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In this paper we lay the foundation for a numerical algorithm to simulate high-dimensional coupled FBSDEs under weak coupling or monotonicity conditions. In particular, we prove convergence of a time discretization and a Markovian…
This work introduces a quantum circuit synthesis framework for simulating the unitary time evolution under a subclass of symmetric Toeplitz Hamiltonians by decomposing them into specific diagonal matrices $M_k$. These matrices are then…
A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…
We present a model of discrete quantum evolution based on quantum correlations between the evolving system and a reference quantum clock system. A quantum circuit for the model is provided, which in the case of a constant Hamiltonian is…
In this work we study the Brusselator - a prototypical model for chemical oscillations - under the assumption that the bifurcation parameter is of order $O(1/\epsilon)$ for positive $\epsilon\ll 1$. The dynamics of this mathematical model…
For a general class of dynamical systems (of which the canonical continuous and uniform discrete versions are but special cases), we prove that there is a state feedback gain such that the resulting closed-loop system is uniformly…
We consider a control constrained parabolic optimal control problem and use variational discretization for its time semi-discretization. The state equation is treated with a Petrov-Galerkin scheme using a piecewise constant Ansatz for the…
The discretization approximation method commonly used to simulate the dynamics of quantum system coupled to the environment in continuum often suffers from the periodically partial recovery of initial state because of the effect of finite…
The increasing integration of power electronic devices is driving the development of more advanced tools and methods for the modeling, analysis, and control of modern power systems to cope with the different time-scale oscillations. In this…
This paper introduces a new framework for analyzing the stability of discrete-time model predictive controllers acting on continuous-time systems. The proposed framework introduces the distinction between discretization time (used to…
In this paper, we present a proof-of-concept quantum algorithm for simulating time-dependent Hamiltonian evolution by reducing the problem to simulating a time-independent Hamiltonian in a larger space using a discrete clock Hamiltonian…
Given a discrete-state continuous-time reactive system, like a digital circuit, the classical approach is to first model it as a state transition system and then prove its properties. Our contribution advocates a different approach: to…
This paper derives recursion equations for a robust smoothing problem for a class of nonlinear systems with uncertainties in modeling and exogenous noise sources. The systems considered operate in discrete-time and the uncertainties are…
We present a systematic treatment of scattering processes for quantum systems whose time evolution is discrete. We define and show some general properties of the scattering operator, in particular the conservation of quasi-energy which is…
Modifying the discrete mechanics proposed by T.D. Lee, we construct a class of discrete classical Hamiltonian systems, in which time is one of the dynamical variables. This includes a toy model of time machines which can travel forward and…
Mathematical models of interacting populations are often constructed as systems of differential equations, which describe how populations change with time. Below we study one such model connected to the nonlinear dynamics of a system of…
This paper proposes a robust self-triggered distributed model predictive control (DMPC) scheme for a family of Discrete-Time linear systems with local (uncoupled) and global (coupled) constraints. To handle the additive disturbance,…
We study model predictive control for singular differential-algebraic equations with higher index. This is a novelty when compared to the literature where only regular differential-algebraic equations with additional assumptions on the…
Power systems are globally experiencing an unprecedented growth in size and complexity due to the advent of nonconventional generation and consumption technologies. To navigate computational complexity, power system dynamic models are often…
The paper gives a systematic analysis of singularities of transition processes in dynamical systems. General dynamical systems with dependence on parameter are studied. A system of relaxation times is constructed. Each relaxation time…