Synchronization of chaos in nonlinear finance system by means of sliding mode and passive control methods: A comparative study

In this paper, two different control methods, namely sliding mode control and passive control, are investigated for the synchronization of two identical chaotic finance systems with different initial conditions. Based on the sliding mode control theory, a sliding surface is determined. A Lyapunov function is used to prove that the passive controller provides global asymptotic stability of the system. Numerical simulations validate the synchronization of chaotic finance systems with the proposed sliding mode and passive control methods. The synchronization performance of these two methods is compared and discussed

Dynamical analysis and boundedness for a generalized chaotic Lorenz model

The dynamical behavior of a 5-dimensional Lorenz model (5DLM) is investigated. Bifurcation diagrams address the chaotic and periodic behaviors associated with the bifurcation parameter. The Hamilton energy and its dependence on the stability of the dynamical system are presented. The global exponential attractive set (GEAS) is estimated in different 3-dimensional projection planes. A more conservative bound for the system is determined, that can be applied in synchronization and chaos control of dynamical systems. Finally, the finite time synchronization of the 5DLM, indicating the role of the ultimate bound for each variable, is studied. Simulations illustrate the effectiveness of the achieved theoretical results

Interference-based dynamic pricing for WCDMA networks using neurodynamic programming

Copyright © 2007 IEEEWe study the problem of optimal integrated dynamic pricing and radio resource management, in terms of resource allocation and call admission control, in a WCDMA network. In such interference-limited network, one's resource usage also degrades the utility of others. A new parameter noise rise factor, which indicates the amount of interference generated by a call, is suggested as a basis for setting price to make users accountable for the congestion externality of their usage. The methods of dynamic programming (DP) are unsuitable for problems with large state spaces due to the associated ldquocurse of dimensionality.rdquo To overcome this, we solve the problem using a simulation-based neurodynamic programming (NDP) method with an action-dependent approximation architecture. Our results show that the proposed optimal policy provides significant average reward and congestion improvement over conventional policies that charge users based on their load factor.Siew-Lee Hew and Langford B. Whit

Interdisciplinary application of nonlinear time series methods

This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely deterministic and the potential that remains in this situation is discussed. For signals with weakly nonlinear structure, the presence of nonlinearity in a general sense has to be inferred statistically. The paper reviews the relevant methods and discusses the implications for deterministic modeling. Most field measurements yield nonstationary time series, which poses a severe problem for their analysis. Recent progress in the detection and understanding of nonstationarity is reported. If a clear signature of approximate determinism is found, the notions of phase space, attractors, invariant manifolds etc. provide a convenient framework for time series analysis. Although the results have to be interpreted with great care, superior performance can be achieved for typical signal processing tasks. In particular, prediction and filtering of signals are discussed, as well as the classification of system states by means of time series recordings.Comment: 86 pages, 26 figure

Dynamics Days Latin America and the Caribbean 2018

This book contains various works presented at the Dynamics Days Latin America and the Caribbean (DDays LAC) 2018. Since its beginnings, a key goal of the DDays LAC has been to promote cross-fertilization of ideas from different areas within nonlinear dynamics. On this occasion, the contributions range from experimental to theoretical research, including (but not limited to) chaos, control theory, synchronization, statistical physics, stochastic processes, complex systems and networks, nonlinear time-series analysis, computational methods, fluid dynamics, nonlinear waves, pattern formation, population dynamics, ecological modeling, neural dynamics, and systems biology. The interested reader will find this book to be a useful reference in identifying ground-breaking problems in Physics, Mathematics, Engineering, and Interdisciplinary Sciences, with innovative models and methods that provide insightful solutions. This book is a must-read for anyone looking for new developments of Applied Mathematics and Physics in connection with complex systems, synchronization, neural dynamics, fluid dynamics, ecological networks, and epidemics

