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Time delays pose an important challenge in networked control systems, which are now ubiquitous. Focusing on switched systems, we introduce a framework that provides an upper bound for errors caused by switching delays. Our framework is…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
This paper focuses on multiscale dynamics occurring in steam supply systems. The dynamics of interest are originally described by a distributed-parameter model for fast steam flows over a pipe network coupled with a lumped-parameter model…
This paper studies the time-varying bearing-based tracking of leader-follower formations. The desired constraints between agents are specified by bearing vectors, and several leaders are moving with a bounded reference velocity. Each…
When studying out-of-equilibrium systems, one often excites the dynamics in some degrees of freedom while removing the excitation in others through damping. In order for the system to converge to a statistical steady state, the dynamics…
We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…
A basic class of two-type continuous-state branching processes in varying environments are constructed by solving the backward equation determining the cumulant semigroup. The parameters of the process are allowed to be c\`adl\`ag in time…
Motivated from time-inconsistent stochastic control problems, we introduce a new type of coupled forward-backward stochastic systems, namely, flows of forward-backward stochastic differential equations. They are systems consisting of a…
The Burton-Cabrera-Frank (BCF) model for the flow of line defects (steps) on crystal surfaces has offered useful insights into nanostructure evolution. This model has rested on phenomenological grounds. Our goal is to show via scaling…
Second-order macroscopic continuum models have been constantly improving for decades to reproduce the empirical observations. Recently, a series of experimental studies have suggested that the stochastic factors contribute significantly to…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We study pattern-forming instabilities in reaction-advection-diffusion systems. We develop an approach based on Lyapunov-Bloch exponents to figure out the impact of a spatially periodic mixing flow on the stability of a spatially…
A random-batch method for multi-species interacting particle systems is proposed, extending the method of S. Jin, L. Li, and J.-G. Liu [J. Comput. Phys. 400 (2020), 108877]. The idea of the algorithmus is to randomly divide, at each time…
In this article, we present an analysis of the effects of singular perturbations on the sliding motion in Filippov systems. We show that singular perturbations may lead to qualitatively distinct topologies of phase space on the switching…
We investigate the stochastic transfer synchronization problem, which seeks to synchronize the timetables of different routes in a transit network to reduce transfer waiting times, delay times, and unnecessary in-vehicle times. We present a…
The stationary-state spatial structure of reacting scalar fields, chaotically advected by a two-dimensional large-scale flow, is examined for the case for which the reaction equations contain delay terms. Previous theoretical investigations…
We consider an application of pooled stepped chutes where the transport in each pooled step is described by the shallow--water equations. Such systems can be found for example at large dams in order to release overflowing water. We analyze…
Suspended particles can significantly alter the fluid properties and, in particular, can modify the transition from laminar to turbulent flow. We investigate the effect of heavy particle suspensions on the linear stability of the Kolmogorov…
Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating…