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This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

The so-called ``symplectic method'' is used for studying the linear stability of a self-gravitating collisionless stellar system, in which the particles are also submitted to an external potential. The system is steady and spherically…

Astrophysics · Physics 2015-06-24 J. Perez , J-J Aly

This work studies remote state estimation of multiple linear time-invariant systems over shared wireless time-varying communication channels. We model the channel states by a semi-Markov process which captures both the random holding period…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Wanchun Liu , Daniel E. Quevedo , Branka Vucetic , Yonghui Li

We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…

Optimization and Control · Mathematics 2016-04-07 Christian Feller , Christian Ebenbauer

We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability theorems and apply our results {to three canonical models in…

Probability · Mathematics 2022-02-22 Sergey Foss , Vsevolod Shneer , Jonathan P. Thomas , Tim Worrall

A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

This paper presents a novel approach to stability analysis for grid-connected converters utilizing Scaled Relative Graphs (SRG). Our method effectively decouples grid and converter dynamics, thereby establishing a comprehensive and…

Systems and Control · Electrical Eng. & Systems 2026-01-23 Eder Baron-Prada , Adolfo Anta , Florian Dörfler

We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…

Statistics Theory · Mathematics 2015-08-10 Walter Dempsey , Peter McCullagh

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

Statistical Mechanics · Physics 2024-08-19 Roberto da Silva , Sandra D. Prado

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

In this paper we derive stability conditions for a switched system where switching occurs between linear descriptor systems of different indices. In particular, our results can be used to analyse the stability of the important case when…

Optimization and Control · Mathematics 2017-05-19 Shravan Sajja , Martin Corless , Ezra Zeheb , Robert Shorten

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

In this paper, we present a novel approach to determine the stability of switched linear and nonlinear systems using Sum of Squares optimisation. Particularly, we use Sum of Squares optimisation to search for a Lyapunov function that…

Dynamical Systems · Mathematics 2023-06-26 Jacopo Piccini , Elias August , Sigurdur Hafstein , Stefania Andersen

This paper deals with input/output-to-state stability (IOSS) of switched nonlinear systems whose switching signals obey pre-specified restrictions on admissible switches between the subsystems and admissible dwell times on the subsystems.…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Atreyee Kundu

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Probability · Mathematics 2024-07-10 Nguyen H. Du , Alexandru Hening , Dang H. Nguyen , George Yin

R. Shorten, F. Wirth, O. Mason, K. Wulff and C. King have asked whether a linear switched system is guaranteed to be globally uniformly stable under arbitrary switching if it is known that every trajectory induced by a periodic switching…

Dynamical Systems · Mathematics 2025-10-10 Ian D. Morris

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…

Physics and Society · Physics 2007-05-23 Marian Anghel , Kenneth A. Werley , Adilson E. Motter

We consider the dynamics of an XY spin chain subjected to an external transverse field which is periodically quenched between two values. By deriving an exact expression of the Floquet Hamiltonian for this out-of-equilibrium protocol with…

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet
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