Download or read book Stochastic and Deterministic Oscillations written by Jeffrey Brian Weiss and published by . This book was released on 1989 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic and Chaotic Oscillations written by Juri I. Neimark and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to stochastic and chaotic oscillations in dissipative systems. Chapter 1 deals with mathematical models of deterministic, discrete and distributed dynamical systems. In Chapter 2, the two basic trends of order and chaos are considered. The next three chapters describe stochasticity transformers, amplifiers and generators, turbulence, and phase portraits of steady-state motions and their bifurcations. Chapter 6 treats the topics of stochastic and chaotic attractors, and this is followed by two chapters dealing with routes to chaos and the quantitative characteristics of stochastic and chaotic motions. Finally, Chapter 9, which comprises more than one-third of the book, presents examples of systems having chaotic and stochastic motions drawn from mechanical, physical, chemical and biological systems. The book concludes with a comprehensive bibliography. For mathematicians, physicists, chemists and biologists interested in stochastic and chaotic oscillations in dynamical systems.

Download or read book The Noisy Oscillator written by M. Gitterman and published by World Scientific. This book was released on 2005 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Processes; Fluctuation Phenomena; Classical Statistical Mechanics; Oscillator; Brownian Motion; Stochastic Resonance; Multiplicative Noise.

Download or read book Deterministic and Stochastic Control of Nonlinear Oscillations in Ocean Structural Systems written by Paul E. King and published by . This book was released on 2006 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex oscillations including chaotic motions have been identified in off-shore and submerged mooring systems characterized by nonlinear fluid-structure interactions and restoring forces. In this paper, a means of controlling these nonlinear oscillations is addressed. When applied, the controller is able to drive the system to periodic oscillations of arbitrary periodicity. The controller applies a perturbation to the nonlinear system at prescribed time intervals to guide a trajectory towards a stable, periodic oscillatory state. The controller utilizes the pole placement method, a state feedback rule designed to render the system asymptotically stable. An outline of the proposed method is presented and applied to the fluid-structure interaction system and several examples of the controlled system are given. The effects of random noise in the excitation force are also investigated and the subsequent influence on the controller identified. A means of extending the controller design is explored to provide adequate control in the presence of moderate noise levels. Meanwhile, in the presence of over powering noise or system measurements that are not well defined, certain filtering and estimation techniques are investigated for their applicability. In particular, the Iterated Kalman Filter is investigated as a nonlinear state estimator of the nonlinear oscillations in these off-shore compliant structures. It is seen that although the inclusion of the nonlinearities is theoretically problematic, in practice, by applying the estimator in a judicious manner and then implementing the linear controllers outlined above, the system is able to estimate and control the nonlinear systems over a wide area of pseudo-stochastic regimes.

