Search results for " nonlinear dynamics"
showing 10 items of 17 documents
Modeling the coupled return-spread high frequency dynamics of large tick assets
2015
Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We introduce a Markov-switching modeling approach for price change, where the latent Markov process is the transition between spreads. We then use a finite Markov mixture of logit regressions on past squared returns to describe the dependence of the probability of price changes. The model can thus be seen as a Double Chain Markov Model. We show that the model describes the shape of return distribution at different time aggregations, volatility clustering, and the anomalo…
Asymptotic regime in N random interacting species
2005
The asymptotic regime of a complex ecosystem with \emph{N}random interacting species and in the presence of an external multiplicative noise is analyzed. We find the role of the external noise on the long time probability distribution of the i-th density species, the extinction of species and the local field acting on the i-th population. We analyze in detail the transient dynamics of this field and the cavity field, which is the field acting on the $i^{th}$ species when this is absent. We find that the presence or the absence of some population give different asymptotic distributions of these fields.
Field- and irradiation-induced phenomena in memristive nanomaterials
2016
The breakthrough in electronics and information technology is anticipated by the development of emerging memory and logic devices, artificial neural networks and brain-inspired systems on the basis of memristive nano-materials represented, in a particular case, by a simple 'metal-insulator-metal' (MIM) thin-film structure. The present article is focused on the comparative analysis of MIM devices based on oxides with dominating ionic (ZrOx, HfOx) and covalent (SiOx, GeOx) bonding of various composition and geometry deposited by magnetron sputtering. The studied memristive devices demonstrate reproducible change in their resistance (resistive switching - RS) originated from the formation and …
Adaptive type-2 fuzzy logic control of a bioreactor
2010
Two adaptive type-2 fuzzy logic controllers with minimum number of rules are developed and compared by simulation for control of a bioreactor in which aerobic alcoholic fermentation for the growth of Saccharomyces cerevisiae takes place. The bioreactor model is characterized by nonlinearity and parameter uncertainty. The first adaptive fuzzy controller is a type-2 fuzzy-neuro-predictive controller (T2FNPC) that combines the capability of type-2 fuzzy logic to handle uncertainties, with the ability of predictive control to predict future plant performance making use of a neural network model of the nonlinear system. The second adaptive fuzzy controller is instead a self-tuning type-2 PI cont…
Inferring causal relations from observational long-term carbon and water fluxes records
2022
AbstractLand, atmosphere and climate interact constantly and at different spatial and temporal scales. In this paper we rely on causal discovery methods to infer spatial patterns of causal relations between several key variables of the carbon and water cycles: gross primary productivity, latent heat energy flux for evaporation, surface air temperature, precipitation, soil moisture and radiation. We introduce a methodology based on the convergent cross-mapping (CCM) technique. Despite its good performance in general, CCM is sensitive to (even moderate) noise levels and hyper-parameter selection. We present a robust CCM (RCCM) that relies on temporal bootstrapping decision scores and the deri…
Active Brownian Motion Models and Applications to Ratchets
2008
We give an overview over recent studies on the model of Active Brownian Motion (ABM) coupled to reservoirs providing free energy which may be converted into kinetic energy of motion. First, we present an introduction to a general concept of active Brownian particles which are capable to take up energy from the source and transform part of it in order to perform various activities. In the second part of our presentation we consider applications of ABM to ratchet systems with different forms of differentiable potentials. Both analytical and numerical evaluations are discussed for three cases of sinusoidal, staircase-like and Mateos ratchet potentials, also with the additional loads modeled by…
Adaptive Neural Stabilizing Controller for a Class of Mismatched Uncertain Nonlinear Systems by State and Output Feedback
2015
In this paper, first, an adaptive neural network (NN) state-feedback controller for a class of nonlinear systems with mismatched uncertainties is proposed. By using a radial basis function NN (RBFNN), a bound of unknown nonlinear functions is approximated so that no information about the upper bound of mismatched uncertainties is required. Then, an observer-based adaptive controller based on RBFNN is designed to stabilize uncertain nonlinear systems with immeasurable states. The state-feedback and observer-based controllers are based on Lyapunov and strictly positive real-Lyapunov stability theory, respectively, and it is shown that the asymptotic convergence of the closed-loop system to ze…
Dynamics of a FitzHugh-Nagumo system subjected to autocorrelated noise
2008
We analyze the dynamics of the FitzHugh-Nagumo (FHN) model in the presence of colored noise and a periodic signal. Two cases are considered: (i) the dynamics of the membrane potential is affected by the noise, (ii) the slow dynamics of the recovery variable is subject to noise. We investigate the role of the colored noise on the neuron dynamics by the mean response time (MRT) of the neuron. We find meaningful modifications of the resonant activation (RA) and noise enhanced stability (NES) phenomena due to the correlation time of the noise. For strongly correlated noise we observe suppression of NES effect and persistence of RA phenomenon, with an efficiency enhancement of the neuronal respo…
An ensemble approach to short-term forecast of COVID-19 intensive care occupancy in Italian Regions
2020
Abstract The availability of intensive care beds during the COVID‐19 epidemic is crucial to guarantee the best possible treatment to severely affected patients. In this work we show a simple strategy for short‐term prediction of COVID‐19 intensive care unit (ICU) beds, that has proved very effective during the Italian outbreak in February to May 2020. Our approach is based on an optimal ensemble of two simple methods: a generalized linear mixed regression model, which pools information over different areas, and an area‐specific nonstationary integer autoregressive methodology. Optimal weights are estimated using a leave‐last‐out rationale. The approach has been set up and validated during t…
Instantaneous transfer entropy for the study of cardio-respiratory dynamics
2015
Measures of transfer entropy have been proposed to quantify the directional coupling and strength between two complex physiological variables. Particular attention has been given to nonlinear interactions within cardiovascular and respiratory dynamics as influenced by the autonomic nervous system. However, standard transfer entropy estimates have shown major limitations in dealing with issues concerning stochastic system modeling, limited observations in time, and the assumption of stationarity of the considered physiological variables. Moreover, standard estimates are unable to track time-varying changes in nonlinear coupling with high resolution in time. Here, we propose a novel definitio…