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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Probabilistic Properties of Delay Differential Equations

Taylor, S. Richard January 2004 (has links)
Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, <em>i. e. </em> in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the dynamics of ensembles (statistical mechanics) and systems with uncertainty in the initial conditions. It is also the basis of ergodic theory--the study of probabilistic invariants of dynamical systems--which provides one framework for understanding chaotic systems whose time evolutions are erratic and for practical purposes unpredictable. Delay differential equations (DDEs) are a particular class of deterministic systems, distinguished by an explicit dependence of the dynamics on past states. DDEs arise in diverse applications including mathematics, biology and economics. A probabilistic approach to DDEs is lacking. The main problems we consider in developing such an approach are (1) to characterize the evolution of probability distributions for DDEs, <em>i. e. </em> develop an analog of the Perron-Frobenius operator; (2) to characterize invariant probability distributions for DDEs; and (3) to develop a framework for the application of ergodic theory to delay equations, with a view to a probabilistic understanding of DDEs whose time evolutions are chaotic. We develop a variety of approaches to each of these problems, employing both analytical and numerical methods. In transient chaos, a system evolves erratically during a transient period that is followed by asymptotically regular behavior. Transient chaos in delay equations has not been reported or investigated before. We find numerical evidence of transient chaos (fractal basins of attraction and long chaotic transients) in some DDEs, including the Mackey-Glass equation. Transient chaos in DDEs can be analyzed numerically using a modification of the "stagger-and-step" algorithm applied to a discretized version of the DDE.
2

Probabilistic Properties of Delay Differential Equations

Taylor, S. Richard January 2004 (has links)
Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, <em>i. e. </em> in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the dynamics of ensembles (statistical mechanics) and systems with uncertainty in the initial conditions. It is also the basis of ergodic theory--the study of probabilistic invariants of dynamical systems--which provides one framework for understanding chaotic systems whose time evolutions are erratic and for practical purposes unpredictable. Delay differential equations (DDEs) are a particular class of deterministic systems, distinguished by an explicit dependence of the dynamics on past states. DDEs arise in diverse applications including mathematics, biology and economics. A probabilistic approach to DDEs is lacking. The main problems we consider in developing such an approach are (1) to characterize the evolution of probability distributions for DDEs, <em>i. e. </em> develop an analog of the Perron-Frobenius operator; (2) to characterize invariant probability distributions for DDEs; and (3) to develop a framework for the application of ergodic theory to delay equations, with a view to a probabilistic understanding of DDEs whose time evolutions are chaotic. We develop a variety of approaches to each of these problems, employing both analytical and numerical methods. In transient chaos, a system evolves erratically during a transient period that is followed by asymptotically regular behavior. Transient chaos in delay equations has not been reported or investigated before. We find numerical evidence of transient chaos (fractal basins of attraction and long chaotic transients) in some DDEs, including the Mackey-Glass equation. Transient chaos in DDEs can be analyzed numerically using a modification of the "stagger-and-step" algorithm applied to a discretized version of the DDE.
3

Finding and exploiting structure in complex systems via geometric and statistical methods

Grover, Piyush 06 July 2010 (has links)
The dynamics of a complex system can be understood by analyzing the phase space structure of that system. We apply geometric and statistical techniques to two Hamiltonian systems to find and exploit structure in the phase space that helps us get qualitative and quantitative results about the phase space transport. While the structure can be revealed by the study of invariant manifolds of fixed points and periodic orbits in the first system, there do not exist any fixed points (and hence invariant manifolds) in the second system. The use of statistical (or measure theoretic) and topological methods reveals the phase space structure even in the absence of fixed points or stable and unstable invariant manifolds. The first problem we study is the four-body problem in the context of a spacecraft in the presence of a planet and two of its moons, where we exploit the phase space structure of the problem to devise an intelligent control strategy to achieve mission objectives. We use a family of analytically derived controlled Keplerian Maps in the Patched-Three-Body framework to design fuel efficient trajectories with realistic flight times. These maps approximate the dynamics of the Planar Circular Restricted Three Body Problem (PCR3BP) and we patch solutions in two different PCR3BPs to form the desired trajectories in the four body system. The second problem we study concerns phase space mixing in a two-dimensional time dependent Stokes flow system. Topological analysis of the braiding of periodic points has been recently used to find lower bounds on the complexity of the flow via the Thurston-Nielsen classification theorem (TNCT). We extend this framework by demonstrating that in a perturbed system with no apparent periodic points, the almost-invariant sets computed using a transfer operator approach are the natural objects on which to pin the TNCT. / Ph. D.

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