A multi-domain implementation of the pseudo-spectral method and compact finite difference schemes for solving time-dependent differential equations

Abstract : In this dissertation, we introduce new numerical methods for solving time-dependant differential equations. These methods involve dividing the domain of the problem into multiple sub domains. The nonlinearity of the differential equations is dealt with by using a Gauss-Seidel like relaxation or quasilinearisation technique. To solve the linearized iteration schemes obtained we use either higher order compact finite difference schemes or spectral collocation methods and we call the resulting methods the multi-domain compact finite difference relaxation method (MD-CFDRM), multi-domain compact finite difference quasilinearisation method (MD-CFDQLM) and multi-domain bivariate spectral quasilinearisation method (MD-BSQLM) respectively. We test the applicability of these methods in a wide variety of differential equations. The accuracy is compared against other methods as well as other results from literature. The MD-CFDRM is used to solve famous chaotic systems and hyperchaotic systems. Chaotic and hyperchaotic systems are characterized by high sensitivity to small perturbation on initial data and rapidly changing solutions. Such rapid variations in the solution pose tremendous problems to a number of numerical approximations. We modify the CFDs to be able to deal with such systems of equations. We also used the MD-CFDQLM to solve the nonlinear evolution partial differential equations, namely, the Fisher’s equation, Burgers- Fisher equation, Burgers-Huxley equation and the coupled Burgers’ equations over a large time domain. The main advantage of this approach is that it offers better accuracy on coarser grids which significantly improves the computational speed of the method for large time domain. We also studied the generalized Kuramoto-Sivashinsky (GKS) equations. The KS equations exhibit chaotic behaviour under certain conditions. We used the multi-domain bivariate spectral quasilinearisation method (MD-BSQLM) to approximate the numerical solutions for the generalized KS equations.M.Sc. (Pure and Applied Mathematics

Entropy in Dynamic Systems

In order to measure and quantify the complex behavior of real-world systems, either novel mathematical approaches or modifications of classical ones are required to precisely predict, monitor, and control complicated chaotic and stochastic processes. Though the term of entropy comes from Greek and emphasizes its analogy to energy, today, it has wandered to different branches of pure and applied sciences and is understood in a rather rough way, with emphasis placed on the transition from regular to chaotic states, stochastic and deterministic disorder, and uniform and non-uniform distribution or decay of diversity. This collection of papers addresses the notion of entropy in a very broad sense. The presented manuscripts follow from different branches of mathematical/physical sciences, natural/social sciences, and engineering-oriented sciences with emphasis placed on the complexity of dynamical systems. Topics like timing chaos and spatiotemporal chaos, bifurcation, synchronization and anti-synchronization, stability, lumped mass and continuous mechanical systems modeling, novel nonlinear phenomena, and resonances are discussed

Symmetry in Chaotic Systems and Circuits

Symmetry can play an important role in the field of nonlinear systems and especially in the design of nonlinear circuits that produce chaos. Therefore, this Special Issue, titled “Symmetry in Chaotic Systems and Circuits”, presents the latest scientific advances in nonlinear chaotic systems and circuits that introduce various kinds of symmetries. Applications of chaotic systems and circuits with symmetries, or with a deliberate lack of symmetry, are also presented in this Special Issue. The volume contains 14 published papers from authors around the world. This reflects the high impact of this Special Issue

Fuzzy synchronization of chaotic systems with hidden attractors

Chaotic systems are hard to synchronize, and no general solution exists. The presence of hidden attractors makes finding a solution particularly elusive. Successful synchronization critically depends on the control strategy, which must be carefully chosen considering system features such as the presence of hidden attractors. We studied the feasibility of fuzzy control for synchronizing chaotic systems with hidden attractors and employed a special numerical integration method that takes advantage of the oscillatory characteristic of chaotic systems. We hypothesized that fuzzy synchronization and the chosen numerical integration method can successfully deal with this case of synchronization. We tested two synchronization schemes: complete synchronization, which leverages linearization, and projective synchronization, capitalizing on parallel distributed compensation (PDC). We applied the proposal to a set of known chaotic systems of integer order with hidden attractors. Our results indicated that fuzzy control strategies combined with the special numerical integration method are effective tools to synchronize chaotic systems with hidden attractors. In addition, for projective synchronization, we propose a new strategy to optimize error convergence. Furthermore, we tested and compared different Takagi-Sugeno (T-S) fuzzy models obtained by tensor product (TP) model transformation. We found an effect of the fuzzy model of the chaotic system on the synchronization performance

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. [...

