Search results for: extended Lyapunov method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19293

Search results for: extended Lyapunov method

19293 Lyapunov Functions for Extended Ross Model

Authors: Rahele Mosleh

Abstract:

This paper gives a survey of results on global stability of extended Ross model for malaria by constructing some elegant Lyapunov functions for two cases of epidemic, including disease-free and endemic occasions. The model is a nonlinear seven-dimensional system of ordinary differential equations that simulates this phenomenon in a more realistic fashion. We discuss the existence of positive disease-free and endemic equilibrium points of the model. It is stated that extended Ross model possesses invariant solutions for human and mosquito in a specific domain of the system.

Keywords: global stability, invariant solutions, Lyapunov function, stationary points

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19292 Stability Analysis and Controller Design of Further Development of Miniaturized Mössbauer Spectrometer II for Space Applications with Focus on the Extended Lyapunov Method – Part I –

Authors: Mohammad Beyki, Justus Pawlak, Robert Patzke, Franz Renz

Abstract:

In the context of planetary exploration, the MIMOS II (miniaturized Mössbauer spectrometer) serves as a proven and reliable measuring instrument. The transmission behaviour of the electronics in the Mössbauer spectroscopy is newly developed and optimized. For this purpose, the overall electronics is split into three parts. This elaboration deals exclusively with the first part of the signal chain for the evaluation of photons in experiments with gamma radiation. Parallel to the analysis of the electronics, a new method for the stability consideration of linear and non-linear systems is presented: The extended method of Lyapunov’s stability criteria. The design helps to weigh advantages and disadvantages against other simulated circuits in order to optimize the MIMOS II for the terestric and extraterestric measurment. Finally, after stability analysis, the controller design according to Ackermann is performed, achieving the best possible optimization of the output variable through a skillful pole assignment.

Keywords: Mössbauer spectroscopy, electronic signal amplifier, light processing technology, photocurrent, trans-impedance amplifier, extended Lyapunov method

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19291 Computation of Stress Intensity Factor Using Extended Finite Element Method

Authors: Mahmoudi Noureddine, Bouregba Rachid

Abstract:

In this paper the stress intensity factors of a slant-cracked plate of AISI 304 stainless steel, have been calculated using extended finite element method and finite element method (FEM) in ABAQUS software, the results were compared with theoretical values.

Keywords: stress intensity factors, extended finite element method, stainless steel, abaqus

Procedia PDF Downloads 581
19290 Stability and Boundedness Theorems of Solutions of Certain Systems of Differential Equations

Authors: Adetunji A. Adeyanju., Mathew O. Omeike, Johnson O. Adeniran, Biodun S. Badmus

Abstract:

In this paper, we discuss certain conditions for uniform asymptotic stability and uniform ultimate boundedness of solutions to some systems of Aizermann-type of differential equations by means of second method of Lyapunov. In achieving our goal, some Lyapunov functions are constructed to serve as basic tools. The stability results in this paper, extend some stability results for some Aizermann-type of differential equations found in literature. Also, we prove some results on uniform boundedness and uniform ultimate boundedness of solutions of systems of equations study.

Keywords: Aizermann, boundedness, first order, Lyapunov function, stability

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19289 Lyapunov-Based Tracking Control for Nonholonomic Wheeled Mobile Robot

Authors: Raouf Fareh, Maarouf Saad, Sofiane Khadraoui, Tamer Rabie

Abstract:

This paper presents a tracking control strategy based on Lyapunov approach for nonholonomic wheeled mobile robot. This control strategy consists of two levels. First, a kinematic controller is developed to adjust the right and left wheel velocities. Using this velocity control law, the stability of the tracking error is guaranteed using Lyapunov approach. This kinematic controller cannot be generated directly by the motors. To overcome this problem, the second level of the controllers, dynamic control, is designed. This dynamic control law is developed based on Lyapunov theory in order to track the desired trajectories of the mobile robot. The stability of the tracking error is proved using Lupunov and Barbalat approaches. Simulation results on a nonholonomic wheeled mobile robot are given to demonstrate the feasibility and effectiveness of the presented approach.

