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We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random…

Trading and Market Microstructure · Quantitative Finance 2012-09-04 Marco Bardoscia , Giacomo Livan , Matteo Marsili

This paper is devoted to the study of tilt stability of local minimizers for classical nonlinear programs with equality and inequality constraints in finite dimensions described by twice continuously differentiable functions. The importance…

Optimization and Control · Mathematics 2016-11-24 Helmut Gfrerer , Boris S. Mordukhovich

The critical behavior of many physical systems involves two competing $n^{}_1-$ and $n^{}_2-$component order-parameters, ${\bf S}^{}_1$ and ${\bf S}^{}_2$, respectively, with $n=n^{}_1+n^{}_2$. Varying an external control parameter $g$,…

Statistical Mechanics · Physics 2022-06-22 A. Aharony , O. Entin-Wohlman , A. Kudlis

Robustness guarantees are important properties to be looked for during control design. They ensure stability of closed-loop systems in face of uncertainties, unmodeled effects and bounded disturbances. While the theory on robust stability…

Systems and Control · Electrical Eng. & Systems 2022-10-10 Samuele Zoboli , Daniele Astolfi , Vincent Andrieu

Stability and boundedness analysis for vector nonlinear systems with variable delays and coefficients remains challenging due to the conservatism of existing methods. Moreover, estimates of the transient behavior of solution norms remain…

Dynamical Systems · Mathematics 2026-01-13 Mark A. Pinsky

In this paper the non-linear wave equation with a spatial inhomogeneity is considered. The inhomogeneity splits the unbounded spatial domain into three or more intervals, on each of which the non-linear wave equation is homogeneous. In such…

Pattern Formation and Solitons · Physics 2015-03-20 Christopher J. K. Knight , Gianne Derks

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

Two granular gases separated by an adiabatic piston and initially in the same macroscopic state are considered. It is found that a phase transition with an spontaneous symmetry breaking occurs. When the mass of the piston is increased…

Statistical Mechanics · Physics 2013-05-06 J. Javier Brey , Nagi Khalil

Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…

Systems and Control · Computer Science 2018-06-06 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

We extend the definition of a global order parameter to the case of a critical system confined between two infinite parallel plates separated by a finite distance $L$. For a quench to the critical point we study the persistence property of…

Statistical Mechanics · Physics 2009-11-13 D. Chakraborty , J. K. Bhattacharjee

This paper proposes a novel transient stability assessment tool for networked microgrids based on neural Lyapunov methods. Assessing transient stability is formulated as a problem of estimating the dynamic security region of networked…

Systems and Control · Electrical Eng. & Systems 2020-12-03 Tong Huang , Sicun Gao , Le Xie

This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…

Optimization and Control · Mathematics 2015-09-04 Yong Zhao , Weihai Zhang

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

We study the dynamical stability of planetary systems consisting of one hypothetical terrestrial mass planet ($1 $ or $10 \mearth$) and one massive planet ($10 \mearth - 10 \mjup$). We consider masses and orbits that cover the range of…

Earth and Planetary Astrophysics · Physics 2015-05-18 Ravi kumar Kopparapu , Rory Barnes

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

Optimization and Control · Mathematics 2013-04-02 Quang-Cuong Pham , Jean-Jacques Slotine

Stability and control of a non-linear system represent an important system configuration that frequently arises in practical engineering. Stability covers a vast range of systems that do not obey the superposition principle and applies to…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Asifa Yousaf

Power systems are getting more complex than ever and are consequently operating close to their limit of stability. Moreover, with the increasing demand of renewable wind generation, and the requirement to maintain a secure power system, the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Umair Shahzad

Recent observation for scale invariant neural avalanches in the brain have been discussed in details in the scientific literature. We point out, that these results do not necessarily imply that the properties of the underlying neural…

Disordered Systems and Neural Networks · Physics 2015-06-11 Claudius Gros , Dimitrije Markovic

Discrete-time models of non-uniformly sampled nonlinear systems under zero-order hold relate the next state sample to the current state sample, (constant) input value, and sampling interval. The exact discrete-time model, that is, the…

Systems and Control · Computer Science 2018-07-30 Alexis J. Vallarella , Hernan Haimovich

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet