Related papers: Analysis of Discrete and Hybrid Stochastic Systems…
We carry out a detailed numerical investigation of stochastic resonance in underdamped systems in the non-perturbative regime. We point out that an important distinction between stochastic resonance in overdamped and underdamped systems…
We study the instability properties of Nesterov's ODE in non-conservative settings, where the driving term is not necessarily the gradient of a potential function. While convergence properties under Nesterov's ODE are well-characterized for…
Contraction theory is an analytical tool to study differential dynamics of a non-autonomous (i.e., time-varying) nonlinear system under a contraction metric defined with a uniformly positive definite matrix, the existence of which results…
Hybrid dynamical systems characterized by discrete switching of smooth dynamics have been used to model various rhythmic phenomena. However, the phase reduction theory, a fundamental framework for analyzing the synchronization of…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
Stability and bifurcation properties of one-dimensional discrete dynamical systems with positivity, which are derived from continuous ones by tropical discretization, are studied. The discretized time interval is introduced as a bifurcation…
Robustness guarantees are important properties to be looked for during control design. They ensure stability of closed-loop systems in face of uncertainties, unmodeled effects and bounded disturbances. While the theory on robust stability…
Learning stable dynamics from observed time-series data is an essential problem in robotics, physical modeling, and systems biology. Many of these dynamics are represented as an inputs-output system to communicate with the external…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
Traditionally, the delay margin of a looped system is computed by considering both the controller and system representations that evolve in the same space (e.g. either continuous or discrete-time). However, as in practice the system is…
This paper investigates contraction properties of switched dynamical systems for the case that all modes are non-contracting, thereby extending existing results that require at least one mode to be contracting. Leveraging the property that…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
Hybrid dynamical systems have proven to be a powerful modeling abstraction, yet fundamental questions regarding the dynamical properties of these systems remain. In this paper, we develop a novel class of relaxations which we use to recover…
We consider a previously experimentally realized discrete model that describes a mechanical metamaterial consisting of a chain of pairs of rigid units connected by flexible hinges. Upon analyzing the linear band structure of the model, we…
We present our study on the emergent states of two interacting nonlinear systems with differing dynamical time scales. We find that the inability of the interacting systems to fall in step leads to difference in phase as well as change in…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…
In this work, we derive conditions under which compositional abstractions of networks of stochastic hybrid systems can be constructed using the interconnection topology and joint dissipativity-type properties of subsystems and their…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…