The solution u=u(t)=u(t,λ) of (E) u′(t)+λ∫₀^tu(t-τ)(d+a(τ))dτ=0, u(0)=1, t ≥ 0, λ ≥ 1 where d ≥ 0, a is nonnegative, nonincreasing, convex and ∞ ≥ a(0+) > a(∞) = 0 is studied. In particular the question asked is: When is (F) ∫₀^∞_{λ ≥ 1}^sup|u′′(t, λ)/λ|dt < ∞? We obtain two necessary conditions for (F). For (F) to hold, it is necessary that (-lnt)a(τ)∈L¹(0,1) and lim sup _τ→∞ (τθ(τ))²/φ(τ) <∞ where â(τ)=∫₀^∞e^-iτta(t)dt=φ(τ)-iτθ(τ) (φ,θ both real). We obtain sufficient conditions for (F) to hold which involve φ and θ (See Theorem 7). Then we look for direct conditions on a which imply (F). with the addition assumption -a′ is convex, we prove that (F) holds provided any one of the following hold: (i) a(0+)<∞, (ii) 0<lim inf _τ→∞ τ∫₀^1/τsa(s)ds / ∫₀^1/τ-sa′(s)ds ≤ lim sup _τ→∞ τ∫₀^1/τsa(s)ds / ∫₀^1/τ-sa′(s)ds < ∞, (iii) lim _τ→∞ τ∫₀^1/τsa(s)ds / ∫₀^1/τa(s)ds = 0, (iv) lim _τ→∞ ∫₀^1/τ-sa′(s)ds / ∫₀^1/τa(s)ds = 0, a²(t)/-a′(t) is increasing for small t and a²(t) / -ta′(t)∈L¹(0,∈) for some ∈>0, (v) lim _τ→∞ ∫₀^1/τ-sa′(s)ds / ∫₀^1/τa(s)ds = 0 and τ(∫₀^1/τ a(s)ds)³ / ∫₀^1/τ-sa′(s)ds ≤ M < ∞ for δ ≤ τ < ∞ (some δ > 0). Thus (F) holds for wide classes of examples. In particular, (F) holds when d+a(t) = t^-p, 0 < p < 1; a(t)+d = -lnt (small t); a(t)+d = t⁻¹(-lnt)^-q, q > 2 (small t). / Ph. D. / incomplete_metadata

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We extend the recently developed rough path theory to the case of more rough noise and/or more singular Volterra kernels. It was already observed that the Volterra rough path introduced there did not satisfy any geometric relation, similar to that observed in classical rough path theory. Thus, an extension of the theory to more irregular driving signals requires a deeper understanding of the specific algebraic structure arising in the Volterra rough path. Inspired by the elements of "non-geometric rough paths" developed, we provide a simple description of the Volterra rough path and the controlled Volterra process in terms of rooted trees, and with this description we are able to solve rough Volterra equations driven by more irregular signals.

