Devil's staircase route to chaos in a forced relaxation oscillator

Este es el documento que se ha publicado a texto completo en https://doi.org/10.5802/aif.1391.https://aif.centre-mersenne.org/Este trabajo ha sido parcialmente financiado por la beca DGICYT número PB90-0695.Financiación Naciona

Changes in the dynamical behavior of nonlinear systems induced by noise.

Weak noise acting upon a nonlinear dynamical system can have far-reaching consequences. The fundamental underlying problem - that of large deviations of a nonlinear system away from a stable or metastable state, sometimes resulting in a transition to a new stationary state, in response to weak additive or multiplicative noise - has long attracted the attention of physicists. This is partly because of its wide applicability, and partly because it bears on the origins of temporal irreversibility in physical processes. During the last few years it has become apparent that, in a system far from thermal equilibrium, even small noise can also result in qualitative change in the system's properties, e.g., the transformation of an unstable equilibrium state into a stable one, and vice versa, the occurrence of multistability and multimodality, the appearance of a mean field, the excitation of noise-induced oscillations, and noise-induced transport (stochastic ratchets). A representative selection of such phenomena is discussed and analyzed, and recent progress made towards their understanding is reviewed

Comportement d'une goutte de liquide magnetique dans un champ magnetique variable: thèorie et simulation

Bakgrund: Aktieindex används världen över som placeringsalternativ, jämförelsemått inom portföljförvaltning och som underlag för portföljoptimering. Forskare har under senare tid ifrågasatt index viktade efter börsvärdet och alternativa viktningsmetoder för index har framtagits som substitut till det kapitalviktade indexet och prestationsjämförelser har gjorts. Studier har främst gjorts i USA och denna studie ämnar göra en liknande undersökning på den svenska marknaden.  Syfte: Syftet med vår studie är att undersöka alternativa viktningsmetoder på det svenska aktieindexet OMXS30 och dess historiska prestation under åren 1995-2011 i förhållande till det traditionellt kapitalviktade OMXS30. Syftet är vidare att analysera de alternativt viktade indexen som grund för portföljoptimering enligt Single-Index Model.  Genomförande: Fem alternativt viktade index konstrueras i studien där viktningen grundas på fundamentala värden, Sharpekvoter, standardavvikelse, likaviktning och handelsvolym och jämförs prestationsmässigt mot OMXS30. Indexen används sedan vid portföljoptimering enligt SIM där aktiers och portföljers karakteristika analyseras. Indexens prognostisering av betavärden utvärderas i studien för att urskilja om något index är mer träffsäkert gällande aktiens beta för nästkommande period.  Slutsats: Ett flertal av de konstruerade alternativa indexen genererar signifikant högre avkastning till lägre risk i den nedgångsperiod som analyserats varför dessa kan ses som en mer lönsam investering. Tendenser till högre avkastning för den totala perioden finns även om signifikanta skillnader inte föreligger. De alternativa indexen har föranlett skilda allokeringsbeslut vid portföljoptimeringen vilket har gett stora utslag i portföljernas förväntade prestation såväl som faktisk prestation efter optimeringen genomförts. Background: Stock market indexes are widely used as investment strategies and as a benchmark when portfolios are being constructed and evaluated. Researchers have recently questioned the capital weighted index in favor of other available weighting schemes. By comparing alternative weighted indexes to the traditionally capital weighted index one has been made aware of the significantly lower risk adjusted performance for the capital weighted index.  Aim: Our aim is to investigate in alternative weighting schemes used on the Swedish index OMXS30 and evaluate the historical performance of these alternative indexes in comparison to the traditionally capital weighted index during the period 1995-2011. Furthermore, our objective is to analyze the effects alternative weighting schemes have on portfolio optimization through Single-Index Model.  Completion: To fulfill the purpose of this thesis, five alternative weighting schemes have been applied on the Swedish index OMXS30. The weights have been calculated on fundamental measures, Sharpe ratios, standard deviation, equally weighted and trade volume and they have been compared to the traditionally cap-weighted index. Furthermore, the constructed indexes will be used to optimize portfolios with Single Index Model to compare the portfolios characteristics when different indexes have been used.  Results/Findings: The majority of the alternative weighted indexes generate significantly higher returns in one of our analyzed periods and this was during a market recession. For the total analyzed period no statistical differences among the indexes could be determined even though differences in total return are made clear. The indexes had a big effect on the portfolio optimization in terms of different share allocation.

Analysis, simulation and design of nonlinear RF circuits

The PhD project consists of two parts. The first part concerns the development of Computer Aided Design (CAD) algorithms for high-frequency circuits. Novel Padébased algorithms for numerical integration of ODEs as arise in high-frequency circuits are proposed. Both single- and multi-step methods are introduced. A large part of this section of the research is concerned with the application of Filon-type integration techniques to circuits subject to modulated signals. Such methods are tested with analog and digital modulated signals and are seen to be very effective. The results confirm that these methods are more accurate than the traditional trapezoidal rule and Runge-Kutta methods. The second part of the research is concerned with the analysis, simulation and design of RF circuits with emphasis on injection-locked frequency dividers (ILFD) and digital delta-sigma modulators (DDSM). Both of these circuits are employed in fractional-N frequency synthesizers. Several simulation methods are proposed to capture the locking range of an ILFD, such as the Warped Multi-time Partial Differential Equation (WaMPDE) and the Multiple-Phase-Condition Envelope Following (MPCENV) methods. The MPCENV method is the more efficient and accurate simulation technique and it is recommended to obviate the need for expensive experiments. The Multi-stAge noise Shaping (MASH) digital delta-sigma modulator (DDSM) is simulated in MATLAB and analysed mathematically. A novel structure employing multimoduli, termed the MM-MASH, is proposed. The goal in this design work is to reduce the noise level in the useful frequency band of the modulator. The success of the novel structure in achieving this aim is confirmed with simulations

Stable oscillations and Devil's staircase in the van der pol oscillator

info:eu-repo/semantics/publishe

Statistics of mines and mining in the states and territories west of the Rocky Mountains

Statistics of Mining West of the Rocky Mountains. [1424] Indians in New Mexico; Indians in Montana; Indian labor in eastern Nevada; etc

The Music Sound

A guide for music: compositions, events, forms, genres, groups, history, industry, instruments, language, live music, musicians, songs, musicology, techniques, terminology , theory, music video. Music is a human activity which involves structured and audible sounds, which is used for artistic or aesthetic, entertainment, or ceremonial purposes. The traditional or classical European aspects of music often listed are those elements given primacy in European-influenced classical music: melody, harmony, rhythm, tone color/timbre, and form. A more comprehensive list is given by stating the aspects of sound: pitch, timbre, loudness, and duration. Common terms used to discuss particular pieces include melody, which is a succession of notes heard as some sort of unit; chord, which is a simultaneity of notes heard as some sort of unit; chord progression, which is a succession of chords (simultaneity succession); harmony, which is the relationship between two or more pitches; counterpoint, which is the simultaneity and organization of different melodies; and rhythm, which is the organization of the durational aspects of music