Keywords: mobile robot, trajectory tracking, Lyapunov, stability

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19288 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations

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19287 An Efficient Discrete Chaos in Generalized Logistic Maps with Applications in Image Encryption

Authors: Ashish Ashish

Abstract:

In the last few decades, the discrete chaos of difference equations has gained a massive attention of academicians and scholars due to its tremendous applications in each and every branch of science, such as cryptography, traffic control models, secure communications, weather forecasting, and engineering. In this article, a generalized logistic discrete map is established and discrete chaos is reported through period doubling bifurcation, period three orbit and Lyapunov exponent. It is interesting to see that the generalized logistic map exhibits superior chaos due to the presence of an extra degree of freedom of an ordered parameter. The period doubling bifurcation and Lyapunov exponent are demonstrated for some particular values of parameter and the discrete chaos is determined in the sense of Devaney's definition of chaos theoretically as well as numerically. Moreover, the study discusses an extended chaos based image encryption and decryption scheme in cryptography using this novel system. Surprisingly, a larger key space for coding and more sensitive dependence on initial conditions are examined for encryption and decryption of text messages, images and videos which secure the system strongly from external cyber attacks, coding attacks, statistic attacks and differential attacks.

Keywords: chaos, period-doubling, logistic map, Lyapunov exponent, image encryption

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19286 Lyapunov and Input-to-State Stability of Stochastic Differential Equations

Authors: Arcady Ponosov, Ramazan Kadiev

Abstract:

Input-to-State Stability (ISS) is widely used in deterministic control theory but less known in the stochastic case. Roughly speaking, the theory explains when small perturbations of the right-hand sides of the system on the entire semiaxis cause only small changes in the solutions of the system, again on the entire semiaxis. This property is crucial in many applications. In the report, we explain how to define and study ISS for systems of linear stochastic differential equations with or without delays. The central result connects ISS with the property of Lyapunov stability. This relationship is well-known in the deterministic setting, but its stochastic version is new. As an application, a method of studying asymptotic Lyapunov stability for stochastic delay equations is described and justified. Several examples are provided that confirm the efficiency and simplicity of the framework.

Keywords: asymptotic stability, delay equations, operator methods, stochastic perturbations

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19285 Self-Organizing Control Systems for Unstable and Deterministic Chaotic Processes

Authors: Mamyrbek A. Beisenbi, Nurgul M. Kissikova, Saltanat E. Beisembina, Salamat T. Suleimenova, Samal A. Kaliyeva

Abstract:

The paper proposes a method for constructing a self-organizing control system for unstable and deterministic chaotic processes in the class of catastrophe “hyperbolic umbilic” for objects with m-inputs and n-outputs. The self-organizing control system is investigated by the universal gradient-velocity method of Lyapunov vector functions. The conditions for self-organization of the control system in the class of catastrophes “hyperbolic umbilic” are shown in the form of a system of algebraic inequalities that characterize the aperiodic robust stability in the stationary states of the system.

Keywords: gradient-velocity method of Lyapunov vector-functions, hyperbolic umbilic, self-organizing control system, stability

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19284 Delay-Independent Closed-Loop Stabilization of Neutral System with Infinite Delays

Authors: Iyai Davies, Olivier L. C. Haas

Abstract:

In this paper, the problem of stability and stabilization for neutral delay-differential systems with infinite delay is investigated. Using Lyapunov method, new delay-independent sufficient condition for the stability of neutral systems with infinite delay is obtained in terms of linear matrix inequality (LMI). Memory-less state feedback controllers are then designed for the stabilization of the system using the feasible solution of the resulting LMI, which are easily solved using any optimization algorithms. Numerical examples are given to illustrate the results of the proposed methods.