This thesis studies the decision-making of agents exhibiting time-inconsistent preferences and its implications in the context of contract theory. We take a probabilistic approach to continuous-time non-Markovian time-inconsistent stochastic control problems for sophisticated agents. By introducing a refinement of the notion of equilibrium, an extended dynamic programming principle is established. In turn, this leads to consider an infinite family of BSDEs analogous to the classical Hamilton–Jacobi–Bellman equation. This system is fundamental in the sense that its well-posedness is both necessary and sufficient to characterise equilibria and its associated value function. In addition, under modest assumptions, the existence and uniqueness of a solution is established. With the previous results in mind, we then study a new general class of multidimensional type-I backward stochastic Volterra integral equations. Towards this goal, the well-posedness of a system of an infinite family of standard backward stochastic differential equations is established. Interestingly, its well-posedness is equivalent to that of the type-I backward stochastic Volterra integral equation. This result yields a representation formula in terms of semilinear partial differential equation of Hamilton–Jacobi–Bellman type. In perfect analogy to the theory of backward stochastic differential equations, the case of Lipschitz continuous generators is addressed first and subsequently the quadratic case. In particular, our results show the equivalence of the probabilistic and analytic approaches to time-inconsistent stochastic control problems. Finally, this thesis studies the contracting problem between a standard utility maximiser principal and a sophisticated time-inconsistent agent. We show that the contracting problem faced by the principal can be reformulated as a novel class of control problems exposing the complications of the agent’s preferences. This corresponds to the control of a forward Volterra equation via constrained Volterra type controls. The structure of this problem is inherently related to the representation of the agent’s value function via extended type-I backward stochastic differential equations. Despite the inherent challenges of this class of problems, our reformulation allows us to study the solution for different specifications of preferences for the principal and the agent. This allows us to discuss the qualitative and methodological implications of our results in the context of contract theory: (i) from a methodological point of view, unlike in the time-consistent case, the solution to the moral hazard problem does not reduce, in general, to a standard stochastic control problem; (ii) our analysis shows that slight deviations of seminal models in contracting theory seem to challenge the virtues attributed to linear contracts and suggests that such contracts would typically cease to be optimal in general for time-inconsistent agents; (iii) in line with some recent developments in the time-consistent literature, we find that the optimal contract in the time-inconsistent scenario is, in general, non-Markovian in the state process X.

>Magister Scientiae - MSc / In principle, an enrichment of resources in predator-prey systems show prompts destabilisation of a framework, accordingly, falling trophic communication, a phenomenon known to as the \Paradox of Enrichment" [54]. After it was rst genius postured by Rosenzweig [48], various resulting examines, including recently those of Mougi-Nishimura [43] as well as that of Bohannan-Lenski [8], were completed on this problem over numerous decades. Nonetheless, there has been a universal none acceptance of the \paradox" word within an ecological eld due to diverse interpretations [51]. In this dissertation, some theoretical exploratory works are being surveyed in line with giving a concise outline proposed responses to the paradox. Consequently, a quantity of di usion-driven models in mathematical ecology are evaluated and analysed. Accordingly, piloting the way for the spatial structured pattern (we denote it by SSP) formation in nonlinear systems of partial di erential equations [36, 40]. The central point of attention is on enrichment consequences which results toward a paradoxical state. For this purpose, evaluating a number of compartmental models in ecology similar to those of [48] will be of great assistance. Such displays have greater in uence in pattern formations due to diversity in meta-population. Studying the outcomes of initiating an enrichment into [9] of Braverman's model, with a nutrient density (denoted by n) and bacteria compactness (denoted by b) respectively, suits the purpose. The main objective behind being able to transform [9]'s system (2.16) into a new model as a result of enrichment. Accordingly, n has a logistic- type growth with linear di usion, while b poses a Holling Type II and nonlinear di usion r2 nb2 [9, 40]. Five fundamental questions are imposed in order to address and guide the study in accordance with the following sequence: (a) What will be the outcomes of introducing enrichment into [9]'s model? (b) How will such a process in (i) be done in order to change the system (2.16)'s stability state [50]? (c) Whether the paradox does exist in a particular situation or not [51]? Lastly, (d) If an absurdity in (d) does exist, is it reversible [8, 16, 54]? Based on the problem statement above, the investigation will include various matlab simulations. Therefore, being able to give analysis on a local asymptotic stability state when a small perturbation has been introduced [40]. It is for this reason that a bifurcation relevance comes into e ect [58]. There are principal de nitions that are undertaken as the research evolves around them. A study of quantitative response is presented in predator-prey systems in order to establish its stability properties. Due to tradeo s, there is a great likelihood that the growth rate, attack abilities and defense capacities of species have to be examined in line with reviewing parameters which favor stability conditions. Accordingly, an investigation must also re ect chances that leads to extinction or coexistence [7]. Nature is much more complex than scienti c models and laboratories [39]. Therefore, di erent mechanisms have to be integrated in order to establish stability even when a system has been under enrichment [51]. As a result, SSP system is modeled by way of reaction-di usion di erential equations simulated both spatially and temporally. The outcomes of such a system will be best suitable for real-world life situations which control similar behaviors in the future. Comparable models are used in the main compilation phase of dissertation and truly re ected in the literature. The SSP model can be regarded as between (2018-2011), with a stability control study which is of an original.

