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Related papers: Stability of Skorokhod problem is undecidable

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Can we conclude the stability of an unknown dynamical system from the knowledge of a finite number of snapshots of trajectories? We tackle this black-box problem for switched linear systems. We show that, for any given random set of…

Optimization and Control · Mathematics 2018-07-24 Joris Kenanian , Ayca Balkan , Raphael M. Jungers , Paulo Tabuada

We consider a dynamical system, possibly infinite dimensional or non-autonomous, with fast and slow time scales which is oscillatory with high frequencies in the fast directions. We first derive and justify the limit system of the slow…

Dynamical Systems · Mathematics 2011-03-10 Nan Lu , Chongchun Zeng

In this paper we consider the problem of stabilization and tracking of desired state trajectory for a wide range of nonlinear control problems with disturbances. We present the sufficient conditions for the existence of $C^k$ state feedback…

Optimization and Control · Mathematics 2020-12-18 Robert Vrabel

We solve the Skorokhod embedding problem for a class of stochastic processes satisfying an inhomogeneous stochastic differential equation (SDE) of the form $d A_t =\mu (t, A_t) d t + \sigma(t, A_t) d W_t$. We provide sufficient conditions…

Probability · Mathematics 2019-06-19 Stefan Ankirchner , Stefan Engelhardt , Alexander Fromm , Goncalo dos Reis

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

Probability · Mathematics 2019-10-29 Adam Jakubowski

This paper presents a systematic method to analyze stability and robustness of uncertain Quantum Input-Output Networks (QIONs). A general form of uncertainty is introduced into quantum networks in the SLH formalism. Results of this paper…

Quantum Physics · Physics 2021-03-04 Peyman Azodi , Alireza Khayatian , Peyman Setoodeh

In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are c\`adl\`ag with respect to the Hausdorff metric. We then show the existence and…

Probability · Mathematics 2024-06-11 Imane Jarni , Badr Missaoui , Youssef Ouknine

For the linear baryon string model with three massive points (three quarks) connected sequentially by the relativistic strings the initial-boundary value problem is stated and solved in general. This problem implies defining a classical…

High Energy Physics - Phenomenology · Physics 2007-05-23 V. P. Petrov , G. S. Sharov

We provide a new approach to stable ergodicity of systems with dominated splittings, based on a geometrical analysis of global stable and unstable manifolds of hyperbolic points. Our method suggests that the lack of uniform size of Pesin's…

Dynamical Systems · Mathematics 2008-12-16 Martin Andersson

This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…

Machine Learning · Statistics 2021-02-02 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Hoi-To Wai

Stability of Wardrop equilibria is analyzed for dynamical transportation networks in which the drivers' route choices are influenced by information at multiple temporal and spatial scales. The considered model involves a continuum of…

Dynamical Systems · Mathematics 2015-03-17 Giacomo Como , Ketan Savla , Daron Acemoglu , Munther A. Dahleh , Emilio Frazzoli

We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics. Resetting is a sudden interruption of a process, which consecutively…

Risk Management · Quantitative Finance 2021-08-24 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

We consider the Tur\'an-type problem of bounding the size of a set $M \subseteq \mathbb{F}_2^n$ that does not contain a linear copy of a given fixed set $N \subseteq \mathbb{F}_2^k$, where $n$ is large compared to $k$. An Erd\H{o}s-Stone…

Combinatorics · Mathematics 2017-10-12 Hong Liu , Sammy Luo , Peter Nelson , Kazuhiro Nomoto

We study the problem of bipedal robot navigation in complex environments with uncertain and rough terrain. In particular, we consider a scenario in which the robot is expected to reach a desired goal location by traversing an environment…

Robotics · Computer Science 2024-04-16 Kasidit Muenprasitivej , Jesse Jiang , Abdulaziz Shamsah , Samuel Coogan , Ye Zhao

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…

Statistical Mechanics · Physics 2009-10-31 Debasis Dan , Mangal C. Mahato , A. M. Jayannavar

The Skorokhod embedding problem (SEP) is to represent a given probability measure as a Brownian motion $B$ at a particular stopping time. In recent years particular attention has gone to solutions which exhibit additional optimality…

Probability · Mathematics 2023-07-10 Annemarie Grass

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

A class of periodic solutions of the nonlinear Schrodinger equation with non- Hermitian potentials are considered. The system may be implemented in planar nonlinear optical waveguides carrying an appropriate distribution of local gain and…

Optics · Physics 2018-05-21 Bin Liu , Lu Li , Boris A. Malomed

The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…

Condensed Matter · Physics 2007-05-23 A. M. Jayannavar , Mangal C. Mahato
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