Reduction of dimension for nonlinear dynamical systems

We consider reduction of dimension for nonlinear dynamical systems. We demonstrate that in some cases, one can reduce a nonlinear system of equations into a single equation for one of the state variables, and this can be useful for computing the solution when using a variety of analytical approaches. In the case where this reduction is possible, we employ differential elimination to obtain the reduced system. While analytical, the approach is algorithmic, and is implemented in symbolic software such as {\sc MAPLE} or {\sc SageMath}. In other cases, the reduction cannot be performed strictly in terms of differential operators, and one obtains integro-differential operators, which may still be useful. In either case, one can use the reduced equation to both approximate solutions for the state variables and perform chaos diagnostics more efficiently than could be done for the original higher-dimensional system, as well as to construct Lyapunov functions which help in the large-time study of the state variables. A number of chaotic and hyperchaotic dynamical systems are used as examples in order to motivate the approach.Comment: 16 pages, no figure

Hopf Bifurcation Analysis of Chaotic Chemical Reactor Model

Bifurcations in Huang\u27s chaotic chemical reactor system leading from simple dynamics into chaotic regimes are considered. Following the linear stability analysis, the periodic orbit resulting from a Hopf bifurcation of any of the six fixed points is constructed analytically by the method of multiple scales across successively slower time scales, and its stability is then determined by the resulting final secularity condition. Furthermore, we run numerical simulations of our chemical reactor at a particular fixed point of interest, alongside a set of parameter values that forces our system to undergo Hopf bifurcation. These numerical simulations then verify our analysis of the normal form

Chaotic price dynamics of agricultural commodities

Traditionally, commodity prices have been analyzed and modeled in the context of linear generating processes. The purpose of this dissertation is to address the adequacy of this work through examination of the critical assumption of independence in the residual process of linearly specified models. As an alternative, a test procedure is developed and utilized to demonstrate the appropriateness of applying generalized conditional heteroscedastic time series models (GARCH) to agricultural commodity prices. In addition, a distinction is made between testing for independence and testing for chaos in commodity prices. The price series of interest derive from the major international agricultural commodity markets, sampled monthly over the period 1960--1994. The results of the present analysis suggest that for bananas, beef, coffee, soybeans, wool and wheat seasonally adjusted growth rates, ARCH-GARCH models account for some of the non-linear dependence in these commodity price series. As an alternative to the ARCH-GARCH models, several neural network models were estimated and in some cases outperformed the ARCH family of models in terms of forecast ability. This further demonstrated the nonlinearity present in these time series. Although, further examination is needed, all prices were found to be non-linearly dependent. It was determined by use of different statistical measures for testing for deterministic chaos that wheat prices may be an example of such behavior. Therefore, their may be something to be gained in terms of short-run forecast accuracy by using semi-parametric modeling approaches as applied to wheat prices

Advanced Mathematics and Computational Applications in Control Systems Engineering

Control system engineering is a multidisciplinary discipline that applies automatic control theory to design systems with desired behaviors in control environments. Automatic control theory has played a vital role in the advancement of engineering and science. It has become an essential and integral part of modern industrial and manufacturing processes. Today, the requirements for control precision have increased, and real systems have become more complex. In control engineering and all other engineering disciplines, the impact of advanced mathematical and computational methods is rapidly increasing. Advanced mathematical methods are needed because real-world control systems need to comply with several conditions related to product quality and safety constraints that have to be taken into account in the problem formulation. Conversely, the increment in mathematical complexity has an impact on the computational aspects related to numerical simulation and practical implementation of the algorithms, where a balance must also be maintained between implementation costs and the performance of the control system. This book is a comprehensive set of articles reflecting recent advances in developing and applying advanced mathematics and computational applications in control system engineering

Linear and nonlinear approaches to unravel dynamics and connectivity in neuronal cultures

[eng] In the present thesis, we propose to explore neuronal circuits at the mesoscale, an approach in which one monitors small populations of few thousand neurons and concentrates in the emergence of collective behavior. In our case, we carried out such an exploration both experimentally and numerically, and by adopting an analysis perspective centered on time series analysis and dynamical systems. Experimentally, we used neuronal cultures and prepared more than 200 of them, which were monitored using fluorescence calcium imaging. By adjusting the experimental conditions, we could set two basic arrangements of neurons, namely homogeneous and aggregated. In the experiments, we carried out two major explorations, namely development and disintegration. In the former we investigated changes in network behavior as it matured; in the latter we applied a drug that reduced neuronal interconnectivity. All the subsequent analyses and modeling along the thesis are based on these experimental data. Numerically, the thesis comprised two aspects. The first one was oriented towards a simulation of neuronal connectivity and dynamics. The second one was oriented towards the development of linear and nonlinear analysis tools to unravel dynamic and connectivity aspects of the measured experimental networks. For the first aspect, we developed a sophisticated software package to simulate single neuronal dynamics using a quadratic integrate–and–fire model with adaptation and depression. This model was plug into a synthetic graph in which the nodes of the network are neurons, and the edges connections. The graph was created using spatial embedding and realistic biology. We carried out hundreds of simulations in which we tuned the density of neurons, their spatial arrangement and the characteristics of the fluorescence signal. As a key result, we observed that homogeneous networks required a substantial number of neurons to fire and exhibit collective dynamics, and that the presence of aggregation significantly reduced the number of required neurons. For the second aspect, data analysis, we analyzed experiments and simulations to tackle three major aspects: network dynamics reconstruction using linear descriptions, dynamics reconstruction using nonlinear descriptors, and the assessment of neuronal connectivity from solely activity data. For the linear study, we analyzed all experiments using the power spectrum density (PSD), and observed that it was sufficiently good to describe the development of the network or its disintegration. PSD also allowed us to distinguish between healthy and unhealthy networks, and revealed dynamical heterogeneities across the network. For the nonlinear study, we used techniques in the context of recurrence plots. We first characterized the embedding dimension m and the time delay δ for each experiment, built the respective recurrence plots, and extracted key information of the dynamics of the system through different descriptors. Experimental results were contrasted with numerical simulations. After analyzing about 400 time series, we concluded that the degree of dynamical complexity in neuronal cultures changes both during development and disintegration. We also observed that the healthier the culture, the higher its dynamic complexity. Finally, for the reconstruction study, we first used numerical simulations to determine the best measure of ‘statistical interdependence’ among any two neurons, and took Generalized Transfer Entropy. We then analyzed the experimental data. We concluded that young cultures have a weak connectivity that increases along maturation. Aggregation increases average connectivity, and more interesting, also the assortativity, i.e. the tendency of highly connected nodes to connect with other highly connected node. In turn, this assortativity may delineates important aspects of the dynamics of the network. Overall, the results show that spatial arrangement and neuronal dynamics are able to shape a very rich repertoire of dynamical states of varying complexity.[cat] L’habilitat dels teixits neuronals de processar i transmetre informació de forma eficient depèn de les propietats dinàmiques intrínseques de les neurones i de la connectivitat entre elles. La present tesi proposa explorar diferents tècniques experimentals i de simulació per analitzar la dinàmica i connectivitat de xarxes neuronals corticals de rata embrionària. Experimentalment, la gravació de l’activitat espontània d’una població de neurones en cultiu, mitjançant una càmera ràpida i tècniques de fluorescència, possibilita el seguiment de forma controlada de l’activitat individual de cada neurona, així com la modificació de la seva connectivitat. En conjunt, aquestes eines permeten estudiar el comportament col.lectiu emergent de la població neuronal. Amb l’objectiu de simular els patrons observats en el laboratori, hem implementat un model mètric aleatori de creixement neuronal per simular la xarxa física de connexions entre neurones, i un model quadràtic d’integració i dispar amb adaptació i depressió per modelar l’ampli espectre de dinàmiques neuronals amb un cost computacional reduït. Hem caracteritzat la dinàmica global i individual de les neurones i l’hem correlacionat amb la seva estructura subjacent mitjançant tècniques lineals i no–lineals de series temporals. L’anàlisi espectral ens ha possibilitat la descripció del desenvolupament i els canvis en connectivitat en els cultius, així com la diferenciació entre cultius sans dels patològics. La reconstrucció de la dinàmica subjacent mitjançant mètodes d’incrustació i l’ús de gràfics de recurrència ens ha permès detectar diferents transicions dinàmiques amb el corresponent guany o pèrdua de la complexitat i riquesa dinàmica del cultiu durant els diferents estudis experimentals. Finalment, a fi de reconstruir la connectivitat interna hem testejat, mitjançant simulacions, diferents quantificadors per mesurar la dependència estadística entre neurona i neurona, seleccionant finalment el mètode de transferència d’entropia gereralitzada. Seguidament, hem procedit a caracteritzar les xarxes amb diferents paràmetres. Malgrat presentar certs tres de xarxes tipus ‘petit món’, els nostres cultius mostren una distribució de grau ‘exponencial’ o ‘esbiaixada’ per, respectivament, cultius joves i madurs. Addicionalment, hem observat que les xarxes homogènies presenten la propietat de disassortativitat, mentre que xarxes amb un creixent nivell d’agregació espaial presenten assortativitat. Aquesta propietat impacta fortament en la transmissió, resistència i sincronització de la xarxa

