Related papers: A dynamic nonlinear model for saturation in indust…
Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories…
We introduce and analyze a natural class of nonlinear dynamics for spin systems such as the Ising model. This class of dynamics is based on the framework of mass action kinetics, which models the evolution of systems of entities under…
We explore situations in which certain stochastic and high-dimensional deterministic systems behave effectively as low-dimensional dynamical systems. We define and study moment maps, maps on spaces of low-order moments of evolving…
We consider the unexploited/exploited logistic equation and study the stability of equilibrium points through Lyapunov functions. Then, we apply first and second order optimality conditions for the optimal control of the total biomass…
Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in…
We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production based on adaptive expectations for sales demand and a desired…
Most existing generation scheduling models for power systems under demand uncertainty rely on energy-based formulations with a finite number of time periods, which may fail to ensure that power supply and demand are balanced continuously…
We show by numerical simulations that discretized versions of commonly studied continuum nonlinear growth equations (such as the Kardar-Parisi-Zhang equation and the Lai-Das Sarma equation) and related atomistic models of epitaxial growth…
The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…
Within the framework of maximum entropy principle we show that the finite-size long-range Ising model is the adequate model for the description of homogeneous credit portfolios and the computation of credit risk when default correlations…
We will show that there is a universal connection between the achievable closed-loop dynamics and the corresponding feedback controller that produces it. This connection shows promise to lead to new methods for robust nonlinear control in…
The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic…
This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…
There are many natural, physical, and biological systems that exhibit multiple time scales. For example, the dynamics of a population of ticks can be described in continuous time during their individual life cycle yet discrete time is used…
We study constant roll inflation systematically. This is a regime, in which the slow roll approximation can be violated. It has long been thought that this approximation is necessary for agreement with observations. However, recently it was…
With the aim of considering models with persistent memory we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macrovolution. Here the model is analyzed and interpreted in the framework…
We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…
We investigate the outcome of generalised Lotka-Volterra dynamics of ecological communities with random interaction coefficients and non-linear feedback. We show in simulations that the saturation of non-linear feedback stabilises the…
The computer-assisted modeling of re-entrant production lines, and, in particular, simulation scalability, is attracting a lot of attention due to the importance of such lines in semiconductor manufacturing. Re-entrant flows lead to…
In stochastic decision problems, one often wants to estimate the underlying probability measure statistically, and then to use this estimate as a basis for decisions. We shall consider how the uncertainty in this estimation can be…