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Consider the planar linear switched system $\dot x(t)=u(t)Ax(t)+(1-u(t))Bx(t),$ where $A$ and $B$ are two $2\times2$ real matrices, $x \in \R^2$, and $u(.):[0,\infty[\to\{0,1\}$ is a measurable function. In this paper we consider the…

Optimization and Control · Mathematics 2007-05-23 Moussa Balde , Ugo Boscain

We study the behavior of independent and stationary increments jump processes as they approach fixed thresholds. The exact crossing time is unavailable because the real-time information about successive jumps is unknown. Instead, the…

Probability · Mathematics 2019-01-23 Jewgeni H. Dshalalow , Ryan T. White

This paper investigates the stability of different regions in the $(k,\gamma)$-plane for a class of fractional delay differential equations given by \begin{equation} D^{\alpha} x(t) = -\gamma x(t) + g\big(x(t - \tau_1)\big) - e^{-\gamma…

Dynamical Systems · Mathematics 2026-05-07 Pragati Dutta , Sachin Bhalekar

We consider control systems of the type $\dot x = A x +\alpha(t)bu$, where $u\in\R$, $(A,b)$ is a controllable pair and $\alpha$ is an unknown time-varying signal with values in $[0,1]$ satisfying a persistent excitation condition i.e.,…

Optimization and Control · Mathematics 2009-05-18 Yacine Chitour , Mario Sigalotti

A Lurie system is the interconnection of a linear time-invariant system and a nonlinear feedback function. We derive a new sufficient condition for $k$-contraction of a Lurie system. For $k=1$, our sufficient condition reduces to the…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Ron Ofir , Alexander Ovseevich , Michael Margaliot

We calculate the static critical behavior of systems of $O(n_\|)\oplus O(n_\perp)$ symmetry by renormalization group method within the minimal subtraction scheme in two loop order. Summation methods lead to fixed points describing…

Statistical Mechanics · Physics 2009-11-13 R. Folk , Yu. Holovatch , G. Moser

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically…

Computational Finance · Quantitative Finance 2015-05-19 Dan Pirjol

The temperature dependence of static dielectric susceptibility of a system with strongly coupled fluctuating dipoles is calculated within a self consistent mean fluctuation field approximation. Results are qualitatively in good agreement…

Materials Science · Physics 2015-05-13 Nabyendu Das , Suresh G. Mishra

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

Probability · Mathematics 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan

The recursion method is used to determine the T=0 spin dynamic structure factor S_{zz}(q,\omega) in the Luttinger liquid state and in the phase-separated state of the one-dimensional t-J model. As the exchange coupling increases from zero,…

Condensed Matter · Physics 2009-10-28 Shu Zhang , Gerhard Müller , Joachim Stolze

We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Milton Jara

The exact solution for a system with two-particle annihilation and decoagulation has been studied. The spectrum of the Hamiltonian of the system is found. It is shown that the steady state is two-fold degenerate. The average number density…

Condensed Matter · Physics 2012-07-27 Amir Aghamohammadi , Mohammad Khorrami

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…

Dynamical Systems · Mathematics 2015-03-17 Christian Kuehn

Monte Carlo (MC) simulations and finite-size scaling analysis have been carried out to study the critical behavior in a submonolayer two-dimensional gas of repulsive linear $k$-mers on a triangular lattice at coverage $k/(2k+1)$. A…

Disordered Systems and Neural Networks · Physics 2009-11-11 P. M. Pasinetti , F. Roma , J. L. Riccardo , A. J. Ramirez-Pastor

Monte Carlo simulations of the short-time dynamic behavior are reported for three-dimensional weakly site-diluted Ising model with spin concentrations $p=0.95$ and 0.8 at criticality. In contrast to studies of the critical behavior of the…

Disordered Systems and Neural Networks · Physics 2010-05-31 Pavel V. Prudnikov , Vladimir V. Prudnikov , Aleksandr S. Krinitsyn , Andrei N. Vakilov , Evgenii A. Pospelov

In this paper we study weak solutions for the following type of stochastic differential equation \[ dX_{t}=dW_{t}+b(t, X_{t})dt, \quad t\ge s, \quad X_{s}=x, \] where $b: [0,\infty) \times \mathbb{R}^{d} \to \mathbb{R}^{d}$ is a measurable…

Probability · Mathematics 2017-10-17 Peng Jin

We consider the equation $$ \dot x(t)=f(t,x(t),x(\eta(t))) $$ with a variable time-shift $\eta(t)$. Both the nonlinearity $f$ and the shift function $\eta$ are given, and are assumed to be analytic (that is, holomorphic) functions of their…

Classical Analysis and ODEs · Mathematics 2013-05-10 John Mallet-Paret , Roger D. Nussbaum

Boolean satisfiability [1] (k-SAT) is one of the most studied optimization problems, as an efficient (that is, polynomial-time) solution to k-SAT (for $k\geq 3$) implies efficient solutions to a large number of hard optimization problems…

Computational Complexity · Computer Science 2012-08-03 Maria Ercsey-Ravasz , Zoltan Toroczkai

In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…

Probability · Mathematics 2025-03-12 Xiaobin Sun , Jue Wang , Yingchao Xie

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei
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