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We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…

Numerical Analysis · Mathematics 2026-05-01 Henry Schoeller , Robin Chemnitz , Péter Koltai , Maximilian Engel , Stephan Pfahl

The Lyapunov equation is a linear matrix equation characterizing the cross-sectional steady-state covariance matrix of a Gaussian Markov process. We show a new version of the trek rule for this equation, which links the graphical structure…

Statistics Theory · Mathematics 2025-09-10 Niels Richard Hansen

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…

Probability · Mathematics 2008-07-10 Bernard Bercu , Francois Dufour , G. George Yin

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…

Accelerator Physics · Physics 2016-09-08 V. Balandin , H. Mais

Collocated adaptive control of underactuated systems is still a main concern for the control community, all the more so because the collocated dynamics is no longer linear with respect to the constant base parameters. This work extends and…

Systems and Control · Computer Science 2014-05-21 Francesco Romano , Daniele Pucci , Francesco Nori

We study the effect that the injection of a common source of noise has on the trajectories of chaotic systems, addressing some contradictory results present in the literature. We present particular examples of 1-d maps and the Lorenz…

Chaotic Dynamics · Physics 2009-11-07 Raul Toral , Claudio R. Mirasso , Emilio Hernandez-Garcia , Oreste Piro

This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…

Dynamical Systems · Mathematics 2022-07-05 Maximilian Engel , Guillermo Olicón-Méndez , Nathalie Unger , Stefanie Winkelmann

This theoretical work considers the following conundrum: linear response theory is successfully used by scientists in numerous fields, but mathematicians have shown that typical low-dimensional dynamical systems violate the theory's…

Dynamical Systems · Mathematics 2018-08-01 Caroline L. Wormell , Georg A. Gottwald

While on the one hand, chaotic dynamical systems can be predicted for all time given exact knowledge of an initial state, they are also in many cases rapidly mixing, meaning that smooth probabilistic information (quantified by measures) on…

Dynamical Systems · Mathematics 2024-05-08 Caroline L. Wormell

We study dynamic algorithms robust to adaptive input generated from sources with bounded capabilities, such as sparsity or limited interaction. For example, we consider robust linear algebraic algorithms when the updates to the input are…

Data Structures and Algorithms · Computer Science 2023-04-18 Yeshwanth Cherapanamjeri , Sandeep Silwal , David P. Woodruff , Fred Zhang , Qiuyi Zhang , Samson Zhou

It has been proposed that adaptation in complex systems is optimized at the critical boundary between ordered and disordered dynamical regimes. Here, we review models of evolving dynamical networks that lead to self-organization of network…

Adaptation and Self-Organizing Systems · Physics 2008-11-07 Thimo Rohlf , Stefan Bornholdt

The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…

Systems and Control · Computer Science 2016-07-12 Omar Zakary , Mostafa Rachik

This article describes a numerical procedure designed to tune the parameters of periodically-driven dynamical systems to a state in which they exhibit rich dynamical behavior. This is achieved by maximizing the diversity of subharmonic…

Chaotic Dynamics · Physics 2017-02-13 Leandro M. Alonso

We investigate the concept of a standard map for the interaction of relativistic particles and electrostatic waves of arbitrary amplitudes, under the action of external magnetic fields. The map is adequate for physical settings where waves…

Accelerator Physics · Physics 2010-10-28 M. C. de Sousa , F. M. Steffens , R. Pakter , F. B. Rizzato

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

Machine Learning · Computer Science 2016-12-04 Maria-Florina Balcan , Hongyang Zhang

In this work we show that given a nonlinear programming problem, it is possible to construct a family of dynamical systems defined on the feasible set of the given problem, so that: (a) the equilibrium points are the unknown critical points…

Optimization and Control · Mathematics 2012-11-07 Iasson Karafyllis

For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…

Molecular Networks · Quantitative Biology 2009-11-13 Matthew Scott , Terence Hwa , Brian Ingalls

Despite the celebrated success of stochastic control approaches for uncertain systems, such approaches are limited in the ability to handle non-Gaussian uncertainties. This work presents an adaptive robust control for linear uncertain…

Optimization and Control · Mathematics 2026-01-13 Xuehui Ma , Shiliang Zhang , Zhiyong Sun , Xiaohui Zhang , Sabita Maharjan

Control laws for continuous-time dynamical systems are most often implemented via digital controllers using a sample-and-hold technique. Numerical discretization of the continuous system is an integral part of subsequent analysis. Feedback…

Systems and Control · Electrical Eng. & Systems 2023-09-28 Ashutosh Jindal , Ravi Banavar , David Martin Diego