a b s t r a c t A periodic steady state is a familiar phenomenon in many areas of theoretical biology and provides a satisfying explanation for those animal communities in which populations are observed to oscillate in a reproducible periodic manner. In this paper we explore models of three competing species described by symmetric and asymmetric May–Leonard models, and specifically investigate criteria for the existence of periodic steady states for an adapted May–Leonard model: x˙ = r(1 − x − ˛y − ˇz)x y˙ = (1 − ˇx − y − ˛z)y z˙ = (1 − ˛x − ˇy − z)z. Using the Routh–Hurwitz conditions, six inequalities that ensure the stability of the system are identified. These inequalities are solved simultaneously, using numerical methods in order to generate three-dimensional phase portraits to illustrate the steady states. Then the “stability boundary” is defined as the almost linear boundary between stability and instability. All the mathematics discussed is suitable for advanced undergraduate mathematics or applied mathematics students, offering them the opportunity to incorporate a computer algebra system such as Mathematica, DERIVE or Matlab in their investigations. The adapted May–Leonard model provides a practical application of steady states, stability and possible limit cycles of a nonlinear system.

In the past decade, aggressive scaling of transistor feature size has been a primary force driving higher Static Random Access Memory (SRAM) integration density. Due to the scaling, nanometer SRAM designs are getting more and more stability issues. The traditional way of analyzing stability is the Static Noise Margins (SNM). However, SNM has limited capability to capture critical nonlinearity, so it becomes incapable of characterizing the key dynamics of SRAM operations with induced soft-error. This thesis defines new stability margin metrics using a system-theoretic approach. Nonlinear system theories will be applied rigorously in this work to construct new stability concepts. Based on the phase portrait analysis, soft-error can be explained using bifurcation theory. The state flipping requires a minimum noise current (Icritical) and time (Tcritical). This work derives Icritical analytically for simple L1 model and provides design insight using a level one circuit model, and also provides numerical algorithms on both Icritical and Tcritial for higher a level device model. This stability analysis provides more physical characterization of SRAM noise tolerance property; thus has potential to provide needed yield estimation.

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This thesis is about some issues in system modeling: The first is a parsimonious representation of MISO Hammerstein system, which is by projecting the multivariate linear function into a univariate input function space. This leads to the so-called semiparamtric Hammerstein model, which overcomes the commonly known “Curse of dimensionality” for nonparametric estimation on MISO systems. The second issue discussed in this thesis is orthogonal expansion analysis on a univariate Hammerstein model and hypothesis testing for the structure of the nonlinear subsystem. The generalization of this technique can be used to test the validity for parametric assumptions of the nonlinear function in Hammersteim models. It can also be applied to approximate a general nonlinear function by a certain class of parametric function in the Hammerstein models. These techniques can also be extended to other block-oriented systems, e.g, Wiener systems, with slight modification. The third issue in this thesis is applying machine learning and system modeling techniques to transient stability studies in power engineering. The simultaneous variable section and estimation lead to a substantially reduced complexity and yet possesses a stronger prediction power than techniques known in the power engineering literature so far.

This thesis is about some issues in system modeling: The first is a parsimonious representation of MISO Hammerstein system, which is by projecting the multivariate linear function into a univariate input function space. This leads to the so-called semiparamtric Hammerstein model, which overcomes the commonly known “Curse of dimensionality” for nonparametric estimation on MISO systems. The second issue discussed in this thesis is orthogonal expansion analysis on a univariate Hammerstein model and hypothesis testing for the structure of the nonlinear subsystem. The generalization of this technique can be used to test the validity for parametric assumptions of the nonlinear function in Hammersteim models. It can also be applied to approximate a general nonlinear function by a certain class of parametric function in the Hammerstein models. These techniques can also be extended to other block-oriented systems, e.g, Wiener systems, with slight modification. The third issue in this thesis is applying machine learning and system modeling techniques to transient stability studies in power engineering. The simultaneous variable section and estimation lead to a substantially reduced complexity and yet possesses a stronger prediction power than techniques known in the power engineering literature so far.

