Stochastic tracking in nonlinear dynamical systems

Ioana A. Triandaf; Ira B. Schwartz

doi:10.1117/12.167516

1 March 1994 Stochastic tracking in nonlinear dynamical systems

Ioana A. Triandaf, Ira B. Schwartz

Proceedings Volume 2037, Chaos/Nonlinear Dynamics: Methods and Commercialization; (1994) https://doi.org/10.1117/12.167516
Event: SPIE's 1993 International Symposium on Optics, Imaging, and Instrumentation, 1993, San Diego, CA, United States

Abstract

In a previous paper we have introduced a new continuation method which does not require an analytical model, but only an experimental time series. Using a predictor-corrector technique the method tracks an unstable orbit of a map, through different bifurcation regimes by varying an accessible system parameter. In this method the continuation parameter was varied deterministically. That is, the location of the parameter at each continuation step is chosen by the experimenter. In this paper we introduce a similar algorithm, but now the parameter is varied randomly. We will refer to this algorithm as random-walk control or stochastic tracking. This algorithm is useful to experimentalists for canceling the effect of drift in experiments, which is always inevitable at some level.

Citation Download Citation

Ioana A. Triandaf and Ira B. Schwartz "Stochastic tracking in nonlinear dynamical systems", Proc. SPIE 2037, Chaos/Nonlinear Dynamics: Methods and Commercialization, (1 March 1994); https://doi.org/10.1117/12.167516

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