Applications of Dynamical Systems in Engineering
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2.161 Signal Processing: Continuous and Discrete Fall 2008
MIT OpenCourseWare http://ocw.mit.edu 2.161 Signal Processing: Continuous and Discrete Fall 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. Massachusetts Institute of Technology Department of Mechanical Engineering 2.161 Signal Processing - Continuous and Discrete Fall Term 2008 1 Lecture 1 Reading: • Class handout: The Dirac Delta and Unit-Step Functions 1 Introduction to Signal Processing In this class we will primarily deal with processing time-based functions, but the methods will also be applicable to spatial functions, for example image processing. We will deal with (a) Signal processing of continuous waveforms f(t), using continuous LTI systems (filters). a LTI dy nam ical system input ou t pu t f(t) Continuous Signal y(t) Processor and (b) Discrete-time (digital) signal processing of data sequences {fn} that might be samples of real continuous experimental data, such as recorded through an analog-digital converter (ADC), or implicitly discrete in nature. a LTI dis crete algorithm inp u t se q u e n c e ou t pu t seq u e n c e f Di screte Si gnal y { n } { n } Pr ocessor Some typical applications that we look at will include (a) Data analysis, for example estimation of spectral characteristics, delay estimation in echolocation systems, extraction of signal statistics. (b) Signal enhancement. Suppose a waveform has been contaminated by additive “noise”, for example 60Hz interference from the ac supply in the laboratory. 1copyright c D.Rowell 2008 1–1 inp u t ou t p u t ft + ( ) Fi lte r y( t) + n( t) ad d it ive no is e The task is to design a filter that will minimize the effect of the interference while not destroying information from the experiment. -
CHAOS and DYNAMICAL SYSTEMS Spring 2021 Lectures: Monday, Wednesday, 11:00–12:15PM ET Recitation: Friday, 12:30–1:45PM ET
MATH-UA 264.001 – CHAOS AND DYNAMICAL SYSTEMS Spring 2021 Lectures: Monday, Wednesday, 11:00–12:15PM ET Recitation: Friday, 12:30–1:45PM ET Objectives Dynamical systems theory is the branch of mathematics that studies the properties of iterated action of maps on spaces. It provides a mathematical framework to characterize a great variety of time-evolving phenomena in areas such as physics, ecology, and finance, among many other disciplines. In this class we will study dynamical systems that evolve in discrete time, as well as continuous-time dynamical systems described by ordinary di↵erential equations. Of particular focus will be to explore and understand the qualitative properties of dynamics, such as the existence of attractors, periodic orbits and chaos. We will do this by means of mathematical analysis, as well as simple numerical experiments. List of topics • One- and two-dimensional maps. • Linearization, stable and unstable manifolds. • Attractors, chaotic behavior of maps. • Linear and nonlinear continuous-time systems. • Limit sets, periodic orbits. • Chaos in di↵erential equations, Lyapunov exponents. • Bifurcations. Contact and office hours • Instructor: Dimitris Giannakis, [email protected]. Office hours: Monday 5:00-6:00PM and Wednesday 4:30–5:30PM ET. • Recitation Leader: Wenjing Dong, [email protected]. Office hours: Tuesday 4:00-5:00PM ET. Textbooks • Required: – Alligood, Sauer, Yorke, Chaos: An Introduction to Dynamical Systems, Springer. Available online at https://link.springer.com/book/10.1007%2Fb97589. • Recommended: – Strogatz, Nonlinear Dynamics and Chaos. – Hirsch, Smale, Devaney, Di↵erential Equations, Dynamical Systems, and an Introduction to Chaos. Available online at https://www.sciencedirect.com/science/book/9780123820105. -
Dynamical Systems Theory for Causal Inference with Application to Synthetic Control Methods
Dynamical Systems Theory for Causal Inference with Application to Synthetic Control Methods Yi Ding Panos Toulis University of Chicago University of Chicago Department of Computer Science Booth School of Business Abstract In this paper, we adopt results in nonlinear time series analysis for causal inference in dynamical settings. Our motivation is policy analysis with panel data, particularly through the use of “synthetic control” methods. These methods regress pre-intervention outcomes of the treated unit to outcomes from a pool of control units, and then use the fitted regres- sion model to estimate causal effects post- intervention. In this setting, we propose to screen out control units that have a weak dy- Figure 1: A Lorenz attractor plotted in 3D. namical relationship to the treated unit. In simulations, we show that this method can mitigate bias from “cherry-picking” of control However, in many real-world settings, different vari- units, which is usually an important concern. ables exhibit dynamic interdependence, sometimes We illustrate on real-world applications, in- showing positive correlation and sometimes negative. cluding the tobacco legislation example of Such ephemeral correlations can be illustrated with Abadie et al.(2010), and Brexit. a popular dynamical system shown in Figure1, the Lorenz system (Lorenz, 1963). The trajectory resem- bles a butterfly shape indicating varying correlations 1 Introduction at different times: in one wing of the shape, variables X and Y appear to be positively correlated, and in the In causal inference, we compare outcomes of units who other they are negatively correlated. Such dynamics received the treatment with outcomes from units who present new methodological challenges for causal in- did not. -
