Search results for: Chaotic oscillator
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 167

Search results for: Chaotic oscillator

47 Dripping Modes of Newtonian Liquids: The Effect of Nozzle Inclination

Authors: Amaraja Taur, Pankaj Doshi, Hak Koon Yeoh

Abstract:

The dripping modes for a Newtonian liquid of viscosity µ emanating from an inclined nozzle at flow rate Q is investigated experimentally. As the liquid flow rate Q increases, starting with period-1 with satellite drops, the system transitions to period-1 dripping without satellite, then to limit cycle before showing chaotic responses. Phase diagrams showing the changes in the transitions between the different dripping modes for different nozzle inclination angle q is constructed in the dimensionless (Q, µ) space.

Keywords: Dripping, inclined nozzle, phase diagram.

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46 Block Activity in Metric Neural Networks

Authors: Mario Gonzalez, David Dominguez, Francisco B. Rodriguez

Abstract:

The model of neural networks on the small-world topology, with metric (local and random connectivity) is investigated. The synaptic weights are random, driving the network towards a chaotic state for the neural activity. An ordered macroscopic neuron state is induced by a bias in the network connections. When the connections are mainly local, the network emulates a block-like structure. It is found that the topology and the bias compete to influence the network to evolve into a global or a block activity ordering, according to the initial conditions.

Keywords: Block attractor, random interaction, small world, spin glass.

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45 A Semi- One Time Pad Using Blind Source Separation for Speech Encryption

Authors: Long Jye Sheu, Horng-Shing Chiou, Wei Ching Chen

Abstract:

We propose a new perspective on speech communication using blind source separation. The original speech is mixed with key signals which consist of the mixing matrix, chaotic signals and a random noise. However, parts of the keys (the mixing matrix and the random noise) are not necessary in decryption. In practice implement, one can encrypt the speech by changing the noise signal every time. Hence, the present scheme obtains the advantages of a One Time Pad encryption while avoiding its drawbacks in key exchange. It is demonstrated that the proposed scheme is immune against traditional attacks.

Keywords: one time pad, blind source separation, independentcomponent analysis, speech encryption.

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44 Neural Network Learning Based on Chaos

Authors: Truong Quang Dang Khoa, Masahiro Nakagawa

Abstract:

Chaos and fractals are novel fields of physics and mathematics showing up a new way of universe viewpoint and creating many ideas to solve several present problems. In this paper, a novel algorithm based on the chaotic sequence generator with the highest ability to adapt and reach the global optima is proposed. The adaptive ability of proposal algorithm is flexible in 2 steps. The first one is a breadth-first search and the second one is a depth-first search. The proposal algorithm is examined by 2 functions, the Camel function and the Schaffer function. Furthermore, the proposal algorithm is applied to optimize training Multilayer Neural Networks.

Keywords: learning and evolutionary computing, Chaos Optimization Algorithm, Artificial Neural Networks, nonlinear optimization, intelligent computational technologies.

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43 Radio Frequency Identification Encryption via Modified Two Dimensional Logistic Map

Authors: Hongmin Deng, Qionghua Wang

Abstract:

A modified two dimensional (2D) logistic map based on cross feedback control is proposed. This 2D map exhibits more random chaotic dynamical properties than the classic one dimensional (1D) logistic map in the statistical characteristics analysis. So it is utilized as the pseudo-random (PN) sequence generator, where the obtained real-valued PN sequence is quantized at first, then applied to radio frequency identification (RFID) communication system in this paper. This system is experimentally validated on a cortex-M0 development board, which shows the effectiveness in key generation, the size of key space and security. At last, further cryptanalysis is studied through the test suite in the National Institute of Standards and Technology (NIST).

Keywords: Chaos encryption, logistic map, pseudo-random sequence, RFID.

