Testing for Nonlinearity in Five Emerging Markets' Exchange Rates

Unlike the Brock,Dechert,and Scheinkman(BDS)test,the Surrogate Data method is not only able to provide a nonlinearity test for exchange rates,but also distinguish whether the nonlinear features come from the economic system itself.Our analysis gives some evidence on the presence of nonlinear dependency of five emerging markets' exchange rates by using BDS test.Furthermore,we present evidence in existence of intrinsic and deterministic nonlinearity in the five exchange rates using the Surrogate Data method,comparing the original data and surrogate data and rejecting the null hypothesis in confidence coefficient 95%.The results provide the basis for the analyses of the chaotic properties of exchange rate time series and their future nonlinear forecasting.

Calibration of Four Nonlinear Failure Envelopes from Triaxial Test Data and Influence of Nonlinearity on Geotechnical Computations

It is now recognized that many geomaterials have nonlinear failure envelopes. This non-linearity is most marked at lower stress levels, the failure envelope being of quasi-parabolic shape. It is not easy to calibrate these nonlinear failure envelopes from triaxial test data. Currently only the power-type failure envelope has been studied with an established formal procedure for its determination from triaxial test data. In this paper, a simplified procedure is evolved for the development of four different types of nonlinear envelopes. These are of invaluable assistance in the evaluation of true factors of safety in problems of slope stability and correct computation of lateral earth pressure and bearing capacity. The use of the Mohr-Coulomb failure envelopes leads to an overestimation of the factors of safety and other geotechnical quantities.

Linearization of Intrinsically Nonlinear Oscillators

We show that an intrinsically nonlinear oscillator can always be transformed into a linear or harmonic oscillator by addition of a constant force, which shifts the equilibrium position of the oscillator.

Effects of 3D deformation and nonlinear stress–strain relationship on the Brazilian test for a transversely isotropic rock

To improve the accuracy of indirect tensile strength for a transversely isotropic rock in the Brazilian test, this study considered the three-dimensional (3D) deformation and the nonlinear stress–strain relationship. A parametric study of a numerical Brazilian test was performed for a general range of elastic constants, revealing that the 3D modeling evaluated the indirect tensile strength up to 40% higher than the plane stress modeling. For the actual Asan gneiss, the 3D model evaluated the indirect tensile strength up to 10% higher and slightly enhanced the accuracy of deformation estimation compared with the plane stress model. The nonlinearity in stress–strain curve of Asan gneiss under uniaxial compression was then considered, such that the evaluated indirect tensile strength was affected by up to 10% and its anisotropy agreed well with the physical intuition. The estimation of deformation was significantly enhanced. The further validation on the nonlinear model is expected as future research.

Analytical exploration of γ-function explicit method for pseudodynamic testing of nonlinear systems

It has been well studied that the γ-function explicit method can be effective in providing favorable numerical dissipation for linear elastic systems. However, its performance for nonlinear systems is unclear due to a lack of analytical evaluation techniques. Thus, a novel technique is proposed herein to evaluate its efficiency for application to nonlinear systems by introducing two parameters to describe the stiffness change. As a result, the numerical properties and error propagation characteristics of the γ-function explicit method for the pseudodynamic testing of a nonlinear system are analytically assessed. It is found that the upper stability limit decreases as the step degree of nonlinearity increases; and it increases as the current degree of nonlinearity increases. It is also shown that this integration method provides favorable numerical dissipation not only for linear elastic systems but also for nonlinear systems. Furthermore, error propagation analysis reveals that the numerical dissipation can effectively suppress the severe error propagation of high frequency modes while the low frequency responses are almost unaffected for both linear elastic and nonlinear systems.

TESTING FOR VARYING DISPERSION OF LONGITUDINAL BINOMIAL DATA IN NONLINEAR LOGISTIC MODELS WITH RANDOM EFFECTS

In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).

Testing Linearity of Nonparametric Component in Partially Linear Model

In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.

TESTING OF CORRELATION AND HETEROSCEDASTICITY IN NONLINEAR REGRESSION MODELS WITH DBL(p,q,1) RANDOM ERRORS

Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （Kantz and Schreiber （1997））. Tsai （1986） introduced a composite test for autocorrelation and heteroscedasticity in linear models with AR（1） errors. Liu （2003） introduced a composite test for correlation and heteroscedasticity in nonlinear models with DBL（p, 0, 1） errors. Therefore, the important problems in regression model axe detections of bilinearity, correlation and heteroscedasticity. In this article, the authors discuss more general case of nonlinear models with DBL（p, q, 1） random errors by score test. Several statistics for the test of bilinearity, correlation, and heteroscedasticity are obtained, and expressed in simple matrix formulas. The results of regression models with linear errors are extended to those with bilinear errors. The simulation study is carried out to investigate the powers of the test statistics. All results of this article extend and develop results of Tsai （1986）, Wei, et al （1995）, and Liu, et al （2003）.