Lecture 2 LSI Systems and Convolution in 1D
Lecture 2 LSI systems and convolution in 1D 2.1 Learning Objectives Understand the concept of a linear system. • Understand the concept of a shift-invariant system. • Recognize that systems that are both linear and shift-invariant can be described • simply as a convolution with a certain “impulse response” function. 2.2 Linear Systems Figure 2.1: Example system H, which takes in an input signal f(x)andproducesan output g(x). AsystemH takes an input signal x and produces an output signal y,whichwecan express as H : f(x) g(x). This very general definition encompasses a vast array of di↵erent possible systems.! A subset of systems of particular relevance to signal processing are linear systems, where if f (x) g (x)andf (x) g (x), then: 1 ! 1 2 ! 2 a f + a f a g + a g 1 · 1 2 · 2 ! 1 · 1 2 · 2 for any input signals f1 and f2 and scalars a1 and a2. In other words, for a linear system, if we feed it a linear combination of inputs, we get the corresponding linear combination of outputs. Question: Why do we care about linear systems? 13 14 LECTURE 2. LSI SYSTEMS AND CONVOLUTION IN 1D Question: Can you think of examples of linear systems? Question: Can you think of examples of non-linear systems? 2.3 Shift-Invariant Systems Another subset of systems we care about are shift-invariant systems, where if f1 g1 and f (x)=f (x x )(ie:f is a shifted version of f ), then: ! 2 1 − 0 2 1 f (x) g (x)=g (x x ) 2 ! 2 1 − 0 for any input signals f1 and shift x0. -
A Gentle Introduction to Dynamical Systems Theory for Researchers in Speech, Language, and Music
A Gentle Introduction to Dynamical Systems Theory for Researchers in Speech, Language, and Music. Talk given at PoRT workshop, Glasgow, July 2012 Fred Cummins, University College Dublin [1] Dynamical Systems Theory (DST) is the lingua franca of Physics (both Newtonian and modern), Biology, Chemistry, and many other sciences and non-sciences, such as Economics. To employ the tools of DST is to take an explanatory stance with respect to observed phenomena. DST is thus not just another tool in the box. Its use is a different way of doing science. DST is increasingly used in non-computational, non-representational, non-cognitivist approaches to understanding behavior (and perhaps brains). (Embodied, embedded, ecological, enactive theories within cognitive science.) [2] DST originates in the science of mechanics, developed by the (co-)inventor of the calculus: Isaac Newton. This revolutionary science gave us the seductive concept of the mechanism. Mechanics seeks to provide a deterministic account of the relation between the motions of massive bodies and the forces that act upon them. A dynamical system comprises • A state description that indexes the components at time t, and • A dynamic, which is a rule governing state change over time The choice of variables defines the state space. The dynamic associates an instantaneous rate of change with each point in the state space. Any specific instance of a dynamical system will trace out a single trajectory in state space. (This is often, misleadingly, called a solution to the underlying equations.) Description of a specific system therefore also requires specification of the initial conditions. In the domain of mechanics, where we seek to account for the motion of massive bodies, we know which variables to choose (position and velocity). -
Introduction to Aircraft Aeroelasticity and Loads
JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Introduction to Aircraft Aeroelasticity and Loads Jan R. Wright University of Manchester and J2W Consulting Ltd, UK Jonathan E. Cooper University of Liverpool, UK iii JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Introduction to Aircraft Aeroelasticity and Loads i JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 ii JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Introduction to Aircraft Aeroelasticity and Loads Jan R. Wright University of Manchester and J2W Consulting Ltd, UK Jonathan E. Cooper University of Liverpool, UK iii JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Copyright C 2007 John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England Telephone (+44) 1243 779777 Email (for orders and customer service enquiries): [email protected] Visit our Home Page on www.wileyeurope.com or www.wiley.com All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London W1T 4LP, UK, without the permission in writing of the Publisher. Requests to the Publisher should be addressed to the Permissions Department, John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England, or emailed to [email protected], or faxed to (+44) 1243 770620. -