Ever since Maynard-Smith and Price first introduced the concept of an evolutionary stable strategy (ESS) in 1973, there has been a growing amount of work in and around this field. Many new concepts have been introduced, quite often several times over, with different acronyms by different authors. This led to other authors trying to collect and collate the various terms (for example Lessard, 1990 & Eshel, 1996) in order to promote better understanding ofthe topic. It has been noticed that dynamic selection did not always lead to the establishment of an ESS. This led to the development ofthe concept ofa continuously stable strategy (CSS), and the claim that dynamic selection leads to the establishment of an ESSif it is a CSS. It has since been proved that this is not always the case, as a CSS may not be able to displace its near neighbours in pairwise ecological competitions. The concept of a neighbourhood invader strategy (NIS) was introduced, and when used in conjunction with the concept of an ESS, produced the evolutionary stable neighbourhood invader strategy (ESNIS) which is an unbeatable strategy. This work has tried to extend what has already been done in this field by investigating the dynamics of coexisting species, concentrating on systems whose dynamics are governed by Lotka-Volterra competition models. It is proved that an ESNIS coalition is an optimal strategy which will displace any size and composition of incumbent populations, and which will be immune to invasions by any other mutant populations, because the ESNIS coalition, when it exists, is unique. It has also been shown that an ESNIS coalition cannot exist in an ecologically stable state with any finite number of strategies in its neighbourhood. The equilibrium population when the ESNIS coalition is the only population present is globally stable in a n-dimensional system (for finite n), where the ESNIS coalition interacts with n - 2 other strategies in its neighbourhood. The dynamical behaviour of coexisting species was examined when the incumbent species interacted with various invading species. The different behaviour ofthe incumbent population when invaded by a coalition using either an ESNIS or an NIS phenotype underlines the difference in the various strategies. Similar simulations were intended for invaders who were using an ESS phenotype, but unfortunately the ESS coalition could not be found. If the invading coalition use NIS phenotypes then the outcome is not certain. Some, but not all of the incumbents might become extinct, and the degree to which the invaders flourish is very dependent on the nature ofthe incumbents. However, if the invading species form an ESNIS coalition, one is certain of the outcome. The invaders will eliminate the incumbents, and stabilise at their equilibrium populations. This will occur regardless of the composition and number of incumbent species, as the ESNIS coalition forms a globally stable equilibrium point when it is at its equilibrium populations, with no other species present. The only unknown fact about the outcome in this case is the number ofgenerations that will pass before the system reaches the globally stable equilibrium consisting ofjust the ESNIS. For systems whose dynamics are not given by Lotka-Volterra equations, the existence ofa unique, globally stable ESNIS coalition has not been proved. Moreover, simulations of a non Lotka-Volterra system designed to determine the applicability ofthe proof were inconclusive, due to the ESS coalition not having unique population sizes. Whether or not the proof presented in this work can be extended to non Lotka-Volterra systems remains to be determined. / Thesis (M.Sc.)-University of Natal, Pietermaritzburg, 2000.