Dynamical Systems

Complex systems are pervasive in many areas of science integrated in our daily lives. Examples include financial markets, highway transportation networks, telecommunication networks, world and country economies, social networks, immunological systems, living organisms, computational systems and electrical and mechanical structures. Complex systems are often composed of a large number of interconnected and interacting entities, exhibiting much richer global scale dynamics than the properties and behavior of individual entities. Complex systems are studied in many areas of natural sciences, social sciences, engineering and mathematical sciences. This special issue therefore intends to contribute towards the dissemination of the multifaceted concepts in accepted use by the scientific community. We hope readers enjoy this pertinent selection of papers which represents relevant examples of the state of the art in present day research. [...

A chaos theory and nonlinear dynamics approach to the analysis of financial series : a comparative study of Athens and London stock markets

This dissertation presents an effort to implement nonlinear dynamic tools adapted from chaos theory in financial applications. Chaos theory might be useful in explaining the dynamics of financial markets, since chaotic models are capable of exhibiting behaviour similar to that observed in empirical financial data. In this context, the scope of this research is to provide an insight into the role that nonlinearities and, in particular, chaos theory may play in explaining the dynamics of financial markets. From a theoretical point of view, the basic features of chaos theory, as well as, the rationales for bringing chaos theory to the attention of financial researchers are discussed. Empirically, the fundamental issue of determining whether chaos can be observed in financial time series is addressed. Regarding the latter, empirical literature has been controversial. A quite exhaustive analysis of the existing literature is provided, revealing the inadequacies in terms of methodology and the testing framework adopted, so far. A new "multiple testing" methodology is developed combining methods and techniques from the fields of both Natural Sciences and the Economics, most of which have not been applied to financial data before. A serious effort has been made to fill, as much as possible, the gap which results from the lack of a proper statistical framework for the chaotic methods. To achieve this the bootstrap methodology is adopted. The empirical part of this work focuses on the comparison of two markets with different levels of maturity; the Athens Stock Exchange (ASE), an emerging market, and London Stock Exchange (LSE). Our aim is to determine whether structural differences exist in these markets in terms of chaotic dynamics. In the empirical level we find nonlinearities in both markets by the use of the BDS test. R/S analysis reveals fractality and long term memory for the ASE series only. Chaotic methods, such as the correlation dimension (and related methods and techniques) and the largest Lyapunov exponent estimation, cannot rule out a chaotic explanation for the ASE market, but no such indication could be found for the LSE market. Noise filtering by the SVD method does not alter these findings. Alternative techniques based on nonlinear nearest neighbour forecasting methods, such as the "piecewise polynomial approximation" and the "simplex" methods, support our aforementioned conclusion concerning the ASE series. In all, our results suggest that, although nonlinearities are present, chaos is not a widespread phenomenon in financial markets and it is more likely to exist in less developed markets such as the ASE. Even then, chaos is strongly mixed with noise and the existence of low-dimensional chaos is highly unlikely. Finally, short-term forecasts trying to exploit the dependencies found in both markets seem to be of no economic importance after accounting for transaction costs, a result which supports further our conclusions about the limited scope and practical implications of chaos in Finance

Biologically inspired evolutionary temporal neural circuits

Biological neural networks have always motivated creation of new artificial neural networks, and in this case a new autonomous temporal neural network system. Among the more challenging problems of temporal neural networks are the design and incorporation of short and long-term memories as well as the choice of network topology and training mechanism. In general, delayed copies of network signals can form short-term memory (STM), providing a limited temporal history of events similar to FIR filters, whereas the synaptic connection strengths as well as delayed feedback loops (ER circuits) can constitute longer-term memories (LTM). This dissertation introduces a new general evolutionary temporal neural network framework (GETnet) through automatic design of arbitrary neural networks with STM and LTM. GETnet is a step towards realization of general intelligent systems that need minimum or no human intervention and can be applied to a broad range of problems. GETnet utilizes nonlinear moving average/autoregressive nodes and sub-circuits that are trained by enhanced gradient descent and evolutionary search in terms of architecture, synaptic delay, and synaptic weight spaces. The mixture of Lamarckian and Darwinian evolutionary mechanisms facilitates the Baldwin effect and speeds up the hybrid training. The ability to evolve arbitrary adaptive time-delay connections enables GETnet to find novel answers to many classification and system identification tasks expressed in the general form of desired multidimensional input and output signals. Simulations using Mackey-Glass chaotic time series and fingerprint perspiration-induced temporal variations are given to demonstrate the above stated capabilities of GETnet