Dynamical Systems Commons^™

Local Lagged Adapted Generalized Method Of Moments And Applications, Olusegun Michael Otunuga, Gangaram S. Ladde, Nathan G. Ladde

Olusegun Michael Otunuga

In this work, an attempt is made for developing the local lagged adapted generalized method of moments (LLGMM). This proposed method is composed of: (1) development of the stochastic model for continuous-time dynamic process, (2) development of the discrete-time interconnected dynamic model for statistic process, (3) utilization of Euler-type discretized scheme for nonlinear and non-stationary system of stochastic differential equations, (4) development of generalized method of moment/observation equations by employing lagged adaptive expectation process, (5) introduction of the conceptual and computational parameter estimation problem, (6) formulation of the conceptual and computational state estimation scheme and (7) definition of the conditional …

Stochastic Modeling Of Energy Commodity Spot Price Processes With Delay In Volatility, Olusegun Michael Otunuga, Gangaram S. Ladde

Olusegun Michael Otunuga

Employing basic economic principles, we systematically develop both deterministic and stochastic dynamic models for the log-spot price process of energy commodity. Furthermore, treating a diffusion coefficient parameter in the non-seasonal log-spot price dynamic system as a stochastic volatility functional of log-spot price, an interconnected system of stochastic model for log-spot price, expected log-spot price and hereditary volatility process is developed. By outlining the risk-neutral dynamics and pricing, sufficient conditions are given to guarantee that the risk-neutral dynamic model is equivalent to the developed model. Furthermore, it is shown that the expectation of the square of volatility under the risk-neutral measure …

Time Varying Parameter Estimation Scheme For A Linear Stochastic Differential Equation, Olusegun Michael Otunuga

Olusegun Michael Otunuga

In this work, an attempt is made to estimate time varying parameters in a linear stochastic differential equation. By defining mk as the local admissible sample/data observation size at time tk, parameters and state at time tk are estimated using past data on interval [tk−mk+1, tk]. We show that the parameter estimates at each time tk converge in probability to the true value of the parameters being estimated. A numerical simulation is presented by applying the local lagged adapted generalized method of moments (LLGMM) method to the stochastic differential models governing prices of energy …

Finding Positive Solutions Of Boundary Value Dynamic Equations On Time Scale, Olusegun Michael Otunuga

Olusegun Michael Otunuga

This thesis is on the study of dynamic equations on time scale. Most often, the derivatives and anti-derivatives of functions are taken on the domain of real numbers, which cannot be used to solve some models like insect populations that are continuous while in season and then follow a difference scheme with variable step-size. They die out in winter, while the eggs are incubating or dormant; and then they hatch in a new season, giving rise to a non overlapping population. The general idea of my thesis is to find the conditions for having a positive solution of any boundary …

Global Stability Of Nonlinear Stochastic Sei Epidemic Model With Fluctuations In Transmission Rate Of Disease, Olusegun Michael Otunuga

Olusegun Michael Otunuga

We derive and analyze the dynamic of a stochastic SEI epidemic model for disease spread. Fluctuations in the transmission rate of the disease bring about stochasticity in model. We discuss the asymptotic stability of the infection-free equilibrium by first deriving the closed form deterministic (R₀) and stochastic (R₀) basic reproductive number. Contrary to some author’s remark that different diffusion rates have no effect on the stability of the disease-free equilibrium, we showed that even if no epidemic invasion occurs with respect to the deterministic version of the SEI model (i.e., R₀ < 1), epidemic can still grow initially (if R₀ > 1) …

Call For Abstracts - Resrb 2019, July 8-9, Wrocław, Poland, Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

A Companion To The Introduction To Modern Dynamics, David D. Nolte

David D Nolte

C.V. - Wojciech Budzianowski, Wojciech M. Budzianowski

Wojciech Budzianowski

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Renewable Energy And Sustainable Development (Resd) Group, Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

Computing The Optimal Path In Stochastic Dynamical Systems, Martha Bauver, Eric Forgoston, Lora Billings

Lora Billings

Computing The Optimal Path In Stochastic Dynamical Systems, Martha Bauver, Eric Forgoston, Lora Billings

Eric Forgoston

Geometric Limits Of Julia Sets Of Maps Z^N + Exp(2Πiθ) As N → ∞, Scott Kaschner, Reaper Romero, David Simmons

Scott Kaschner

We show that the geometric limit as n → ∞ of the Julia sets J(Pn,c) for the maps Pn,c(z) = zn + c does not exist for almost every c on the unit circle. Furthermore, we show that there is always a subsequence along which the limit does exist and equals the unit circle.

