SOME EVOLUTION EQUATIONS FOR AN ORNSTEIN–UHLENBECK PROCESS-DRIVEN DYNAMICAL SYSTEM

2012 ◽  
Vol 11 (04) ◽  
pp. 1250020 ◽  
Author(s):  
HIREN G. PATEL ◽  
SHAMBHU N. SHARMA
Keyword(s):  
Dynamical System ◽  
Colored Noise ◽  
Evolution Equations ◽  
Noise Analysis ◽  
Van Der Pol ◽  
Solution Vector ◽  
The Real ◽  
Noise Process ◽  
Real Noise ◽  
Itô Theory

The statistical properties of the Ornstein–Uhlenbeck (OU) process, a colored noise process, confirm the real noise statistics, since the real noise process has finite, nonzero correlation time. For this reason, it seems worthwhile to develop the estimation-theoretic scenarios of dynamical systems embedded in the colored noise environment as well. Importantly, the application of the Itô theory is not straightforward to the dynamical system in which the OU variable is a driving input. The augmented solution vector approach coupled with the Itô stochastic differential rule plays the pivotal role to develop the theory of the OU process-driven Duffing–van der Pol (DvdP) system of this paper. Notably, the noise analysis of the Duffing–van der Pol system, especially from the estimation-theoretic viewpoint, under the colored noise influence is not available yet in literature. Numerical experimentations with three different sets of data are demonstrated to examine the efficacy of analytical findings of this paper. The results of this paper will be of interest to noise scientists, especially research communities in systems and control, looking for the estimation-theoretic scenarios of the colored noise-driven "vector" stochastic differential system.

scholarly journals Dynamical system analysis of three-form field dark energy model with baryonic matter

2020 ◽  
Vol 80 (9) ◽  
Author(s):  
Soumya Chakraborty ◽  
Sudip Mishra ◽  
Subenoy Chakraborty
Keyword(s):  
Dynamical System ◽  
Dark Energy ◽  
Cold Dark Matter ◽  
System Analysis ◽  
Evolution Equations ◽  
Matter Field ◽  
Baryonic Matter ◽  
Form Field ◽  
The Stability ◽  
Manifold Theory

AbstractA cosmological model having matter field as (non) interacting dark energy (DE) and baryonic matter and minimally coupled to gravity is considered in the present work with flat FLRW space time. The DE is chosen in the form of a three-form field while radiation and dust (i.e; cold dark matter) are the baryonic part. The cosmic evolution is studied through dynamical system analysis of the autonomous system so formed from the evolution equations by suitable choice of the dimensionless variables. The stability of the non-hyperbolic critical points are examined by Center manifold theory and possible bifurcation scenarios have been examined.

The Generalized Shooting Arc-Length Method for Periodic Solutions and the Corresponding Periods of Nonlinear Dynamical Systems

2001 ◽  
Author(s):  
Dexin Li ◽  
Jianxue Xu
Keyword(s):  
Dynamical System ◽  
Periodic Solution ◽  
Periodic Orbit ◽  
Nonlinear Dynamical Systems ◽  
Nonlinear Dynamical System ◽  
Optimization Method ◽  
Arc Length ◽  
Van Der Pol Equation ◽  
Van Der Pol ◽  
Nonlinear Dynamical

Abstract In this paper, a generalized shooting/arc-length method for determining periodic orbit and its period of nonlinear dynamical system is presented. At first, by changing the time scale the period value of periodic orbit of the nonlinear system is drawn into the governing equation of this system. Then, by using the period value as a parameter, the shooting/arc-length procedure is taken for seeking such a periodic solution and its period simultaneously. The value of increment changed in iteration procedure is selected by using optimization method. The procedure involves the detennining of periodic orbit and its period value of the system. Thereby, the periodic orbit and period value of the system can be sought out rapidly and precisely. At last, the validity of such method is verified by determining the periodic orbit and period value for van der pol equation and nonlinear rotor-bear system.

scholarly journals Microdomain calcium fluctuations as a colored noise process

2014 ◽  
Vol 5 ◽  
Author(s):  
Frederic von Wegner ◽  
Nicolas Wieder ◽  
Rainer H. A. Fink
Keyword(s):  
Colored Noise ◽  
Noise Process

scholarly journals Dynamical system analysis of self-interacting three-form field cosmological model: stability and bifurcation

