Search results for "dynamical system"

showing 3 items of 523 documents

Non-linear systems under parametric alpha-stable LÉVY WHITE NOISES

2005

In this study stochastic analysis of nonlinear dynamical systems under a-stable, multiplicative white noise has been performed. Analysis has been conducted by means of the Ito rule extended to the case of α-stable noises. In this context the order of increments of Levy process has been evaluated and differential equations ruling the evolutions of statistical moments of either parametrically and external dynamical systems have been obtained. The extended Ito rule has also been used to yield the differential equation ruling the evolution of the characteristic function for parametrically excited dynamical systems. The Fourier transform of the characteristic function, namely the probability den…

symbols.namesakeNonlinear systemFourier transformDynamical systems theoryCharacteristic function (probability theory)Stochastic processControl theoryDifferential equationsymbolsProbability density functionWhite noiseStatistical physicsMathematics
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Synchronization of hidden chaotic attractors on the example of radiophysical oscillators

2017

In the present paper we consider the problem of synchronization of hidden and self-excited attractors in the context of application to a system of secure communication. The system of two coupled Chua models was studied. Complete synchronization was observed as for self-excited, as hidden attractors. Beside it for hidden attractors some special type of dynamic was revealed.

ta213oscillatorsbusiness.industryComputer scienceta111elektroniset piiritMathematicsofComputing_NUMERICALANALYSISChaoticContext (language use)dynamical systemsType (model theory)TopologyoskillaattoritNonlinear Sciences::Chaotic DynamicsSecure communicationSynchronization (computer science)Attractorelectronic circuitsdynaamiset systeemitbusinessBifurcation2017 Progress In Electromagnetics Research Symposium - Spring (PIERS)
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Game-Theoretic Approach to Hölder Regularity for PDEs Involving Eigenvalues of the Hessian

2021

AbstractWe prove a local Hölder estimate for any exponent $0<\delta <\frac {1}{2}$ 0 < δ < 1 2 for solutions of the dynamic programming principle $$ \begin{array}{@{}rcl@{}} u^{\varepsilon} (x) = \sum\limits_{j=1}^{n} \alpha_{j} \underset{\dim(S)=j}{\inf} \underset{|v|=1}{\underset{v\in S}{\sup}} \frac{u^{\varepsilon} (x + \varepsilon v) + u^{\varepsilon} (x - \varepsilon v)}{2} \end{array} $$ u ε ( x ) = ∑ j = 1 n α j inf dim ( S ) = j sup v ∈ S | v | = 1 u ε ( x + ε v ) + u ε ( x − ε v ) 2 with α1,αn > 0 and α2,⋯ ,αn− 1 ≥ 0. The proof is based on a new coupling idea from game theory. As an application, we get the same regularity estimate for viscosity solutions of the PDE $…

viscosity solutionosittaisdifferentiaaliyhtälötMathematics::Functional AnalysisStatistics::Theory91A05 91A15 35D40 35B65Mathematics::Dynamical Systemsholder estimateMathematics::Analysis of PDEsmatemaattinen optimointifully nonlinear PDEsdynamic programming principleMathematics - Analysis of PDEsMathematics::ProbabilityFOS: Mathematicspeliteoriaeigenvalue of the HessianAnalysisAnalysis of PDEs (math.AP)estimointi
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