Keywords: infinite delays, Lyapunov method, linear matrix inequality, neutral systems, stability

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19283 Parameterized Lyapunov Function Based Robust Diagonal Dominance Pre-Compensator Design for Linear Parameter Varying Model

Authors: Xiaobao Han, Huacong Li, Jia Li

Abstract:

For dynamic decoupling of linear parameter varying system, a robust dominance pre-compensator design method is given. The parameterized pre-compensator design problem is converted into optimal problem constrained with parameterized linear matrix inequalities (PLMI); To solve this problem, firstly, this optimization problem is equivalently transformed into a new form with elimination of coupling relationship between parameterized Lyapunov function (PLF) and pre-compensator. Then the problem was reduced to a normal convex optimization problem with normal linear matrix inequalities (LMI) constraints on a newly constructed convex polyhedron. Moreover, a parameter scheduling pre-compensator was achieved, which satisfies robust performance and decoupling performances. Finally, the feasibility and validity of the robust diagonal dominance pre-compensator design method are verified by the numerical simulation of a turbofan engine PLPV model.

Keywords: linear parameter varying (LPV), parameterized Lyapunov function (PLF), linear matrix inequalities (LMI), diagonal dominance pre-compensator

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19282 Lyapunov Exponents in the Restricted Three Body Problem under the Influence of Perturbations

Authors: Ram Kishor

Abstract:

The Lyapunov characteristic exponent (LCE) is an important tool to describe behavior of a dynamical system, which measures the average rate of divergence (or convergence) of a trajectory emanating in the vicinity of initial point. To analyze the behavior of nearby trajectory emanating in the neighborhood of an equilibrium point in the restricted three-body problem under the influence of perturbations in the form of radiation pressure and oblateness, we compute LCEs of first order with the help of slandered method which is based on variational equation of the system. It is observed that trajectories are chaotic in nature due positive LCEs. Also, we analyze the effect of radiation pressure and oblateness on the LCEs. Results are applicable to study the behavior of more generalized RTBP in the presence of perturbations such as PR drag, solar wind drag etc.

Keywords: Lyapunov characteristic exponent, RTBP, radiation pressure, oblateness

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19281 Generalized Synchronization in Systems with a Complex Topology of Attractor

Authors: Olga I. Moskalenko, Vladislav A. Khanadeev, Anastasya D. Koloskova, Alexey A. Koronovskii, Anatoly A. Pivovarov

Abstract:

Generalized synchronization is one of the most intricate phenomena in nonlinear science. It can be observed both in systems with a unidirectional and mutual type of coupling including the complex networks. Such a phenomenon has a number of practical applications, for example, for the secure information transmission through the communication channel with a high level of noise. Known methods for the secure information transmission needs in the increase of the privacy of data transmission that arises a question about the observation of such phenomenon in systems with a complex topology of chaotic attractor possessing two or more positive Lyapunov exponents. The present report is devoted to the study of such phenomenon in two unidirectionally and mutually coupled dynamical systems being in chaotic (with one positive Lyapunov exponent) and hyperchaotic (with two or more positive Lyapunov exponents) regimes, respectively. As the systems under study, we have used two mutually coupled modified Lorenz oscillators and two unidirectionally coupled time-delayed generators. We have shown that in both cases the generalized synchronization regime can be detected by means of the calculation of Lyapunov exponents and phase tube approach whereas due to the complex topology of attractor the nearest neighbor method is misleading. Moreover, the auxiliary system approaches being the standard method for the synchronous regime observation, for the mutual type of coupling results in incorrect results. To calculate the Lyapunov exponents in time-delayed systems we have proposed an approach based on the modification of Gram-Schmidt orthogonalization procedure in the context of the time-delayed system. We have studied in detail the mechanisms resulting in the generalized synchronization regime onset paying a great attention to the field where one positive Lyapunov exponent has already been become negative whereas the second one is a positive yet. We have found the intermittency here and studied its characteristics. To detect the laminar phase lengths the method based on a calculation of local Lyapunov exponents has been proposed. The efficiency of the method has been verified using the example of two unidirectionally coupled Rössler systems being in the band chaos regime. We have revealed the main characteristics of intermittency, i.e. the distribution of the laminar phase lengths and dependence of the mean length of the laminar phases on the criticality parameter, for all systems studied in the report. This work has been supported by the Russian President's Council grant for the state support of young Russian scientists (project MK-531.2018.2).