Optimal Budget Spending for Software Testing under the Condition of Nonlinear Constraint

Software testing is a very important phase of the software development process. It is a very difficult job for a software manager to allocate optimally the financial budget to a software project during testing. In this paper the problem of optimal allocation of the software testing cost is studied. There exist several models focused on the development of software costs measuring the number of software errors remaining in the software during testing. The purpose of this paper is to use these models to formulate the optimization problems of resource allocation: Minimization of the total number of software errors remaining in the system. On the assumption that a software project consists of some independent modules, the presented approach extends previous work by defining new goal functions and extending the primary assumption and precondition.

TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS

It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.

Detecting the Nonlinearity of Fish Acoustic Signals

This paper discusses the nonlinearity of fish acoustic signals by using the surrogate data method. We compare the difference of three test statistics - time-irreversibility Trey, correlation dimension D2 and auto mutual information function I between the original data and the surrogate data. We come to the conclusion that there exists nonlinearity in the fish acoustic signals and there exist deterministic nonlinear components; therefore nonlinear dynamic theory can be used to analyze fish acoustic signals.

Optical solitons supported by finite waveguide lattices with diffusive nonlocal nonlinearity

We investigate the properties of fundamental,multi-peak,and multi-peaked twisted solitons in three types of finite waveguide lattices imprinted in photorefractive media with asymmetrical diffusion nonlinearity.Two opposite soliton selfbending signals are considered for different families of solitons.Power thresholdless fundamental and multi-peaked solitons are stable in the low power region.The existence domain of two-peaked twisted solitons can be changed by the soliton self-bending signals.When solitons tend to self-bend toward the waveguide lattice,stable two-peaked twisted solitons can be found in a larger region in the middle of their existence region.Three-peaked twisted solitons are stable in the lower(upper)cutoff region for a shallow(deep)lattice depth.Our results provide an effective guidance for revealing the soliton characteristics supported by a finite waveguide lattice with diffusive nonlocal nonlinearity.

Enhanced Kerr nonlinearity in a quantized four-level graphene nanostructure

In this paper, a new model is proposed for manipulating the Kerr nonlinearity of right-hand circular probe light in a monolayer of graphene nanostructure. By using the density matrix equations and quantum optical approach, the third-order susceptibility of probe light is explored numerically. It is realized that the enhanced Kerr nonlinearity with zero linear absorption can be provided by selecting the appropriate quantities of controllable parameters, such as Rabi frequency and elliptical parameter of elliptical polarized coupling field. Our results may be useful applications in future all-optical system devices in nanostructures.

Periodic Modulation of Nonlinearity in a Two-Core Photonic Crystal Fiber: A Numerical Investigation

We present a numerical investigation of the propagation and the switching of ultra-short pulses (100 fs) in a two-core nonlinear coupler of photonic crystal fibers constructed with periodically modulated the non-linearity fiber (PMNL-PFC). Our simulations are taking into account different amplitude and frequency modulations of the PMNL-PFC. A coupler for coupling whose length is Lc = 1.8 cm, the transmission characteristics, the compression factor, the crosstalk (Xtalk) and extinction ratio (Xratio) levels of the first order solitons were studied for low to high pump energies considering 2Lc. By an analysis on the reference channel (channel 2), it is observed that at low modulation frequencies an increase occurs in the switching power increasing transmission efficiency. For high modulation frequencies, the transmitted energy efficiency loses. The switching pulses are stronger for low frequency and high amplitude modulation. The Xtalk is a function of the measurement made on the secondary channel (channel 1). It was observed that this unwanted high-frequency energy increases to lessen the measure of the amplitude modulation. In summary, we have demonstrated that introduction of a non-linearity profile takes the periodically modulated PMNL-PFC to strong variations at transmission efficiency, Xtalk, Xratio a function of frequency and modulation amplitude and the input power.

Nonlinear free vibration of piezoelectric semiconductor doubly-curved shells based on nonlinear drift-diffusion model

In this paper, the nonlinear free vibration behaviors of the piezoelectric semiconductor(PS) doubly-curved shell resting on the Pasternak foundation are studied within the framework of the nonlinear drift-diffusion(NLDD) model and the first-order shear deformation theory. The nonlinear constitutive relations are presented, and the strain energy, kinetic energy, and virtual work of the PS doubly-curved shell are derived.Based on Hamilton's principle as well as the condition of charge continuity, the nonlinear governing equations are achieved, and then these equations are solved by means of an efficient iteration method. Several numerical examples are given to show the effect of the nonlinear drift current, elastic foundation parameters as well as geometric parameters on the nonlinear vibration frequency, and the damping characteristic of the PS doublycurved shell. The main innovations of the manuscript are that the difference between the linearized drift-diffusion(LDD) model and the NLDD model is revealed, and an effective method is proposed to select a proper initial electron concentration for the LDD model.