Download or read book Digital Processing of Random Oscillations written by Viacheslav Karmalita and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-06-17 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the autoregressive method for digital processing of random oscillations. The method is based on a one-to-one transformation of the numeric factors of the Yule series model to linear elastic system characteristics. This parametric approach allowed to develop a formal processing procedure from the experimental data to obtain estimates of logarithmic decrement and natural frequency of random oscillations. A straightforward mathematical description of the procedure makes it possible to optimize a discretization of oscillation realizations providing efficient estimates. The derived analytical expressions for confidence intervals of estimates enable a priori evaluation of their accuracy. Experimental validation of the method is also provided. Statistical applications for the analysis of mechanical systems arise from the fact that the loads experienced by machineries and various structures often cannot be described by deterministic vibration theory. Therefore, a sufficient description of real oscillatory processes (vibrations) calls for the use of random functions. In engineering practice, the linear vibration theory (modeling phenomena by common linear differential equations) is generally used. This theory’s fundamental concepts such as natural frequency, oscillation decrement, resonance, etc. are credited for its wide use in different technical tasks. In technical applications two types of research tasks exist: direct and inverse. The former allows to determine stochastic characteristics of the system output X(t) resulting from a random process E(t) when the object model is considered known. The direct task enables to evaluate the effect of an operational environment on the designed object and to predict its operation under various loads. The inverse task is aimed at evaluating the object model on known processes E(t) and X(t), i.e. finding model (equations) factors. This task is usually met at the tests of prototypes to identify (or verify) its model experimentally. To characterize random processes a notion of "shaping dynamic system" is commonly used. This concept allows to consider the observing process as the output of a hypothetical system with the input being stationary Gauss-distributed ("white") noise. Therefore, the process may be exhaustively described in terms of parameters of that system. In the case of random oscillations, the "shaping system" is an elastic system described by the common differential equation of the second order: X ̈(t)+2hX ̇(t)+ ω_0^2 X(t)=E(t), where ω0 = 2π/Т0 is the natural frequency, T0 is the oscillation period, and h is a damping factor. As a result, the process X(t) can be characterized in terms of the system parameters – natural frequency and logarithmic oscillations decrement δ = hT0 as well as the process variance. Evaluation of these parameters is subjected to experimental data processing based on frequency or time-domain representations of oscillations. It must be noted that a concept of these parameters evaluation did not change much during the last century. For instance, in case of the spectral density utilization, evaluation of the decrement values is linked with bandwidth measurements at the points of half-power of the observed oscillations. For a time-domain presentation, evaluation of the decrement requires measuring covariance values delayed by a time interval divisible by T0. Both estimation procedures are derived from a continuous description of research phenomena, so the accuracy of estimates is linked directly to the adequacy of discrete representation of random oscillations. This approach is similar a concept of transforming differential equations to difference ones with derivative approximation by corresponding finite differences. The resulting discrete model, being an approximation, features a methodical error which can be decreased but never eliminated. To render such a presentation more accurate it is imperative to decrease the discretization interval and to increase realization size growing requirements for computing power. The spectral density and covariance function estimates comprise a non-parametric (non-formal) approach. In principle, any non-formal approach is a kind of art i.e. the results depend on the performer’s skills. Due to interference of subjective factors in spectral or covariance estimates of random signals, accuracy of results cannot be properly determined or justified. To avoid the abovementioned difficulties, the application of linear time-series models with well-developed procedures for parameter estimates is more advantageous. A method for the analysis of random oscillations using a parametric model corresponding discretely (no approximation error) with a linear elastic system is developed and presented in this book. As a result, a one-to-one transformation of the model’s numerical factors to logarithmic decrement and natural frequency of random oscillations is established. It allowed to develop a formal processing procedure from experimental data to obtain the estimates of δ and ω0. The proposed approach allows researchers to replace traditional subjective techniques by a formal processing procedure providing efficient estimates with analytically defined statistical uncertainties.

Download or read book Noisy Oscillator The Random Mass Frequency Damping 2nd Edition written by Moshe Gitterman and published by World Scientific Publishing Company. This book was released on 2012-12-18 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: The properties of the harmonic oscillator with random frequency or/and random damping formed the content of the first edition. The second edition includes hundreds of publications on this subject since 2005. The noisy oscillator continues to be the subject of intensive studies in physics, chemistry, biology, and social sciences.The new and the latest type of a stochastic oscillator has also been considered, namely, an oscillator with random mass. Such model describes, among other phenomena, Brownian motion with adhesion, where the molecules of the surrounding medium not only randomly collide, but also stick to the Brownian particle for some (random) time, thereby changing its mass. This edition contains two new chapters, eight new sections and an expanded bibliography. A wide group of researchers, students and teachers will benefit from this book.

Download or read book Nonlinear Dynamics of Chaotic and Stochastic Systems written by Vadim S. Anishchenko and published by Springer Science & Business Media. This book was released on 2007-07-20 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been added to Chapter 2. They are “Statistical Properties of Dynamical Chaos,” “E?ects of Synchronization in Extended Self-Sustained Oscillatory Systems,” and “Synchronization in Living Systems.” The sections indicated re?ect the most interesting results obtained by the authors after publication of the ?rst edition. We hope that the new edition of the book will be of great interest for a widesectionofreaderswhoarealreadyspecialistsorthosewhoarebeginning research in the ?elds of nonlinear oscillation and wave theory, dynamical chaos, synchronization, and stochastic process theory. Saratov, Berlin, and St. Louis V.S. Anishchenko November 2006 A.B. Neiman T.E. Vadiavasova V.V. Astakhov L. Schimansky-Geier Preface to the First Edition Thisbookisdevotedtotheclassicalbackgroundandtocontemporaryresults on nonlinear dynamics of deterministic and stochastic systems. Considerable attentionisgiventothee?ectsofnoiseonvariousregimesofdynamicsystems with noise-induced order. On the one hand, there exists a rich literature of excellent books on n- linear dynamics and chaos; on the other hand, there are many marvelous monographs and textbooks on the statistical physics of far-from-equilibrium andstochasticprocesses.Thisbookisanattempttocombinetheapproachof nonlinear dynamics based on the deterministic evolution equations with the approach of statistical physics based on stochastic or kinetic equations. One of our main aims is to show the important role of noise in the organization and properties of dynamic regimes of nonlinear dissipative systems.

