Analysis and synthesis techniques of nonlinear dynamical systems with applications to diagnostic of controlled thermonuclear fusion reactors

Nonlinear dynamical systems are of wide interest to engineers, physicists and mathematicians, and this is due to the fact that most of physical systems in nature are inherently non-linear. The nonlinearity of these systems has consequences on their time-evolution, which in some cases can be completely unpredictable, apparently random, although fundamentally deterministic. Chaotic systems are striking examples of this. In most cases, there are no hard and fast rules to analyse these systems. Often, their solutions cannot be obtained in closed form, and it is necessary to resort to numerical integration techniques, which, in case of high sensitivity to initial conditions, lead to ill-conditioning problems and high computational costs. The dynamical system theory, the branch of mathematics used to describe the behaviour of these systems, focuses not on finding exact solutions to the equations describing the dynamical system, but rather on knowing if the system stabilises to a steady state in the long term, and what are the possible attractors, e.g. a quasi-periodic or chaotic attractors. Regarding the synthesis, from both a practical and a theoretical standpoint, it is very desirable to develop methods of synthesizing these systems. Although extensive theory has been developed for linear systems, no complete formulation for nonlinear systems synthesis is present today. The main topic of this thesis is the solution of engineering problems related to the analysis and synthesis of nonlinear and chaotic systems. In particular, a new algorithm which optimizes Lyapunov exponents estimation in piecewise linear systems has been applied to PWL and polynomial chaotic systems. In the field of complex systems synthesis, a systematic method to project systems of order 2n characterized by two positive Lyapunov exponents, has been proposed. This procedure couples nth-order chaotic systems with a suitable nonlinear coupling function. Furthermore, a method for the fault detection has been developed. In the field of time series analysis, a new denoising method, based on the wavelet transform of the noisy signal, has been described. The method implements a variable thresholding, whose optimal value is determined by analysing the cross-correlation between the denoised signal and the residuals and by applying different criteria depending on the particular decomposition level. Finally, a study of dynamical behaviour of Type I ELMs has been performed for a future modelization of the phenomenon. In this context, a statistical analysis of time intervals between successive Type I ELMs has been proposed.---------------------------------- Il tema principale di questa tesi è la soluzione di problemi ingegneristici legati all’analisi e alla sintesi di sistemi dinamici non lineari. I sistemi dinamici non lineari sono di largo interesse per ingegneri, fisici e matematici, e questo è dovuto al fatto che la maggior parte dei sistemi fisici in natura è intrinsecamente non lineare. La non linearità di questi sistemi ha conseguenze sulla loro evoluzione temporale, che in certi casi può rivelarsi del tutto imprevedibile, apparentemente casuale, seppure fondamentalmente deterministica. I sistemi caotici sono un esempio lampante di questo comportamento. Nella maggior parte dei casi non esistono delle regole standard per l’analisi di questi sistemi. Spesso, le soluzioni non possono essere ottenute in forma chiusa, ed è necessario ricorrere a tecniche di integrazione numerica, che, in caso di elevata sensibilità alle condizioni iniziali, portano a problemi di mal condizionamento e di elevato costo computazionale. La teoria dei sistemi dinamici, la branca della matematica usata per descrivere il comportamento di questi sistemi, non si concentra sulla