O estudo da região de estabilidade é de extrema importância nas ciências, aplicações em engenharia e nos sistemas de controle não linear. Neste trabalho, uma caracterização completa da região de estabilidade e da fronteira da região de estabilidade de pontos fixos estáveis de uma classe ampla de sistemas dinâmicos discretos não lineares é desenvolvida. Os resultados deste trabalho estendem a caracterização da região de estabilidade já proposta na literatura para uma ampla classe de sistemas, modelados por difeomorfismos e que admitem a presença de órbitas periódicas e pontos fixos na fronteira da região de estabilidade. Caracterizações dinâmicas e topológicas são propostas para a fronteira da região de estabilidade. Além disso, são dadas condições necessárias e suficientes para que um ponto fixo ou órbita periódica pertença à fronteira da região de estabilidade. Exemplos numéricos, incluindo o modelo de uma rede neural simétrica com 2-neurônios, ilustram os resultados propostos neste trabalho. / The study of the stability region is very important in the sciences, engineering applications, and in nonlinear control systems. In this work, a complete characterization for both the stability region and the stability boundary of stable xed points of a nonlinear discrete dynamical systems is developed. The results of this work extend the characterization of the stability region already proposed in the literature for a larger class of systems, which are modeled by dieomorphisms and which admit the presence of periodic orbits and xed points on the stability boundary. Several dynamical and topological characterizations are proposed to the stability boundary. Moreover, several necessary and sucient conditions for xed points and periodic orbits to lie on the stability boundary are derived. Numerical examples, including the model of a symmetric neural network with 2-neurons, illustrate the results proposed in this work.

O estudo da região de estabilidade é de extrema importância nas ciências, aplicações em engenharia e nos sistemas de controle não linear. Neste trabalho, uma caracterização completa da região de estabilidade e da fronteira da região de estabilidade de pontos fixos estáveis de uma classe ampla de sistemas dinâmicos discretos não lineares é desenvolvida. Os resultados deste trabalho estendem a caracterização da região de estabilidade já proposta na literatura para uma ampla classe de sistemas, modelados por difeomorfismos e que admitem a presença de órbitas periódicas e pontos fixos na fronteira da região de estabilidade. Caracterizações dinâmicas e topológicas são propostas para a fronteira da região de estabilidade. Além disso, são dadas condições necessárias e suficientes para que um ponto fixo ou órbita periódica pertença à fronteira da região de estabilidade. Exemplos numéricos, incluindo o modelo de uma rede neural simétrica com 2-neurônios, ilustram os resultados propostos neste trabalho. / The study of the stability region is very important in the sciences, engineering applications, and in nonlinear control systems. In this work, a complete characterization for both the stability region and the stability boundary of stable xed points of a nonlinear discrete dynamical systems is developed. The results of this work extend the characterization of the stability region already proposed in the literature for a larger class of systems, which are modeled by dieomorphisms and which admit the presence of periodic orbits and xed points on the stability boundary. Several dynamical and topological characterizations are proposed to the stability boundary. Moreover, several necessary and sucient conditions for xed points and periodic orbits to lie on the stability boundary are derived. Numerical examples, including the model of a symmetric neural network with 2-neurons, illustrate the results proposed in this work.

Estimar a região de estabilidade de um ponto de equilíbrio assintoticamente estável é importante em aplicações tais como sistemas de potência, economia e ecologia. A compreensão da estrutura qualitativa da fronteira da região de estabilidade é fundamental para estimar com eficiência a região de estabilidade. Caracterizações topológicas e dinâmicas da fronteira da região de estabilidade foram desenvolvidas ao longo das últimas décadas. Estas caracterizações foram desenvolvidas sob hipóteses de hiperbolicidade dos pontos de equilíbrio na fronteira e transversalidade. Para sistemas que dependem de parâmetros, a condição de hiperbolicidade pode ser violada em pontos de bifurcações. Estaremos interessados em estimar a região de estabilidade, para sistemas sujeitos a variações de parâmetros, onde ocorre a violação da condição de hiperbolicidade dos pontos de equilíbrio na fronteira da região de estabilidade devido ao aparecimento de uma bifurcação sela-nó do tipo zero nesta fronteira. Apresentaremos neste trabalho uma caracterização completa da fronteira da região de estabilidade na presença de um ponto de equilíbrio não hiperbólico sela-nó do tipo zero. Motivados também em oferecer um algoritmo conceitual para obter estimativas da região de estabilidade perturbada via conjunto de nível de uma dada função energia na vizinhança de um parâmetro de bifurcação sela-nó do tipo zero, buscaremos exibir resultados que permitam compreender o comportamento da região de estabilidade e de sua fronteira sob a influência das variações do parâmetro, incluindo variações do parâmetro próximo a um parâmetro de bifurcação sela-nó do tipo zero. / Estimating the stability region of an asymptotically stable equilibrium point is fundamental in applications such as power systems, economy and ecology. The knowledge of the qualitative structure of the stability boundary is essential to estimate with efficiency the stability region. Topological and dynamical characterizations of the stability boundary have been developed over the past decades. These characterizations were developed under assumptions of hyperbolicity of equilibrium points on the stability boundary and transversality. For systems that depend on parameters, the condition of hyperbolicity can be violated at points of bifurcations. We will be primarily interested in estimating the stability region, for systems subjected to parameter variations, when the condition of hyperbolicity of equilibrium points on the stability boundary is violated due to the appearance of a type-zero saddle-node bifurcation on the stability boundary. We will develop in this work, a complete characterization of the stability boundary in the presence of a type-zero saddle-node non-hyperbolic equilibrium point. Also, motivated to providing a conceptual algorithm to obtain estimates of the perturbed stability region via level sets of a given energy function in the neighborhood of a type-zero saddle-node bifurcation parameter, we offer results that explain the behavior of the stability region and its boundary under the influence of parameter variations, including variations of the parameter close to a type-zero saddle-node bifurcation parameter.