Keywords: complex topology of attractor, generalized synchronization, hyperchaos, Lyapunov exponents

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19280 Fault Detection and Isolation in Attitude Control Subsystem of Spacecraft Formation Flying Using Extended Kalman Filters

Authors: S. Ghasemi, K. Khorasani

Abstract:

In this paper, the problem of fault detection and isolation in the attitude control subsystem of spacecraft formation flying is considered. In order to design the fault detection method, an extended Kalman filter is utilized which is a nonlinear stochastic state estimation method. Three fault detection architectures, namely, centralized, decentralized, and semi-decentralized are designed based on the extended Kalman filters. Moreover, the residual generation and threshold selection techniques are proposed for these architectures.

Keywords: component, formation flight of satellites, extended Kalman filter, fault detection and isolation, actuator fault

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19279 Strict Stability of Fuzzy Differential Equations by Lyapunov Functions

Authors: Mustafa Bayram Gücen, Coşkun Yakar

Abstract:

In this study, we have investigated the strict stability of fuzzy differential systems and we compare the classical notion of strict stability criteria of ordinary differential equations and the notion of strict stability of fuzzy differential systems. In addition that, we present definitions of stability and strict stability of fuzzy differential equations and also we have some theorems and comparison results. Strict Stability is a different stability definition and this stability type can give us an information about the rate of decay of the solutions. Lyapunov’s second method is a standard technique used in the study of the qualitative behavior of fuzzy differential systems along with a comparison result that allows the prediction of behavior of a fuzzy differential system when the behavior of the null solution of a fuzzy comparison system is known. This method is a usefull for investigating strict stability of fuzzy systems. First of all, we present definitions and necessary background material. Secondly, we discuss and compare the differences between the classical notion of stability and the recent notion of strict stability. And then, we have a comparison result in which the stability properties of the null solution of the comparison system imply the corresponding stability properties of the fuzzy differential system. Consequently, we give the strict stability results and a comparison theorem. We have used Lyapunov second method and we have proved a comparison result with scalar differential equations.

Keywords: fuzzy systems, fuzzy differential equations, fuzzy stability, strict stability

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19278 Chaotic Motion of Single-Walled Carbon Nanotube Subject to Damping Effect

Authors: Tai-Ping Chang

Abstract:

In the present study, the effects on chaotic motion of single-walled carbon nanotube (SWCNT) due to the linear and nonlinear damping are investigated. By using the Hamilton’s principle, the nonlinear governing equation of the single-walled carbon nanotube embedded in a matrix is derived. The Galerkin’s method is adopted to simplify the integro-partial differential equation into a nonlinear dimensionless governing equation for the SWCNT, which turns out to be a forced Duffing equation. The variations of the Lyapunov exponents of the SWCNT with damping and harmonic forcing amplitudes are investigated. Based on the computations of the top Lyapunov exponent, it is concluded that the chaotic motion of the SWCNT occurs when the amplitude of the periodic excitation exceeds certain value, besides, the chaotic motion of the SWCNT occurs with small linear damping and tiny nonlinear damping.

Keywords: chaotic motion, damping, Lyapunov exponents, single-walled carbon nanotube

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19277 Synchronization of Chaotic T-System via Optimal Control as an Adaptive Controller

Authors: Hossein Kheiri, Bashir Naderi, Mohamad Reza Niknam

Abstract:

In this paper we study the optimal synchronization of chaotic T-system with complete uncertain parameter. Optimal control laws and parameter estimation rules are obtained by using Hamilton-Jacobi-Bellman (HJB) technique and Lyapunov stability theorem. The derived control laws are optimal adaptive control and make the states of drive and response systems asymptotically synchronized. Numerical simulation shows the effectiveness and feasibility of the proposed method.