ricerca di soluzioni esatte per le equazioni che descrivono il sistema dinamico, ma piuttosto sull’analisi del comportamento a lungo termine del sistema, per sapere se questo si stabilizzi in uno stato stabile e per sapere quali siano i possibili attrattori, ad esempio, attrattori quasi-periodici o caotici. Per quanto riguarda la sintesi, sia da un punto di vista pratico che teorico, è molto importante lo sviluppo di metodi in grado di sintetizzare questi sistemi. Sebbene per i sistemi lineari sia stata sviluppata una teoria ampia e esaustiva, al momento non esiste alcuna formulazione completa per la sintesi di sistemi non lineari. In questa tesi saranno affrontati problemi di caratterizzazione, analisi e sintesi, legati allo studio di sistemi non lineari e caotici. La caratterizzazione dinamica di un sistema non lineare permette di individuarne il comportamento qualitativo a lungo termine. Gli esponenti di Lyapunov sono degli strumenti che permettono di determinare il comportamento asintotico di un sistema dinamico. Essi danno informazioni circa il tasso di divergenza di traiettorie vicine, caratteristica chiave delle dinamiche caotiche. Le tecniche esistenti per il calcolo degli esponenti di Lyapunov sono computazionalmente costose, e questo fatto ha in qualche modo precluso l’uso estensivo di questi strumenti in problemi di grandi dimensioni. Inoltre, durante il calcolo degli esponenti sorgono dei problemi di tipo numerico, per ciò il calcolo deve essere affrontato con cautela. L’implementazione di algoritmi veloci e accurati per il calcolo degli esponenti di Lyapunov è un problema di interesse attuale. In molti casi pratici il vettore di stato del sistema non è disponibile, e una serie temporale rappresenta l’unica informazione a disposizione. L’analisi di serie storiche è un metodo di analisi dei dati provenienti da serie temporali che ha lo scopo di estrarre delle statistiche significative e altre caratteristiche dei dati, e di ottenere una comprensione della struttura e dei fattori fondamentali che hanno prodotto i dati osservati. Per esempio, un problema dei reattori a fusione termonucleare controllata è l’analisi di serie storiche della radiazione Dα, caratteristica del fenomeno chiamato Edge Localized Modes (ELMs). La comprensione e il 16 controllo degli ELMs sono problemi cruciali per il funzionamento di ITER, in cui il type-I ELMy H-mode è stato scelto come scenario di funzionamento standard. Determinare se la dinamica degli ELM sia caotica o casuale è cruciale per la corretta descrizione dell’ELM cycle. La caratterizzazione dinamica effettuata sulle serie temporali ricorrendo al cosiddetto spazio di embedding, può essere utilizzata per distinguere serie random da serie caotiche. Uno dei problemi più frequenti che si incontra nell’analisi di serie storiche sperimentali è la presenza di rumore, che in alcuni casi può raggiungere anche il 10% o il 20% del segnale. È quindi essenziale , prima di ogni analisi, sviluppare una tecnica appropriata e robusta per il denosing. Quando il modello del sistema è noto, l’analisi di serie storiche può essere applicata al rilevamento di guasti. Questo problema può essere formalizzato come un problema di identificazione dei parametri. In questi casi, la teorie dell’algebra differenziale fornisce utili informazioni circa la natura dei rapporti fra l’osservabile scalare, le variabili di stato e gli altri parametri del sistema. La sintesi di sistemi caotici è un problema fondamentale e interessante. Questi sistemi non implicano soltanto un metodo di realizzazione di modelli matematici esistenti ma anche di importanti sistemi fisici reali. La maggior parte dei metodi presentati in letteratura dimostra numericamente la presenza di dinamiche caotiche, per mezzo del calcolo degli esponenti di Lyapunov. In particolare, le dinamiche ipercaotiche sono identificate dalla presenza di due esponenti di Lyapunov positivi