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42 Investigation of Chaotic Behavior in DC-DC Converters

Authors: Sajid Iqbal, Masood Ahmed, Suhail Aftab Qureshi

Abstract:

DC-DC converters are widely used in regulated switched mode power supplies and in DC motor drive applications. There are several sources of unwanted nonlinearity in practical power converters. In addition, their operation is characterized by switching that gives birth to a variety of nonlinear dynamics. DC-DC buck and boost converters controlled by pulse-width modulation (PWM) have been simulated. The voltage waveforms and attractors obtained from the circuit simulation have been studied. With the onset of instability, the phenomenon of subharmonic oscillations, quasi-periodicity, bifurcations, and chaos have been observed. This paper is mainly motivated by potential contributions of chaos theory in the design, analysis and control of power converters, in particular and power electronics circuits, in general.

Keywords: Buck converter, boost converter, period- doubling, chaos, bifurcation, strange attractor.

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41 High-performance Second-Generation Controlled Current Conveyor CCCII and High Frequency Applications

Authors: Néjib Hassen, Thouraya Ettaghzouti, Kamel Besbes

Abstract:

In this paper, a modified CCCII is presented. We have used a current mirror with low supply voltage. This circuit is operated at low supply voltage of ±1V. Tspice simulations for TSMC 0.18μm CMOS Technology has shown that the current and voltage bandwidth are respectively 3.34GHz and 4.37GHz, and parasitic resistance at port X has a value of 169.320 for a control current of 120μA. In order to realize this circuit, we have implemented in this first step a universal current mode filter where the frequency can reach the 134.58MHz. In the second step, we have implemented two simulated inductors: one floating and the other grounded. These two inductors are operated in high frequency and variable depending on bias current I0. Finally, we have used the two last inductors respectively to implement two sinusoidal oscillators domains of frequencies respectively: [470MHz, 692MHz], and [358MHz, 572MHz] for bias currents I0 [80μA, 350μA].

Keywords: Current controlled current conveyor CCCII, floating inductor, grounded inductor, oscillator, universal filter.

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40 Design of Wireless and Traceable Sensors for Internally Illuminated Photoreactors

Authors: Alexander Sutor, David Demetz

Abstract:

We present methods for developing wireless and traceable sensors for photobioreactors or photoreactors in general. The main focus of application are reactors which are wirelessly powered. Due to the promising properties of the propagation of magnetic fields under water we implemented an inductive link with an on/off switched hartley-oscillator as transmitter and an LC-tank as receiver. For this inductive link we used a carrier frequency of 298 kHz. With this system we performed measurements to demonstrate the independence of the magnetic field from water or salty water. In contrast we showed the strongly reduced range of RF-transmitter-receiver systems at higher frequencies (433 MHz and 2.4 GHz) in water and in salty water. For implementing the traceability of the sensors, we performed measurements to show the well defined orientation of the magnetic field of a coil. This information will be used in future work for implementing an inductive link based traceability system for our sensors.

Keywords: Wireless sensors, traceable sensors, photoreactor, internal illumination, wireless power.

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39 Predictability Analysis on HIV/AIDS System using Hurst Exponents

Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Methods of contemporary mathematical physics such as chaos theory are useful for analyzing and understanding the behavior of complex biological and physiological systems. The three dimensional model of HIV/AIDS is the basis of active research since it provides a complete characterization of disease dynamics and the interaction of HIV-1 with the immune system. In this work, the behavior of the HIV system is analyzed using the three dimensional HIV model and a chaotic measure known as the Hurst exponent. Results demonstrate that Hurst exponents of CD4, CD8 cells and viral load vary nonlinearly with respect to variations in system parameters. Further, it was observed that the three dimensional HIV model can accommodate both persistent (H>0.5) and anti-persistent (H<0.5) dynamics of HIV states. In this paper, the objectives of the study, methodology and significant observations are presented in detail.