Keywords: Lyapunov stability, synchronization, chaos, optimal control, adaptive control

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19276 Reliable Consensus Problem for Multi-Agent Systems with Sampled-Data

Authors: S. H. Lee, M. J. Park, O. M. Kwon

Abstract:

In this paper, reliable consensus of multi-agent systems with sampled-data is investigated. By using a suitable Lyapunov-Krasovskii functional and some techniques such as Wirtinger Inequality, Schur Complement and Kronecker Product, the results of this systems are obtained by solving a set of Linear Matrix Inequalities(LMIs). One numerical example is included to show the effectiveness of the proposed criteria.

Keywords: multi-agent, linear matrix inequalities (LMIs), kronecker product, sampled-data, Lyapunov method

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19275 Robust H∞ State Feedback Control for Discrete Time T-S Fuzzy Systems Based on Fuzzy Lyapunov Function Approach

Authors: Walied Hanora

Abstract:

This paper presents the problem of robust state feedback H∞ for discrete time nonlinear system represented by Takagi-Sugeno fuzzy systems. Based on fuzzy lyapunov function, the condition ,which is represented in the form of Liner Matrix Inequalities (LMI), guarantees the H∞ performance of the T-S fuzzy system with uncertainties. By comparison with recent literature, this approach will be more relaxed condition. Finally, an example is given to illustrate the proposed result.

Keywords: fuzzy lyapunov function, H∞ control , linear matrix inequalities, state feedback, T-S fuzzy systems

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19274 A Coupled Extended-Finite-Discrete Element Method: On the Different Contact Schemes between Continua and Discontinua

Authors: Shervin Khazaeli, Shahab Haj-zamani

Abstract:

Recently, advanced geotechnical engineering problems related to soil movement, particle loss, and modeling of local failure (i.e. discontinua) as well as modeling the in-contact structures (i.e. continua) are of the great interest among researchers. The aim of this research is to meet the requirements with respect to the modeling of the above-mentioned two different domains simultaneously. To this end, a coupled numerical method is introduced based on Discrete Element Method (DEM) and eXtended-Finite Element Method (X-FEM). In the coupled procedure, DEM is employed to capture the interactions and relative movements of soil particles as discontinua, while X-FEM is utilized to model in-contact structures as continua, which may consist of different types of discontinuities. For verification purposes, the new coupled approach is utilized to examine benchmark problems including different contacts between/within continua and discontinua. Results are validated by comparison with those of existing analytical and numerical solutions. This study proves that extended-finite-discrete element method can be used to robustly analyze not only contact problems, but also other types of discontinuities in continua such as (i) crack formations and propagations, (ii) voids and bimaterial interfaces, and (iii) combination of previous cases. In essence, the proposed method can be used vastly in advanced soil-structure interaction problems to investigate the micro and macro behaviour of the surrounding soil and the response of the embedded structure that contains discontinuities.

Keywords: contact problems, discrete element method, extended-finite element method, soil-structure interaction

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19273 Sufficient Conditions for Exponential Stability of Stochastic Differential Equations with Non Trivial Solutions

Authors: Fakhreddin Abedi, Wah June Leong

Abstract:

Exponential stability of stochastic differential equations with non trivial solutions is provided in terms of Lyapunov functions. The main result of this paper establishes that, under certain hypotheses for the dynamics f(.) and g(.), practical exponential stability in probability at the small neighborhood of the origin is equivalent to the existence of an appropriate Lyapunov function. Indeed, we establish exponential stability of stochastic differential equation when almost all the state trajectories are bounded and approach a sufficiently small neighborhood of the origin. We derive sufficient conditions for exponential stability of stochastic differential equations. Finally, we give a numerical example illustrating our results.

Keywords: exponential stability in probability, stochastic differential equations, Lyapunov technique, Ito's formula

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19272 H∞ Sampled-Data Control for Linear Systems Time-Varying Delays: Application to Power System

Authors: Chang-Ho Lee, Seung-Hoon Lee, Myeong-Jin Park, Oh-Min Kwon

Abstract:

This paper investigates improved stability criteria for sampled-data control of linear systems with disturbances and time-varying delays. Based on Lyapunov-Krasovskii stability theory, delay-dependent conditions sufficient to ensure H∞ stability for the system are derived in the form of linear matrix inequalities(LMI). The effectiveness of the proposed method will be shown in numerical examples.