Research on digital image watermark encryption based on hyperchaos

The digital watermarking technique embeds meaningful information into one or more watermark images hidden in one image, in which it is known as a secret carrier. It is difficult for a hacker to extract or remove any hidden watermark from an image, and especially to crack so called digital watermark. The combination of digital watermarking technique and traditional image encryption technique is able to greatly improve anti-hacking capability, which suggests it is a good method for keeping the integrity of the original image. The research works contained in this thesis include: (1)A literature review the hyperchaotic watermarking technique is relatively more advantageous, and becomes the main subject in this programme. (2)The theoretical foundation of watermarking technologies, including the human visual system (HVS), the colour space transform, discrete wavelet transform (DWT), the main watermark embedding algorithms, and the mainstream methods for improving watermark robustness and for evaluating watermark embedding performance. (3) The devised hyperchaotic scrambling technique it has been applied to colour image watermark that helps to improve the image encryption and anti-cracking capabilities. The experiments in this research prove the robustness and some other advantages of the invented technique. This thesis focuses on combining the chaotic scrambling and wavelet watermark embedding to achieve a hyperchaotic digital watermark to encrypt digital products, with the human visual system (HVS) and other factors taken into account. This research is of significant importance and has industrial application value

Recurrence network analysis of EEG signals: A Geometric Approach

Understanding the neuronal dynamics of dynamical diseases like epilepsy is of fundamental importance. For instance, establishing the presence of deterministic chaos can open up possibilities that can lead to potential medical applications, including timely prevention of seizures. Additionally, understanding the dynamics of interictal activity can greatly aid the localization of epileptic foci without the need for recording seizures. Recurrences, a fundamental property of dynamical systems, are useful for characterizing nonlinear systems. Recurrence networks, which are obtained by reinterpreting the recurrence matrix as an adjacency matrix of a complex network, are useful in characterizing the structural or geometric properties of the underlying system. Recurrence network analysis has established itself as a versatile tool in the field of nonlinear time series analysis and its applicability in investigating neural dynamics remains unexplored. Certain recurrence network measures are particularly sensitive to the presence of unstable periodic orbits (UPOs), which are important for detecting determinism and are the backbone of chaotic attractors.In this thesis, we introduce recurrence network analysis as a tool for nonlinear time series analysis of epileptic electroencephalographic (EEG) signals. We present novel results based on the application of recurrence network analysis combined with surrogate testing to intracranial and extracranial epileptic EEG signals. In addition, using paradigmatic examples of dynamical systems, we present theoretical results exploring the effect of increasing noise levels on recurrence network measures.Using paradigmatic model systems, we first demonstrate that recurrence network measures can distinguish between deterministic (chaos) and stochastic processes, even at short data lengths (≈ 200 samples). In particular, our results from theoretical simulations show that recurrence network measures, particularly transitivity, local clustering coefficient, assortativity, and betweenness centrality can successfully distinguish between deterministic chaotic and stochastic processes (after additional embedding) due to their sensitivity to the presence of UPOs. Our results also show that recurrence network measures like transitivity and average path length are robust against noise and perform better than the Complexity-Entropy plane method at short data lengths. Furthermore, our results show that the effect of noise on the recurrence network measures can be minimized by increasing the recurrence rate.For the analysis of real-world data such as EEG signals, we combined the recurrence network approach with surrogate data to test for the structural complexity in healthy and epileptic EEG signals. Here our results point to an increasing complexity of EEG recordings when moving from healthy to epileptic conditions. Furthermore, we used both univariate network measure and bivariate cross-network measure to distinguish between the structural properties of interictal EEG signals recorded from epileptic and nonepileptic brain areas. Here, our results clearly demonstrated that interictal EEG signals recorded from epileptic areas are more deterministic and interdependent compared to interictal activity recorded from nonepileptic areas. Finally, we show that recurrence network analysis can be applied to uncover the dynamical transitions in neural signals using short segments of data (≈ 150 to 500 samples). To demonstrate this, we used two kinds of neural data - epileptic EEG data and local field potential (LFP) signals recorded during a visuomotor task. We observed that the temporal fluctuations observed in the recurrence network measures are consistent with the dynamical transitions underlying the epileptic and task-based LFP signals.To conclude, recurrence network analysis analysis can capture the complexity in the organization of EEG data in different dynamical states in a more elaborated fashion compared to other approaches such as nonlinear prediction error or correlation dimension. By means of the recurrence network measures, this difference can be assessed not only qualitatively (as when using as tests for nonlinearity), but also quantitatively. Thus, coupled with its ability to operate on short-window sizes and robustness to noise, recurrence network analysis can be a powerful tool to analyze the dynamics of multi-scale neural signals