Keywords: HIV/AIDS, mathematical model, chaos theory, Hurst exponent

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38 Transmission Performance of Millimeter Wave Multiband OFDM UWB Wireless Signal over Fiber System

Authors: M. Mohamed, X. Zhang, K. Wu, M. Elfituri, A. Legnain

Abstract:

Performance of millimeter-wave (mm-wave) multiband orthogonal frequency division multiplexing (MB-OFDM) ultrawideband (UWB) signal generation using frequency quadrupling technique and transmission over fiber is experimentally investigated. The frequency quadrupling is achived by using only one Mach- Zehnder modulator (MZM) that is biased at maximum transmission (MATB) point. At the output, a frequency quadrupling signal is obtained then sent to a second MZM. This MZM is used for MBOFDM UWB signal modulation. In this work, we demonstrate 30- GHz mm-wave wireless that carries three-bands OFDM UWB signals, and error vector magnitude (EVM) is used to analyze the transmission quality. It is found that our proposed technique leads to an improvement of 3.5 dB in EVM at 40% of local oscillator (LO) modulation with comparison to the technique using two cascaded MZMs biased at minimum transmission (MITB) point.

Keywords: Optical communication, Frequency up-conversion, Mach-Zehnder modulator, millimeter wave generation, radio over fiber

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37 Digital Paradoxes in Learning Theories

Authors: Marcello Bettoni

Abstract:

As a learning theory tries to borrow from science a framework to found its method, it shows paradoxes and paralysing contraddictions. This results, on one hand, from adopting a learning/teaching model as it were a mere “transfer of data" (mechanical learning approach), and on the other hand from borrowing the complexity theory (an indeterministic and non-linear model), that risks to vanish every educational effort. This work is aimed at describing existing criticism, unveiling the antinomic nature of such paradoxes, focussing on a view where neither the mechanical learning perspective nor the chaotic and nonlinear model can threaten and jeopardize the educational work. Author intends to go back over the steps that led to these paradoxes and to unveil their antinomic nature. Actually this could serve the purpose to explain some current misunderstandings about the real usefulness of Ict within the youth-s learning process and growth.

Keywords: Antinomy, complexity, Leibniz, paradox

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36 Design of High Gain, High Bandwidth Op-Amp for Reduction of Mismatch Currents in Charge Pump PLL in 180 nm CMOS Technology

Authors: R .H. Talwekar, S. S Limaye

Abstract:

The designing of charge pump with high gain Op- Amp is a challenging task for getting faithful response .Design of high performance phase locked loop require ,a design of high performance charge pump .We have designed a operational amplifier for reducing the error caused by high speed glitch in a transistor and mismatch currents . A separate Op-Amp has designed in 180 nm CMOS technology by CADENCE VIRTUOSO tool. This paper describes the design of high performance charge pump for GHz CMOS PLL targeting orthogonal frequency division multiplexing (OFDM) application. A high speed low power consumption Op-Amp with more than 500 MHz bandwidth has designed for increasing the speed of charge pump in Phase locked loop.

Keywords: Charge pump (CP) Orthogonal frequency divisionmultiplexing (OFDM), Phase locked loop (PLL), Phase frequencydetector (PFD), Voltage controlled oscillator (VCO),

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35 A High Accuracy Measurement Circuit for Soil Moisture Detection

Authors: Sheroz Khan, A. H. M. Zahirul Alam, Othman O. Khalifa, Mohd Rafiqul Islam, Zuraidah Zainudin, Muzna S. Khan, Nurul Iman Muhamad Pauzi

Abstract:

The study of soil for agriculture purposes has remained the main focus of research since the beginning of civilization as humans- food related requirements remained closely linked with the soil. The study of soil has generated an interest among the researchers for very similar other reasons including transmission, reflection and refraction of signals for deploying wireless underground sensor networks or for the monitoring of objects on (or in ) soil in the form of better understanding of soil electromagnetic characteristics properties. The moisture content has been very instrumental in such studies as it decides on the resistance of the soil, and hence the attenuation on signals traveling through soil or the attenuation the signals may suffer upon their impact on soil. This work is related testing and characterizing a measurement circuit meant for the detection of moisture level content in soil.

