Search results for "Linear system"

showing 10 items of 1558 documents

Input-Output Finite-Time Stability of Discrete-Time Impulsive Switched Linear Systems with State Delays

2013

Published version of an article in the journal: Circuits, Systems, and Signal Processing. Also available from the publisher at: http://dx.doi.org/10.1007/s00034-013-9610-7 This paper is concerned with the problem of input-output finite-time stability (IO-FTS) for discrete impulsive switched systems with state delays. Sufficient conditions are presented for the existence of IO-FTS for such systems under the cases of certain switching, arbitrary switching, and uncertain switching. All the obtained results are formulated in a set of linear matrix inequalities (LMIs). Two numerical examples are given to illustrate the effectiveness of the proposed results.

Input/outputSignal processingFinite-time stability; Impulsive systems; Input-output stability; Linear matrix inequality; State delays; Switched systems; Signal Processing; Applied MathematicsApplied MathematicsVDP::Technology: 500Linear systemLinear matrix inequalityImpulsive systemsState (functional analysis)Linear matrix inequalityStability (probability)State delaysSet (abstract data type)Input-output stabilityDiscrete time and continuous timeControl theoryFinite-time stabilitySignal Processingfinear matrix inequalitySwitched systemsMathematicsCircuits, Systems, and Signal Processing
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On the integrability of the extended nonlinear Schrödinger equation and the coupled extended nonlinear Schrödinger equations

2000

We consider the extended nonlinear Schr¨ (ENLS) equation which governs the propagation of nonlinear optical fields in a fibre with higher-order effects such as higher-order dispersion and self-steepening. We show that the ENLS equation does not pass the Painlev´ test. Similarly, we claim that the coupled ENLS equations and N -coupled ENLS equations which govern the simultaneous propagation of two and more nonlinear fields in optical fibres are also not integrable from the Painlev´ e analysis point of view.

Integrable systemMathematical analysisGeneral Physics and AstronomyStatistical and Nonlinear PhysicsSchrödinger equationsymbols.namesakeNonlinear opticalNonlinear systemClassical mechanicssymbolsDispersion (water waves)Nonlinear Schrödinger equationMathematical PhysicsMathematicsJournal of Physics A: Mathematical and General
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Linear and Nonlinear Interest Rate Exposure of Spanish Firms

2006

This paper carries out a comprehensive analysis of the interest rate risk borne by the Spanish firms on a sector basis. The traditional linear interest rate exposure model has been extended to allow for the possibility of a nonlinear exposure component as well as the presence of asymmetric behaviour in the exposure pattern. The obtained results show a significant interest rate exposure for some sectors, especially with regard to changes in the long-term interest rates. Moreover, it is documented that the linear exposure profile prevails over the asymmetric and nonlinear exposure patterns. In particular, the Construction sector is the sector that shows the highest incidence of interest rate …

Interest rate riskNonlinear systembusiness.industryFinancial economicsmedia_common.quotation_subjectEconometricsbusinessRisk managementStock (geology)Interest ratemedia_commonSSRN Electronic Journal
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Robust optimality of linear saturated control in uncertain linear network flows

2008

We propose a novel approach that, given a linear saturated feedback control policy, asks for the objective function that makes robust optimal such a policy. The approach is specialized to a linear network flow system with unknown but bounded demand and politopic bounds on controlled flows. All results are derived via the Hamilton-Jacobi-Isaacs and viscosity theory.

Inventory controlMathematical optimizationControl theoryViscosity (programming)Bounded functionLinear systemOptimal control Robust optimization Inventory control Viscosity solutionsTrajectoryRobust optimizationSettore MAT/09 - Ricerca OperativaRobust controlOptimal controlMathematics2008 47th IEEE Conference on Decision and Control
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Lagrangian dynamics and possible isochronous behavior in several classes of non-linear second order oscillators via the use of Jacobi last multiplier

2015

Abstract In this paper, we employ the technique of Jacobi Last Multiplier (JLM) to derive Lagrangians for several important and topical classes of non-linear second-order oscillators, including systems with variable and parametric dissipation, a generalized anharmonic oscillator, and a generalized Lane–Emden equation. For several of these systems, it is very difficult to obtain the Lagrangians directly, i.e., by solving the inverse problem of matching the Euler–Lagrange equations to the actual oscillator equation. In order to facilitate the derivation of exact solutions, and also investigate possible isochronous behavior in the analyzed systems, we next invoke some recent theoretical result…