Keywords: sampled-data control system, Lyapunov-Krasovskii functional, time delay-dependent, LMI, H∞ control

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19271 Fast Terminal Synergetic Converter Control

Authors: Z. Bouchama, N. Essounbouli, A. Hamzaoui, M. N. Harmas

Abstract:

A new robust finite time synergetic controller is presented based on recently developed synergetic control methodology and a terminal attractor technique. A Fast Terminal Synergetic Control (FTSC) is proposed for controlling DC-DC buck converter. Unlike Synergetic Control (SC) and sliding mode control, the proposed control scheme has the characteristics of finite time convergence and chattering free phenomena. Simulation of stabilization and reference tracking for buck converter systems illustrates the approach effectiveness while stability is assured in the Lyapunov sense and converse Lyapunov results involving scalar differential inequalities are given for finite-time stability.

Keywords: dc-dc buck converter, synergetic control, finite time convergence, terminal synergetic control, fast terminal synergetic control, Lyapunov

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19270 The Uniting Control Lyapunov Functions in Permanent Magnet Synchronous Linear Motor

Authors: Yi-Fei Yang, Nai-Bao He, Shao-Bang Xing

Abstract:

This study investigates the permanent magnet synchronous linear motor (PMSLM) chaotic motion under the specific physical parameters, the stability and the security of motor-driven system will be unavoidably influenced. Therefore, it is really necessary to investigate the methods of controlling or suppressing chaos in PMSLM. Firstly, we derive a chaotic model of PMSLM in the closed-loop system. Secondly, in order to realize the local asymptotic stabilization of the mechanical subsystem and the global stabilization of the motor-driven system including electrical subsystem, we propose an improved uniting control lyapunov functions by introducing backstepping approach. Finally, an illustrated example is also given to show the electiveness of the obtained results.

Keywords: linear motor, lyapunov functions, chao control, hybrid controller

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19269 Lyapunov Type Inequalities for Fractional Impulsive Hamiltonian Systems

Authors: Kazem Ghanbari, Yousef Gholami

Abstract:

This paper deals with study about fractional order impulsive Hamiltonian systems and fractional impulsive Sturm-Liouville type problems derived from these systems. The main purpose of this paper devotes to obtain so called Lyapunov type inequalities for mentioned problems. Also, in view point on applicability of obtained inequalities, some qualitative properties such as stability, disconjugacy, nonexistence and oscillatory behaviour of fractional Hamiltonian systems and fractional Sturm-Liouville type problems under impulsive conditions will be derived. At the end, we want to point out that for studying fractional order Hamiltonian systems, we will apply recently introduced fractional Conformable operators.

Keywords: fractional derivatives and integrals, Hamiltonian system, Lyapunov-type inequalities, stability, disconjugacy

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19268 Extended Kalman Filter Based Direct Torque Control of Permanent Magnet Synchronous Motor

Authors: Liang Qin, Hanan M. D. Habbi

Abstract:

A robust sensorless speed for permanent magnet synchronous motor (PMSM) has been presented for estimation of stator flux components and rotor speed based on The Extended Kalman Filter (EKF). The model of PMSM and its EKF models are modeled in Matlab /Sirnulink environment. The proposed EKF speed estimation method is also proved insensitive to the PMSM parameter variations. Simulation results demonstrate a good performance and robustness.