Dynamic state estimation for mobile robots

The scientific goal of this thesis is to tackle different approaches for effective state estimation and modelling of relevant problems in the context of mobile robots. The starting point of this dissertation is the concept of probabilistic robotics, an emerging paradigm that combines state-of-the-art methods with the classic probabilistic theory, developing stochastic frameworks for understanding the uncertain nature of the interaction between a robot and its environment. This allows introducing relevant concepts which are the foundation of the localisation system implemented on the main experimental platform used on this dissertation. An accurate estimation of the position of a robot with respect to a fixed frame is fundamental for building navigation systems that can work in dynamic unstructured environments. This development also allows introducing additional contributions related with global localisation, dynamic obstacle avoidance, path planning and position tracking problems. Kinematics on generalised manipulators are characterised for dealing with complex nonlinear systems. Nonlinear formulations are needed to properly model these systems, which are not always suitable for real-time realisation, lacking analytic formulations in most cases. In this context, this thesis tackles the serial-parallel dual kinematic problem with a novel approach, demonstrating state-of-the-art accuracy and real-time performance. With a spatial decomposition method, the forward kinematics problem on parallel robots and the inverse kinematics problem on serial manipulators is solved modelling the nonlinear behaviour of the pose space using Support Vector Machines. The results are validated on different topologies with the analytic solution for such manipulators, which demonstrates the applicability of the proposed method. Modelling and control of complex dynamical systems is another relevant field with applications on mobile robots. Nonlinear techniques are usually applied to tackle problems like feature or object tracking. However, some nonlinear integer techniques applied for tasks like position tracking in mobile robots with complex dynamics have limited success when modelling such systems. Fractional calculus has demonstrated to be suitable to model complex processes like viscoelasticity or super diffusion. These tools, that take advantage of the generalization of the derivative and integral operators to a fractional order, have been applied to model and control different topics related with robotics in recent years with remarkable success. With the proposal of a fractional-order PI controller, a suitable controller design method is presented to solve the position tracking problem. This is applied to control the distance of a self-driving car with respect to an objective, which can also be applied to other tracking applications like following a navigation path. Furthermore, this thesis introduces a novel fractional-order hyperchaotic system, stabilised with a full-pseudo-state-feedback controller and a located feedback method. This theoretical contribution of a chaotic system is introduced hoping to be useful in this context. Chaos theory has recently started to be applied to study manipulators, biped robots and autonomous navigation, achieving new and promising results, highlighting the uncertain and chaotic nature which also has been found on robots. All together, this thesis is devoted to different problems related with dynamic state estimation for mobile robots, proposing specific contributions related with modelling and control of complex nonlinear systems. These findings are presented in the context of a self-driving electric car, Verdino, jointly developed in collaboration with the Robotics Group of Universidad de La Laguna (GRULL)