Keywords: Analog–digital Conversion, Bridge Circuits, Intelligent sensors, Pulse Time Modulation, Relaxation Oscillator

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34 Design and Construction of Microcontroller-Based Telephone Exchange System

Authors: Aye Sandar Win

Abstract:

This paper demonstrates design and construction of microcontroller-based telephone exchange system and the aims of this paper is to study telecommunication, connection with PIC16F877A and DTMF MT8870D. In microcontroller system, PIC 16F877 microcontroller is used to control the call processing. Dial tone, busy tone and ring tone are provided during call progress. Instead of using ready made tone generator IC, oscillator based tone generator is used. The results of this telephone exchange system are perfect for homes and small businesses needing the extensions. It requires the phone operation control system, the analog interface circuit and the switching circuit. This exchange design will contain eight channels. It is the best low cost, good quality telephone exchange for today-s telecommunication needs. It offers the features available in much more expensive PBX units without using high-priced phones. It is for long distance telephone services.

Keywords: Control software, DTMF receiver and decoder, hooksensing, microcontroller system, power supply, ring generator andoscillator based tone generator.

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33 Multi Band Frequency Synthesizer Based on ISPD PLL with Adapted LC Tuned VCO

Authors: Bilel Gassara, Mahmoud Abdellaoui, Nouri Masmoud

Abstract:

The 4G front-end transceiver needs a high performance which can be obtained mainly with an optimal architecture and a multi-band Local Oscillator. In this study, we proposed and presented a new architecture of multi-band frequency synthesizer based on an Inverse Sine Phase Detector Phase Locked Loop (ISPD PLL) without any filters and any controlled gain block and associated with adapted multi band LC tuned VCO using a several numeric controlled capacitive branches but not binary weighted. The proposed architecture, based on 0.35μm CMOS process technology, supporting Multi-band GSM/DCS/DECT/ UMTS/WiMax application and gives a good performances: a phase noise @1MHz -127dBc and a Factor Of Merit (FOM) @ 1MHz - 186dB and a wide band frequency range (from 0.83GHz to 3.5GHz), that make the proposed architecture amenable for monolithic integration and 4G multi-band application.

Keywords: GSM/DCS/DECT/UMTS/WiMax, ISPD PLL, keep and capture range, Multi-Band, Synthesizer, Wireless.

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32 Particle Filter Applied to Noisy Synchronization in Polynomial Chaotic Maps

Authors: Moussa Yahia, Pascal Acco, Malek Benslama

Abstract:

Polynomial maps offer analytical properties used to obtain better performances in the scope of chaos synchronization under noisy channels. This paper presents a new method to simplify equations of the Exact Polynomial Kalman Filter (ExPKF) given in [1]. This faster algorithm is compared to other estimators showing that performances of all considered observers vanish rapidly with the channel noise making application of chaos synchronization intractable. Simulation of ExPKF shows that saturation drawn on the emitter to keep it stable impacts badly performances for low channel noise. Then we propose a particle filter that outperforms all other Kalman structured observers in the case of noisy channels.

Keywords: Chaos synchronization, Saturation, Fast ExPKF, Particlefilter, Polynomial maps.

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31 Network of Coupled Stochastic Oscillators and One-way Quantum Computations

Authors: Eugene Grichuk, Margarita Kuzmina, Eduard Manykin

Abstract:

A network of coupled stochastic oscillators is proposed for modeling of a cluster of entangled qubits that is exploited as a computation resource in one-way quantum computation schemes. A qubit model has been designed as a stochastic oscillator formed by a pair of coupled limit cycle oscillators with chaotically modulated limit cycle radii and frequencies. The qubit simulates the behavior of electric field of polarized light beam and adequately imitates the states of two-level quantum system. A cluster of entangled qubits can be associated with a beam of polarized light, light polarization degree being directly related to cluster entanglement degree. Oscillatory network, imitating qubit cluster, is designed, and system of equations for network dynamics has been written. The constructions of one-qubit gates are suggested. Changing of cluster entanglement degree caused by measurements can be exactly calculated.

