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What is a system? What is a dynamical system? Systems are characterized by a few central notions: their state and their behavior foremost, and then some derived notions such as reachability and observability. These notions pop up in many fields, so it is important to understand them in nontechnical terms. This chapter therefore introduces what people call a narrative that aims at describing the central ideas. In the remainder of the book, the ideas presented here are made mathematically precise in concrete numerical situations. It turns out that a sharp understanding of just the notion of state suffices to develop most if not the whole mathematical machinery needed to solve the main engineering problems related to systems and their dynamics.
Matrix theory is the lingua franca of everyone who deals with dynamically evolving systems, and familiarity with efficient matrix computations is an essential part of the modern curriculum in dynamical systems and associated computation. This is a master's-level textbook on dynamical systems and computational matrix algebra. It is based on the remarkable identity of these two disciplines in the context of linear, time-variant, discrete-time systems and their algebraic equivalent, quasi-separable systems. The authors' approach provides a single, transparent framework that yields simple derivations of basic notions, as well as new and fundamental results such as constrained model reduction, matrix interpolation theory and scattering theory. This book outlines all the fundamental concepts that allow readers to develop the resulting recursive computational schemes needed to solve practical problems. An ideal treatment for graduate students and academics in electrical and computer engineering, computer science and applied mathematics.
This book is about the geometry and topology of symplectic manifolds equipped with pairs of complementary Lagrangian foliations. The resulting structure is very rich, intertwining symplectic geometry, the theory of foliations, dynamical systems, and pseudo-Riemannian geometry in interesting ways.
Before describing the contents of the book in detail, we want to discuss a few motivating vignettes. The first two of these are to be kept in mind as motivational background, whereas the third and fourth ones will be taken up again and again later in the book.
In this chapter we present dynamical systems and their probabilistic description. We distinguish between system descriptions with discrete and continuous state-spaces as well as discrete and continuous time. We formulate examples of statistical models including Markov models, Markov jump processes, and stochastic differential equations. In doing so, we describe fundamental equations governing the evolution of the probability of dynamical systems. These equations include the master equation, Langevin equation, and Fokker–Plank equation. We also present sampling methods to simulate realizations of a stochastic dynamical process such as the Gillespie algorithm. We end with case studies relevant to chemistry and physics.
Previous chapters have all developed in different ways the core idea that cognition is information processing. This chapter looks at a very different approach, using dynamical systems theory's mathematical and conceptual tools to model cognitive skills and abilities. The first section explains how how dynamical systems theory can describe cognitive skills and abilities without using the framework of representation and information processing. The second section examines how dynamical systems theory explains two examples of child development, with particular attention to the time-sensitive nature of the dynamic system theory in these examples.
For any algebraically closed field K and any endomorphism f of
$\mathbb{P}^1(K)$
of degree at least 2, the automorphisms of f are the Möbius transformations that commute with f, and these form a finite subgroup of
$\operatorname{PGL}_2(K)$
. In the moduli space of complex dynamical systems, the locus of maps with nontrivial automorphisms has been studied in detail and there are techniques for constructing maps with prescribed automorphism groups that date back to Klein. We study the corresponding questions when K is the algebraic closure
$\bar{\mathbb{F}}_p$
of a finite field. We use the classification of finite subgroups of
$\operatorname{PGL}_2(\bar{\mathbb{F}}_p)$
to show that every finite subgroup is realizable as an automorphism group. To construct examples, we use methods from modular invariant theory. Then, we calculate the locus of maps over
$\bar{\mathbb{F}}_p$
of degree 2 with nontrivial automorphisms, showing how the geometry and possible automorphism groups depend on the prime p.
Outside the immediate statistical applications, two notable implications of the Christoffel-Darboux kernel are sketched: on the effective semialgebraic approximation of nonsmooth functions and on the spectral analysis of Koopman's operator attached to some intricate dynamical systems.
Motivated by fractal geometry of self-affine carpets and sponges, Feng and Huang [J. Math. Pures Appl.106(9) (2016), 411–452] introduced weighted topological entropy and pressure for factor maps between dynamical systems, and proved variational principles for them. We introduce a new approach to this theory. Our new definitions of weighted topological entropy and pressure are very different from the original definitions of Feng and Huang. The equivalence of the two definitions seems highly non-trivial. Their equivalence can be seen as a generalization of the dimension formula for the Bedford–McMullen carpet in purely topological terms.
The following theorem, which includes as very special cases results of Jouanolou and Hrushovski on algebraic $D$-varieties on the one hand, and of Cantat on rational dynamics on the other, is established: Working over a field of characteristic zero, suppose $\unicode[STIX]{x1D719}_{1},\unicode[STIX]{x1D719}_{2}:Z\rightarrow X$ are dominant rational maps from an (possibly nonreduced) irreducible scheme $Z$ of finite type to an algebraic variety $X$, with the property that there are infinitely many hypersurfaces on $X$ whose scheme-theoretic inverse images under $\unicode[STIX]{x1D719}_{1}$ and $\unicode[STIX]{x1D719}_{2}$ agree. Then there is a nonconstant rational function $g$ on $X$ such that $g\unicode[STIX]{x1D719}_{1}=g\unicode[STIX]{x1D719}_{2}$. In the case where $Z$ is also reduced, the scheme-theoretic inverse image can be replaced by the proper transform. A partial result is obtained in positive characteristic. Applications include an extension of the Jouanolou–Hrushovski theorem to generalised algebraic ${\mathcal{D}}$-varieties and of Cantat’s theorem to self-correspondences.