Orientadores: Wagner Caradori do Amaral, Ricardo Jose Grabrielli Barreto Campello / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-17T11:25:48Z (GMT). No. of bitstreams: 1 Machado_JeremiasBarbosa_D.pdf: 2223883 bytes, checksum: 7d80c9cb7424fcd634de89e7d64765f8 (MD5) Previous issue date: 2011 / Resumo: Este trabalho enfoca a modelagem e identificação de sistemas dinâmicos não-lineares estáveis através de modelos fuzzy Takagi-Sugeno (TS) e/ou Volterra, ambos com estruturas formadas por bases de funções ortonormais (BFO), principalmente as bases de funções ortonormais generalizadas (GOBF - Generalized Orthonormal Basis Functions) com funções internas. As GOBF¿s com funções internas modelam sistemas dinâmicos com múltiplos modos através de uma parametrização que utiliza somente valores reais, sejam os polos do sistema reais e/ou complexos. Uma das principais contribuições desta tese concentra-se na proposta da otimização e ajuste fino dos parâmetros destes modelos não-lineares. Realiza-se a identificação dos modelos fuzzy TS-BFO utilizando-se de medidas dos sinais de entrada e saída do sistema a ser modelado. Os modelos fuzzy TS-BFO são inicialmente determinados utilizando-se uma técnica de agrupamento fuzzy (fuzzy clustering) e simplificados por algoritmos que eliminam eventuais redundâncias. Em sequência desenvolve-se o cálculo analítico dos gradientes da saída do modelo TS-BFO em relação aos parâmetros do modelo (polos da BFO, coeficientes da expansão da BFO e parâmetros das funções de pertinência). Utilizando-se técnicas de otimização não-linear e o valor dos gradientes, realiza-se a sintonia fina dos parâmetros dos modelos inicialmente obtidos. Para os modelos de Volterra-GOBF desenvolve-se uma nova abordagem utilizando-se GOBF com funções internas nos kernels dos modelos. São calculados os gradientes analíticos da saída do modelo de Volterra-GOBF, seja com kernels simétricos ou não simétricos, com relação aos parâmetros a serem determinados. Estes valores são utilizados em algoritmos de otimização que possibilitam a obtenção de modelos mais precisos do sistema sem nenhum conhecimento a priori de suas características. Além da identificação de sistemas não-lineares por modelos BFO, abordou-se também, nesta tese, uma nova metodologia para a otimização de modelos lineares BFO no domínio da frequência. Neste contexto, destaca-se como principal contribuição o desenvolvimento, no domínio da frequência, do cálculo analítico dos gradientes da resposta em frequência das funções de Kautz e Laguerre, com relação aos seus parâmetros de projeto. Os valores dos gradientes fornecem a direção de busca dos parâmetros dos modelos em processos de otimização não-linear. Também foram otimizados os modelos GOBF com funções internas, com o cálculo numérico dos seus gradientes, pois, ainda não foi possível estabelecer uma fórmula genérica para o cálculo analítico dos gradientes dos modelos GOBF, de qualquer ordem, em relação aos parâmetros a serem determinados. Exemplos ilustram a aplicação e eficiência dos métodos de identificação e otimização propostos na modelagem de sistemas lineares (domínio do tempo e da frequência) e não-lineares utilizando BFO¿s. / Abstract: This work is concerned with the modeling and identification of stable nonlinear dynamic systems using Takagi-Sugeno fuzzy and Volterra models within the framework of orthonormal basis functions (OBF), mainly ladder-structured generalized orthonormal basis functions (GOBF). The ladderstructured GOBFs allows to model dynamic systems with multiple modes, real and/or complex poles, through a parameterization, which uses only real values. The main contribution of this thesis is the optimization and fine tuning of the parameters of OBF nonlinear models. The GOBF models identification are performed using only input and output measurements. The initial GOBF-TS fuzzy model is obtained using a fuzzy clustering technique and simplified by algorithms that eliminate any redundancies. Next, the analytical calculation of the gradients