Narrow Results

In last years several mathematical methods were successfully used for financial time series modeling. The main problem is to check whether irregularities of data are generated by a stochastic process or they are due to some deterministic chaos and to the presence of low-dimensional strange attractor. We focus on a test based on the correlation dimension. In particular we examine the time series of the daily closure prices of the Italian car industry "FIAT" shares.

This paper introduces and analyzes new hyperchaotic complex Lorenz systems. These systems are 6-dimensional systems of real first order autonomous differential equations and their dynamics are very complicated and rich. In this study we extend the idea of adding state feedback control and introduce the complex periodic forces to generate hyperchaotic behaviors. The fractional Lyapunov dimension of the hyperchaotic attractors of these systems is calculated. Bifurcation analysis is used to demonstrate chaotic and hyperchaotic behaviors of our new systems. Dynamical systems where the main variables are complex appear in many important fields of physics and communications.

Chaotic inflationary model of the early universe proposed by Linde⁷ is investigated in the frame work of Bianchi type I spacetime. To determine inflationary scenario, we assume that scale factor , λ being a constant, m the mass, V(ϕ) the potential energy density. It is shown that chaotic model leads to an inflationary phase which also helps in isotropization process. The Higg's field (ϕ) is initially large but decreases due to lapse of time in both cases. The assumption R³ = ABC~e^3Ht does not lead to FRW model immediately but for large values of t, it reduces to FRW model since shear σ = 0 in FRW model and shear σ ≠ 0 in Bianchi type I model. The physical aspects of the model are also discussed.

Phase synchronization of a chaotic oscillator that is driven by two chaotic signals is investigated. The anti-biased PS in the presence of biased coupling is found, i.e., the response oscillator can be phase synchronized by the drive with a weaker coupling rather than the stronger driver. The mechanism for this behavior is explored. In the non-PS region, alternating phase-locking is observed.

We study the mesoscopic orbital magnetism of a free electron gas in a rectangular box in the zero-temperature limit. We find that, as in weakly disordered systems, it can be well-described by the van Vleck susceptibility that couples just two size-quantized energy levels: the Fermi (last occupied) level and the first unoccupied level. Large fluctuations of the off-diagonal matrix elements of the angular momentum and, more importantly, of the nearest level spacings — level bunching characteristic of classically integrable systems — are responsible for the absence of effective self-averaging in this system. We develop a detailed analytical description and conduct extensive numerical simulations based on a combined averaging over the energy spectrum, and over the aspect ratio of rectangles with equal areas.

Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a particular macroscopic body and can be traced to the fluctuations of thermal occupancy. When many identically prepared — but not identical — systems are studied, mesoscopic fluctuations due to variations from sample-to-sample contribute to the fluctuations of thermodynamic quantities. We study the combined effect of mesoscopic fluctuations and fluctuations of thermal occupancy. In particular, we evaluate the total particle number and specific heat fluctuations in a two-dimensional, noninteracting electron gas in classically integrable and chaotic circumstances.

We provide evidence that level repulsion in semiclassical spectrum is not just a feature of classically chaotic systems, but classically integrable systems as well. While in chaotic systems level repulsion develops on a scale of the mean level spacing, regardless of the location in the spectrum, in integrable systems it develops on a much longer scale — such as geometric mean of the mean level spacing and the running energy in the spectrum for hard wall billiards. We show that at this scale level correlations in integrable systems have a universal dependence on the level separation, as well as discuss their exact form at any scale. These correlations have dramatic consequences, including deviations from the Poissonian statistics in the nearest level spacing distribution and persistent oscillations of the level number variance over an energy interval as a function of the interval width. We illustrate our findings on two specific models — rectangular infinite well and a modified Kepler problem — that serve as generic types of a hard wall billiard and a potential problem without extra symmetries. Our theory and numerical work are based on the concept of parametric averaging that allows sampling of a statistical ensemble of integrable systems at a given spectral location (running energy).

