Related papers: A note on simple randomly switched linear systems
A model to simulate the phenomenon of random lasing is presented. It couples Maxwell's equations with the rate equations of electronic population in a disordered system. Finite difference time domain methods are used to obtain the field…
We analyze the fate of dynamical systems that consist of two kind of processes. The first type is supposed to perform a certain function by processing information at a required high accuracy, which is, however, limited to less than 100…
In this article we study a small random perturbation of a linear recurrence equation. If all the roots of its corresponding characteristic equation have modulus strictly less than one, the random linear recurrence goes exponentially fast to…
We study a class of singularly perturbed impulsive linear switched systems exhibiting switching between slow and fast dynamics. To analyze their behavior, we construct auxiliary switched systems evolving in a single time scale. We prove…
The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…
Positive linear systems on arbitrary time scales are studied. The theory developed in the paper unifies and extends concepts and results known for continuous-time and discrete-time systems. A necessary and sufficient condition for a linear…
We present a variety of results analyzing the behavior of a class of stochastic processes --- referred to as Stochastic Hybrid Systems (SHSs) --- in or near equilibrium, and determine general conditions on when the moments of the process…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
Transition to turbulence dramatically alters the properties of fluid flows. In most canonical shear flows, the laminar flow is linearly stable and a finite-amplitude perturbation is necessary to trigger transition. Controlling transition to…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
This paper addresses the problem of steering an initial probability distribution to a target probability distribution through a deterministic or stochastic linear control system. Our proposed approach is inspired by the flow matching…
Physical systems with many degrees of freedom can often be understood in terms of transitions between a small number of metastable states. For time-homogeneous systems with short-term memory these transitions are fully characterized by a…
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 general terms, intermittency is the property for which time evolving systems alternate among two or more different regimes. Predicting the instance when the regime switch will occur is extremely challenging, often practically impossible.…
We consider bimodal planar switched linear systems and obtain dwell time bounds which guarantee their asymptotic stability. The dwell time bound obtained is a smooth function of the eigenvectors and eigenvalues of the subsystem matrices. An…
In this note, analysis of time delay systems using Lambert W function approach is reassessed. A common canonical form of time delay systems is defined. We extended the recent results of [6] for second order into nth order system. The…
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
This paper investigates the stability of switched linear systems whose switching signal is modeled as a stochastic process called a regenerative process. We show that the mean stability of such a switched system is characterized by the…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…