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This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…

Optimization and Control · Mathematics 2020-10-15 Shuaiqi Zhang , Xun Li , Jie Xiong

Multistability is an inseparable feature of many physical, chemical and biological systems which are driven far from equilibrium. In these nonequilibrium systems, stochastic dynamics often induces switching between distinct states on…

Adaptation and Self-Organizing Systems · Physics 2017-11-01 Guram Gogia , Justin Burton

Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…

Statistical Mechanics · Physics 2023-10-17 Giuliano Migliorini , Duccio Fanelli

We consider state-feedback predictor-based control of networked control systems with large time-varying communication delays. We show that even a small controller-to-actuators delay uncertainty may lead to a non-small residual error in a…

Optimization and Control · Mathematics 2016-11-07 A. Selivanov , E. Fridman

Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

Optimization and Control · Mathematics 2020-02-19 Cheng Ju , Yan Qin , Chunjiang Fu

We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…

Adaptation and Self-Organizing Systems · Physics 2012-04-23 Luis Mier-y-Teran-Romero , Eric Forgoston , Ira B. Schwartz

We study the control of transport properties in a deterministic inertia ratchet system via the extended delay feedback method. A chaotic current of a deterministic inertia ratchet system is controlled to a regular current by stabilizing…

Chaotic Dynamics · Physics 2007-05-23 Woo-Sik Son , Jung-Wan Ryu , Dong-Uk Hwang , Soo-Young Lee , Young-Jai Park , Chil-Min Kim

A two-dimensional system of differential equations with delay modelling the glucose-insulin interaction processes in the human body is considered. Sufficient conditions are derived for the unique positive equilibrium in the system to be…

Dynamical Systems · Mathematics 2020-12-11 M. Angelova , G. Beliakov , A. Ivanov , S. Shelyag

A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…

Signal Processing · Electrical Eng. & Systems 2025-06-02 Tin Jurhar , Franziska Pellegrini , Ana I. Nuñes del Toro , Tilman Stephani , Guido Nolte , Stefan Haufe

The phenomenon of delay-induced resonance implies that in a nonlinear system a time-delay term may be used as an effective enhancer of the oscillations caused by an external forcing maintaining the same frequency. This is possible for the…

Chaotic Dynamics · Physics 2020-04-22 Julia Cantisán , Mattia Coccolo , Jesús M. Seoane , Miguel A. F. Sanjuán

The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…

Optimization and Control · Mathematics 2025-07-31 Anton Pyrkin , Konstantin Kalinin

We demonstrate that time-delayed feedback control can be improved by adaptively tuning the feedback gain. This adaptive controller is applied to the stabilization of an unstable fixed point and an unstable periodic orbit embedded in a…

Adaptation and Self-Organizing Systems · Physics 2016-08-10 Judith Lehnert , Philipp Hövel , Valentin Flunkert , Peter Yu. Guzenko , Alexander L. Fradkov , Eckehard Schöll

The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…

Dynamical Systems · Mathematics 2025-03-11 Oskar A. Sultanov

Dynamical systems can autonomously adapt their organization so that the required target dynamics is reproduced. In the previous Rapid Communication [Phys. Rev. E 90,030901(R) (2014)], it was shown how such systems can be designed using…

Adaptation and Self-Organizing Systems · Physics 2016-11-04 Pablo Kaluza , Alexander S. Mikhailov

We investigate how a constant time delay influences a parametric autoresonant system. This is a nonlinear system driven by a parametrically chirped force with a negative delay-feedback that maintains adiabatic phase locking with the driving…

Chaotic Dynamics · Physics 2025-02-04 Somnath Roy , Mattia Coccolo , Miguel A. F. Sanjuán

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Data Analysis, Statistics and Probability · Physics 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

We present a method for time series analysis of both, scalar and nonscalar time-delay systems. If the dynamics of the system investigated is governed by a time-delay induced instability, the method allows to determine the delay time. In a…

chao-dyn · Physics 2009-10-31 M. J. Bünner , Th. Meyer , A. Kittel , J. Parisi

We propose a novel feedback controller for a class of uncertain higher-order nonlinear systems, subject to delays in both state measurement and control input signals. Building on the prescribed performance control framework, a…

Optimization and Control · Mathematics 2025-09-11 Thomas Berger , Lampros N. Bikas , Jan Hachmeister , George A. Rovithakis

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

We generalize a method of control of chaos which uses delayed feedback at the period of an unstable orbit to stabilize that orbit. The generalization consists of substituting some portion of the nonlinear dynamical system with a delayed…

Condensed Matter · Physics 2008-02-03 M. de Sousa Vieira , A. J. Lichtenberg