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We show a noise-induced transition in Josephson junction with fundamental as well as second harmonic. A periodically modulated multiplicative colored noise can stabilize an unstable configuration in such a system. The stabilization of the…
A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…
A numerical model based on the finite-difference time-domain method is developed to simulate fluctuations which accompany the dephasing of atomic polarization and the decay of excited state's population. This model is based on the…
We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
Based on the heuristics that maintaining presumptions can be beneficial in uncertain environments, we propose a set of basic axioms for learning systems to incorporate the concept of prejudice. The simplest, memoryless model of a…
The purpose of this article is to introduce the original results which devoted with the nonlinear control system problems involves of nonlinear differential equations of fractional orders. Thus, this system is described with a mixed of…
Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…
In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…
We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…
This paper considers a stochastic control framework, in which the residual model uncertainty of the dynamical system is learned using a Gaussian Process (GP). In the proposed formulation, the residual model uncertainty consists of a…
We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…
In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…
This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…
Environmental stochasticity is known to be a destabilizing factor, increasing abundance fluctuations and extinction rates of populations. However, the stability of a community may benefit from the differential response of species to…