Download or read book Optimal Design of Control Systems written by Gennadii E. Kolosov and published by CRC Press. This book was released on 2020-08-26 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."

Download or read book Lyapunov Functionals and Stability of Stochastic Functional Differential Equations written by Leonid Shaikhet and published by Springer Science & Business Media. This book was released on 2013-03-29 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a delineation of the peculiarities of deterministic and stochastic functional differential equations. There follows basic definitions for stability theory of stochastic hereditary systems, and the formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: • inverted controlled pendulum; • Nicholson's blowflies equation; • predator-prey relationships; • epidemic development; and • mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology.

Download or read book Deterministic and Stochastic Dynamics of a Mammalian Cold Receptor Model with Subthreshold Oscillations written by and published by . This book was released on 2012 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Chaotic Transitions in Deterministic and Stochastic Dynamical Systems written by Emil Simiu and published by Princeton University Press. This book was released on 2014-09-08 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classical Melnikov method provides information on the behavior of deterministic planar systems that may exhibit transitions, i.e. escapes from and captures into preferred regions of phase space. This book develops a unified treatment of deterministic and stochastic systems that extends the applicability of the Melnikov method to physically realizable stochastic planar systems with additive, state-dependent, white, colored, or dichotomous noise. The extended Melnikov method yields the novel result that motions with transitions are chaotic regardless of whether the excitation is deterministic or stochastic. It explains the role in the occurrence of transitions of the characteristics of the system and its deterministic or stochastic excitation, and is a powerful modeling and identification tool. The book is designed primarily for readers interested in applications. The level of preparation required corresponds to the equivalent of a first-year graduate course in applied mathematics. No previous exposure to dynamical systems theory or the theory of stochastic processes is required. The theoretical prerequisites and developments are presented in the first part of the book. The second part of the book is devoted to applications, ranging from physics to mechanical engineering, naval architecture, oceanography, nonlinear control, stochastic resonance, and neurophysiology.

Download or read book Non Smooth Deterministic or Stochastic Discrete Dynamical Systems written by Jerome Bastien and published by John Wiley & Sons. This book was released on 2013-03-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains theoretical and application-oriented methods to treat models of dynamical systems involving non-smooth nonlinearities. The theoretical approach that has been retained and underlined in this work is associated with differential inclusions of mainly finite dimensional dynamical systems and the introduction of maximal monotone operators (graphs) in order to describe models of impact or friction. The authors of this book master the mathematical, numerical and modeling tools in a particular way so that they can propose all aspects of the approach, in both a deterministic and stochastic context, in order to describe real stresses exerted on physical systems. Such tools are very powerful for providing reference numerical approximations of the models. Such an approach is still not very popular nevertheless, even though it could be very useful for many models of numerous fields (e.g. mechanics, vibrations, etc.). This book is especially suited for people both in research and industry interested in the modeling and numerical simulation of discrete mechanical systems with friction or impact phenomena occurring in the presence of classical (linear elastic) or non-classical constitutive laws (delay, memory effects, etc.). It aims to close the gap between highly specialized mathematical literature and engineering applications, as well as to also give tools in the framework of non-smooth stochastic differential systems: thus, applications involving stochastic excitations (earthquakes, road surfaces, wind models etc.) are considered. Contents 1. Some Simple Examples. 2. Theoretical Deterministic Context. 3. Stochastic Theoretical Context. 4. Riemannian Theoretical Context. 5. Systems with Friction. 6. Impact Systems. 7. Applications–Extensions. About the Authors Jérôme Bastien is Assistant Professor at the University Lyon 1 (Centre de recherche et d'Innovation sur le sport) in France. Frédéric Bernardin is a Research Engineer at Département Laboratoire de Clermont-Ferrand (DLCF), Centre d'Etudes Techniques de l'Equipement (CETE), Lyon, France. Claude-Henri Lamarque is Head of Laboratoire Géomatériaux et Génie Civil (LGCB) and Professor at Ecole des Travaux Publics de l'Etat (ENTPE), Vaulx-en-Velin, France.

