130,824 research outputs found

    Frequency-Domain Analysis of Linear Time-Periodic Systems

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    In this paper, we study convergence of truncated representations of the frequency-response operator of a linear time-periodic system. The frequency-response operator is frequently called the harmonic transfer function. We introduce the concepts of input, output, and skew roll-off. These concepts are related to the decay rates of elements in the harmonic transfer function. A system with high input and output roll-off may be well approximated by a low-dimensional matrix function. A system with high skew roll-off may be represented by an operator with only few diagonals. Furthermore, the roll-off rates are shown to be determined by certain properties of Taylor and Fourier expansions of the periodic systems. Finally, we clarify the connections between the different methods for computing the harmonic transfer function that are suggested in the literature

    Resonant normal forms as constrained linear systems

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    We show that a nonlinear dynamical system in Poincare'-Dulac normal form (in Rn\R^n) can be seen as a constrained linear system; the constraints are given by the resonance conditions satisfied by the spectrum of (the linear part of) the system and identify a naturally invariant manifold for the flow of the ``parent'' linear system. The parent system is finite dimensional if the spectrum satisfies only a finite number of resonance conditions, as implied e.g. by the Poincare' condition. In this case our result can be used to integrate resonant normal forms, and sheds light on the geometry behind the classical integration method of Horn, Lyapounov and Dulac.Comment: 15 pages; revised version (with revised title

    Dimension increase and splitting for Poincare'-Dulac normal forms

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    Integration of nonlinear dynamical systems is usually seen as associated to a symmetry reduction, e.g. via momentum map. In Lax integrable systems, as pointed out by Kazhdan, Kostant and Sternberg in discussing the Calogero system, one proceeds in the opposite way, enlarging the nonlinear system to a system of greater dimension. We discuss how this approach is also fruitful in studying non integrable systems, focusing on systems in normal form.Comment: 16 page

    Stochastic Stability Analysis of Discrete Time System Using Lyapunov Measure

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    In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker set-theoretic notion of almost everywhere stochastic stability is introduced and verified, using Lyapunov measure-based stochastic stability theorems. Furthermore, connection between Lyapunov functions, a popular tool for stochastic stability verification, and Lyapunov measures is established. Using the duality property between the linear transfer Perron-Frobenius and Koopman operators, we show the Lyapunov measure and Lyapunov function used for the verification of stochastic stability are dual to each other. Set-oriented numerical methods are proposed for the finite dimensional approximation of the Perron-Frobenius operator; hence, Lyapunov measure is proposed. Stability results in finite dimensional approximation space are also presented. Finite dimensional approximation is shown to introduce further weaker notion of stability referred to as coarse stochastic stability. The results in this paper extend our earlier work on the use of Lyapunov measures for almost everywhere stability verification of deterministic dynamical systems ("Lyapunov Measure for Almost Everywhere Stability", {\it IEEE Trans. on Automatic Control}, Vol. 53, No. 1, Feb. 2008).Comment: Proceedings of American Control Conference, Chicago IL, 201

    Data-Driven Approximation of Transfer Operators: Naturally Structured Dynamic Mode Decomposition

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    In this paper, we provide a new algorithm for the finite dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time series data. We argue that existing approach for the finite dimensional approximation of these transfer operators such as Dynamic Mode Decomposition (DMD) and Extended Dynamic Mode Decomposition (EDMD) do not capture two important properties of these operators, namely positivity and Markov property. The algorithm we propose in this paper preserve these two properties. We call the proposed algorithm as naturally structured DMD since it retains the inherent properties of these operators. Naturally structured DMD algorithm leads to a better approximation of the steady-state dynamics of the system regarding computing Koopman and Perron- Frobenius operator eigenfunctions and eigenvalues. However preserving positivity properties is critical for capturing the real transient dynamics of the system. This positivity of the transfer operators and it's finite dimensional approximation also has an important implication on the application of the transfer operator methods for controller and estimator design for nonlinear systems from time series data

    Generic super-exponential stability of invariant tori in Hamiltonian systems

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    In this article, we consider solutions starting close to some linearly stable invariant tori in an analytic Hamiltonian system and we prove results of stability for a super-exponentially long interval of time, under generic conditions. The proof combines classical Birkhoff normal forms and a new method to obtain generic Nekhoroshev estimates developed by the author and L. Niederman in another paper. We will mainly focus on the neighbourhood of elliptic fixed points, the other cases being completely similar

    Bottlenecks to vibrational energy flow in OCS: Structures and mechanisms

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    Finding the causes for the nonstatistical vibrational energy relaxation in the planar carbonyl sulfide (OCS) molecule is a longstanding problem in chemical physics: Not only is the relaxation incomplete long past the predicted statistical relaxation time, but it also consists of a sequence of abrupt transitions between long-lived regions of localized energy modes. We report on the phase space bottlenecks responsible for this slow and uneven vibrational energy flow in this Hamiltonian system with three degrees of freedom. They belong to a particular class of two-dimensional invariant tori which are organized around elliptic periodic orbits. We relate the trapping and transition mechanisms with the linear stability of these structures.Comment: 13 pages, 13 figure
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