English
Related papers

Related papers: On the risk-sensitive escape control for diffusion…

200 papers

This paper presents scalable controller synthesis methods for heterogeneous and partially heterogeneous systems. First, heterogeneous systems composed of different subsystems that are interconnected over a directed graph are considered.…

Systems and Control · Electrical Eng. & Systems 2020-04-13 Yvonne R. Stürz , Annika Eichler , Roy S. Smith

We address a distributed adaptive control methodology for nonlinear interconnected systems possibly affected by network anomalies. In the framework of adaptive approximation, the distributed controller and parameter estimator are designed…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Youqing Wang , Ying Li , Thomas Parisini , Dong Zhao

We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…

Analysis of PDEs · Mathematics 2023-04-11 Mark Freidlin , Leonid Koralov

The escape probability $\xi_{x}$ from a site $x$ of a one-dimensional disordered lattice with trapping is treated as a discrete dynamical evolution by random iterations over nonlinear maps parametrized by the right and left jump…

Condensed Matter · Physics 2016-08-31 Thomas Wichmann , Achille Giacometti , K. P. N. Murthy

In this paper, we present a robust distributed model predictive control (DMPC) scheme for dynamically decoupled nonlinear systems which are subject to state constraints, coupled state constraints and input constraints. In the proposed…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Adrian Wiltz , Fei Chen , Dimos V. Dimarogonas

Standard model predictive control strategies imply the online computation of control inputs at each sampling instance, which traditionally limits this type of control scheme to systems with slow dynamics. This paper focuses on distributed…

Optimization and Control · Mathematics 2013-02-26 Ion Necoara , Dragos N. Clipici , Sorin Olaru

The transition from large centralized complex control systems to distributed configurations that rely on a network of a very large number of interconnected simpler subsystems is ongoing and inevitable in many applications. It is attributed…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Leonardo Pedroso , Pedro Batista , W. P. M. H. Heemels

Bounded weak solutions are constructed for a degenerate parabolic system with a full diffusion matrix, which is a generalized version of the thin film Muskat system. Boundedness is achieved with the help of a sequence $(\mathcal{E}_n)_{n\ge…

Analysis of PDEs · Mathematics 2022-01-19 Philippe Laurençot , Bogdan-Vasile Matioc

This paper tackles the problem of generating safe exit controllers for continuous-time systems described by stochastic differential equations (SDEs). The primary aim is to develop controllers that maximize the lower bounds of the exit…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Bai Xue

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

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

Epidemic spreading often occurs in spatially heterogeneous environments, yet how quenched heterogeneity reshapes its onset and critical dynamics remains poorly understood. The diffusive epidemic process, a minimal reaction-diffusion model…

Statistical Mechanics · Physics 2026-03-24 Valentin Anfray , Hong-Yan Shih

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

Probability · Mathematics 2010-04-22 Emmanuel Gobet , Stéphane Menozzi

We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…

Probability · Mathematics 2013-03-14 Tomoyuki Ichiba , Mykhaylo Shkolnikov

In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…

Systems and Control · Computer Science 2014-07-25 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun , Guillermo Valencia-Palomo , Vasile Dragan

In this paper, we develop a distributionally robust optimal control approach for differentially private dynamical systems, enabling a plant to securely outsource control computation to an untrusted remote server. We consider a plant that…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Yeongjun Jang , Kaoru Teranishi , Junsoo Kim

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

In this paper, we study a security problem of protecting secrets in distributed systems. Specifically, we employ discrete-event systems to describe the structure and behaviour of distributed systems, in which global secret information is…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Shoma Matsui , Kai Cai , Karen Rudie

We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…

Statistics Theory · Mathematics 2024-05-29 Yuga Iguchi , Alexandros Beskos , Matthew Graham

Turing instabilities of reaction-diffusion systems can only arise if the diffusivities of the chemical species are sufficiently different. This threshold is unphysical in most systems with $N=2$ diffusing species, forcing experimental…

Soft Condensed Matter · Physics 2026-03-17 Pierre A. Haas , Raymond E. Goldstein
‹ Prev 1 4 5 6 7 8 10 Next ›