A Discrete-Time Model for Lotka-Volterra Equations With Preserved Stability of Equilibria

2013 ◽  
Author(s):  
Triet Nguyen-Van ◽  
Noriyuki Hori
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Equilibrium Points ◽  
Volterra Equations ◽  
Time System ◽  
Time Model ◽  
Discrete Time Model ◽  
Stability And Instability ◽  
Discrete Time Models ◽  
Continuous Time System

A Lotka-Volterra differential equation is discretized using a method proposed recently by the same authors for nonlinear autonomous systems and the stability of equilibrium points of the resulting discrete-time model is investigated. It is shown that when Jacobian matrix of the nonlinear equation is invertible, the equilibrium points of the model are identical to those of the original continuous-time system, and their asymptotic stability and instability are retained for any sampling period. While the method can be applied to any Lotka-Volterra types, simulation results are presented for a competitive-type example, where the continuous-time system and their discrete-time models obtained by the forward-difference, Mickens’, Kahan’s, and the proposed methods are compared. They illustrate that, in general, the proposed model performs better than other discrete-time models.

scholarly journals Extreme stability and almost periodicity in continuous and discrete neuronal models with finite delays

2002 ◽  
Vol 44 (2) ◽  
pp. 261-282 ◽  
Author(s):  
S. Mohamad ◽  
K. Gopalsamy
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Model Neuron ◽  
Sufficient Conditions ◽  
External Stimulus ◽  
Input Stimulus ◽  
Time System ◽  
Time Model ◽  
Discrete Time Model ◽  
Continuous Time System

We consider the dynamical characteristics of a continuous-time isolated Hopfield-type neuron subjected to an almost periodic external stimulus. The model neuron is assumed to be dissipative having finite time delays in the process of encoding the external input stimulus and recalling the encoded pattern associated with the external stimulus. By using non-autonomous Halanay-type inequalities we obtain sufficient conditions for the hetero-associative stable encoding of temporally non-uniform stimuli. A brief study of a discrete-time model derived from the continuous-time system is given. It is shown that the discrete-time model preserves the stability conditions of the continuous-time system.

On Zeros of Discrete-Time Models for Collocated Mass-Damper-Spring Systems

2004 ◽  
Vol 126 (1) ◽  
pp. 205-210 ◽  
Author(s):  
Mitsuaki Ishitobi ◽  
Shan Liang
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Sampling Period ◽  
Sufficient Condition ◽  
Time System ◽  
Time Model ◽  
Discrete Time Model ◽  
Mass Damper ◽  
Approximate Expressions ◽  
Continuous Time System

When a continuous-time system is discretized using the zero-order hold, there is no simple relation which shows how the zeros of the continuous-time system are transformed by sampling. In this paper, for a discrete-time model of a collocated mass-damper-spring system, the asymptotic behavior of the zeros is analyzed with respect to the sampling period and the linear approximate expressions are given. In addition, the linear approximate expressions lead to a sufficient condition for all the zeros of the discrete-time model to lie inside the unit circle for sufficiently small sampling periods. The sufficient condition is satisfied when a damping matrix is positive definite. Moreover, an example is shown to illustrate the validity of the linear approximations. Finally, a comment for a noncollocated system is presented.

Discretization of Nonautonomous Nonlinear Systems Based on Continualization of an Exact Discrete-Time Model

2013 ◽  
Vol 136 (2) ◽  
Author(s):  
Triet Nguyen-Van ◽  
Noriyuki Hori
Keyword(s):  
Nonlinear Systems ◽  
Discrete Time ◽  
Continuous Time ◽  
Sufficient Conditions ◽  
Van Der Pol Oscillator ◽  
Discrete Time System ◽  
Time System ◽  
Time Model ◽  
Forward Difference ◽  
Discrete Time Models

An innovative approach is proposed for generating discrete-time models of a class of continuous-time, nonautonomous, and nonlinear systems. By continualizing a given discrete-time system, sufficient conditions are presented for it to be an exact model of a continuous-time system for any sampling periods. This condition can be solved exactly for linear and certain nonlinear systems, in which case exact discrete-time models can be found. A new model is proposed by approximately solving this condition, which can always be found as long as a Jacobian matrix of the nonlinear system exists. As an example of the proposed method, a van der Pol oscillator driven by a forcing sinusoidal function is discretized and simulated under various conditions, which show that the proposed model tends to retain such key features as limit cycles and space-filling oscillations even for large sampling periods, and out-performs the forward difference model, which is a well-known, widely-used, and on-line computable model.

DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA

2009 ◽  
Vol 25 (4) ◽  
pp. 1030-1049 ◽  
Author(s):  
Marcus J. Chambers
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Time System ◽  
Time Model ◽  
Stochastic Trends ◽  
Sample Data ◽  
Flow Variables ◽  
Mixed Stock ◽  
Gaussian Estimation ◽  
Continuous Time System

This paper derives an exact discrete time representation corresponding to a triangular cointegrated continuous time system with mixed stock and flow variables and observable stochastic trends. The discrete time model inherits the triangular structure of the underlying continuous time system and does not suffer from the apparent excess differencing that has been found in some related work. It can therefore serve as a basis for the study of the asymptotic sampling properties of estimators of the model's parameters. Some further analytical and computational results that enable Gaussian estimation to be implemented are also provided.

A class of discrete-time models for a continuous-time system

1989 ◽  
Vol 136 (2) ◽  
pp. 79 ◽  
Author(s):  
T. Mori ◽  
P.N. Nikiforuk ◽  
M.M. Gupta ◽  
N. Hori
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Time System ◽  
Discrete Time Models ◽  
Continuous Time System

scholarly journals DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES

2011 ◽  
Vol 28 (1) ◽  
pp. 219-238 ◽  
Author(s):  
Marcus J. Chambers ◽  
Michael A. Thornton
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Time System ◽  
Time Model ◽  
Time Representation ◽  
Sunspot Data ◽  
Mixed Stock ◽  
Continuous Time System

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

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