Control of chaos in nonlinear circuits and systems

Nonlinear circuits and systems, such as electronic circuits (Chapter 5), power converters (Chapter 6), human brains (Chapter 7), phase lock loops (Chapter 8), sigma delta modulators (Chapter 9), etc, are found almost everywhere. Understanding nonlinear behaviours as well as control of these circuits and systems are important for real practical engineering applications. Control theories for linear circuits and systems are well developed and almost complete. However, different nonlinear circuits and systems could exhibit very different behaviours. Hence, it is difficult to unify a general control theory for general nonlinear circuits and systems. Up to now, control theories for nonlinear circuits and systems are still very limited. The objective of this book is to review the state of the art chaos control methods for some common nonlinear circuits and systems, such as those listed in the above, and stimulate further research and development in chaos control for nonlinear circuits and systems. This book consists of three parts. The first part of the book consists of reviews on general chaos control methods. In particular, a time-delayed approach written by H. Huang and G. Feng is reviewed in Chapter 1. A master slave synchronization problem for chaotic Lur’e systems is considered. A delay independent and delay dependent synchronization criteria are derived based on the H performance. The design of the time delayed feedback controller can be accomplished by means of the feasibility of linear matrix inequalities. In Chapter 2, a fuzzy model based approach written by H.K. Lam and F.H.F. Leung is reviewed. The synchronization of chaotic systems subject to parameter uncertainties is considered. A chaotic system is first represented by the fuzzy model. A switching controller is then employed to synchronize the systems. The stability conditions in terms of linear matrix inequalities are derived based on the Lyapunov stability theory. The tracking performance and parameter design of the controller are formulated as a generalized eigenvalue minimization problem which is solved numerically via some convex programming techniques. In Chapter 3, a sliding mode control approach written by Y. Feng and X. Yu is reviewed. Three kinds of sliding mode control methods, traditional sliding mode control, terminal sliding mode control and non-singular terminal sliding mode control, are employed for the control of a chaotic system to realize two different control objectives, namely to force the system states to converge to zero or to track desired trajectories. Observer based chaos synchronizations for chaotic systems with single nonlinearity and multi-nonlinearities are also presented. In Chapter 4, an optimal control approach written by C.Z. Wu, C.M. Liu, K.L. Teo and Q.X. Shao is reviewed. Systems with nonparametric regression with jump points are considered. The rough locations of all the possible jump points are identified using existing kernel methods. A smooth spline function is used to approximate each segment of the regression function. A time scaling transformation is derived so as to map the undecided jump points to fixed points. The approximation problem is formulated as an optimization problem and solved via existing optimization tools. The second part of the book consists of reviews on general chaos controls for continuous-time systems. In particular, chaos controls for Chua’s circuits written by L.A.B. Tôrres, L.A. Aguirre, R.M. Palhares and E.M.A.M. Mendes are discussed in Chapter 5. An inductorless Chua’s circuit realization is presented, as well as some practical issues, such as data analysis, mathematical modelling and dynamical characterization, are discussed. The tradeoff among the control objective, the control energy and the model complexity is derived. In Chapter 6, chaos controls for pulse width modulation current mode single phase H-bridge inverters written by B. Robert, M. Feki and H.H.C. Iu are discussed. A time delayed feedback controller is used in conjunction with the proportional controller in its simple form as well as in its extended form to stabilize the desired periodic orbit for larger values of the proportional controller gain. This method is very robust and easy to implement. In Chapter 7, chaos controls for epileptiform bursting in the brain written by M.W. Slutzky, P. Cvitanovic and D.J. Mogul are discussed. Chaos analysis and chaos control algorithms for manipulating the seizure like behaviour in a brain slice model are discussed. The techniques provide a nonlinear control pathway for terminating or potentially preventing epileptic seizures in the whole brain. The third part of the book consists of reviews on general chaos controls for discrete-time systems. In particular, chaos controls for phase lock loops written by A.M. Harb and B.A. Harb are discussed in Chapter 8. A nonlinear controller based on the theory of backstepping is designed so that the phase lock loops will not be out of lock. Also, the phase lock loops will not exhibit Hopf bifurcation and chaotic behaviours. In Chapter 9, chaos controls for sigma delta modulators written by B.W.K. Ling, C.Y.F. Ho and J.D. Reiss are discussed. A fuzzy impulsive control approach is employed for the control of the sigma delta modulators. The local stability criterion and the condition for the occurrence of limit cycle behaviours are derived. Based on the derived conditions, a fuzzy impulsive control law is formulated so that the occurrence of the limit cycle behaviours, the effect of the audio clicks and the distance between the state vectors and an invariant set are minimized supposing that the invariant set is nonempty. The state vectors can be bounded within any arbitrary nonempty region no matter what the input step size, the initial condition and the filter parameters are. The editors are much indebted to the editor of the World Scientific Series on Nonlinear Science, Prof. Leon Chua, and to Senior Editor Miss Lakshmi Narayan for their help and congenial processing of the edition

Entropy in Image Analysis II

Image analysis is a fundamental task for any application where extracting information from images is required. The analysis requires highly sophisticated numerical and analytical methods, particularly for those applications in medicine, security, and other fields where the results of the processing consist of data of vital importance. This fact is evident from all the articles composing the Special Issue "Entropy in Image Analysis II", in which the authors used widely tested methods to verify their results. In the process of reading the present volume, the reader will appreciate the richness of their methods and applications, in particular for medical imaging and image security, and a remarkable cross-fertilization among the proposed research areas