Isochronous dynamicConservation lawApplied MathematicsMechanical EngineeringMathematical analysisAnharmonicityIsotonic potentialJacobi Last Multiplier (JLM)Simple harmonic motionInverse problemMultiplier (Fourier analysis)Nonlinear systemsymbols.namesakeSimple harmonic oscillatorMechanics of MaterialssymbolsNoether's theoremSettore MAT/07 - Fisica MatematicaLagrangianConservation lawsVariable (mathematics)MathematicsInternational Journal of Non-Linear Mechanics
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Statistic moments of the total energy of potential systems and application to equivalent non-linearization

2000

In this paper some properties of the total energy moments of potential systems, subjected to external white noise processes, are shown. Potential systems with a polynomial form of energy-dependent damping have been considered. It is shown that the analytical relations between the statistical moments of the energy associated with such systems can be obtained with the aid of the standard Ito calculus. Furthermore, it is shown that, for the stationary case, these analytical relations are very useful for the application of the equivalent non-linearization technique.

Iterative methodApplied MathematicsMechanical Engineeringequivalent non-linearizationMathematical analysisStochastic calculusmoment equationWhite noisePotential energyIto stochastic calculusSettore ICAR/09 - Tecnica Delle CostruzioniNonlinear systemMechanics of MaterialsLinearizationpotential systemEnergy (signal processing)StatisticMathematicsInternational Journal of Non-Linear Mechanics
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�ber ein Verfahren der Ordnung $$1 + \sqrt 2 $$ zur Nullstellenbestimmung

1979

A new iterative method for solving nonlinear equations is presented which is shown to converge locally withR-order of convergence $$1 + \sqrt 2 $$ at least under suitable differentiability assumptions. The method needs as many function evaluations per step as the classical Newton method.

Iterative methodApplied MathematicsNumerical analysisFunction (mathematics)Computational Mathematicssymbols.namesakeNonlinear systemConvergence (routing)symbolsCalculusApplied mathematicsDifferentiable functionNewton's methodMathematicsNumerische Mathematik
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Some supplementary results on the 1+ $$\sqrt 2 $$ order method for the solution of nonlinear equations

1982

Recently an iterative method for the solution of systems of nonlinear equations having at leastR-order 1+ $$\sqrt 2 $$ for simple roots has been investigated by the author [7]; this method uses as many function evaluations per step as the classical Newton method. In the present note we deal with several properties of the method such as monotone convergence, asymptotic inclusion of the solution and convergence in the case of multiple roots.

Iterative methodApplied MathematicsNumerical analysisMathematical analysisFunction (mathematics)Local convergenceComputational MathematicsNonlinear systemsymbols.namesakeMonotone polygonConvergence (routing)symbolsNewton's methodMathematicsNumerische Mathematik
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A backward sweep method for power flow solution in distribution networks

2010

Abstract A methodology for the analysis of radial or weakly meshed distribution systems supplying voltage dependent loads is here developed. The solution process is iterative and, at each step, loads are simulated by means of impedances. Therefore, at each iteration, it is necessary to solve a network made up only of impedances; for this kind of network, all the voltages and currents can be expressed as linear functions of a single unknown current (in radial systems) or of two unknown currents for each independent mesh (for meshed systems). The methodology has been called “backward” since the unique equation, in case of radial network, and the linear system of equations, in case of meshed n…

Iterative methodbackward/forward methodradial and meshed distribution networksPV nodes power flowLinear systemEnergy Engineering and Power TechnologyTopologySystem of linear equationslaw.inventionSettore ING-IND/33 - Sistemi Elettrici Per L'EnergiaStep responselawElectrical networkElectronic engineeringPolygon meshElectrical and Electronic EngineeringLinear equationVoltageMathematics
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Iterative closure method for non-linear systems driven by polynomials of Gaussian filtered processes

2008

This paper concerns the statistical characterization of the non-Gaussian response of non-linear systems excited by polynomial forms of filtered Gaussian processes. The non-Gaussianity requires the computation of moments of any order. The problem is solved profiting from both the stochastic equivalent linearization (EL), and the moment equation approach of Ito's stochastic differential calculus through a procedure divided into two parts. The first step requires the linearization of the system, while retaining the non-linear excitation; the response statistical moments are calculated exactly, and constitute a first estimate of the moments of the actual non-linear system. In the second step, t…

Itoˆ ’s calculuDynamical systems theoryIterative methodMoment equation approachMechanical EngineeringGaussianMathematical analysisStochastic calculusSecond moment of areaNon-linear systemComputer Science ApplicationsNonlinear systemsymbols.namesakeLinearizationModeling and SimulationsymbolsStochastic dynamicGeneral Materials ScienceIterative procedureSettore ICAR/08 - Scienza Delle CostruzioniGaussian processCivil and Structural EngineeringMathematicsComputers & Structures
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