A preliminary investigation into the effects of nonlinear response modification within coupled oscillators

This thesis provides an account of an investigation into possible dynamic interactions between two coupled nonlinear sub-systems, each possessing opposing nonlinear overhang characteristics in the frequency domain in terms of positive and negative cubic stiffnesses. This system is a two degree-of-freedom Duffing oscillator coupled in series in which certain nonlinear effects can be advantageously neutralised under specific conditions. This theoretical vehicle has been used as a preliminary methodology for understanding the interactive behaviour within typical industrial ultrasonic cutting components. Ultrasonic energy is generated within a piezoelectric exciter, which is inherently nonlinear, and which is coupled to a bar-horn or block-horn to one, or more, material cutting blades, for example. The horn/blade configurations are also nonlinear, and within the whole system there are response features which are strongly reminiscent of positive and negative cubic stiffness effects. The two degree-of-freedom model is analysed and it is shown that a practically useful mitigating effect on the overall nonlinear response of the system can be created under certain conditions when one of the cubic stiffnesses is varied. It has also bfeen shown experimentally that coupling of ultrasonic components with different nonlinear characteristics can strongly influence the performance of the system and that the general behaviour of the hypothetical theoretical model is indeed borne out in practice

Analysis and synthesis of self-synchronizing chaotic systems

Includes bibliographical references (p. 225-228).Supported by the U.S. Air Force Office of Scientific Research. AFOSR-91-0034-C Supported by the U.S. Navy Office of Naval Research. N00014-91-C-0125 N00014-93-1-0686 Supported by Lockheed Sanders, Inc.Kevin M. Cuomo

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

18th IEEE Workshop on Nonlinear Dynamics of Electronic Systems: Proceedings

Proceedings of the 18th IEEE Workshop on Nonlinear Dynamics of Electronic Systems, which took place in Dresden, Germany, 26 – 28 May 2010.:Welcome Address ........................ Page I Table of Contents ........................ Page III Symposium Committees .............. Page IV Special Thanks ............................. Page V Conference program (incl. page numbers of papers) ................... Page VI Conference papers Invited talks ................................ Page 1 Regular Papers ........................... Page 14 Wednesday, May 26th, 2010 ......... Page 15 Thursday, May 27th, 2010 .......... Page 110 Friday, May 28th, 2010 ............... Page 210 Author index ............................... Page XII

Cone-like Invariant Manifolds for Nonsmooth Systems

This thesis deals with rigorous mathematical techniques for higher-dimensional nonsmooth systems and their applications. The dynamical behaviour of these systems is a nonlocal problem due to the lack of smoothness. Motivated by various examples of nonsmooth systems in applications, we propose to explore the concept of invariant surfaces in the phase space which is separated by a discontinuity hypersurface. For such systems the corresponding Poincaré map can be determined; it turns out that under suitable conditions an invariant cone occurs which is characterized by a fixed point of the Poincaré map. The invariant cone seems to serve in a similar way as a generalisation of the classical center manifold for smooth differential systems. Hence, the stability of the whole system can be reduced to investigate the stability on the two-dimensional surface of the cone. Motivated to study the generation of invariant cones out of smooth systems, a numerical procedure to establish invariant cones and their stability is presented. It has been found that the flat degenerate cone in a smooth system develops under nonsmooth perturbations into a cone-like configuration. Also a simple example is used to explain a paradoxical situation concerning stability. Theoretical results concerning the existence of invariant cones and possible mechanisms responsible for the observed behavior for general three dimensional nonsmooth systems are discussed. These investigations reveal that the system possesses a rich dynamic behavior and new phenomena such as, for instance, the existence of multiple invariant cones for such system. Our approach is developed to include the case when sliding motion takes place on the manifold. Sliding dynamical equations are formulated by using Filippov's method. Existence of invariant cones containing a segment of sliding orbits are given as well as stability on these cones. Different sliding bifurcation scenarios are treated by theoretical analysis and simulation. As an application we have investigated the dynamics of an automotive brake system model under the excitation of dry friction force which has served as a motivating example to develop our concepts. This model belongs to the class of nonsmooth systems of Filippov type which is investigated from direct crossing and a sliding motion point of view. Existence of invariant cones and different types of bifurcation phenomena such as sliding periodic doubling and multiple periodic orbits are observed. Finally, extensions to nonlinear perturbations of nonsmooth linear systems have been obtained by using the nonsmooth linear system as basic system. If the basic system possesses an attractive invariant cone without sliding motion, we have shown that locally the Poincaré map contains the necessary information with regard to attractivity of the invariant cone. The existence of a generalized center manifold reduction of nonlinear system has been proven by using Hadamard graph transformation approach. A class of nonlinear systems having a cone-like invariant "manifold" is presented to illustrate the center manifold reduction and associated bifurcation. The scientific contributions of parts of this thesis are presented in [32,39,66]