Dimensions of invariant measures for continuous random dynamical systems
We consider continuous random dynamical systems with jumps. We estimate the dimension of the invariant measures and apply the results to a model of stochastic gene expression.
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We consider continuous random dynamical systems with jumps. We estimate the dimension of the invariant measures and apply the results to a model of stochastic gene expression.
In usual realistic classical dynamical systems, the Hamiltonian depends explicitly on time. In this work, a class of classical systems with time dependent nonlinear Hamiltonians is analyzed. This type of problems allows to find invariants by a family of Veronese maps. The motivation to develop this method results from the observation that the Poisson-Lie algebra of monomials in the coordinates and momenta is clearly defined in terms of its brackets and leads naturally to an infinite linear set of differential equations, under certain circumstances. To perform explicit analytic and numerical calculations, two examples are presented to estimate the trajectories, the first given by a nonlinear problem and the second by a quadratic Hamiltonian with three time dependent parameters. In the nonlinear problem, the Veronese approach using jets is shown to be equivalent to a direct procedure using elliptic functions identities, and linear invariants are constructed. For the second example, linear and quadratic invariants as well as stability conditions are given. Explicit solutions are also obtained for stepwise constant forces. For the quadratic Hamiltonian, an appropriated set of coordinates relates the geometric setting to that of the three dimensional manifold of central conic sections. It is shown further that the quantum mechanical problem of scattering in a superlattice leads to mathematically equivalent equations for the wave function, if the classical time is replaced by the space coordinate along a superlattice. The mathematical method used to compute the trajectories for stepwise constant parameters can be applied to both problems. It is the standard method in quantum scattering calculations, as known for locally periodic systems including a space dependent effective mass.
Invariant hyperplanes for linear dynamical systems, discussing geometric properties and relation to controllability and observability
Dynamic systems stability with periodically varying parameters analyzed by Hill type infinite determinant, exemplifying helicopter rotor aeroelastic stability in forward flight
Dynamic systems stability with periodically varying parameters analyzed by Hill type infinite determinant, exemplifying helicopter rotor aeroelastic stability in forward flight
Independent noise driven nonlinear dynamic systems identification, performing linear discrete-time scalar measurements
Classes of large scale dynamic systems were discussed in the context of modern control theory. Specific examples discussed were in the technical fields of aeronautics, water resources and electric power.
A large-scale dynamic system is considered as composed of a number of interconnected subsystems. Input and output reachability of the system is defined as a structural counterpart to controllability and observability. When the system is subject to structural perturbations due to on-off participation of the subsystems, conditions are provided for reachability to be connective, that is, to be invariant under the perturbations. The concept of input and output reachability leads naturally to formulations of input and output decentralized systems. It is shown that such systems are connectively reachable, which is an important structural property of 'large' and 'small' decentralized systems alike. Finally, a procedure is outlined to transform a centralized system into an input or output decentralized system with distinct inputs or outputs assigned to each subsystem separately.
Continuous monitoring of complex dynamic systems is an increasingly important issue in diverse areas such as nuclear plant safety, production line reliability, and medical health monitoring systems. Recent advances in both sensor technology and computational capabilities have made on-line permanent monitoring much more feasible than it was in the past. In this paper it is shown that a pattern recognition system combined with a finite-state hidden Markov model provides a particularly useful method for modelling temporal context in continuous monitoring. The parameters of the Markov model are derived from gross failure statistics such as the mean time between failures. The model is validated on a real-world fault diagnosis problem and it is shown that Markov modelling in this context offers significant practical benefits.
Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in an economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this work for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Numerical examples are presented to illustrate the proposed methodology.
The “High Fidelity, Faster than RealTime Simulator for Predicting Power System Dynamic Behavior” was designed and developed by Illinois Institute of Technology with critical contributions from Electrocon International, Argonne National Laboratory, Alstom Grid and McCoy Energy. Also essential to the project were our two utility partners: Commonwealth Edison and AltaLink. The project was a success due to several major breakthroughs in the area of largescale power system dynamics simulation, including (1) a validated faster than real time simulation of both stable and unstable transient dynamics in a largescale positive sequence transmission grid model, (2) a threephase unbalanced simulation platform for modeling new grid devices, such as independently controlled singlephase static var compensators (SVCs), (3) the world’s first high fidelity threephase unbalanced dynamics and protection simulator based on Electrocon’s CAPE program, and (4) a firstofits kind implementation of a singlephase induction motor model with stall capability. The simulator results will aid power grid operators in their true time of need, when there is a significant risk of cascading outages. The simulator will accelerate performance and enhance accuracy of dynamics simulations, enabling operators to maintain reliability and steer clear of blackouts. In the longterm, the simulator will form the backbone of the newly conceived hybrid realtime protection and control architecture that will coordinate local controls, widearea measurements, widearea controls and advanced realtime prediction capabilities. The nation’s citizens will benefit in several ways, including (1) less down time from power outages due to the fasterthanrealtime simulator’s predictive capability, (2) higher levels of reliability due to the detailed dynamics plus protection simulation capability, and (3) more resiliency due to the three phase unbalanced simulator’s ability to model threephase and single phase networks and devices.