Estimar a região de estabilidade de um ponto de equilíbrio assintoticamente estável é importante em aplicações tais como sistemas de potência, economia e ecologia. A compreensão da estrutura qualitativa da fronteira da região de estabilidade é fundamental para estimar com eficiência a região de estabilidade. Caracterizações topológicas e dinâmicas da fronteira da região de estabilidade foram desenvolvidas ao longo das últimas décadas. Estas caracterizações foram desenvolvidas sob hipóteses de hiperbolicidade dos pontos de equilíbrio na fronteira e transversalidade. Para sistemas que dependem de parâmetros, a condição de hiperbolicidade pode ser violada em pontos de bifurcações. Estaremos interessados em estimar a região de estabilidade, para sistemas sujeitos a variações de parâmetros, onde ocorre a violação da condição de hiperbolicidade dos pontos de equilíbrio na fronteira da região de estabilidade devido ao aparecimento de uma bifurcação sela-nó do tipo zero nesta fronteira. Apresentaremos neste trabalho uma caracterização completa da fronteira da região de estabilidade na presença de um ponto de equilíbrio não hiperbólico sela-nó do tipo zero. Motivados também em oferecer um algoritmo conceitual para obter estimativas da região de estabilidade perturbada via conjunto de nível de uma dada função energia na vizinhança de um parâmetro de bifurcação sela-nó do tipo zero, buscaremos exibir resultados que permitam compreender o comportamento da região de estabilidade e de sua fronteira sob a influência das variações do parâmetro, incluindo variações do parâmetro próximo a um parâmetro de bifurcação sela-nó do tipo zero. / Estimating the stability region of an asymptotically stable equilibrium point is fundamental in applications such as power systems, economy and ecology. The knowledge of the qualitative structure of the stability boundary is essential to estimate with efficiency the stability region. Topological and dynamical characterizations of the stability boundary have been developed over the past decades. These characterizations were developed under assumptions of hyperbolicity of equilibrium points on the stability boundary and transversality. For systems that depend on parameters, the condition of hyperbolicity can be violated at points of bifurcations. We will be primarily interested in estimating the stability region, for systems subjected to parameter variations, when the condition of hyperbolicity of equilibrium points on the stability boundary is violated due to the appearance of a type-zero saddle-node bifurcation on the stability boundary. We will develop in this work, a complete characterization of the stability boundary in the presence of a type-zero saddle-node non-hyperbolic equilibrium point. Also, motivated to providing a conceptual algorithm to obtain estimates of the perturbed stability region via level sets of a given energy function in the neighborhood of a type-zero saddle-node bifurcation parameter, we offer results that explain the behavior of the stability region and its boundary under the influence of parameter variations, including variations of the parameter close to a type-zero saddle-node bifurcation parameter.

