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This work considers state dynamics driven by Periodic Autoregressive Moving Average noise, and control of the system over time. Such processes appear frequently in applications involving the environment, such as energy and agriculture.…

Optimization and Control · Mathematics 2025-09-30 Vyacheslav Kungurtsev

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

This paper focuses on a model for opinion dynamics, where the influence weights of agents evolve in time. We formulate a control problem of consensus type, in which the objective is to drive all agents to a final target point under suitable…

Analysis of PDEs · Mathematics 2020-11-10 Nastassia Duteil , Benedetto Piccoli

We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…

Probability · Mathematics 2025-08-08 R. S. Karim , R. J. A. Laeven , M , M. Mandjes

We compute probabilistic controlled invariant sets for nonlinear systems using Gaussian process state space models, which are data-driven models that account for unmodeled and unknown nonlinear dynamics. We propose a semidefinite…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Paul Griffioen , Bingzhuo Zhong , Murat Arcak , Majid Zamani , Marco Caccamo

Compartmentalization of biochemical processes underlies all biological systems, from the organelle to the tissue scale. Theoretical models to study the interplay between noisy reaction dynamics and compartmentalization are sparse, and…

Quantitative Methods · Quantitative Biology 2022-06-08 Lorenzo Duso , Christoph Zechner

We present a novel method for solving population density equations (PDEs), where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different…

Biological Physics · Physics 2017-06-28 Yi Ming Lai , Marc de Kamps

If one wants to explore the properties of a dynamical system systematically one has to be able to track equilibria and periodic orbits regardless of their stability. If the dynamical system is a controllable experiment then one approach is…

Dynamical Systems · Mathematics 2009-03-19 Jan Sieber , Bernd Krauskopf

This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…

Optimization and Control · Mathematics 2022-03-22 Min Li , Tianyang Nie , Zhen Wu

We consider the evolution of large but finite populations on arbitrary fitness landscapes. We describe the evolutionary process by a Markov, Moran process. We show that to $\mathcal O(1/N)$, the time-averaged fitness is lower for the finite…

Populations and Evolution · Quantitative Biology 2015-06-04 Dirk M. Lorenz , Jeong-Man Park , Michael W. Deem

Population dynamics in random ecological networks are investigated by analyzing a simple deterministic equation. It is found that a sequence of abrupt changes of populations punctuating quiescent states characterize the long time behavior.…

chao-dyn · Physics 2008-02-03 Shin-ichi Sasa , Tsuyoshi Chawanya

Rare trajectories of stochastic systems are important to understand -- because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their…

Statistical Mechanics · Physics 2017-07-03 Esteban Guevara Hidalgo , Takahiro Nemoto , Vivien Lecomte

Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying…

Numerical Analysis · Mathematics 2015-05-20 Andrew Binder , Tony Lelièvre , Gideon Simpson

A broad class of systems, including ecological, epidemiological, and sociological ones, are characterized by populations of individuals assigned to specific categories, e.g., a chemical species, an opinion or an epidemic state, that are…

Statistical Mechanics · Physics 2025-07-17 Giorgio Vittorio Visco , Johannes Nauta , Tomas Scagliarini , Oriol Artime , Manlio De Domenico

A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…

Probability · Mathematics 2024-08-13 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

In micro-assembly applications, ensemble of chiplets immersed in a dielectric fluid are steered using dielectrophoretic forces induced by an array of electrode population. Generalizing the finite population deterministic models proposed in…

Dynamical Systems · Mathematics 2023-05-17 Iman Nodozi , Abhishek Halder , Ion Matei

In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…

Optimization and Control · Mathematics 2023-11-16 Xin Guo , Aiko Kurushima , Alexey Piunovskiy , Yi Zhang

Increasing pressures on the environment are generating an ever-increasing need to manage animal and plant populations sustainably, and to protect and rebuild endangered populations. Effective management requires reliable mathematical…

Methodology · Statistics 2009-09-29 Stephen T. Buckland , Ken B. Newman , Carmen Fernández , Len Thomas , John Harwood

A discrete-time model of reacting evolving fields, transported by a bidimensional chaotic fluid flow, is studied. Our approach is based on the use of a Lagrangian scheme where {\it fluid particles} are advected by a $2d$ symplectic map…

We consider the evolution of populations under the joint action of mutation and differential reproduction, or selection. The population is modelled as a finite-type Markov branching process in continuous time, and the associated…

Populations and Evolution · Quantitative Biology 2009-02-23 Ellen Baake , Hans-Otto Georgii
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