Related papers: Extreme Value Laws in Dynamical Systems for Non-sm…
Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the…
This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
We study convergence of return- and hitting-time distributions of small sets $E_{k}$ with $\mu(E_{k})\rightarrow0$ in recurrent ergodic dynamical systems preserving an infinite measure $\mu$. Some properties which are easy in finite measure…
Infinite-dimensional control systems with outputs are considered in the Hamiltonian formulation with generalized coordinates. An explicit scheme for constructing a dynamic observer for this class of systems is proposed with arbitrary gain…
This paper introduces a novel approach employing extreme value theory to analyze queue lengths within a corridor controlled by adaptive controllers. We consider the maximum queue lengths of a signalized corridor consisting of nine…
We give a brief account of application of extreme value theory in dynamical systems by using perturbation techniques associated to the transfer operator. We will apply it to the baker's map and we will get a precise formula for the extremal…
This article studies a hyperbolic conservation law that models a highly re-entrant manufacturing system as encountered in semi-conductor production. Characteristic features are the nonlocal character of the velocity and that the influx and…
For discrete-state stochastic systems obeying Markovian dynamics, we establish the counterpart of the conditional reversibility theorem obtained by Gallavotti for deterministic systems [Ann. de l'Institut Henri Poincar\'e (A) 70, 429…
Exceptional points are singularities in the spectrum of non-Hermitian systems in which several eigenvectors are linearly dependent and their eigenvalues are equal to each other. Usually it is assumed that the order of the exceptional point…
In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…
In this note we consider continuous-time systems x'(t) = A(t) x(t) + B(t) u(t), y(t) = C(t) x(t) + D(t) u(t), as well as discrete-time systems x(t+1) = A(t) x(t) + B(t) u(t), y(t) = C(t) x(t) + D(t) u(t) whose coefficient matrices A, B, C…
In this paper, we propose fixed-order set-valued (in the form of l2-norm hyperballs) observers for some classes of nonlinear bounded-error dynamical systems with unknown input signals that simultaneously find bounded hyperballs of states…
The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the Gnedenko approach. In this framework, extremes are basically identified with the block maxima of…
In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of…
In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…
Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…
We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…