Linear System Theory
Chapter 2 Linear System Theory In this course, we will be dealing primarily with linear systems, a special class of sys- tems for which a great deal is known. During the first half of the twentieth century, linear systems were analyzed using frequency domain (e.g., Laplace and z-transform) based approaches in an effort to deal with issues such as noise and bandwidth issues in communication systems. While they provided a great deal of intuition and were suf- ficient to establish some fundamental results, frequency domain approaches presented various drawbacks when control scientists started studying more complicated systems (containing multiple inputs and outputs, nonlinearities, noise, and so forth). Starting in the 1950’s (around the time of the space race), control engineers and scientists started turning to state-space models of control systems in order to address some of these issues. These time-domain approaches are able to effectively represent concepts such as the in- ternal state of the system, and also present a method to introduce optimality conditions into the controller design procedure. We will be using the state-space (or “modern”) approach to control almost exclusively in this course, and the purpose of this chapter is to review some of the essential concepts in this area. 2.1 Discrete-Time Signals Given a field F,asignal is a mapping from a set of numbers to F; in other words, signals are simply functions of the set of numbers that they operate on. More specifically: • A discrete-time signal f is a mapping from the set of integers Z to F, and is denoted by f[k]fork ∈ Z.Eachinstantk is also known as a time-step. -
Digital Image Processing Lectures 3 & 4
2-D Signals and Systems 2-D Fourier Transform Digital Image Processing Lectures 3 & 4 M.R. Azimi, Professor Department of Electrical and Computer Engineering Colorado State University Spring 2017 M.R. Azimi Digital Image Processing 2-D Signals and Systems 2-D Fourier Transform Definitions and Extensions: 2-D Signals: A continuous image is represented by a function of two variables e.g. x(u; v) where (u; v) are called spatial coordinates and x is the intensity. A sampled image is represented by x(m; n). If pixel intensity is also quantized (digital images) then each pixel is represented by B bits (typically B = 8 bits/pixel). 2-D Delta Functions: They are separable 2-D functions i.e. 1 (u; v) = (0; 0) Dirac: δ(u; v) = δ(u) δ(v) = 0 Otherwise 1 (m; n) = (0; 0) Kronecker: δ(m; n) = δ(m) δ(n) = 0 Otherwise M.R. Azimi Digital Image Processing 2-D Signals and Systems 2-D Fourier Transform Properties: For 2-D Dirac delta: 1 1- R R x(u0; v0)δ(u − u0; v − v0)du0dv0 = x(u; v) −∞ 2- R R δ(u; v)du dv = 1 8 > 0 − For 2-D Kronecker delta: 1 1 1- x(m; n) = P P x(m0; n0)δ(m − m0; n − n0) m0=−∞ n0=−∞ 1 2- P P δ(m; n) = 1 m;n=−∞ Periodic Signals: Consider an image x(m; n) which satisfies x(m; n + N) = x(m; n) x(m + M; n) = x(m; n) This signal is said to be doubly periodic with horizontal and vertical periods M and N, respectively. -
Arxiv:0705.1142V1 [Math.DS] 8 May 2007 Cases New) and Are Ripe for Further Study
A PRIMER ON SUBSTITUTION TILINGS OF THE EUCLIDEAN PLANE NATALIE PRIEBE FRANK Abstract. This paper is intended to provide an introduction to the theory of substitution tilings. For our purposes, tiling substitution rules are divided into two broad classes: geometric and combi- natorial. Geometric substitution tilings include self-similar tilings such as the well-known Penrose tilings; for this class there is a substantial body of research in the literature. Combinatorial sub- stitutions are just beginning to be examined, and some of what we present here is new. We give numerous examples, mention selected major results, discuss connections between the two classes of substitutions, include current research perspectives and questions, and provide an extensive bib- liography. Although the author attempts to fairly represent the as a whole, the paper is not an exhaustive survey, and she apologizes for any important omissions. 1. Introduction d A tiling substitution rule is a rule that can be used to construct infinite tilings of R using a finite number of tile types. The rule tells us how to \substitute" each tile type by a finite configuration of tiles in a way that can be repeated, growing ever larger pieces of tiling at each stage. In the d limit, an infinite tiling of R is obtained. In this paper we take the perspective that there are two major classes of tiling substitution rules: those based on a linear expansion map and those relying instead upon a sort of \concatenation" of tiles. The first class, which we call geometric tiling substitutions, includes self-similar tilings, of which there are several well-known examples including the Penrose tilings. -
