Résultats pour


 adheres. In Eq. (1), the variable $
 adheres. In Eq. (1), the variable $ $ is the unknown displacement of the oscillator occupying the n-th position of the lattice, and
$ is the unknown displacement of the oscillator occupying the n-th position of the lattice, and  is the discretization parameter. We denote by h the distance between the oscillators of the lattice. The chain (DKG) contains linear damping with a damping coefficient
 is the discretization parameter. We denote by h the distance between the oscillators of the lattice. The chain (DKG) contains linear damping with a damping coefficient  , while
, while is the coefficient of the nonlinear cubic term.
is the coefficient of the nonlinear cubic term.
 and
 and  , that is,
, that is,
 for the one-dimensional discrete Laplacian
 for the one-dimensional discrete Laplacian
 . By changing the time variable
. By changing the time variable  , we rewrite Eq. (1) in the form
, we rewrite Eq. (1) in the form . We consider spatially extended initial conditions of the form:
. We consider spatially extended initial conditions of the form: where
 where  is the distance of the grid and
is the distance of the grid and  is the amplitude of the initial condition
 is the amplitude of the initial condition 
 and
and 

 , for
, for  , for different amplitude values. By reducing the amplitude values, we observe the convergence to equilibrium points of different branches from
, for different amplitude values. By reducing the amplitude values, we observe the convergence to equilibrium points of different branches from  and the appearance of values
 and the appearance of values  for which the solution converges to a non-linear equilibrium point
for which the solution converges to a non-linear equilibrium point  Parameters:
 Parameters: 

 : For
: For  , the initial condition ,
, the initial condition ,  , converges to a non-linear equilibrium point
, converges to a non-linear equilibrium point .
. , with corresponding norm
, with corresponding norm  where the dynamics appear in the first image of the third row, we observe convergence to a non-linear equilibrium point of branch
 where the dynamics appear in the first image of the third row, we observe convergence to a non-linear equilibrium point of branch  This has the same norm and the same energy as the previous case but the final state has a completely different profile. This result suggests secondary bifurcations have occurred in branch
 This has the same norm and the same energy as the previous case but the final state has a completely different profile. This result suggests secondary bifurcations have occurred in branch 
 are discerned: 1.9, 1.85, 1.81 for which the initial condition
are discerned: 1.9, 1.85, 1.81 for which the initial condition  with norms
with norms  respectively, converges to a non-linear equilibrium point of branch
 respectively, converges to a non-linear equilibrium point of branch  This equilibrium point has norm
 This equilibrium point has norm  and energy
 and energy  . The behavior of this equilibrium is illustrated in the third row and in the first image of the third row of Figure 1, and also in the first image of the third row of Figure 2. For all the values between the aforementioned a, the initial condition
. The behavior of this equilibrium is illustrated in the third row and in the first image of the third row of Figure 1, and also in the first image of the third row of Figure 2. For all the values between the aforementioned a, the initial condition  converges to geometrically different non-linear states of branch
 converges to geometrically different non-linear states of branch  as shown in the second image of the first row and the first image of the second row of Figure 2, for amplitudes
 as shown in the second image of the first row and the first image of the second row of Figure 2, for amplitudes  and
 and  respectively.
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- Create a criptocurrency strategy algorythm (for buying and selling some crypto like BTC, ETH etc).
- Backtesting the strategy with historical data (I've a bunch of json files with different timeframes, downloaded with freqtrade from binance).
- Optimize the strategy given some parameters (they can be numeric, like ROI, some kind of enumeration, like "selltype" and so on).
- Convert the strategy algorithm in python, so I can use it with Freqtrade without worrying of manually copying formulas and parameters that's error prone.
- I'd like to write both classic algorithm and some deep neural one, that try to find best strategy with little neural network (they should run on my pc with 32gb of ram and a 3080RTX if it can be gpu accelerated).


- Position: Random initial perturbations between 0.01 and 0.02 to simulate the thermal fluctuations at the start.
- Velocity: All bases start from rest, assuming no initial movement except for the thermal perturbations.

- Wave Propagation: The initial perturbations lead to wave-like dynamics along the segment, with visible propagation and reflection at the boundaries.
- Damping Effects: The inclusion of damping leads to a gradual reduction in the amplitude of the oscillations, indicating energy dissipation over time.
- Nonlinear Behavior: The nonlinear term influences the response, potentially stabilizing the system against large displacements or leading to complex dynamic patterns.



Hello MathWorks Community,
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