Keywords: DTC, Extended Kalman Filter (EKF), PMSM, sensorless control, anti-windup PI

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19267 Concentric Circle Detection based on Edge Pre-Classification and Extended RANSAC

Authors: Zhongjie Yu, Hancheng Yu

Abstract:

In this paper, we propose an effective method to detect concentric circles with imperfect edges. First, the gradient of edge pixel is coded and a 2-D lookup table is built to speed up normal generation. Then we take an accumulator to estimate the rough center and collect plausible edges of concentric circles through gradient and distance. Later, we take the contour-based method, which takes the contour and edge intersection, to pre-classify the edges. Finally, we use the extended RANSAC method to find all the candidate circles. The center of concentric circles is determined by the two circles with the highest concentricity. Experimental results demonstrate that the proposed method has both good performance and accuracy for the detection of concentric circles.

Keywords: concentric circle detection, gradient, contour, edge pre-classification, RANSAC

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19266 Evolved Bat Algorithm Based Adaptive Fuzzy Sliding Mode Control with LMI Criterion

Authors: P.-W. Tsai, C.-Y. Chen, C.-W. Chen

Abstract:

In this paper, the stability analysis of a GA-Based adaptive fuzzy sliding model controller for a nonlinear system is discussed. First, a nonlinear plant is well-approximated and described with a reference model and a fuzzy model, both involving FLC rules. Then, FLC rules and the consequent parameter are decided on via an Evolved Bat Algorithm (EBA). After this, we guarantee a new tracking performance inequality for the control system. The tracking problem is characterized to solve an eigenvalue problem (EVP). Next, an adaptive fuzzy sliding model controller (AFSMC) is proposed to stabilize the system so as to achieve good control performance. Lyapunov’s direct method can be used to ensure the stability of the nonlinear system. It is shown that the stability analysis can reduce nonlinear systems into a linear matrix inequality (LMI) problem. Finally, a numerical simulation is provided to demonstrate the control methodology.

Keywords: adaptive fuzzy sliding mode control, Lyapunov direct method, swarm intelligence, evolved bat algorithm

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19265 Analysing the Behaviour of Local Hurst Exponent and Lyapunov Exponent for Prediction of Market Crashes

Authors: Shreemoyee Sarkar, Vikhyat Chadha

Abstract:

In this paper, the local fractal properties and chaotic properties of financial time series are investigated by calculating two exponents, the Local Hurst Exponent: LHE and Lyapunov Exponent in a moving time window of a financial series.y. For the purpose of this paper, the Dow Jones Industrial Average (DIJA) and S&P 500, two of the major indices of United States have been considered. The behaviour of the above-mentioned exponents prior to some major crashes (1998 and 2008 crashes in S&P 500 and 2002 and 2008 crashes in DIJA) is discussed. Also, the optimal length of the window for obtaining the best possible results is decided. Based on the outcomes of the above, an attempt is made to predict the crashes and accuracy of such an algorithm is decided.

Keywords: local hurst exponent, lyapunov exponent, market crash prediction, time series chaos, time series local fractal properties

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19264 A Convergent Interacting Particle Method for Computing Kpp Front Speeds in Random Flows

Authors: Tan Zhang, Zhongjian Wang, Jack Xin, Zhiwen Zhang

Abstract:

We aim to efficiently compute the spreading speeds of reaction-diffusion-advection (RDA) fronts in divergence-free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity. We study a stochastic interacting particle method (IPM) for the reduced principal eigenvalue (Lyapunov exponent) problem of an associated linear advection-diffusion operator with spatially random coefficients. The Fourier representation of the random advection field and the Feynman-Kac (FK) formula of the principal eigenvalue (Lyapunov exponent) form the foundation of our method implemented as a genetic evolution algorithm. The particles undergo advection-diffusion and mutation/selection through a fitness function originated in the FK semigroup. We analyze the convergence of the algorithm based on operator splitting and present numerical results on representative flows such as 2D cellular flow and 3D Arnold-Beltrami-Childress (ABC) flow under random perturbations. The 2D examples serve as a consistency check with semi-Lagrangian computation. The 3D results demonstrate that IPM, being mesh-free and self-adaptive, is simple to implement and efficient for computing front spreading speeds in the advection-dominated regime for high-dimensional random flows on unbounded domains where no truncation is needed.

Keywords: KPP front speeds, random flows, Feynman-Kac semigroups, interacting particle method, convergence analysis

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