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We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…

Numerical Analysis · Mathematics 2020-08-26 Panos Lambrianides , Qi Gong , Daniele Venturi

We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…

Classical Analysis and ODEs · Mathematics 2015-03-17 Ricardo Almeida , Delfim F. M. Torres

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

In this paper, conformal fractional order discretization [20, 24, 25] is used to analyze bifurcation analysis and stability of a predator-prey system. A continuous model has been discretized into a discrete one while preserving the…

Dynamical Systems · Mathematics 2025-02-07 Muhammad Rafaqat , Abubakar Masha , Nauman Ahmed , Ali Raza , Wojciech Sumelka

This paper discusses and summarizes some results on complex variables that are very useful in fractional-order systems analysis and design, specifically when the system is analyzed in the frequency domain. The author hopes that this…

Signal Processing · Electrical Eng. & Systems 2026-03-26 Emmanuel A. Gonzalez

In the present work, we propose a new parameterization for the concentration flux using fractional derivatives. The fractional order differential equation in the longitudinal and vertical directions is used to obtain the concentration…

Atmospheric and Oceanic Physics · Physics 2018-12-26 A. G. Goulart , M. J. Lazo , J. M. S. Suarez

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

Machine Learning · Statistics 2018-12-17 Alessandro Davide Ialongo , Mark van der Wilk , James Hensman , Carl Edward Rasmussen

Distributed algorithms for both discrete-time and continuous-time linearly solvable optimal control (LSOC) problems of networked multi-agent systems (MASs) are investigated in this paper. A distributed framework is proposed to partition the…

Machine Learning · Computer Science 2021-02-19 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…

Numerical Analysis · Mathematics 2016-08-18 Gilles Vilmart

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

This paper introduces a test for fractional integration in a model that possibly contains smooth deterministic trends. We model the trend component using a Chebyshev polynomial and specify the short-run dynamics semi-parametrically,…

Econometrics · Economics 2026-03-27 Mustafa R. Kılınç , Michael Massmann

Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…

Statistics Theory · Mathematics 2025-06-09 CM Revathi , Rajesh Moharana , Raju Bhakta

Phase separation accompanied by further domain growth and coarsening is a phenomenon common to a broad variety of dynamical systems. In this connection, controlling such processes represents a relevant interdisciplinary problem. Using…

Optics · Physics 2023-08-02 Vladimir V. Semenov , Xavier Porte , Laurent Larger , Daniel Brunner

It has been recognized that using time-varying initialization functions to solve the initial value problem of fractional-order systems (FOS) is both complex and essential in defining the dynamical behavior of the states of FOSs. In this…

Methodology · Statistics 2022-10-19 Mohamed A. Bahloul , Zehor Belkhatir , Taous-Meriem laleg-Kirati

This paper deals with stability of a certain class of fractional order linear and nonlinear systems. The stability is investigated in the time domain and the frequency domain. The general stability conditions and several illustrative…

Dynamical Systems · Mathematics 2011-04-08 Ivo Petras

In this paper, we introduce the new construction of fractional derivatives and integrals with respect to a function, based on a matrix approach. We believe that this is a powerful tool in both analytical and numerical calculations. We begin…

Numerical Analysis · Mathematics 2025-12-12 V. N. Kolokoltsov , E. L. Shishkina

System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu , Ioan Dumitrache

In this paper, fractional order Coullet system is studied. An active control technique is applied to control this chaotic system. This type of controller is also applied to synchronize chaotic fractional-order systems in master-slave…

Chaotic Dynamics · Physics 2012-06-13 M. Shahiri T. , A. Ranjbar N. , R. Ghaderi , S. H. Hosseinnia , S. Momani

One of the most basic techniques in algorithm design consists of breaking a problem into subproblems and then proceeding recursively. In the case of graph algorithms, one way to implement this approach is through separator sets. Given a…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-13 Benjamin Jauregui , Pedro Montealegre , Ivan Rapaport

In this paper we will present a mathematical description and analysis of a fractional-order regulated system in the state space and the state-space controller design based on placing the closed-loop poles on the complex plane. Presented are…

Optimization and Control · Mathematics 2007-05-23 L. Dorcak , I. Petras , I. Kostial , J. Terpak