Due to their structure and complexity, chaotic systems have been introduced in several domains such as electronic circuits, commerce domain, encryption and network security. In this paper, we propose a novel multidimensional chaotic system with multiple parameters and nonlinear terms. Then, a two-phase algorithm is presented for investigating the chaotic behavior using bifurcation and Lyapunov exponent (LE) theories. Finally, we illustrate the performances of our proposal by constructing three (03) chaotic maps (3-D, 4-D and 5-D) and implementing the 3-D map on Field-Programmable-Gate-Array (FPGA) boards to generate random keys for securing a client–server communication purpose. Based on the achieved results, the proposed scheme is considered an ideal candidate for numerous resource-constrained devices and internet of the things (IoT) applications.

This Letter shows some counter-intuitive simulation results that for some filter parameters in the extended boundaries of the stability triangle, the state vector will converge to a periodic orbit after some iterations, no matter what the initial conditions. Also, a new pattern, which looks like a rotated letter "X", is found. The center of the rotated letter is located at the origin and the slopes of the "straight lines" of the rotated letter are equal to the values of the pole locations.

This letter shows some counter-intuitive simulation results that the symbolic sequences and the state variables of a digital filter with two's complement arithmetic and arbitrary initial conditions and order will be eventually zero when all the filter parameters are even numbers, no matter the system matrix of the filter is stable or not.

In this paper autonomous and nonautonomous modified hyperchaotic complex Lü systems are proposed. Our systems have been generated by using state feedback and complex periodic forcing. The basic properties of these systems are studied. Parameters range for hyperchaotic attractors to exist are calculated. These systems have very rich dynamics in a wide range of parameters. The analytical results are tested numerically and excellent agreement is found. A circuit diagram is designed for one of these hyperchaotic complex systems and simulated using Matlab/Simulink to verify the hyperchaotic behavior.

This paper focuses on the bifurcation and chaos of an axially accelerating viscoelastic beam in the supercritical regime. For the first time, the nonlinear dynamics of the system under consideration are studied via the high-order Galerkin truncation as well as the differential and integral quadrature method (DQM & IQM). The speed of the axially moving beam is assumed to be comprised of a constant mean value along with harmonic fluctuations. The transverse vibrations of the beam are governed by a nonlinear integro-partial-differential equation, which includes the finite axial support rigidity and the longitudinally varying tension due to the axial acceleration. The Galerkin truncation and the DQM & IQM are, respectively, applied to reduce the equation into a set of ordinary differential equations. Furthermore, the time history of the axially moving beam is numerically solved based on the fourth-order Runge–Kutta time discretization. Based on the numerical solutions, the phase portrait, the bifurcation diagrams and the initial value sensitivity are presented to identify the dynamical behaviors. Based on the nonlinear dynamics, the effects of the truncation terms of the Galerkin method, such as 2-term, 4-term, and 6-term, are studied by comparison with DQM & IQM.

In this paper, the existence of homoclinic orbits of the equilibrium point $(0,0,0)$ is demonstrated in the case of the Lü system for parameter values not reported by G. A. Leonov. In addition, some simulations are shown that agree with our theoretical analysis.

In this work, we propose a technique to study nonlinear dynamical systems with fractional-order. The main idea of this technique is to transform the fractional-order dynamical system to the integer one based on Jumarie’s modified Riemann–Liouville sense. Many systems in the interdisciplinary fields could be described by fractional-order nonlinear dynamical systems, such as viscoelastic systems, dielectric polarization, electrode-electrolyte polarization, heat conduction, resistance-capacitance-inductance (RLC) interconnect and electromagnetic waves. To deal with integer order dynamical system it would be much easier in contrast with fractional-order system. Two systems are considered as examples to illustrate the validity and advantages of this technique. We have calculated the Lyapunov exponents of these examples before and after the transformation and obtained the same conclusions. We used the integer version of our example to compute numerically the values of the fractional-order and the system parameters at which chaotic and hyperchaotic behaviors exist.