Keywords: network of stochastic oscillators, one-way quantumcomputations, a beam of polarized light.

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30 Electricity Consumption Prediction Model using Neuro-Fuzzy System

Authors: Rahib Abiyev, Vasif H. Abiyev, C. Ardil

Abstract:

In this paper the development of neural network based fuzzy inference system for electricity consumption prediction is considered. The electricity consumption depends on number of factors, such as number of customers, seasons, type-s of customers, number of plants, etc. It is nonlinear process and can be described by chaotic time-series. The structure and algorithms of neuro-fuzzy system for predicting future values of electricity consumption is described. To determine the unknown coefficients of the system, the supervised learning algorithm is used. As a result of learning, the rules of neuro-fuzzy system are formed. The developed system is applied for predicting future values of electricity consumption of Northern Cyprus. The simulation of neuro-fuzzy system has been performed.

Keywords: Fuzzy logic, neural network, neuro-fuzzy system, neuro-fuzzy prediction.

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29 Application of Soft Systems Methodology in Solving Disaster Emergency Logistics Problems

Authors: Alhasan Hakami, Arun Kumar, Sung J Shim, Yousef Abu Nahleh

Abstract:

In recent years, many high intensity earthquakes have occurred around the world, such as the 2011 earthquake in Tohoku, Japan. These large-scale disasters caused huge casualties and losses. In addition, inefficient disaster response operations also caused the second wave of casualties and losses, and expanded the damage. Effective disaster management can be used to respond to the chaotic situation, and reduce the damage; however, some inefficient disaster response operations are still used. Therefore, this case study chose the 921 earthquake for analyzing disaster emergency logistics problems and proposed the Soft Systems Methodology (SSM) to solve disaster emergency logistics problems. Moreover, it analyses the effect of human factors on system operation, and suggests a solution to improve the system.

Keywords: Soft systems methodology, emergency logistics.

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28 Chua’s Circuit Regulation Using a Nonlinear Adaptive Feedback Technique

Authors: Abolhassan Razminia, Mohammad-Ali Sadrnia

Abstract:

Chua’s circuit is one of the most important electronic devices that are used for Chaos and Bifurcation studies. A central role of secure communication is devoted to it. Since the adaptive control is used vastly in the linear systems control, here we introduce a new trend of application of adaptive method in the chaos controlling field. In this paper, we try to derive a new adaptive control scheme for Chua’s circuit controlling because control of chaos is often very important in practical operations. The novelty of this approach is for sake of its robustness against the external perturbations which is simulated as an additive noise in all measured states and can be generalized to other chaotic systems. Our approach is based on Lyapunov analysis and the adaptation law is considered for the feedback gain. Because of this, we have named it NAFT (Nonlinear Adaptive Feedback Technique). At last, simulations show the capability of the presented technique for Chua’s circuit.

Keywords: Chaos, adaptive control, nonlinear control, Chua's circuit.

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27 Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering

Authors: Hamza Nejib, Okba Taouali

Abstract:

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

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26 A Simple and Efficient Method for Accurate Measurement and Control of Power Frequency Deviation

Authors: S. J. Arif

Abstract:

In the presented technique, a simple method is given for accurate measurement and control of power frequency deviation. The sinusoidal signal for which the frequency deviation measurement is required is transformed to a low voltage level and passed through a zero crossing detector to convert it into a pulse train. Another stable square wave signal of 10 KHz is obtained using a crystal oscillator and decade dividing assemblies (DDA). These signals are combined digitally and then passed through decade counters to give a unique combination of pulses or levels, which are further encoded to make them equally suitable for both control applications and display units. The developed circuit using discrete components has a resolution of 0.5 Hz and completes measurement within 20 ms. The realized circuit is simulated and synthesized using Verilog HDL and subsequently implemented on FPGA. The results of measurement on FPGA are observed on a very high resolution logic analyzer. These results accurately match the simulation results as well as the results of same circuit implemented with discrete components. The proposed system is suitable for accurate measurement and control of power frequency deviation.