Download or read book Oscillator And Pendulum With A Random Mass written by Moshe Gitterman and published by World Scientific. This book was released on 2015-01-05 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic descriptions of a harmonic oscillator can be obtained by adding additive noise, or/and three types of multiplicative noise: random frequency, random damping and random mass. The first three types of noise were intensively studied in many published articles. In this book the fourth case, that of random mass, is considered in the context of the harmonic oscillator and its immediate nonlinear generalization — the pendulum. To our knowledge it is the first book fully dedicated to this problem.Two interrelated methods, the Langevin equation and the Fokker-Planck equations, as well as the Lyapunov stability method are used for the mathematical analysis. After a short introduction, the two main parts of the book describe the different properties of the random harmonic oscillator and the random pendulum with random masses. As an example, the stochastic resonance is studied, where the noise plays an unusual role, increasing the applied weak periodic signal, and also the vibration resonance in dynamic systems, where the role of noise is played by the second high-frequency periodic signal.First and second averaged moments have been calculated for a system with different types of additive and multiplicative noises, which define the stability of a system. The calculations have been extended to two multiplicative noises and to quadratic noise. This book is useful for students and scientists working in different fields of statistical physics.

Download or read book Noisy Oscillator The The First Hundred Years From Einstein Until Now written by Moshe Gitterman and published by World Scientific. This book was released on 2005-11-09 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains comprehensive descriptions of stochastic processes described by underdamped and overdamped oscillator equations with additive and multiplicative random forcing. The latter is associated with random frequency or random damping. The coverage includes descriptions of various new phenomena discovered in the last hundred years since the explanation of Brownian motion by Einstein, Smoluchovski and Langevin, such as the shift of stable points, noise-enhanced stability, stochastic resonance, resonant activation, and stabilization of metastable states. In addition to many applications in physics, chemistry, biology, medicine, economics and sociology, these discoveries have clarified the deep relationship between determinism and stochasticity, which turns out to be complimentary rather than contradictory, with noise playing both constructive and destructive roles.

Download or read book Optimal Control of Mechanical Oscillations written by Agnessa Kovaleva and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores two important aspects of the optimal control of oscillatory systems: the initiation of optimal oscillatory regimes and control possibilities for random disturbances. The main content of the book is based upon assertions of the optimal control theory and the disturbance theory. All theoretical propositions are illustrated by examples with exact mechanical context. An appendix covers the necessary mathematical prerequisites.

Download or read book Helioseismology Asteroseismology and MHD Connections written by Laurent Gizon and published by Springer Science & Business Media. This book was released on 2008-12-19 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of papers offers a timely snapshot of helio- and asteroseismology in the era when SOHO/MDI instrument is about to be replaced by SDO/HMI and when the CoRoT space mission is yielding its first long-duration light curves of thousands of stars.

Download or read book Noise Sustained Patterns written by Markus Loecher and published by World Scientific. This book was released on 2003 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ch. 1. Introduction. 1.1. Stability theory revisited. 1.2. Instabilities and nonlinear events in everyday life. 1.3 Postscript -- ch. 2. Essentials. 2.1. Probabilistic and information theoretic measures. 2.2. Matrix manipulations. 2.3. Delay-differential equations. 2.4. The fluctuation-dissipation theorem. 2.5. The Fokker-Planck equation. 2.6. Numerical techniques for the simulation of stochastic equations. 2.7. Experimental aspects of generating noise. 2.8. Complex integration -- ch. 3. Noise induced temporal phenomena. 3.1. Escape from metastable states. 3.2. Stochastic resonance in bistable systems. 3.3. Postscript -- ch. 4. Adding spatial dimensions. 4.1. Spatiotemporal stochastic resonance. 4.2. Doubly stochastic resonance. 4.3. Spatial patterns. 4.4. Postscript -- ch. 5. Stochastic transport phenomena. 5.1. Noise-sustained structures in convectively unstable media. 5.2. Noise sustained front transmission. 5.3. Theory. 5.4. Noise enhanced wave propagation. 5.5. Stochastic ratchets and Brownian motors. 5.6. Postscript -- ch. 6. Sundry topics. 6.1. Minority game. 6.2. Traffic dynamics. 6.3. Dithering. 6.4. Noise in neural networks -- ch. 7. Afterthoughts