On the limit cycles of a class of piecewise linear differential systems in R-4 with two zones

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

Decoupling in non-linear systems with two degrees of freedom

The problem of decoupling a class of non-linear two degrees of freedom systems is studied. The coupled non-linear differential equations of motion of the system are shown to be equivalent to a pair of uncoupled equations. This equivalence is established through transformation techniques involving the transformation of both the dependent and independent variables. The sufficient conditions on the form of the non-linearity, for the case wherein the transformed equations are linear, are presented. Several particular cases of interest are also illustrated.

Piecewise Linear Systems with Closed Sliding Poly-Trajectories

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

On the number of limit cycles in discontinuous piecewise linear differential systems with two pieces separated by a straight line

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

On the Limit Cycles for a Class of Continuous Piecewise Linear Differential Systems with Three Zones

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

Spectral density of first order Piecewise linear systems excited by white noise

The Fokker-Planck (FP) equation is used to develop a general method for finding the spectral density for a class of randomly excited first order systems. This class consists of systems satisfying stochastic differential equations of form ẋ + f(x) = m/Ʃ/j = 1 h_j(x)n_j(t) where f and the h_j are piecewise linear functions (not necessarily continuous), and the n_j are stationary Gaussian white noise. For such systems, it is shown how the Laplace-transformed FP equation can be solved for the transformed transition probability density. By manipulation of the FP equation and its adjoint, a formula is derived for the transformed autocorrelation function in terms of the transformed transition density. From this, the spectral density is readily obtained. The method generalizes that of Caughey and Dienes, J. Appl. Phys., 32.11.

This method is applied to 4 subclasses: (1) m = 1, h₁ = const. (forcing function excitation); (2) m = 1, h₁ = f (parametric excitation); (3) m = 2, h₁ = const., h₂ = f, n₁ and n₂ correlated; (4) the same, uncorrelated. Many special cases, especially in subclass (1), are worked through to obtain explicit formulas for the spectral density, most of which have not been obtained before. Some results are graphed.

Dealing with parametrically excited first order systems leads to two complications. There is some controversy concerning the form of the FP equation involved (see Gray and Caughey, J. Math. Phys., 44.3); and the conditions which apply at irregular points, where the second order coefficient of the FP equation vanishes, are not obvious but require use of the mathematical theory of diffusion processes developed by Feller and others. These points are discussed in the first chapter, relevant results from various sources being summarized and applied. Also discussed is the steady-state density (the limit of the transition density as t → ∞).

On optimal control of constrained linear systems with imperfect state information and stochastic disturbances

We address the problem of finite horizon optimal control of discrete-time linear systems with input constraints and uncertainty. The uncertainty for the problem analysed is related to incomplete state information (output feedback) and stochastic disturbances. We analyse the complexities associated with finding optimal solutions. We also consider two suboptimal strategies that could be employed for larger optimization horizons.

Asymptotic behaviour and boundedness of linear systems with time varying coefficients

Motivated by developments in spacecraft dynamics, the asymptotic behaviour and boundedness of solution of a special class of time varying systems in which each term appears as the sum of a constant and a time varying part, are analysed in this paper. It is not possible to apply standard textbook results to such systems, which are originally in second order. Some of the existing results are reformulated. Four theorems which explore the relations between the asymptotic behaviour/boundedness of the constant coefficient system, obtained by equating the time varying terms to zero, to the corresponding behaviour of the time varying system, are developed. The results show the behaviour of the two systems to be intimately related, provided the solutions of the constant coefficient system approach zero are bounded for large values of time, and the time varying terms are suitably restrained. Two problems are tackled using these theorems.

Dynamics of a piecewise-linear oscillator with limited power supply

We discuss dynamics of a vibro-impact system consisting of a cart with an piecewise-linear restoring force, which vibrates under driving by a source with limited power supply. From the point of view of dynamical systems, vibro-impact systems exhibit a rich variety of phenomena, particularly chaotic motion. In our analyzes, we use bifurcation diagrams, basins of attractions, identifying several non-linear phenomena, such as chaotic regimes, crises, intermittent mechanisms, and coexistence of attractors with complex basins of attraction. © 2009 by ASME.

Piecewise linear perturbations of a linear center

This paper is mainly devoted to the study of the limit cycles that can bifurcate from a linear center using a piecewise linear perturbation in two zones. We consider the case when the two zones are separated by a straight line Σ and the singular point of the unperturbed system is in Σ. It is proved that the maximum number of limit cycles that can appear up to a seventh order perturbation is three. Moreover this upper bound is reached. This result confirms that these systems have more limit cycles than it was expected. Finally, center and isochronicity problems are also studied in systems which include a first order perturbation. For the latter systems it is also proved that, when the period function, defined in the period annulus of the center, is not monotone, then it has at most one critical period. Moreover this upper bound is also reached.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Observers for linear systems with unknown inputs

This paper presents a constructive solution to the problem of designing a reduced-order Luenberger observer for linear systems subject to arbitrary unknown inputs.

Non-linear systems with quadratic and cubic damping - an analytical approach

The possible equivalence of second-order non-linear systems having quadratic and cubic damping with third-order linear systems is studied in this paper. It is shown that this equivalence can be established through transformation techniques under certain constraints on the form of the non-linearity of the given system.