Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

Coherence Resonance in Chaotic Systems

We show that it is possible for chaotic systems to display the main features of coherence resonance. In particular, we show that a Chua model, operating in a chaotic regime and in the presence of noise, can exhibit oscillations whose regularity is optimal for some intermediate value of the noise intensity. We find that the power spectrum of the signal develops a peak at finite frequency at intermediate values of the noise. These are all signatures of coherence resonance. We also experimentally study a Chua circuit and corroborate the above simulation results. Finally, we analyze a simple model composed of two separate limit cycles which still exhibits coherence resonance, and show that its behavior is qualitatively similar to that of the chaotic Chua systemComment: 4 pages (including 4 figures) LaTeX fil

Quantum state diffusion, localization and computation

Numerical simulation of individual open quantum systems has proven advantages over density operator computations. Quantum state diffusion with a moving basis (MQSD) provides a practical numerical simulation method which takes full advantage of the localization of quantum states into wave packets occupying small regions of classical phase space. Following and extending the original proposal of Percival, Alber and Steimle, we show that MQSD can provide a further gain over ordinary QSD and other quantum trajectory methods of many orders of magnitude in computational space and time. Because of these gains, it is even possible to calculate an open quantum system trajectory when the corresponding isolated system is intractable. MQSD is particularly advantageous where classical or semiclassical dynamics provides an adequate qualitative picture but is numerically inaccurate because of significant quantum effects. The principles are illustrated by computations for the quantum Duffing oscillator and for second harmonic generation in quantum optics. Potential applications in atomic and molecular dynamics, quantum circuits and quantum computation are suggested.Comment: 16 pages in LaTeX, 2 uuencoded postscript figures, submitted to J. Phys.

Sensitivity analysis of hybrid systems with state jumps with application to trajectory tracking

This paper addresses the sensitivity analysis for hybrid systems with discontinuous (jumping) state trajectories. We consider state-triggered jumps in the state evolution, potentially accompanied by mode switching in the control vector field as well. For a given trajectory with state jumps, we show how to construct an approximation of a nearby perturbed trajectory corresponding to a small variation of the initial condition and input. A major complication in the construction of such an approximation is that, in general, the jump times corresponding to a nearby perturbed trajectory are not equal to those of the nominal one. The main contribution of this work is the development of a notion of error to clarify in which sense the approximate trajectory is, at each instant of time, a firstorder approximation of the perturbed trajectory. This notion of error naturally finds application in the (local) tracking problem of a time-varying reference trajectory of a hybrid system. To illustrate the possible use of this new error definition in the context of trajectory tracking, we outline how the standard linear trajectory tracking control for nonlinear systems -based on linear quadratic regulator (LQR) theory to compute the optimal feedback gain- could be generalized for hybrid systems