Keywords: Digital encoder for frequency measurement, frequency deviation measurement, measurement and control systems, power systems.

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25 Tuning of Power System Stabilizers in a Multi- Machine Power System using C-Catfish PSO

Authors: M. H. Moradi, S. M. Moosavi, A. R. Reisi

Abstract:

The main objective of this paper is to investigate the enhancement of power system stability via coordinated tuning of Power System Stabilizers (PSSs) in a multi-machine power system. The design problem of the proposed controllers is formulated as an optimization problem. Chaotic catfish particle swarm optimization (C-Catfish PSO) algorithm is used to minimize the ITAE objective function. The proposed algorithm is evaluated on a two-area, 4- machines system. The robustness of the proposed algorithm is verified on this system under different operating conditions and applying a three-phase fault. The nonlinear time-domain simulation results and some performance indices show the effectiveness of the proposed controller in damping power system oscillations and this novel optimization algorithm is compared with particle swarm optimization (PSO).

Keywords: Power system stabilizer, C-Catfish PSO, ITAE objective function, Power system control, Multi-machine power system

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24 Time Series Modelling and Prediction of River Runoff: Case Study of Karkheh River, Iran

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R2) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: Time series modelling, ARIMA model, River runoff, Karkheh River, CLS method.

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23 Key Issues and Challenges of Intrusion Detection and Prevention System: Developing Proactive Protection in Wireless Network Environment

Authors: M. Salman, B. Budiardjo, K. Ramli

Abstract:

Nowadays wireless technology plays an important role in public and personal communication. However, the growth of wireless networking has confused the traditional boundaries between trusted and untrusted networks. Wireless networks are subject to a variety of threats and attacks at present. An attacker has the ability to listen to all network traffic which becoming a potential intrusion. Intrusion of any kind may lead to a chaotic condition. In addition, improperly configured access points also contribute the risk to wireless network. To overcome this issue, a security solution that includes an intrusion detection and prevention system need to be implemented. In this paper, first the security drawbacks of wireless network will be analyzed then investigate the characteristics and also the limitations on current wireless intrusion detection and prevention system. Finally, the requirement of next wireless intrusion prevention system will be identified including some key issues which should be focused on in the future to overcomes those limitations.

Keywords: intrusion detection, intrusion prevention, wireless networks, proactive protection

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22 Temporal Analysis of Magnetic Nerve Stimulation–Towards Enhanced Systems via Virtualisation

Authors: Stefan M. Goetz, Thomas Weyh, Hans-Georg Herzog

Abstract:

The triumph of inductive neuro-stimulation since its rediscovery in the 1980s has been quite spectacular. In lots of branches ranging from clinical applications to basic research this system is absolutely indispensable. Nevertheless, the basic knowledge about the processes underlying the stimulation effect is still very rough and rarely refined in a quantitative way. This seems to be not only an inexcusable blank spot in biophysics and for stimulation prediction, but also a fundamental hindrance for technological progress. The already very sophisticated devices have reached a stage where further optimization requires better strategies than provided by simple linear membrane models of integrate-and-fire style. Addressing this problem for the first time, we suggest in the following text a way for virtual quantitative analysis of a stimulation system. Concomitantly, this ansatz seems to provide a route towards a better understanding by using nonlinear signal processing and taking the nerve as a filter that is adapted for neuronal magnetic stimulation. The model is compact and easy to adjust. The whole setup behaved very robustly during all performed tests. Exemplarily a recent innovative stimulator design known as cTMS is analyzed and dimensioned with this approach in the following. The results show hitherto unforeseen potentials.

Keywords: Theory of magnetic stimulation, inversion, optimization, high voltage oscillator, TMS, cTMS.