2021 ◽  
Vol 81 (5) ◽  
Author(s):  
Soumya Chakraborty ◽  
Sudip Mishra ◽  
Subenoy Chakraborty
Keyword(s):  
Dynamical System ◽  
Cosmological Model ◽  
Critical Points ◽  
Cold Dark Matter ◽  
System Analysis ◽  
Evolution Equations ◽  
Equilibrium Points ◽  
Index Theory ◽  
Model Stability ◽  
Form Field

AbstractThe present work deals with Cosmological model of a three-form field, minimally coupled to gravity and interacting with cold dark matter in the background of flat FLRW space-time. By suitable choice of the dimensionless variables, the evolution equations are converted to an autonomous system and cosmological study is done by dynamical system analysis. The critical points are determined and the stability of the (non-hyperbolic) equilibrium points are examined by center manifold Theory. Possible bifurcation scenarios have been examined by the Poincaré index theory to identify possible cosmological phase transition. Also stabilities of the critical points have been analyzed globally using geometric features.

scholarly journals A new class of hyperbolic variational–hemivariational inequalities driven by non-linear evolution equations

2020 ◽  
Vol 32 (1) ◽  
pp. 59-88
Author(s):  
STANISŁAW MIGÓRSKI ◽  
WEIMIN HAN ◽  
SHENGDA ZENG
Keyword(s):  
Dynamical System ◽  
Evolution Equations ◽  
Frictional Contact ◽  
Maximal Monotone ◽  
Contact Boundary ◽  
Hemivariational Inequalities ◽  
Response Condition ◽  
Linear Evolution ◽  
Linear Evolution Equation ◽  
Non Linear

The aim of the paper is to introduce and investigate a dynamical system which consists of a variational–hemivariational inequality of hyperbolic type combined with a non-linear evolution equation. Such a dynamical system arises in studies of complicated contact problems in mechanics. Existence, uniqueness and regularity of a global solution to the system are established. The approach is based on a new semi-discrete approximation with an application of a surjectivity result for a pseudomonotone perturbation of a maximal monotone operator. A new dynamic viscoelastic frictional contact model with adhesion is studied as an application, in which the contact boundary condition is described by a generalised normal damped response condition with unilateral constraint and a multivalued frictional contact law.

scholarly journals Stochastic Resonance in Neuronal Network Motifs with Ornstein-Uhlenbeck Colored Noise

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Xuyang Lou
Keyword(s):  
Stochastic Resonance ◽  
Correlation Time ◽  
Noise Intensity ◽  
Colored Noise ◽  
Stochastic Dynamics ◽  
Signal To Noise Ratio ◽  
Network Motif ◽  
Control Parameters ◽  
Noise Process ◽  
Chemical Coupling

We consider here the effect of the Ornstein-Uhlenbeck colored noise on the stochastic resonance of the feed-forward-loop (FFL) network motif. The FFL motif is modeled through the FitzHugh-Nagumo neuron model as well as the chemical coupling. Our results show that the noise intensity and the correlation time of the noise process serve as the control parameters, which have great impacts on the stochastic dynamics of the FFL motif. We find that, with a proper choice of noise intensities and the correlation time of the noise process, the signal-to-noise ratio (SNR) can display more than one peak.

scholarly journals The Topological Entropy of Cyclic Permutation Maps and Some Chaotic Properties on Their MPE sets

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Risong Li ◽  
Tianxiu Lu
Keyword(s):  
Dynamical System ◽  
Topological Entropy ◽  
Real Line ◽  
Cyclic Permutation ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
The Real ◽  
Compact Subinterval ◽  
Dimensional Dynamical System ◽  
Necessary And Sufficient

In this paper, we study some chaotic properties of s-dimensional dynamical system of the form Ψa1,a2,…,as=gsas,g1a1,…,gs−1as−1, where ak∈Hk for any k∈1,2,…,s, s≥2 is an integer, and Hk is a compact subinterval of the real line ℝ=−∞,+∞ for any k∈1,2,…,s. Particularly, a necessary and sufficient condition for a cyclic permutation map Ψa1,a2,…,as=gsas,g1a1,…,gs−1as−1 to be LY-chaotic or h-chaotic or RT-chaotic or D-chaotic is obtained. Moreover, the LY-chaoticity, h-chaoticity, RT-chaoticity, and D-chaoticity of such a cyclic permutation map is explored. Also, we proved that the topological entropy hΨ of such a cyclic permutation map is the same as the topological entropy of each of the following maps: gj∘gj−1∘⋯∘g1l∘gs∘gs−1∘⋯∘gj+1, if j=1,…,s−1and gs∘gs−1∘⋯∘g1, and that Ψ is sensitive if and only if at least one of the coordinates maps of Ψs is sensitive.

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