scholarly journals The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponents

2006 ◽  
Author(s):  
Mikael Bask ◽  
Tung Liu ◽  
Anna Widerberg
Keyword(s):  
Lyapunov Exponents ◽  
Electricity Prices ◽  
The Stability

The stability analysis using Lyapunov exponents for high-DOF nonlinear vehicle plane motion

2021 ◽  
pp. 095440702110433
Author(s):  
Shuming Shi ◽  
Fanyu Meng ◽  
Minghui Bai ◽  
Nan Lin
Keyword(s):  
Stability Analysis ◽  
Quantitative Analysis ◽  
Lyapunov Exponents ◽  
Plane Motion ◽  
Vehicle Model ◽  
Motion Stability ◽  
Motion System ◽  
Nonlinear Vehicle Model ◽  
The Stability ◽  
Different Characteristics

The Lyapunov exponents method is an excellent approach for analyzing the vehicle plane motion stability, and the researchers demonstrated the effectiveness under 2-DOF vehicle model. However, whether the Lyapunov exponents approach can effectively reveal the characteristics of high-DOF nonlinear vehicle model is the key problem at present. In this paper, the Lyapunov exponents is applied to quantitatively analyze the stability of the nonlinear three and five degree of freedom vehicle plane motion system. The different characteristics between 2-DOF and high-DOF model are revealed and explained by using Lyapunov exponents. It illustrates the feasibility of using Lyapunov exponents to analyze the stability of high-DOF vehicle models, which supplements and perfects the existing quantitative analysis conclusion.

scholarly journals Market structure and the stability and volatility of electricity prices

2009 ◽  
Vol 31 (2) ◽  
pp. 278-288 ◽  
Author(s):  
Mikael Bask ◽  
Anna Widerberg
Keyword(s):  
Market Structure ◽  
Electricity Prices ◽  
The Stability

scholarly journals Hybrid Passivity Based and Fuzzy Type-2 Controller for Chaotic and Hyper-Chaotic Systems

2017 ◽  
Vol 11 (2) ◽  
pp. 96-103 ◽  
Author(s):  
Fernando Serrano ◽  
Josep M. Rossell
Keyword(s):  
Lyapunov Exponents ◽  
Chaotic System ◽  
Control Strategy ◽  
Chaotic Systems ◽  
Control Law ◽  
Four Dimensions ◽  
Design Requirements ◽  
The Stability ◽  
Theoretical Results

AbstractIn this paper a hybrid passivity based and fuzzy type-2 controller for chaotic and hyper-chaotic systems is presented. The proposed control strategy is an appropriate choice to be implemented for the stabilization of chaotic and hyper-chaotic systems due to the energy considerations of the passivity based controller and the flexibility and capability of the fuzzy type-2 controller to deal with uncertainties. As it is known, chaotic systems are those kinds of systems in which one of their Lyapunov exponents is real positive, and hyper-chaotic systems are those kinds of systems in which more than one Lyapunov exponents are real positive. In this article one chaotic Lorentz attractor and one four dimensions hyper-chaotic system are considered to be stabilized with the proposed control strategy. It is proved that both systems are stabilized by the passivity based and fuzzy type-2 controller, in which a control law is designed according to the energy considerations selecting an appropriate storage function to meet the passivity conditions. The fuzzy type-2 controller part is designed in order to behave as a state feedback controller, exploiting the flexibility and the capability to deal with uncertainties. This work begins with the stability analysis of the chaotic Lorentz attractor and a four dimensions hyper-chaotic system. The rest of the paper deals with the design of the proposed control strategy for both systems in order to design an appropriate controller that meets the design requirements. Finally, numerical simulations are done to corroborate the obtained theoretical results.