Handbook of Dynamical Systems
Handbook Of Dynamical Systems Parochial Chrisy dunes: he waggles his medicine testily and punctiliously. Draggled Bealle engirds her impuissance so ding-dongdistractively Allyn that phagocytoseOzzie Russianizing purringly very and inconsumably. perhaps. Ulick usually kotows lineally or fossilise idiopathically when Modern analytical methods in handbook of skeleton signals that Ale Jan Homburg Google Scholar. Your wishlist items are not longer accessible through the associated public hyperlink. Bandelow, L Recke and B Sandstede. Dynamical Systems and mob Handbook Archive. Are neurodynamic organizations a fundamental property of teamwork? The i card you entered has early been redeemed. Katok A, Bernoulli diffeomorphisms on surfaces, Ann. Routledge, Taylor and Francis Group. NOTE: Funds will be deducted from your Flipkart Gift Card when your place manner order. Attendance at all activities marked with this symbol will be monitored. As well as dynamical system, we must only when interventions happen in. This second half a Volume 1 of practice Handbook follows Volume 1A which was published in 2002 The contents of stain two tightly integrated parts taken together. This promotion has been applied to your account. Constructing dynamical systems having homoclinic bifurcation points of codimension two. You has not logged in origin have two options hinari requires you to log in before first you mean access to articles from allowance of Dynamical Systems. Learn more about Amazon Prime. Dynamical system in nLab. Dynamical Systems Mathematical Sciences. In this volume, the authors present a collection of surveys on various aspects of the theory of bifurcations of differentiable dynamical systems and related topics. Since it contains items is not enter your country yet. -
Bessel's Differential Equation Mathematical Physics
R. I. Badran Bessel's Differential Equation Mathematical Physics Bessel's Differential Equation: 2 Recalling the DE y n y 0 which has a sinusoidal solution (i.e. sin nx and cos nx) and knowing that these solutions can be treated as power series, we can find a solution to the Bessel's DE which is written as: 2 2 2 x y xy (x p )y 0 . The solution is represented by a series. This series very much look like a damped sine or cosine. It is called a Bessel function. To solve the Bessel' DE, we apply the Frobenius method by mn assuming a series solution of the form y an x . n0 Substitute this solution into the DE equation and after some mathematical steps you may find that the indicial equation is 2 2 m p 0 where m= p. Also you may get a1=0 and hence all odd a's are zero as well. The recursion relation can be found as a a n n2 (n m 2)2 p 2 with (n=0, 1, 2, 3, ……etc.). Case (1): m= p (seeking the first solution of Bessel DE) We get the solution 2 4 p x x y a x 1 2(2p 2) 2 4(2p 2)(2p 4) This can be rewritten as: x p2n J (x) y a (1)n p 2n n0 2 n!( p n)! 1 Put a 2 p p! The Bessel function has the factorial form x p2n J (x) (1)n p 2n p , n0 n!( p n)!2 R. -
Writing the History of Dynamical Systems and Chaos
Historia Mathematica 29 (2002), 273–339 doi:10.1006/hmat.2002.2351 Writing the History of Dynamical Systems and Chaos: View metadata, citation and similar papersLongue at core.ac.uk Dur´ee and Revolution, Disciplines and Cultures1 brought to you by CORE provided by Elsevier - Publisher Connector David Aubin Max-Planck Institut fur¨ Wissenschaftsgeschichte, Berlin, Germany E-mail: [email protected] and Amy Dahan Dalmedico Centre national de la recherche scientifique and Centre Alexandre-Koyre,´ Paris, France E-mail: [email protected] Between the late 1960s and the beginning of the 1980s, the wide recognition that simple dynamical laws could give rise to complex behaviors was sometimes hailed as a true scientific revolution impacting several disciplines, for which a striking label was coined—“chaos.” Mathematicians quickly pointed out that the purported revolution was relying on the abstract theory of dynamical systems founded in the late 19th century by Henri Poincar´e who had already reached a similar conclusion. In this paper, we flesh out the historiographical tensions arising from these confrontations: longue-duree´ history and revolution; abstract mathematics and the use of mathematical techniques in various other domains. After reviewing the historiography of dynamical systems theory from Poincar´e to the 1960s, we highlight the pioneering work of a few individuals (Steve Smale, Edward Lorenz, David Ruelle). We then go on to discuss the nature of the chaos phenomenon, which, we argue, was a conceptual reconfiguration as