Stochastic Convergence of Optimal Bounding Ellipsoid Algorithms

1997 ◽  
Vol 07 (06) ◽  
pp. 607-639 ◽  
Author(s):  
Majid Nayeri ◽  
J. R. Deller ◽  
Ming-Shou Liu

Given appropriate persistency of excitation, the ellipsoidal seta associated with optimal bounding ellipsoid (OBE) algorithms with an interpretable optimization (volume) criterion, converge to a point under the condition that the model disturbance process visit the error bounds infinitely often. The spectral properties of the disturbance are not primary in the convergence behavior of OBE algorithms, rendering these identifiers distinctly different from the structurally similar RLS. Rigorous proof of the sufficiency of the "infinite visitation" property is given for both independent and correlated noise. In the colored noise case, it is shown that a mixing condition on the observations will assure convergence if the OBE algorithm is slightly modified. Examples of simulations are used to illustrate the theoretical developments.

2018 ◽  
Vol 64 (6) ◽  
pp. 642
Author(s):  
Mauricio Bastida Romero ◽  
Sebastian Ramirez Cholula

We study the performance of an electromechanical oscillator as an energy harvester driven byfinite-bandwidth random vibrations under the influence of both a stiffness-type nonlinearity and anonlinear damping that has recently been found to be relevant in the dynamics of submicrometermechanical resonators. The device was numerically simulated and its performance assessed by meansof the net electrical power and the efficiency of the conversion of the supplied power by the noiseinto electrical power for exponentially correlated noise. We tune the parameters to achieve a goodperformance of the device for non-negligible amplitudes of the nonlinearity of the oscillator and thedamping.


2011 ◽  
Vol 20 (05) ◽  
pp. 951-961 ◽  
Author(s):  
RICARDO WEDER

We consider the problem of obtaining high-velocity estimates for finite energy solutions (wave packets) to Schrödinger equations for N-body systems. We discuss a time-dependent method that allows us to obtain precise estimates with error bounds that decay as a power of the velocity. We apply this method to the electric Aharonov–Bohm effect. We give the first rigorous proof that quantum mechanics predicts the existence of this effect. Our result follows from an estimate in norm, uniform in time, that proves that the Aharonov–Bohm Ansatz is a good approximation to the exact solution to the Schrödinger equation for high velocity.


1996 ◽  
Vol 63 (4) ◽  
pp. 1027-1032 ◽  
Author(s):  
M. M. Wu ◽  
K. Y. R. Billah ◽  
M. Shinozuka

Analytical studies of nonlinear systems driven by colored noise are quite involved. If the inertia of the system is included in analysis, the results are physically realistic although the problem becomes more complex. Research along this line is in progress and this paper is an effort to study a nonlinear oscillator excited by correlated noise. The work delves on the Duffing oscillator driven by exponentially correlated noise. The colored Fokker-Planck equation is derived and the method of systematic adiabatic expansion is used to obtain the reduced probability density function from which the second-order moments are evaluated for different values of system parameters. Numerical simulation is carried out by generating colored noise using the spectral method. In the region where perturbation is valid, the results of adiabatic expansion agree very well with that of Monte Carlo simulation.


2016 ◽  
Vol 52 (7) ◽  
pp. 1-4 ◽  
Author(s):  
Julien Tranchida ◽  
Pascal Thibaudeau ◽  
Stam Nicolis

Author(s):  
Joshua R. Tempelman ◽  
Audun Myers ◽  
Jeffrey T. Scruggs ◽  
Firas A. Khasawneh

Abstract The ability to characterize the state of dynamic systems has been a pertinent task in the time series analysis community. Traditional measures such as Lyapunov exponents are often times difficult to recover from noisy data, especially if the dimensionality of the system is not known. More recent binary and network based testing methods have delivered promising results for unknown deterministic systems, however noise injected into a periodic signal leads to false positives. Recently, we showed the advantage of using persistent homology as a tool for achieving dynamic state detection for systems with no known model and showed its robustness to white Gaussian noise. In this work, we explore the robustness of the persistence based methods to the influence of colored noise and show that colored noise processes of the form 1/ f α lead to false positive diagnostic at lower signal to noise ratios for α < 0.


2021 ◽  
Vol 17 (8) ◽  
pp. e1009261
Author(s):  
Lukas Ramlow ◽  
Benjamin Lindner

The generation of neural action potentials (spikes) is random but nevertheless may result in a rich statistical structure of the spike sequence. In particular, contrary to the popular renewal assumption of theoreticians, the intervals between adjacent spikes are often correlated. Experimentally, different patterns of interspike-interval correlations have been observed and computational studies have identified spike-frequency adaptation and correlated noise as the two main mechanisms that can lead to such correlations. Analytical studies have focused on the single cases of either correlated (colored) noise or adaptation currents in combination with uncorrelated (white) noise. For low-pass filtered noise or adaptation, the serial correlation coefficient can be approximated as a single geometric sequence of the lag between the intervals, providing an explanation for some of the experimentally observed patterns. Here we address the problem of interval correlations for a widely used class of models, multidimensional integrate-and-fire neurons subject to a combination of colored and white noise sources and a spike-triggered adaptation current. Assuming weak noise, we derive a simple formula for the serial correlation coefficient, a sum of two geometric sequences, which accounts for a large class of correlation patterns. The theory is confirmed by means of numerical simulations in a number of special cases including the leaky, quadratic, and generalized integrate-and-fire models with colored noise and spike-frequency adaptation. Furthermore we study the case in which the adaptation current and the colored noise share the same time scale, corresponding to a slow stochastic population of adaptation channels; we demonstrate that our theory can account for a nonmonotonic dependence of the correlation coefficient on the channel’s time scale. Another application of the theory is a neuron driven by network-noise-like fluctuations (green noise). We also discuss the range of validity of our weak-noise theory and show that by changing the relative strength of white and colored noise sources, we can change the sign of the correlation coefficient. Finally, we apply our theory to a conductance-based model which demonstrates its broad applicability.


2021 ◽  
Vol 24 (3) ◽  
pp. 775-817
Author(s):  
Hassan Khosravian-Arab ◽  
Mohammad Reza Eslahchi

Abstract This paper presents two new classes of Müntz functions which are called Jacobi-Müntz functions of the first and second types. These newly generated functions satisfy in two self-adjoint fractional Sturm-Liouville problems and thus they have some spectral properties such as: orthogonality, completeness, three-term recurrence relations and so on. With respect to these functions two new orthogonal projections and their error bounds are derived. Also, two new Müntz type quadrature rules are introduced. As two applications of these basis functions some fractional ordinary and partial differential equations are considered and numerical results are given.


2018 ◽  
Vol 32 (31) ◽  
pp. 1850349
Author(s):  
Peirong Guo ◽  
Wei Xu ◽  
Haiyan Wang ◽  
Ruoxing Mei

In this paper, we investigate the stochastic transitions in a bistable Schlögl chemical reaction subjected to a nonextensive statistical noise (NESN) and a Gaussian white noise. The NESN is a correlated noise, and able to describe heavy-tailed noise distributions with certain deviation degree relative to Gaussian colored noise. With a unified-colored noise approximation method, the theoretical results of the steady state probability density function (PDF) and mean first passage time (MFPT) are obtained to demonstrate the influences of NESN. The validity of theoretical results has been confirmed by numerical simulations of the PDFs. Besides, stochastic P-bifurcation is discovered based on the changing of PDFs. The results show that the NESN will keep the conversion rate of substrate and the generation rate of products in the low state. Finally, from the MFPT, we find that the intensity and deviation degree of NESN, and Gaussian noise intensity can decrease the switching time between two states.


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