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This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…

Probability · Mathematics 2021-08-31 Nhu Nguyen , George Yin

The adsorption dynamics of a colloidal particle at a fluid interface is studied theoretically and numerically, documenting distinctly different relaxation regimes. The adsorption of a perfectly smooth particle is characterized by a fast…

Soft Condensed Matter · Physics 2017-07-18 Carlos E. Colosqui , Jeffrey F. Morris , Joel Koplik

We study the dynamics of MEMS microbeams undergoing electrostatic pull-in. At DC voltages close to the pull-in voltage, experiments and numerical simulations have reported `bottleneck' behaviour in which the transient dynamics slow down…

Applied Physics · Physics 2018-08-17 Michael Gomez , Dominic Vella , Derek E. Moulton

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

Compressible flow varies from ideal-gas behavior at high pressures where molecular interactions become important. Density is described through a cubic equation of state while enthalpy and sound speed are functions of both temperature and…

Fluid Dynamics · Physics 2020-03-11 William A. Sirignano

Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewhat poorly developed. In this work, we propose a Monte Carlo…

Methodology · Statistics 2014-07-09 Mamatha Venugopal , Ram Mohan Vasu , Debasish Roy

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to…

Numerical Analysis · Mathematics 2024-02-13 Colin John Cotter , Dan Crisan , Maneesh Kumar Singh

This paper introduces a closed-loop frequency analysis tool for reset control systems. To begin with sufficient conditions for the existence of the steady-state response for a closed-loop system with a reset element and driven by periodic…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Ali Ahmadi Dastjerdi , A. Astolfi , Niranjan Saikumar , N. Karbasizadeh , Duarte Valerio , S. Hassan HosseinNia

This letter describes a method for estimating regions of attraction and bounds on permissible perturbation amplitudes in nonlinear fluids systems. The proposed approach exploits quadratic constraints between the inputs and outputs of the…

Fluid Dynamics · Physics 2021-05-18 Aniketh Kalur , Talha Mushtaq , Peter Seiler , Maziar S. Hemati

A microscopic model of adsorption in cluster forming systems with competing interaction is considered. The adsorption process is described by the master equation and modelled by a kinetic Monte Carlo method. The evolution of the particle…

Soft Condensed Matter · Physics 2021-09-07 E. Bildanau , V. Vikhrenko

Longitudinal intensity oscillations along coronal loops that are interpreted as signatures of magneto-acoustic waves are observed frequently in different coronal structures. The aim of this paper is to estimate the physical parameters of…

Solar and Stellar Astrophysics · Physics 2016-04-13 A. Abedini

We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…

Statistical Mechanics · Physics 2018-12-20 Keiichi Tamai , Masaki Sano

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest-order of these algorithms reduces to the $n$-fold way algorithm. These algorithms are applied to study the escape…

Condensed Matter · Physics 2009-10-22 M. A. Novotny

Linear polymers are represented as chains of hopping reptons and their motion is described as a stochastic process on a lattice. This admittedly crude approximation still catches essential physics of polymer motion, i.e. the universal…

Statistical Mechanics · Physics 2015-05-18 J. M. J. van Leeuwen , Andrzej Drzewinski

One of the proposed damping mechanisms of coronal (transverse) loop oscillations in the kink-mode is resonant absorption as a result of the Alfven speed variation at the outer boundary of coronal loops. Analytical expressions for the period…

Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…

Optimization and Control · Mathematics 2017-03-28 Khem Raj Ghusinga , Mohammad Soltani , Andrew Lamperski , Sairaj Dhople , Abhyudai Singh

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

In this paper, we study the monitoring and control of long-term voltage stability considering load tap-changer (LTC) dynamics. We show that under generic conditions, the LTC dynamics always admit a unique stable equilibrium. For the stable…

Optimization and Control · Mathematics 2020-09-28 Bai Cui , Ahmed Zamzam , Guido Cavraro , Andrey Bernstein

Moment-closure approximations are an important tool in the analysis of the dynamics on both static and adaptive networks. Here, we provide a broad survey over different approximation schemes by applying each of them to the adaptive voter…

Adaptation and Self-Organizing Systems · Physics 2012-11-05 G. Demirel , F. Vazquez , G. A. Böhme , T. Gross

Stable limit cycle as a stabilized mechanical oscillation is the primary result of the dynamical evolution of an optomechanical system under sufficiently powerful pump. Because this dynamical process is highly nonlinear, it was not clear…

Optics · Physics 2024-10-15 Han Xiao Zhang , Vitalie Eremeev , Jinhui Wu , Miguel Orszag , Bing He