A robust controller design is presented for second-order dynamic systems. The controller is model-independent and itself is a virtual second-order dynamic system. Conditions on actuator and sensor placements are identified for controller designs that guarantee overall closed-loop stability. The dynamic controller can be viewed as a virtual passive damping system that serves to stabilize the actual dynamic system. The control gains are interpreted as virtual mass, spring, and dashpot elements that play the same roles as actual physical elements in stability analysis. Position, velocity, and acceleration feedback are considered. Simple examples are provided to illustrate the physical meaning of this controller design.
A robust controller design is presented for second-order dynamic systems. The controller is model-independent and itself is a virtual second-order dynamic system. Conditions on actuator and sensor placements are identified for controller designs that guarantee overall closed-loop stability. The dynamic controller can be viewed as a virtual passive damping system that serves to stabilize the actual dynamic system. The control gians are interpreted as virtual mass, spring, and dashpot elements that play the same roles as actual physical elements in stability analysis. Position, velocity, and acceleration feedback are considered. Simple examples are provided to illustrate the physical meaning of this controller design.
In this paper, a new nonlinear dynamical system has been studied which is obtained from the 3D chaotic system. The hyperchaotic analysis of the new system is checked in terms of dissipation, equilibrium points and their stability, Lyapunov exponent, time series, phase portraits, Poincaré section and bifurcation diagram. Furthermore, the adaptive projective synchronization technique is used to synchronize the novel hyperchaotic system. A brief theoretical analysis and simulation results are presented to prove the behavior of the novel hyperchaotic system.
A new approach is presented for the analysis of feedback processes in a nonlinear dynamical system by observing its variations. The new methodology consists of statistical estimates of the sensitivities between all pairs of variables in the system based on a neural network modeling of the dynamical system. The model can then be used to estimate the instantaneous, multivariate and nonlinear sensitivities, which are shown to be essential for the analysis of the feedbacks processes involved in the dynamical system. The method is described and tested on synthetic data from the low-order Lorenz circulation model where the correct sensitivities can be evaluated analytically.
Surrogate models play a vital role in overcoming the computational challenge in designing and analyzing nonlinear dynamic systems, especially in the presence of uncertainty. This paper presents a comparative study of different surrogate modeling techniques for nonlinear dynamic systems. Four surrogate modeling methods, namely, Gaussian process (GP) regression, a long short-term memory (LSTM) network, a convolutional neural network (CNN) with LSTM (CNN-LSTM), and a CNN with bidirectional LSTM (CNN-BLSTM), are studied and compared. All these model types can predict the future behavior of dynamic systems over long periods based on training data from relatively short periods. The multi-dimensional inputs of surrogate models are organized in a nonlinear autoregressive exogenous model (NARX) scheme to enable recursive prediction over long periods, where current predictions replace inputs from the previous time window. Three numerical examples, including one mathematical example and two nonlinear engineering analysis models, are used to compare the performance of the four surrogate modeling techniques. The results show that the GP-NARX surrogate model tends to have more stable performance than the other three deep learning (DL)-based methods for the three particular examples studied. The tuning effort of GP-NARX is also much lower than its deep learning-based counterparts.
This paper presents a secure reinforcement learning (RL) based control method for unknown linear time-invariant cyber-physical systems (CPSs) that are subjected to compositional attacks such as eavesdropping and covert attack. We consider the attack scenario where the attacker learns about the dynamic model during the exploration phase of the learning conducted by the designer to learn a linear quadratic regulator (LQR), and thereafter, use such information to conduct a covert attack on the dynamic system, which we refer to as doubly learning-based control and attack (DLCA) framework. We propose a dynamic camouflaging based attack-resilient reinforcement learning (ARRL) algorithm which can learn the desired optimal controller for the dynamic system, and at the same time, can inject sufficient misinformation in the estimation of system dynamics by the attacker. The algorithm is accompanied by theoretical guarantees and extensive numerical experiments on a consensus multi-agent system and on a benchmark power grid model.
Data-driven control strategies suffer from the necessity of training and its associated computational time and cost. This motivates the continuous increase of popularity of transfer learning based methods. In this paper, we have investigated transfer learning in the context of controller for dynamical systems. First, we have derived conditions under which controller can be transferred between two linear dynamical systems. Furthermore, we have introduced a novel algorithm to design the transferable and non-transferable control components for linear systems. Secondly, we have derived conditions under which a stabilizing controller can be transferred between two different nonlinear dynamical systems. Furthermore, we have used the notion of zero dynamics to transform the nonlinear dynamics into global normal form, to derive the transferability conditions on the controller. Finally, we have numerically evaluated the performance of our transfer learning based methods for two sets of example linear and nonlinear dynamical systems.