Application of the extended Fourier amplitude sensitivity testing(FAST)method to inflated,axial stretched,and residually stressed cylinders

This paper is dedicated to applying the Fourier amplitude sensitivity test(FAST)method to the problem of mixed extension and inflation of a circular cylindrical tube in the presence of residual stresses.The metafunctions and the Ishigami function are considered in the sensitivity analysis(SA).The effects of the input variables on the output variables are investigated,and the most important parameters of the system under the applied pressure and axial force such as the axial stretch and the azimuthal stretch are determined.

Nonlinear Modeling and Identification of Structural Joint by Response Control Vibration Test

Components of mechanical product are assembled by structural joints,such as bolting,riveting,welding,etc.Structural joints introduce nonlinearity to some engineering structures,and the nonlinearity need to be modeled precisely.To meet serious quality requirements,it is necessary to detect and identify nonlinearity of mechanical products for structural optimization.Modal test to acquire a dynamic response has been applied for decades,which provides reliable results for finite element(FE)model updating.Here response control vibration test for identification of nonlinearity is presented.A nonlinear system can be regarded as linearity for particular steady state response,and classical linear analysis tool is applicable to extract modal data for particular response.First,its applicability is illustrated by some numerical simulations.Subsequently,it is implemented on experimental setup with structural joints by shaking table.The stiffness and damping function dependent of relative displacement are fitted to describe its inherent nonlinearity.The spring and damping forces are identified by harmonic balance method(HBM)to predict output response.Based on the identified results,the procedure is recommended that it allows a reliable measurement of nonlinearity with a certain accuracy.

Optimal Control of Nonlinear Systems Using Experience Inference Human-Behavior Learning

Safety critical control is often trained in a simulated environment to mitigate risk.Subsequent migration of the biased controller requires further adjustments.In this paper,an experience inference human-behavior learning is proposed to solve the migration problem of optimal controllers applied to real-world nonlinear systems.The approach is inspired in the complementary properties that exhibits the hippocampus,the neocortex,and the striatum learning systems located in the brain.The hippocampus defines a physics informed reference model of the realworld nonlinear system for experience inference and the neocortex is the adaptive dynamic programming(ADP)or reinforcement learning(RL)algorithm that ensures optimal performance of the reference model.This optimal performance is inferred to the real-world nonlinear system by means of an adaptive neocortex/striatum control policy that forces the nonlinear system to behave as the reference model.Stability and convergence of the proposed approach is analyzed using Lyapunov stability theory.Simulation studies are carried out to verify the approach.

APPROXIMATE POWER OF HETEROSCEDASTICITY TEST IN NONLINEAR MODELS WITH ARIMA（0,1,0） ERRORS

This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data （Ratkowsky, 1983）. Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations.

Computing of LQR Technique for Nonlinear System Using Local Approximation

The main idea behind the present research is to design a state-feedback controller for an underactuated nonlinear rotary inverted pendulum module by employing the linear quadratic regulator(LQR)technique using local approximation.The LQR is an excellent method for developing a controller for nonlinear systems.It provides optimal feedback to make the closed-loop system robust and stable,rejecting external disturbances.Model-based optimal controller for a nonlinear system such as a rotatory inverted pendulum has not been designed and implemented using Newton-Euler,Lagrange method,and local approximation.Therefore,implementing LQR to an underactuated nonlinear system was vital to design a stable controller.A mathematical model has been developed for the controller design by utilizing the Newton-Euler,Lagrange method.The nonlinear model has been linearized around an equilibrium point.Linear and nonlinear models have been compared to find the range in which linear and nonlinear models’behaviour is similar.MATLAB LQR function and system dynamics have been used to estimate the controller parameters.For the performance evaluation of the designed controller,Simulink has been used.Linear and nonlinear models have been simulated along with the designed controller.Simulations have been performed for the designed controller over the linear and nonlinear system under different conditions through varying system variables.The results show that the system is stable and robust enough to act against external disturbances.The controller maintains the rotary inverted pendulum in an upright position and rejects disruptions like falling under gravitational force or any external disturbance by adjusting the rotation of the horizontal link in both linear and nonlinear environments in a specific range.The controller has been practically designed and implemented.It is vivid from the results that the controller is robust enough to reject the disturbances in milliseconds and keeps the pendulum arm deflection angle to zero degrees.