Lyapunov and marginal instability in Hamiltonian systems

1999 ◽  
Vol 77 (8) ◽  
pp. 603-633 ◽  
Author(s):  
J Grindlay
Keyword(s):  
Lyapunov Exponents ◽  
Nonlinear Oscillator ◽  
Linear Chain ◽  
Mathieu Equation ◽  
Singular Values ◽  
Space Velocity ◽  
Singular Value ◽  
The Stability ◽  
Value Decomposition ◽  
Simple Systems

The variational equations and the evolution matrix are introduced and used to discuss the stability of a bound Hamiltonian trajectory. Singular-value decomposition is applied to the evolution matrix. Singular values and Lyapunov exponents are defined and their properties described. The singular-value expansion of the phase-space velocity is derived. Singular values and Lyapunov exponents are used to characterize the stability behaviour of five simple systems, namely, the nonlinear oscillator with cubic anharmonicity, the quasi-periodic Mathieu equation, the Hénon-Heilesmodel, the 4+2 linear chain with cubic anharmonicity, and an integrable system of arbitrary order.PACS Nos.: 03.20, 05.20

Stochastic Dynamics of a Variable Inertia System via Lyapunov Exponents

2008 ◽  
Author(s):  
S. F. Asokanthan ◽  
X. H. Wang ◽  
W. V. Wedig ◽  
S. T. Ariaratnam
Keyword(s):  
Lyapunov Exponent ◽  
Lyapunov Exponents ◽  
Stochastic Systems ◽  
Stochastic Dynamics ◽  
Excitation Frequency ◽  
Excitation Amplitude ◽  
Single Degree Of Freedom ◽  
Single Degree ◽  
Frequency Excitation ◽  
The Stability

Torsional instabilities in a single-degree-of-freedom system having variable inertia are investigated by means of Lyapunov exponents. Linearised analytical model is used for the purpose of stability analysis. Numerical schemes for simulating the top Lyapunov exponent for both deterministic and stochastic systems are established. Instabilities associated with the primary and the secondary sub-harmonic resonances have been identified by studying the sign of the top Lyapunov exponent. Predictions for the deterministic and the stochastic cases are compared. Instability conditions have been presented graphically in the excitation frequency-excitation amplitude-top Lyapunov exponent space. The effects of fluctuation density as well as that of damping on the stability behaviour of the system have been examined. Predicted instability conditions are adequate for the design of a variable-inertia system so that a range of critical speeds of operation may be avoided.

scholarly journals -openness of non-uniform hyperbolic diffeomorphisms with bounded -norm

2019 ◽  
Vol 40 (11) ◽  
pp. 3078-3104
Author(s):  
CHAO LIANG ◽  
KARINA MARIN ◽  
JIAGANG YANG
Keyword(s):  
Lyapunov Exponents ◽  
Dense Subset ◽  
Topological Properties ◽  
Hyperbolic Diffeomorphisms ◽  
Uniform Hyperbolicity ◽  
Partially Hyperbolic ◽  
The Stability ◽  
Bounded Norm ◽  
Volume Preserving

We study the $C^{1}$-topological properties of the subset of non-uniform hyperbolic diffeomorphisms in a certain class of $C^{2}$ partially hyperbolic symplectic systems which have bounded $C^{2}$ distance to the identity. In this set, we prove the stability of non-uniform hyperbolicity as a function of the diffeomorphism and the measure, and the existence of an open and dense subset of continuity points for the center Lyapunov exponents. These results are generalized to the volume-preserving context.

scholarly journals Do They Still Matter? – Impact of Fossil Fuels on Electricity Prices in the Light of Increased Renewable Generation

2017 ◽  
Vol 9 (2) ◽  
Author(s):  
Johannes Lips
Keyword(s):  
Electricity Market ◽  
Fossil Fuels ◽  
Structural Breaks ◽  
Renewable Energy Sources ◽  
Energy Transition ◽  
Electricity Production ◽  
Test Statistic ◽  
Electricity Prices ◽  
Bootstrap Approach ◽  
The Stability

AbstractDuring the last years, the German energy sector and especially its electricity market was affected by a major energy transition, the so called „Energiewende“. This transition led to an increase of electricity production from renewable sources and thereby affected the whole electricity market. Therefore, it provides lessons for countries, which are only beginning a similar transition away from fossil fuels to renewable energy sources. The aim of this analysis is to assess if there still exists a relationship between fossil fuel and electricity prices. Due to possible structural breaks in the time series a minimum Lagrange Multiplier (LM) stationarity test is applied, which endogenously determines possible structural breaks. Subsequently a bootstrap approach is used to estimate confidence intervals (C.I.s) for the test statistic and the possible break dates. Furthermore, the stability of the cointegration vector is assessed with the test by Hansen and Johansen (

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