Related papers: Ergodic optimization in dynamical systems
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…
Most deterministic schemes for controlling temperature by kinetic variables (NH thermsotat), configurational variables (BT thermostat) and all phase space variables (PB thermostat) are non-ergodic for systems with a few degrees of freedom.…
In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motion have the unique invariant and ergodic measures. Moreover,…
Let $H$ be the space of all Hermitian matrices of infinite order and $U(\infty)$ be the inductive limit of the chain $U(1)\subset U(2)\subset...$ of compact unitary groups. The group $U(\infty)$ operates on the space $H$ by conjugations,…
This note discusses dynamical systems-systems that evolve through time. We start with two contemporary examples illustrating the qualitative and the quantitative behavior of dynamical systems. These are two broad categories, usually called…
Max-stable processes have been expanded to quantify extremal dependence in spatio-temporal data. Due to the interaction between space and time, spatio-temporal data are often complex to analyze. So, characterizing these dependencies is one…
Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…
In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…
Inverse optimization (Inverse optimal control) is the task of imputing a cost function such that given test points (trajectories) are (nearly) optimal with respect to the discovered cost. Prior methods in inverse optimization assume that…
The ergodic decomposition theorem is a cornerstone result of dynamical systems and ergodic theory. It states that every invariant measure on a dynamical system is a mixture of ergodic ones. Here we formulate and prove the theorem in terms…
Many specific problems ranging from theoretical probability to applications in statistical physics, combinatorial optimization and communications can be formulated as an optimal tuning of local parameters in large systems of interacting…
We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…
We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…
In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that…
The purpose of this paper is to address a class of hybrid optimal control problems constrained with hyperelasticity and constant global volume. This type of problems can intervene for example in the mechanical aspects of cardiac activity.…
The static free energy of glassy systems can be expressed in terms of the Parisi order parameter function. When this function has a discontinuity, the location of the step is determined by maximizing the free energy. In dynamics a…
It is well known that ergodic invariant measures for order preserving two-sided time random dynamical systems(RDS) on the real line $\mathbb R$ are Dirac. In the present note this is shown to hold also for one-sided time RDS.
This paper is devoted to study ergodic optimisation problems for almost-additive sequences of functions (rather than a fixed potential) defined over countable Markov shifts (that is a non-compact space). Under certain assumptions we prove…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
We consider long term average or `ergodic' optimal control poblems with a special structure: Control is exerted in all directions and the control costs are proportional to the square of the norm of the control field with respect to the…