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In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…

Optimization and Control · Mathematics 2022-07-26 Weihai Zhang , Liqiang Yao

This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

The stability of difference schemes for, in general, hyperbolic systems of conservation laws with source terms are studied. The basic approach is to investigate the stability of a non-linear scheme in terms of its cor- responding scheme in…

Computational Physics · Physics 2009-09-22 M. Mond , V. S. Borisov

The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…

Dynamical Systems · Mathematics 2024-02-16 Dimplekumar Chalishajar , K. Dhanalakshmi , K. Ramkumar , K. Ravikumar

The stability of classical semi-implicit scheme, and some more advanced iterative schemes recently proposed for Numerical Weather Prediction (NWP) purpose is examined. In all these schemes, the solution of the centred-implicit non-linear…

Atmospheric and Oceanic Physics · Physics 2009-11-10 Pierre Benard

We construct and analyze first- and second-order implicit-explicit (IMEX) schemes based on the scalar auxiliary variable (SAV) approach for the magneto-hydrodynamic equations. These schemes are linear, only require solving a sequence of…

Numerical Analysis · Mathematics 2021-04-02 Xiaoli Li , Weilong Wang , Jie Shen

This paper presents a new control, namely additive-state-decomposition dynamic inversion stabilized control, that is used to stabilize a class of multi-input multi-output (MIMO) systems subject to nonparametric time-varying uncertainties…

Systems and Control · Computer Science 2020-03-10 Quan Quan , Guangxun Du , Kai-Yuan Cai

In present paper, we establish sufficient conditions for existence and stability of solutions for system of nonlinear implicit fractional differential equations. The main techniques are based on method of successive approximations. Finally,…

Classical Analysis and ODEs · Mathematics 2017-07-25 D. B. Dhaigude , Sandeep P. Bhairat

Numerical analysis for linear constant-coefficients Finite Difference schemes was developed approximately fifty years ago. It relies on the assumption of scheme stability and in particular -- for the $L^2$ setting -- on the absence of…

Numerical Analysis · Mathematics 2023-12-25 Thomas Bellotti

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

Optimization and Control · Mathematics 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan

The trade-off between optimality and complexity has been one of the most important challenges in the field of robust Model Predictive Control (MPC). To address the challenge, we propose a flexible robust MPC scheme by synergizing the…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Sankaranarayanan Subramanian , Sergio Lucia , Radoslav Paulen , Sebastian Engell

In this note we consider splitting methods based on linear multistep methods and stabilizing corrections. To enhance the stability of the methods, we employ an idea of Bruno & Cubillos (2016) who combine a high-order extrapolation formula…

Numerical Analysis · Mathematics 2017-09-05 Willem Hundsdorfer , Karel in 't Hout

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

The larger the distance to instability from a matrix is, the more robustly stable the associated autonomous dynamical system is in the presence of uncertainties and typically the less severe transient behavior its solution exhibits.…

Numerical Analysis · Mathematics 2018-09-07 Emre Mengi

In the setting of continuum elasticity martensitic phase transformations are characterized by a non-convex free energy density function that possesses multiple wells in strain space and includes higher-order gradient terms for…

Numerical Analysis · Mathematics 2018-05-08 Koki Sagiyama , Krishna Garikipati

In this paper, a new fractional step method is proposed for simulating stiff and nonstiff chemically reacting flows. In stiff cases, a well-known spurious numerical phenomenon, i.e. the incorrect propagation speed of discontinuities, may be…

Computational Physics · Physics 2019-05-01 Jian-Hang Wang , Shucheng Pan , Xiangyu Y. Hu , Nikolaus A. Adams

Accurate simulations of ice sheet dynamics, mantle convection, lava flow, and other highly viscous free-surface flows involve solving the coupled Stokes/free-surface equations. In this paper, we theoretically analyze the stability and…

Numerical Analysis · Mathematics 2025-06-13 Igor Tominec , Lukas Lundgren , André Löfgren , Josefin Ahlkrona

Neural networks have become increasingly popular in controller design due to their versatility and efficiency. However, their integration into feedback systems can pose stability challenges, particularly in the presence of uncertainties.…

Optimization and Control · Mathematics 2025-03-04 Yuhao Zhang , Xiangru Xu

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey
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