Ergodic theory is concerned with dynamical systems -- collections of points together with a rule governing how the system changes over time. Much of the theory is concerned with the long term behavior of typical points-- how points behave over time, ignoring anomalous behavior from a small number of exceptional points. Computability theory has a family of precise notions of randomness: a point is "algorithmically random'' if no computable test can demonstrate that it is not random. These notions capture something essential about the informal notion of randomness: algorithmically random points are precisely the ones that have typical orbits in computable dynamical systems. For computable dynamical systems with or without assumptions of ergodicity, the measure 0 set of exceptional points for various theorems (such as Poincaré's Recurrence Theorem or the pointwise ergodic theorem) are precisely the Schnorr or Martin-Löf random points identified in algorithmic randomness.
Balance theory has advanced with interdisciplinary contributions from social science, physical science, engineering, and mathematics. The common focus of attention is social networks in which every individual has either a positive or negative, cognitive or emotional, appraisal of every other individual. The current frontier of work on balance theory is a hunt for a dynamical model that predicts the temporal evolution of any such appraisal network to a particular structure in the complete set of balanced networks allowed by the theory. Finding such a model has proved to be a difficult problem. In this article, we contribute a parsimonious solution of the problem that explicates the conditions under which a network will evolve either to a set of mutually antagonistic cliques or to an asymmetric structure that allows agreement, cooperation, and compromise among cliques.
After a brief discussion of invariant measures and entropy, we introduce semidynamical and dynamical systems. We use Koopmanism to show how to obtain semigroups/groups of linear operators on function spaces, when we have a quasi-invariant measure. Applications are given to solution flows of differential equations. In the last part we discuss “dilations” as a mathematical approach to the origins of irreversibility.
The nonstationary Erlang-A queue is a fundamental queueing model that is used to describe the dynamic behavior of large-scale multiserver service systems that may experience customer abandonments, such as call centers, hospitals, and urban mobility systems. In this paper we develop novel approximations to all of its transient and steady state moments, the moment generating function, and the cumulant generating function. We also provide precise bounds for the difference of our approximations and the true model. More importantly, we show that our approximations have explicit stochastic representations as shifted Poisson random variables. Moreover, we are also able to show that our approximations and bounds also hold for nonstationary Erlang-B and Erlang-C queueing models under certain stability conditions.
The effect of small noise in a smooth dynamical system is negligible on any finite time interval; in this paper we study situations where the effect persists on intervals increasing to ∞. Such an asymptotic regime occurs when the system starts from an initial condition that is sufficiently close to an unstable fixed point. In this case, under appropriate scaling, the trajectory converges to a solution of the unperturbed system started from a certain random initial condition. In this paper we consider the case of one-dimensional diffusions on the positive half-line; this case often arises as a scaling limit in population dynamics.
In this paper we present results on the concentration properties of the smoothing and filtering distributions of some partially observed chaotic dynamical systems. We show that, rather surprisingly, for the geometric model of the Lorenz equations, as well as some other chaotic dynamical systems, the smoothing and filtering distributions do not concentrate around the true position of the signal, as the number of observations tends to ∞. Instead, under various assumptions on the observation noise, we show that the expected value of the diameter of the support of the smoothing and filtering distributions remains lower bounded by a constant multiplied by the standard deviation of the noise, independently of the number of observations. Conversely, under rather general conditions, the diameter of the support of the smoothing and filtering distributions are upper bounded by a constant multiplied by the standard deviation of the noise. To some extent, applications to the three-dimensional Lorenz 63 model and to the Lorenz 96 model of arbitrarily large dimension are considered.
This paper is concerned with the Hopf bifurcation analysis of tumor-immune system competition model with two delays. First, we discuss the stability of state points with different kinds of delays. Then, a sufficient condition to the existence of the Hopf bifurcation is derived with parameters at different points. Furthermore, under this condition, the stability and direction of bifurcation are determined by applying the normal form method and the center manifold theory. Finally, a kind of Runge-Kutta methods is given out to simulate the periodic solutions numerically. At last, some numerical experiments are given to match well with the main conclusion of this paper.
In this paper we introduce discrete-time semi-Markov random evolutions (DTSMREs) and study asymptotic properties, namely, averaging, diffusion approximation, and diffusion approximation with equilibrium by the martingale weak convergence method. The controlled DTSMREs are introduced and Hamilton–Jacobi–Bellman equations are derived for them. The applications here concern the additive functionals (AFs), geometric Markov renewal chains (GMRCs), and dynamical systems (DSs) in discrete time. The rates of convergence in the limit theorems for DTSMREs and AFs, GMRCs, and DSs are also presented.