Nonlinear analytical flame models with amplitude-dependent time-lag distributions
نویسندگان
چکیده
منابع مشابه
Robust Time-Frequency Distributions with Complex-Lag Argument
The robust time-frequency distributions with complex-lag argument are proposed. They can provide an accurate estimation of fast varying instantaneous frequency in the presence of noise with heavy-tailed probability density function. The L-estimate form of this distribution is defined and it includes the L-estimate form of Wigner distribution as a special case. A modification for multicomponent ...
متن کاملLag Identification for Vector Nonlinear Time Series
Exploratory methods for determining appropriate lagged variables in a vector nonlinear time series model are investigated. The rst is a multivariate extension of the R statistic considered by Granger and Lin (1994), which is based on an estimate of the mutual information criterion. The second method uses Kendall's and partial statistics for lag determination. Both methods provide nonlinear anal...
متن کاملAmplitude death in nonlinear oscillators with mixed time-delayed coupling.
Amplitude death (AD) is an emergent phenomenon whereby two or more autonomously oscillating systems completely lose their oscillations due to coupling. In this work, we study AD in nonlinear oscillators with mixed time-delayed coupling, which is a combination of instantaneous and time-delayed couplings. We find that the mixed time-delayed coupling favors the onset of AD for a larger set of para...
متن کاملRenormalization Group Analysis of Nonlinear Diffusion Equations with Time Dependent Coefficients: Analytical Results
We study the long-time asymptotics of a certain class of nonlinear diffusion equations with time-dependent diffusion coefficients which arise, for instance, in the study of transport by randomly fluctuating velocity fields. Our primary goal is to understand the interplay between anomalous diffusion and nonlinearity in determining the long-time behavior of solutions. The analysis employs the ren...
متن کاملNonlinear time series models and weakly dependent innovations
This paper provides a strict stationarity proof for general nonlinear regression models. In particular, it shows the existence of a strictly stationary solution to first order dynamic nonlinear models when the innovations are only assumed to satisfy a strict stationarity or strong mixing condition. The results of this paper can be applied to show the strict stationarity of threshold unit root m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Spray and Combustion Dynamics
سال: 2017
ISSN: 1756-8277,1756-8285
DOI: 10.1177/1756827717728056