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Related papers: A note on simple randomly switched linear systems

200 papers

The design of decision and control strategies for switched systems typically requires complete knowledge of (i) mathematical models of the subsystems and (ii) restrictions on admissible switches between the subsystems. We propose an active…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Atreyee Kundu

The switchback is an experimental design that measures treatment effects by repeatedly turning an intervention on and off for a whole system. Switchback experiments are a robust way to overcome cross-unit spillover effects; however, they…

Methodology · Statistics 2025-12-16 Yuchen Hu , Stefan Wager

We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…

Probability · Mathematics 2023-11-28 Andrea Agazzi , Francesco Grotto , Jonathan C. Mattingly

We show how the solutions to a $2\times2$ linear system involving Schr{\"o}dinger operators blow up as the parameter $\mu$ tends to some critical value which is the principal eigenvalue of the system; here the potential is continuous…

Analysis of PDEs · Mathematics 2019-01-14 B Alziary , J Fleckinger

Planar switched system with dead-zone are analyzed. In particular, we consider the effects of perturbation of the linear control law from purely positional to position-velocity control. This type of perturbation leads to a novel Hopf-like…

Chaotic Dynamics · Physics 2017-04-26 P. Kowalczyk

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We consider two models of two-units repairable systems: cold standby system and warm standby system. We suppose that the lifetimes and repair times of the units are all independent exponentially distributed random variables. Using…

Probability · Mathematics 2020-07-08 J. M. Corujo , J. E. Valdés , J. C Laria

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

Methodology · Statistics 2019-05-20 Michele Nguyen , Almut E. D. Veraart

We study the (local) propagation of plane waves in a relativistic, non-dissipative, two-fluid system, allowing for a relative velocity in the "background" configuration. The main aim is to analyze relativistic two-stream instability. This…

General Relativity and Quantum Cosmology · Physics 2010-11-29 L. Samuelsson , C. S. Lopez-Monsalvo , N. Andersson , G. L. Comer

We investigate the tunneling process between two symmetric stable islands of a forced pendulum Hamiltonian in the weak chaos regime. We show that when the tunneling doublet is quantized over a classical non-linear resonance the tunneling…

chao-dyn · Physics 2009-10-31 Luca Bonci , Andrea Farusi , Paolo Grigolini , Roberto Roncaglia

We consider an interacting particle system on the one dimensional lattice $\bf Z$ modeling combustion. The process depends on two integer parameters $2\le a<M<\infty$. Particles move independently as continuous time simple symmetric random…

Probability · Mathematics 2016-09-07 Francis Comets , Jeremy Quastel , Alejandro F. Ramirez

We examine fluctuations of vorticity excited by an external random force in two-dimensional fluid in the presence of a strong external shear flow. The problem is motivated by the analysis of big coherent vortices appearing as a consequence…

Fluid Dynamics · Physics 2024-03-07 Igor V. Kolokolov , Vladimir V. Lebedev

We consider the set of bimodal linear systems consisting of two linear dynamics acting on each side of a given hyperplane, assuming continuity along the separating hyperplane. Focusing on the unobservable planar ones, we obtain a simple…

Dynamical Systems · Mathematics 2012-01-04 Josep Ferrer , M. Dolors Magret , Juan R. Pacha , Marta Peña

Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…

General Physics · Physics 2017-08-02 Lawrence S. Schulman

In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…

Statistical Mechanics · Physics 2015-06-11 Iacopo Mastromatteo , Emmanuel Bacry , Jean-François Muzy

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

R. Shorten, F. Wirth, O. Mason, K. Wulff and C. King have asked whether a linear switched system is guaranteed to be globally uniformly stable under arbitrary switching if it is known that every trajectory induced by a periodic switching…

Dynamical Systems · Mathematics 2025-10-10 Ian D. Morris

The randomization effect of the two-way (particle-flow) interaction has been studied and quantified using the notion of distributed chaos and the results of numerical simulations and laboratory measurements. It is shown, in particular, that…

Fluid Dynamics · Physics 2023-09-07 A. Bershadskii

The linear switching system is a system of ODE with the time-dependent matrix taking values from a given control matrix set. The system is (asymptotically) stable if all its trajectories tend to zero for every control function. We consider…

Optimization and Control · Mathematics 2022-09-27 Rinat Kamalov , Vladimir Yu. Protasov

We consider a randomly flashing ratchet, where the potential acting can be switched to another at random. Using coupled Fokker-Planck equations, we formulate the expressions of quantities measuring dynamics and thermodynamics. Extended…

Statistical Mechanics · Physics 2021-05-07 Xining Xu , Yunxin Zhang