Journal of Chaos
Open Access journal
ISSN (Online) 2314-6605
Published by Hindawi Publishing Corporation [365 journals]
- Transport Catastrophe Analysis as an Alternative to a Monofractal
Description: Theory and Application to Financial Crisis Time Series
Abstract: The goal of this investigation was to overcome limitations of a persistency analysis, introduced by Benoit Mandelbrot for monofractal Brownian processes: nondifferentiability, Brownian nature of process, and a linear memory measure. We have extended a sense of a Hurst factor by consideration of a phase diffusion power law. It was shown that precatastrophic stabilization as an indicator of bifurcation leads to a new minimum of momentary phase diffusion, while bifurcation causes an increase of the momentary transport. An efficiency of a diffusive analysis has been experimentally compared to the Reynolds stability model application. An extended Reynolds parameter has been introduced as an indicator of phase transition. A combination of diffusive and Reynolds analyses has been applied for a description of a time series of Dow Jones Industrial weekly prices for the world financial crisis of 2007–2009. Diffusive and Reynolds parameters showed extreme values in October 2008 when a mortgage crisis was fixed. A combined R/D description allowed distinguishing of market evolution short-memory and long-memory shifts. It was stated that a systematic large scale failure of a financial system has begun in October 2008 and started fading in February 2009.
PubDate: Sun, 14 Sep 2014 00:00:00 +000
- 2D Chaos in the Interaction of Inflation and Unemployment: Moving Averages
and the Modeling of High Frequency Macrodynamics
Abstract: The paper argues that applicable macro is high frequency macro and the data generating process is therefore to be modeled in continuous time. It exemplifies this with a misuse of a 2D period model of monetarist type which becomes extremely overshooting, allowing for routes to “chaos,” when iterated at low frequencies. Instead of such low frequency procedures, we augment the model by a Keynesian feedback chain (the real rate of interest channel) to introduce local instability into the model. We also introduce heterogeneous opinion dynamics into it. The implied 4D dynamics are made bounded thereby, but seem to allow only complex limit cycles, with no transition towards strange attractors anymore.
PubDate: Wed, 18 Jun 2014 07:08:25 +000
- Bifurcation and Feedback Control of an Exploited Prey-Predator System
Abstract: This paper makes an attempt to highlight a differential algebraic model in order to investigate the dynamical behavior of a prey-predator system due to the variation of economic interest of harvesting. In this regard, it is observed that the model exhibits a singularity induced bifurcation when economic profit is zero. For the purpose of stabilizing the proposed model at the positive equilibrium, a state feedback controller is therefore designed. Finally, some numerical simulations are carried out to show the consistency with theoretical analysis and to illustrate the effectiveness of the proposed controller.
PubDate: Tue, 22 Apr 2014 00:00:00 +000
- Clustering and Uncertainty in Perfect Chaos Systems
Abstract: The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a nonstationary diffusion has been derived and used for chaos analysis. An anomalous transport turned out to be natural property of this equation. A nonlinear dispersion of the considered motion allowed us to find a principal consequence: a chaotic system with uniform dynamic properties tends to instable clustering. Small fluctuations of particles density increase by time and form attractors and stochastic islands even if the initial transport properties have uniform distribution. It was shown that an instability of phase trajectories leads to the nonlinear dispersion law and consequently to a space instability. A fixed boundary system was considered, using a standard Fokker-Planck equation. We have derived that such a type of dynamic systems has a discrete diffusive and energy spectra. It was shown that phase space diffusion is the only parameter that defines a dynamic accuracy in this case. The uncertainty relations have been obtained for conjugate phase space variables with account of transport properties. Given results can be used in the area of chaotic systems modelling and turbulence investigation.
PubDate: Wed, 26 Mar 2014 09:18:32 +000
- Adaptive Control for Modified Projective Synchronization-Based Approach
for Estimating All Parameters of a Class of Uncertain Systems: Case of
Modified Colpitts Oscillators
Abstract: A method of estimation of all parameters of a class of nonlinear uncertain dynamical systems is considered, based on the modified projective synchronization (MPS). The case of modified Colpitts oscillators is investigated. Through a suitable transformation of the dynamical system, sufficient conditions for achieving synchronization are derived based on Lyapunov stability theory. Global stability and asymptotic robust synchronization of the considered system are investigated. The proposed approach offers a systematic design procedure for robust adaptive synchronization of a large class of chaotic systems. The combined effect of both an additive white Gaussian noise (AWGN) and an artificial perturbation is numerically investigated. Results of numerical simulations confirm the effectiveness of the proposed control strategy.
PubDate: Wed, 12 Mar 2014 08:03:27 +000
- Theoretical Analysis and Adaptive Synchronization of a 4D Hyperchaotic
Abstract: We propose a new mathematical model of the TNC oscillator and study its impact on the dynamical properties of the oscillator subjected to an exponential nonlinearity. We establish the existence of hyperchaotic behavior in the system through theoretical analysis and by exploiting electronic circuit experiments. The obtained numerical results are found to be in good agreement with experimental observations. Moreover, the new technique on adaptive control theory is used on our model and it is rigorously proven that the adaptive synchronization can be achieved for hyperchaotic systems with uncertain parameters.
PubDate: Thu, 27 Feb 2014 16:05:10 +000
- Reduced Order Projective and Hybrid Projective Combination-Combination
Synchronization of Four Chaotic Josephson Junctions
Abstract: This paper investigates the reduced order projective and hybrid projective combination-combination synchronization of four chaotic Josephson junctions consisting of two third order Josephson junctions as the drives and two second order chaotic Josephson junctions as the response systems via active backstepping technique. The investigation confirms the achievement of reduced order projective and hybrid projective combination-combination synchronization among four chaotic Josephson junctions via active backstepping technique. Numerical simulations are validated to show the effectiveness of the synchronization scheme. Reduced order combination-combination synchronization scheme has more significant applications to neural encoding and decoding of information in biological systems and to the security of information transmission in communication systems than the usual one drive system and one response system synchronization scheme.