This thesis is concerned with nonlinear analyses of BWR stability behaviour, contributing to a deeper understanding in this field. Despite negative feedback-coefficients of a BWR, there are operational points (OP) at which oscillatory instabilities occur. So far, a comprehensive and an in-depth understanding of the nonlinear BWR stability behaviour are missing, even though the impact of the significant physical parameters is well known. In particular, this concerns parameter regions in which linear stability indicators, like the asymptotic decay ratio, lose their meaning. Nonlinear stability analyses are usually carried out using integral (system) codes, describing the dynamical system by a system of nonlinear partial differential equations (PDE). One aspect of nonlinear BWR stability analyses is to get an overview about different types of nonlinear stability behaviour and to examine the conditions of their occurrence. For these studies the application of system codes alone is inappropriate. Hence, in the context of this thesis, a novel approach to nonlinear BWR stability analyses, called RAM-ROM method, is developed. In the framework of this approach, system codes and reduced order models (ROM) are used as complementary tools to examine the stability characteristics of fixed points and periodic solutions of the system of nonlinear differential equations, describing the stability behaviour of a BWR loop. The main advantage of a ROM, which is a system of ordinary differential equations (ODE), is the possible coupling with specific methods of the nonlinear dynamics. This method reveals nonlinear phenomena in certain regions of system parameters without the need for solving the system of ROM equations. The stability properties of limit cycles generated in Hopf bifurcation points and the conditions of their occurrence are of particular interest. Finally, the nonlinear phenomena predicted by the ROM will be analysed in more details by the system code. Hence, the thesis is not focused on rendering more precisely linear stability indicators like DR. The objective of the ROM development is to develop a model as simple as possible from the mathematical and numerical point of view, while preserving the physics of the BWR stability behaviour. The ODEs of the ROM are deduced from the PDEs describing the dynamics of a BWR. The system of ODEs includes all spatial effects in an approximated (spatial averaged) manner, e.g. the space-time dependent neutron flux is expanded in terms of a complete set of orthogonal spatial neutron flux modes. In order to simulate the stability characteristics of the in-phase and out-of-phase oscillation mode, it is only necessary to take into account the fundamental mode and the first azimuthal mode. The ROM, originally developed at PSI in collaboration with the University of Illinois (PSI-Illinois-ROM), was upgraded in significant points: • Development and implementation of a new calculation methodology for the mode feedback reactivity coefficients (void and fuel temperature reactivity) • Development and implementation of a recirculation loop model; analysis and discussion of its impact on the in-phase and out-of-phase oscillation mode • Development of a novel physically justified approach for the calculation of the ROM input data • Discussion of the necessity of consideration of the effect of subcooled boiling in an approximate manner With the upgraded ROM, nonlinear BWR stability analyses are performed for three OPs (one for NPP Leibstadt (cycle7), one for NPP Ringhals (cycle14) and one for NPP Brunsbüttel (cycle16) for which measuring data of stability tests are available. In this thesis, the novel approach to nonlinear BWR stability analyses is extensively presented for NPP Leibstadt. In particular, the nonlinear analysis is carried out for an operational point (OP), in which an out-of-phase power oscillation has been observed in the scope of a stability test at the beginning of cycle 7 (KKLc7_rec4). The ROM predicts a saddle-node bifurcation of cycles, occurring in the linear stable region, close to the KKLc7_rec4-OP. This result allows a new interpretation of the stability behaviour around the KKLc7_rec4-OP. The results of this thesis confirm that the RAM-ROM methodology is qualified for nonlinear BWR stability analyses. / Die vorliegende Dissertation leistet einen Beitrag zum tieferen Verständnis des nichtlinearen Stabilitätsverhaltens von Siedewasserreaktoren (SWR). Trotz der Tatsache, dass in diesem technischen System