This paper presents theoretical and experimental results on the investigation of the dynamics of a nonlinear electromechanical system made of a lever arm actuated by a DC motor and controlled through a repulsive magnetic force. We use the method of harmonic balance to derive oscillatory solutions. Theoretical tools such as, bifurcation diagrams, Lyapunov exponents, phase portraits, are used to unveil the rich nonlinear behavior of the system including chaos and hysteresis. The experimental results are in close accordance with the theoretical predictions.

Artificial bee colony (ABC) algorithm invented by Karaboga has been proved to be an efficient technique compared with other biological-inspired algorithms for solving numerical optimization problems. Unfortunately, convergence speed of ABC is slow when working with certain optimization problems and some complex multimodal problems. Aiming at the shortcomings, a hybrid artificial bee colony algorithm is proposed in this paper. In the hybrid ABC, an improved search operator learned from Differential Evolution (DE) is applied to enhance search process, and a not-so-good solutions selection strategy inspired by free search algorithm (FS) is introduced to avoid local optimum. Especially, a reverse selection strategy is also employed to do improvement in onlooker bee phase. In addition, chaotic systems based on the tent map are executed in population initialization and scout bee's phase. The proposed algorithm is conducted on a set of 40 optimization test functions with different mathematical characteristics. The numerical results of the data analysis, statistical analysis, robustness analysis and the comparisons with other state-of-the-art-algorithms demonstrate that the proposed hybrid ABC algorithm provides excellent convergence and global search ability.

In this paper, the fractional perturbed Chen–Lee–Liu model with beta time-space derivative is under consideration. First, the traveling wave transformation is applied to transform the fractional perturbed Chen–Lee–Liu model into two-dimensional planar dynamic systems. Second, the bifurcation of the dynamics system of the fractional perturbed Chen–Lee–Liu model with beta time-space derivative is discussed by using the theory of the plane dynamics systems. Finally, the traveling wave solutions of the fractional perturbed Chen–Lee–Liu model are obtained via the analysis method of planar dynamical system.

The presence of part-through cracks with limited length is one of the prevalent defects in plate structures. The vibrational response of plates can be used to investigate the effect of crack presence. In this paper the modified line spring method (MLSM) is used to develop a nonlinear multi degree of freedom model of part-through cracked rectangular plate. After a convergence study in time series domain, tuning of the chaotic signal is conducted in two steps: (i) crossing of the Lyapunov exponents’ spectrums for the nonlinear model of the plate and the chaotic signal which assures the effectiveness of the model filter on the Lyapunov dimension of chaotic signal and (ii) varying the tuning parameter of chaotic signal to find a span in which tangible sensitivity in statistical parameters can be observed. Standard deviation, skewness and kurtosis are proposed as features to analyze the time series response of cracked plate. Damage characteristics such as: length, angle, location and depth of crack are considered as parameters to be varied in order to scrutinize the response of plates. Results show that by implementation of a tuned chaotic interrogator signal, tangible sensitivity and also near to monotonic behavior of statistical parameters versus damage characteristics are achievable.

Based on the standard particle swarm optimization algorithm (SPSO), an improved particle swarm optimization algorithm, adaptive learning factor chaotic master-slave particle swarm optimization algorithm (ACCMSPSO), is put forward, into which the concept of adaptive learning factor and master-slave particle swarm is introduced. In the improved algorithm, the learning factor of each particle is different and changes dynamically according to its own fitness. Once the master particle swarm has evolved some generations, a slave particle swarm will be produced which initial particles are generated from the global optimal particle of the master one in a chaos way. Simulation results show that the improved algorithm can improve the global search capability, convergence speed and robustness, and the performance of the improved algorithm is the best in all the algorithms involved in the experiment.

The aim of this paper is to introduce the new hyperchaotic complex Lü system. This system has complex nonlinear behavior which is studied and investigated in this work. Numerically the range of parameters values of the system at which hyperchaotic attractors exist is calculated. This new system has a whole circle of equilibria and three isolated fixed points, while the real counterpart has only three isolated ones. The stability analysis of the trivial fixed point is studied. Its dynamics is more rich in the sense that our system exhibits both chaotic and hyperchaotic attractors as well as periodic and quasi-periodic solutions and solutions that approach fixed points.