PubDate: Thu, 13 Feb 2014 16:10:44 +000
- Synchronization and Stabilization of Chaotic Dynamics in a Quasi-1D
Abstract: A nonlinear control is proposed for the exponential stabilization and synchronization of chaotic behaviour in a model of Bose-Einstein condensate (BEC). The active control technique is designed based on Lyapunov stability theory and Routh-Hurwitz criteria. The control design approach in both cases guarantees the stability of the controlled states. Whereas the synchronization of two identical BEC in their chaotic states can be realized using the scheme; a suitable controller is also capable of driving the otherwise chaotic oscillation to a stable state which could be expected in practice. The effectiveness of this technique is theoretically and numerically demonstrated.
PubDate: Thu, 12 Dec 2013 14:07:06 +000
- Dynamical Properties and Finite-Time Hybrid Projective Synchronization
Using Fractional Nonsingular Sliding Mode Surface in Fractional-Order
Two-Stage Colpitts Oscillators
Abstract: The dynamics and robust finite-time hybrid projective synchronization of a fractional-order four-dimensional nonlinear system based on a two-stage Colpitts oscillator is investigated. The study of the fractional order stability of the equilibrium states of the system is carried out. The bifurcation diagram confirms the occurrence of Hopf bifurcation in the proposed system when the fractional-order passes a sequence of critical values; the Lyapunov exponent shows the different chaotic sequences of the system. Further, a fractional nonsingular terminal sliding surface and an appropriate robust fractional sliding mode control law are proposed for the finite-time hybrid projective synchronization of a fractional-order chaotic two-stage Colpitts oscillator by taking into account the effects of model uncertainties and the external disturbances. The fractional version of the Lyapunov stability is used to prove the finite-time existence of the sliding motion. Finally, some numerical simulations are presented to demonstrate the effectiveness and applicability of the proposed technique.
PubDate: Wed, 11 Dec 2013 13:54:14 +000
- On a New Cournot Duopoly Game
Abstract: This paper presents a new Cournot duopoly game. The main advantage of this game is that the outputs are nonnegative for all times. We investigate the complexity of the corresponding dynamical behaviors of the game such as stability and bifurcations. Computer simulations will be used to confirm our theoretical results. It is found that the chaotic behavior of the game has been stabilized on the Nash equilibrium point by using delay feedback control method.
PubDate: Mon, 30 Sep 2013 10:51:38 +000
- Synchronization of Uncertain Fractional-Order Hyperchaotic Systems via
Unidirectional Linear Error Feedback Coupling Scheme
Abstract: A simple method for synchronization of uncertain fractional-order hyperchaotic systems is proposed in this paper. The method makes use of a unidirectional linear coupling approach due to its simple configuration and ease of implementation. To determine the coupling parameters, the synchronization error dynamics is first formulated as a fractional-order linear interval system. Then, the parameters are obtained by solving a linear matrix inequality (LMI) stability condition for stabilization of fractional-order linear interval systems. Thanks to the existence of an LMI solution, the convergence of the synchronization errors is guaranteed. The effectiveness of the proposed method is numerically illustrated by the uncertain fractional-order hyperchaotic Lorenz system.
PubDate: Wed, 18 Sep 2013 11:55:23 +000
- Finite-Time Combination-Combination Synchronization for Hyperchaotic
Abstract: A new type of finite-time synchronization with two drive systems and two response systems is presented. Based on the finite-time stability theory, step-by-step control and nonlinear control method, a suitable controller is designed to achieve finite-time combination-combination synchronization among four hyperchaotic systems. Numerical simulations are shown to verify the feasibility and effectiveness of the proposed control technique.
PubDate: Sun, 01 Sep 2013 09:45:22 +000
- Control of Chaos in Rate-Dependent Friction-Induced Vibration Using
Adaptive Sliding Mode Control and Impulse Damper
Abstract: Two different control methods, namely, adaptive sliding mode control and impulse damper, are used to control the chaotic vibration of a block on a belt system due to the rate-dependent friction. In the first method, using the sliding mode control technique and based on the Lyapunov stability theory, a sliding surface is determined, and an adaptive control law is established which stabilizes the chaotic response of the system. In the second control method, the vibration of this system is controlled by an impulse damper. In this method, an impulsive force is applied to the system by expanding and contracting the PZT stack according to efficient control law. Numerical simulations demonstrate the effectiveness of both methods in controlling the chaotic vibration of the system. It is shown that the settling time of the controlled system using impulse damper is less than that one controlled by adaptive sliding mode control; however, it needs more control effort.
PubDate: Sun, 21 Jul 2013 10:32:13 +000
- Difficulties in Evaluating Lyapunov Exponents for Lie Governed Dynamics
Abstract: We consider here an environment in which the fact that a semiquantum Hamiltonian obeys SU(2) symmetries poses serious difficulties if one wants to compute Lyapunov exponents.
PubDate: Thu, 11 Jul 2013 13:51:09 +000
- Unstable Manifolds of Continuous Self-Mappings
Abstract: Unstable manifolds of continuous self-mappings on completely densely ordered linear ordered topological spaces (CDOLOTS) are discussed. Let be a continuous self-map. First, the interval with endpoints of two adjacent fixed points is contained in the unilateral unstable manifold of one of the endpoints. Then, by using the above conclusion, we prove that periodic points of not belong to the unstable manifold of their iteration points of (for some ), unless the iteration points are themselves.
PubDate: Wed, 05 Jun 2013 18:04:36 +000