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21 Estimating Correlation Dimension on Japanese Candlestick, Application to FOREX Time Series

Authors: S. Mahmoodzadeh, J. Shahrabi, M. A. Torkamani, J. Sabaghzadeh Ghomi

Abstract:

Recognizing behavioral patterns of financial markets is essential for traders. Japanese candlestick chart is a common tool to visualize and analyze such patterns in an economic time series. Since the world was introduced to Japanese candlestick charting, traders saw how combining this tool with intelligent technical approaches creates a powerful formula for the savvy investors. This paper propose a generalization to box counting method of Grassberger-Procaccia, which is based on computing the correlation dimension of Japanese candlesticks instead commonly used 'close' points. The results of this method applied on several foreign exchange rates vs. IRR (Iranian Rial). Satisfactorily show lower chaotic dimension of Japanese candlesticks series than regular Grassberger-Procaccia method applied merely on close points of these same candles. This means there is some valuable information inside candlesticks.

Keywords: Chaos, Japanese candlestick, generalized box counting, strange attractor.

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20 Investigation of a Transition from Steady Convection to Chaos in Porous Media Using Piecewise Variational Iteration Method

Authors: Mohamed M. Mousa, Aidarkhan Kaltayev Shahwar F. Ragab

Abstract:

In this paper, a new dependable algorithm based on an adaptation of the standard variational iteration method (VIM) is used for analyzing the transition from steady convection to chaos for lowto-intermediate Rayleigh numbers convection in porous media. The solution trajectories show the transition from steady convection to chaos that occurs at a slightly subcritical value of Rayleigh number, the critical value being associated with the loss of linear stability of the steady convection solution. The VIM is treated as an algorithm in a sequence of intervals for finding accurate approximate solutions to the considered model and other dynamical systems. We shall call this technique as the piecewise VIM. Numerical comparisons between the piecewise VIM and the classical fourth-order Runge–Kutta (RK4) numerical solutions reveal that the proposed technique is a promising tool for the nonlinear chaotic and nonchaotic systems.

Keywords: Variational iteration method, free convection, Chaos, Lorenz equations.

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19 Complex Dynamics of Bertrand Duopoly Games with Bounded Rationality

Authors: Jixiang Zhang, Guocheng Wang

Abstract:

A dynamic of Bertrand duopoly game is analyzed, where players use different production methods and choose their prices with bounded rationality. The equilibriums of the corresponding discrete dynamical systems are investigated. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability conditions of Nash equilibrium under a local adjustment process are studied. The stability of Nash equilibrium, as some parameters of the model are varied, gives rise to complex dynamics such as cycles of higher order and chaos. On this basis, we discover that an increase of adjustment speed of bounded rational player can make Bertrand market sink into the chaotic state. Finally, the complex dynamics, bifurcations and chaos are displayed by numerical simulation.

Keywords: Bertrand duopoly model, Discrete dynamical system, Heterogeneous expectations, Nash equilibrium.

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18 New Insight into Fluid Mechanics of Lorenz Equations

Authors: Yu-Kai Ting, Jia-Ying Tu, Chung-Chun Hsiao

Abstract:

New physical insights into the nonlinear Lorenz equations related to flow resistance is discussed in this work. The chaotic dynamics related to Lorenz equations has been studied in many papers, which is due to the sensitivity of Lorenz equations to initial conditions and parameter uncertainties. However, the physical implication arising from Lorenz equations about convectional motion attracts little attention in the relevant literature. Therefore, as a first step to understand the related fluid mechanics of convectional motion, this paper derives the Lorenz equations again with different forced conditions in the model. Simulation work of the modified Lorenz equations without the viscosity or buoyancy force is discussed. The time-domain simulation results may imply that the states of the Lorenz equations are related to certain flow speed and flow resistance. The flow speed of the underlying fluid system increases as the flow resistance reduces. This observation would be helpful to analyze the coupling effects of different fluid parameters in a convectional model in future work.

Keywords: Galerkin method, Lorenz equations, Navier-Stokes equations.

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