) MC-CDMA (Multicarrier Coded Division Multiple Access) schemes. We develop frequencydomain turbo equalizers combined with an iterative estimation and cancellation of nonlinear distortion effects. Our receivers have relatively low complexity, since they allow FFT-based (Fast Fourier Transform) implementations. The proposed turbo receivers allow significant performance improvements at low and moderate SNR (Signal-to-Noise Ratio), even when a low-PMEPR MC-CDMA transmission is intended.

Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.