Rational Map Of Cp^2 With No Invariant Foliation, Scott Kaschner, Rodrigo Perez, Roland Roeder

Scott Kaschner

Conference Poster presented at: Midwest Dynamical Systems Conference, Champaign/Urbana, IL November 1-3, 2013.

Procesy Cieplne I Aparaty (Lab), Wojciech M. Budzianowski

Wojciech Budzianowski

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Inżynieria Chemiczna Lab., Wojciech M. Budzianowski

Wojciech Budzianowski

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Gait Transition Dynamics Are Modulated By Experimental Protocol, Mohammad Abdolvahab, Jason Gordon

Mohammad Abdolvahab

No abstract provided.

Inżynieria Chemiczna Ćw., Wojciech M. Budzianowski

Wojciech Budzianowski

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Tematyka Prac Doktorskich, Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

Zespół Energii Odnawialnej I Zrównoważonego Rozwoju (Eozr), Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

Can A Falling Bullet Kill You?, Zechariah Thurman

Zechariah Thurman

A terminal velocity examination of the problem of the falling bullet is investigated.

Termodynamika Procesowa I Techniczna Lab., Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

Tematyka Prac Dyplomowych Dla Studentów Wydziału Mechaniczno-Energetycznego Pwr., Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

Tematyka Prac Dyplomowych Dla Studentów Wydziału Chemicznego Pwr., Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

Mechanika Płynów Lab., Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.

Fundamental Domain Of Invariant Sets And Applications, Pengfei Zhang

Pengfei Zhang

No abstract provided.

Long-Wave Model For Strongly Anisotropic Growth Of A Crystal Step, Mikhail Khenner

Mikhail Khenner

A continuum model for the dynamics of a single step with the strongly anisotropic line energy is formulated and analyzed. The step grows by attachment of adatoms from the lower terrace, onto which atoms adsorb from a vapor phase or from a molecular beam, and the desorption is nonnegligible (the “one-sided” model). Via a multiscale expansion, we derived a long-wave, strongly nonlinear, and strongly anisotropic evolution PDE for the step profile. Written in terms of the step slope, the PDE can be represented in a form similar to a convective Cahn-Hilliard equation. We performed the linear stability analysis and computed …

Systems Of Navier-Stokes Equations On Cantor Sets

Xiao-Jun Yang

We present systems of Navier-Stokes equations on Cantor sets, which are described by the local fractional vector calculus. It is shown that the results for Navier-Stokes equations in a fractal bounded domain are efficient and accurate for describing fluid flow in fractal media.

Fractional Complex Transform Method For Wave Equations On Cantor Sets Within Local Fractional Differential Operator, Xiao-Jun Yang

Xiao-Jun Yang

This paper points out the fractional complex transform method for wave equations on Cantor sets within the local differential fractional operators. The proposed method is efficient to handle differential equations on Cantor sets.

Tourbillion In The Phase Space Of The Bray-Liebhafsky Nonlinear Oscillatory Reaction And Related Multiple-Time-Scale Model, Zeljko D. Cupic

Zeljko D Cupic

The mixed-mode dynamical states found experimentally in the concentration phase space of the iodate catalyzed hydrogen peroxide decomposition (The Bray-Liebhafsky oscillatory reaction) are discussed theoretically in a related multiple-time-scale model, from the viewpoint of tourbillion. With aim to explain the mixed-mode oscillations obtained by numerical simulations of the various dynamical states of a model for the Bray-Liebhafsky reaction under CSTR conditions, the folded singularity points on the critical manifold of the full system and Andronov-Hopf bifurcation of the fast subsystem are calculated. The interaction between those singularities causes occurrence of tourbillion structure.

Mechaniczny Rozdział Faz Proj., Wojciech M. Budzianowski

Wojciech Budzianowski

No abstract provided.