of GOBF-TS model concerning model parameters (GOBF poles, OBF expansion coefficients and the parameters of membership functions) is developed. A fine tuning of the model parameters is obtained by using a nonlinear optimization technique and the calculated gradients. For Volterra-GOBF models a new approach using kernels with ladder-structured GOBF is also proposed. Furthermore, Volterra-GOBF model optimization, with symmetrical or asymmetrical kernels, using an analytical gradients calculation of the output model regarding their parameters is presented. Following, a new approach for linear OBF models optimization, in frequency domain, is also addressed. In this context, the analytical calculation of the gradients of the Laguerre and Kautz frequency response concerning its parameters is presented The ladder-structured GOBF models optimization, in the frequency domain, is performed using only numerical calculation of its gradients, as it has not yet been possible to derive a generic analytical gradients. Examples illustrate the performance and effectiveness of identification methods proposed here in the modeling and optimization of linear (time domain and frequency) and non-linear systems. / Doutorado / Automação / Doutor em Engenharia Elétrica

Kwok Pui-ho. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves [79]-85). / Abstracts in English and Chinese. / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- NONLINEAR BEHAVIOR OF RF POWER AMPLIFIERS --- p.5 / Chapter 2.1 --- Single Tone Excitation --- p.6 / Chapter 2.1.1 --- AM-AM Conversion --- p.7 / Chapter 2.1.2 --- AM-PM Conversion --- p.9 / Chapter 2.2 --- Two-Tone Excitation --- p.11 / Chapter 2.2.1 --- Intermodulation Distortion --- p.12 / Chapter 2.3 --- Digitally Modulated Signal Excitation --- p.13 / Chapter 2.3.1 --- Spectral Regeneration --- p.14 / Chapter 2.3.2 --- Adjacent Channel Power Ratio (ACPR) --- p.16 / Chapter CHAPTER 3 --- LINEARIZATION TECHNIQUES --- p.18 / Chapter 3.1 --- pre-distortion --- p.20 / Chapter 3.2 --- Feed-forward Techniques --- p.23 / Chapter 3.3 --- Harmonics Control Techniques --- p.24 / Chapter CHAPTER 4 --- SPECTRAL REGROWTH ANALYSIS USING VOLTERRA SERIES METHOD --- p.26 / Chapter 4.1 --- Introduction To Volterra Series Analysis --- p.27 / Chapter 4.1.1 --- Linear and Nonlinear Systems --- p.27 / Chapter 4.1.2 --- Evaluation of Volterra transfer function --- p.29 / Chapter 4.1.3 --- Volterra Series Analysis of Spectral Regrowth --- p.31 / Chapter 4.2 --- Nonlinear Model of GaAs MESFET Device --- p.33 / Chapter 4.3 --- Evaluation Of Nonlinear Responses --- p.35 / Chapter 4.3.1 --- First-Order Response --- p.36 / Chapter 4.3.2 --- Second-Order Response --- p.38 / Chapter 4.3.3 --- Third-Order Response --- p.39 / Chapter CHAPTER 5 --- EFFECT OF HARMONIC TUNING ON SPECTRAL REGROWTH --- p.42 / Chapter 5.1 --- Simulation of Digitally Modulated Signal --- p.43 / Chapter 5.2 --- Effect of Source Second Harmonic Termination --- p.44 / Chapter CHAPTER 6 --- EXPERIMENTAL VERIFICATION --- p.48 / Chapter 6.1 --- Circuit Design and Construction --- p.49 / Chapter 6.2 --- Setup and Measurement --- p.55 / Chapter 6.3 --- Experimental Results --- p.56 / Chapter 6.3.1 --- Small Signal Measurement --- p.56 / Chapter 6.3.2 --- Single Tone Characterization --- p.57 / Chapter 6.3.3 --- Two-Tone Characterization --- p.59 / Chapter 6.3.4 --- ACPR Characterization --- p.60 / Chapter 6.4 --- Comparison of Measurement and Simulation --- p.66 / Chapter CHAPTER 7 --- NONLINEAR TRANSCONDUCTANCE COEFFICIENTS EXTRACTION --- p.68 / Chapter 7.1 --- Large Signal Model --- p.69 / Chapter 7.2 --- Extraction of Nonlinear Transconductance --- p.71 / Chapter 7.2.1 --- Extraction of g1 --- p.71 / Chapter 7.2.2 --- Extraction of g2 and g3 --- p.72 / Chapter CHAPTER 8 --- CONCLUSION --- p.76 / FUTURE WORK RECOMMENDATION --- p.78 / REFERENCE

We investigate a certain epidemics model, with and without noise. Some parameter analysis is performed together with computer simulations. The model was presented in Iacus (2008).