Mathematical Modeling and Analysis of Epidemiological and Chemical Systems

This dissertation focuses on three interdisciplinary areas of applied mathematics, mathematical biology/epidemiology, economic epidemiology and mathematical physics, interconnected by the concepts and applications of dynamical systems.;In mathematical biology/epidemiology, a new deterministic SIS modeling framework for the dynamics of malaria transmission in which the malaria vector population is accounted for at each of its developmental stages is proposed. Rigorous qualitative and quantitative techniques are applied to acquire insights into the dynamics of the model and to identify and study two epidemiological threshold parameters reals* and R0 that characterize disease transmission and prevalence, and that can be used for disease control. It is shown that nontrivial disease-free and endemic equilibrium solutions, which can become unstable via a Hopf bifurcation exist. By incorporating vector demography; that is, by interpreting an aspect of the life cycle of the malaria vector, natural fluctuations known to exist in malaria prevalence are captured without recourse to external seasonal forcing and delays. Hence, an understanding of vector demography is necessary to explain the observed patterns in malaria prevalence. Additionally, the model exhibits a backward bifurcation. This implies that simply reducing R0 below unity may not be enough to eradicate the malaria disease. Since, only the female adult mosquitoes involved in disease transmission are identified and fully accounted for, the basic reproduction number (R0) for this model is smaller than that for previous SIS models for malaria. This, and the occurrence of both oscillatory dynamics and a backward bifurcation provide a novel and plausible framework for developing and implementing optimal malaria control strategies, especially those strategies that are associated with vector control.;In economic epidemiology, a deterministic and a stochastic model are used to investigate the effects of determinism, stochasticity, and safety nets on disease-driven poverty traps; that is, traps of low per capita income and high infectious disease prevalence. It is shown that economic development in deterministic models require significant external changes to the initial economic and health care conditions or a change in the parametric structure of the system. Therefore, poverty traps arising from deterministic models lead to more limited policy options. In contrast, there is always some probability that a population will escape or fall into a poverty trap in stochastic models. It is demonstrated that in stochastic models, a safety net can guarantee ultimate escape from the poverty trap, even when it is set within the basin of attraction of the poverty trap or when it is implemented only as an economic or health care intervention. It is also shown that the benefits of safety nets for populations that are close to the poverty trap equilibrium are highest for the stochastic model and lowest for the deterministic model. Based on the analysis of the stochastic model, the following optimal economic development and public health intervention questions are answered: (i) Is it preferable to provide health care, income/income generating resources, or both health care and income/income generating resources to enable populations to break cycles of poverty and disease; that is, escape from poverty traps? (ii) How long will it take a population that is caught in a poverty trap to attain economic development when the initial health and economic conditions are reinforced by safety nets?;In mathematical physics, an unusual form of multistability involving the coexistence of an infinite number of attractors that is exhibited by specially coupled chaotic systems is explored. It is shown that this behavior is associated with generalized synchronization and the emergence of a conserved quantity. The robustness of the phenomenon in relation to a mismatch of parameters of the coupled systems is studied, and it is shown that the special coupling scheme yields a new class of dynamical systems that manifests characteristics of dissipative and conservative systems

Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea

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. [...

Modelagem e sincronização de sistemas caóticos com ênfase em sistemas financeiros

Trabalho de conclusão de curso (graduação)—Universidade de Brasília, Faculdade de Tecnologia, Curso de Graduação em Engenharia de Controle e Automação, 2013.Este trabalho estuda, com base na teoria de estabilidade de Lyapunov, o projeto de controladores robustos para sistemas hipercaóticos financeiros e caóticos unificados na presença de incerteza nos parâmetros e distúrbios limitados. Inicialmente, de modo a explicitar o problema de sincronização e apresentar os conceitos e ferramentas utilizados, uma breve revisão sobre dinâmica não linear, estabilidade, caos e análise tipo Lyapunov-like é apresentada. Na sequência, são estudados os modelos hipercaóticos e caóticos a serem utilizados. Para tanto, são analisados os trabalhos de Yu et al, 2012 e Lu et al, 2001. Estes trabalhos são fundamentais para os resultados apresentados no presente trabalho de graduação. A seguir, um esquema de controle adaptativo para sistemas hipercaóticos financeiros que assegura convergência para zero do erro residual de sincronização é estudado. O esquema é baseado em uma análise tipo Lyapunov-like e assegura convergência assintótica, mesmo na presença de erros de modelagem e distúrbios limitados. Simulações exaustivas são apresentadas com o objetivo de se avaliar a influência dos diversos parâmetros de projeto no desempenho do algoritmo. Finalmente, de modo a ressaltar a aplicabilidade da metodologia de projeto empregada, é considerado o controle adaptativo de um sistema caótico unificado. Como esperado, é mostrado que o erro residual de sincronização converge para zero na presença de erro de modelagem, distúrbios e incerteza paramétrica.The present work studies, based on the Lyapunov Stability Theory, the design of robust controllers for hyperchaotic financial and unified chaotic systems in the presence of uncertainty parameter and bounded disturbances. Initially, in order to explain the problem of synchronization and introduce the concepts and tools used, a brief review of nonlinear dynamics, stability, chaos and a Lyapunov-like analysis type is presented. In the sequel, the hyperchaotic and chaotic models are studied and then used. For this, we analyze the works of Yu et al, 2012 e Lu et al, 2001. These works are critical to the results presented in this graduate work. Following, an adaptive control scheme to a hyperchaotic financial system that assures the convergence of the residual synchronization error to zero is studied. The scheme is based upon a Lyapunov-like analysis type and assures asymptotic convergence, even in the presence of modeling errors and bounded disturbances. Exhaustive simulations are showed aiming to evaluate the influence of various design parameters on the performance of the algorithm. Finally, in order to emphasize the applicability of the design methodology employed, an adaptive control to the unified chaotic system is considered. As expected, is showed that the residual synchronization error converges to zero in the presence of modeling errors, disturbances and parametric uncertainty