nur negative innere Rückkopplungskoeffizienten auftreten, können in bestimmten Arbeitspunkten oszillatorische Instabilitäten auftreten. Obwohl relativ gute Kenntnisse über die signifikanten physikalischen Einflussgrößen vorliegen, fehlt bisher ein umfassendes Verständnis des SWR-Stabilitätsverhaltens. Das betrifft insbesondere die Bereiche der Systemparameter, in denen lineare Stabilitätsindikatoren, wie zum Beispiel das asymptotische Decay Ratio (DR), ihren Sinn verlieren. Die nichtlineare Stabilitätsanalyse wird im Allgemeinen mit Systemcodes (nichtlineare partielle Differentialgleichungen, PDG) durchgeführt. Jedoch kann mit Systemcodes kein oder nur ein sehr lückenhafter Überblick über die Typen von nichtlinearen Phänomenen, die in bestimmten System-Parameterbereichen auftreten, erhalten werden. Deshalb wurde im Rahmen der vorliegenden Arbeit eine neuartige Methode (RAM-ROM Methode) zur nichtlinearen SWR-Stabilitätsanalyse erprobt, bei der integrale Systemcodes und sog. vereinfachte SWR-Modelle (ROM) als sich gegenseitig ergänzende Methoden eingesetzt werden, um die Stabilitätseigenschaften von Fixpunkten und periodischen Lösungen (Grenzzyklen) des nichtlinearen Differentialgleichungssystems, welches das Stabilitätsverhalten des SWR beschreibt, zu bestimmen. Das ROM, in denen das dynamische System durch gewöhnliche Differentialgleichungen (GDG) beschrieben wird, kann relativ einfach mit leistungsfähigen Methoden aus der nichtlinearen Dynamik, wie zum Beispiel die semianalytische Bifurkationsanalyse, gekoppelt werden. Mit solchen Verfahren kann, ohne das DG-System explizit lösen zu müssen, ein Überblick über mögliche Typen von stabilen und instabilen oszillatorischen Verhalten des SWR erhalten werden. Insbesondere sind die Stabilitätseigenschaften von Grenzzyklen, die in Hopf-Bifurkationspunkten entstehen, und die Bedingungen, unter denen sie auftreten, von Interesse. Mit dem Systemcode (RAMONA5) werden dann die mit dem ROM vorhergesagten Phänomene in den entsprechenden Parameterbereichen detaillierter untersucht (Validierung des ROM). Die Methodik dient daher nicht der Verfeinerung der Berechnung linearer Stabilitätsindikatoren (wie das DR). Das ROM-Gleichungssystem entsteht aus den PDGs des Systemcodes durch geeignete (nichttriviale) räumliche Mittelung der PDG. Es wird davon ausgegangen, dass die Reduzierung der räumlichen Komplexität die Stabilitätseigenschaften des SWR nicht signifikant verfälschen, da durch geeignete Mittlungsverfahren, räumliche Effekte näherungsweise in den GDGs berücksichtig werden. Beispielsweise wird die raum- und zeitabhängige Neutronenflussdichte nach räumlichen Moden entwickelt, wobei für eine Simulation der Stabilitätseigenschaften der In-phase- und Out-of-Phase-Leistungsoszillationen nur der Fundamentalmode und der erste azimuthale Mode berücksichtigt werden muss. Das ROM, welches ursprünglich am Paul Scherrer Institut (PSI, Schweiz) in Zusammenarbeit mit der Universität Illinois (USA) entwickelt wurde, ist in zwei wesentlichen Punkten erweitert und verbessert worden: • Entwicklung und Implementierung einer neuen Methode zur Berechnung der Rückkopplungsreaktivitäten • Entwicklung und Implementierung eines Modells zur Beschreibung der Rezirkulationsschleife (insbesondere wurde der Einfluss der Rezirkulationsschleife auf den In-Phase-Oszillationszustand und auf den Out-of-Phase-Oszillationszustand untersucht) • Entwicklung einer physikalisch begründeten Methode zur Berechnung der ROM-Inputdaten • Abschätzung des Einflusses des unterkühlten Siedens im Rahmen der ROM-Näherungen Mit dem erweiterten ROM wurden nichtlineare Stabilitätsanalysen für drei Arbeitspunkte (KKW Leibstadt (Zyklus 7) KKW Ringhals (Zyklus 14) und KKW Brunsbüttel (Zyklus 16)), für die Messdaten vorliegen, durchgeführt. In der Dissertationsschrift wird die RAM-ROM Methode ausführlich am Beispiel eines Arbeitspunktes (OP) des KKW Leibstadt (KKLc7_rec4-OP), in dem eine aufklingende regionale Leistungsoszillation bei einem Stabilitätstest gemessen worden ist, demonstriert. Das ROM sagt die Existenz eines Umkehrpunktes (saddle-node bifurcation of cycles, fold-bifurcation) voraus, der sich im linear stabilen Gebiet nahe der Stabilitätsgrenze befindet. Mit diesem ROM-Ergebnis ist eine neue Interpretation der Stabilitätseigenschaften des KKLc7_rec4-OP möglich. Die Resultate der in der Dissertation durchgeführten RAM-ROM Analyse bestätigen, dass das weiterentwickelte ROM für die Analyse des Stabilitätsverhaltens realer Leistungsreaktoren qualifiziert wurde.