Related papers: Perturbation analysis of Markov modulated fluid mo…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

We consider quasi-compact linear operator cocycles $\mathcal{L}^{n}_\omega:=\mathcal{L}_{\sigma^{n-1}\omega}\circ\cdots\circ\mathcal{L}_{\sigma\omega}\circ \mathcal{L}_{\omega}$ driven by an invertible ergodic process…

Transport-barrier relaxation oscillations in the presence of resonant magnetic perturbations are investigated using three-dimensional global fluid turbulence simulations from first principles at the edge of a tokamak. It is shown that…

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Different perturbation theory treatments of the Ginzburg-Landau phase transition model are discussed. This includes a criticism of the perturbative renormalization group (RG) approach and a proposal of a novel method providing critical…

We develop new perturbative tools to accurately study radiatively-induced first-order phase transitions. Previous perturbative methods have suffered internal inconsistencies and been unsuccessful in reproducing lattice data, which is often…

We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…

This article aims to explain essential elements of perturbation theory and their conceptual underpinnings. It is not meant as a summary of popular perturbation methods, though some illustrative examples are given to underline the main…

Admissible perturbations (i.e., perturbations that do not change the Mironenko reflecting function of the system) are obtained for an autonomous three-dimensional quadratic generalized Langford system with five parameters. The obtained…

Reduced quasilinear (QL) and nonlinear (gradient-driven) models with scale separations, commonly used to interpret experiments and to forecast turbulent transport levels in magnetised plasmas are tested against nonlinear models without…

Fluid discontinuities, such as shock fronts and vortex sheets, can reflect waves and become unstable to corrugation. Analytical calculations of these phenomena are tractable in the simplest cases only, while their numerical simulations are…

In this paper we provide a comprehensive study of statistical inference in linear and allied models which exhibit some analytic perturbations in their design and covariance matrices. We also indicate a few potential applications. In the…

The unitary transformation of path-integral differential measure is described. The main properties of perturbation theory in the phase space of action-angle, energy-time variables are investigated. The measure in cylindrical coordinates is…

We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…

In this work, we study the properties of a pentadiagonal symmetric matrix with perturbed corners. More specifically, we present explicit expressions for characterizing when this matrix is non-negative and positive definite in two special…

Motivated by the problem of the coexistence on transmission links of telecommunication networks of elastic and unresponsive traffic, we study in this paper the impact on the busy period of an M/M/1 queue of a small perturbation in the…