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Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

We consider white noise perturbations of a nonlinear dynamical system in the neighborhood of an unstable critical point with linearization given by a Jordan block of full dimension. For the associated exit problem, we study the joint…

Probability · Mathematics 2018-02-06 Yuri Bakhtin , Zsolt Pajor-Gyulai

This paper introduces a novel method to approximate limit cycles of nonlinear ODEs by use of switching affine dynamics in order to ease data-based modeling and analysis. Previous approaches to approximating limit cycles by switching systems…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Nils Hanke , Zonglin Liu , Olaf Stursberg

For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading order term of the main statistical quantities have an…

Statistical Mechanics · Physics 2022-09-21 Freddy Bouchet , Julien Reygner

Optimal entrainment of a quantum nonlinear oscillator to a periodically modulated weak harmonic drive is studied in the semiclassical regime. By using the semiclassical phase reduction theory recently developed for quantum nonlinear…

Adaptation and Self-Organizing Systems · Physics 2020-01-28 Yuzuru Kato , Hiroya Nakao

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

Statistical Mechanics · Physics 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

This paper presents a novel model predictive control strategy for controlling autonomous motion systems moving through an environment with obstacles of general shape. In order to solve such a generic non-convex optimization problem and find…

Optimization and Control · Mathematics 2018-08-28 Ben Hermans , Panagiotis Patrinos , Goele Pipeleers

Multiplicative noise makes stochastic dynamics depend on how the white-noise limit is interpreted. In multidimensional systems with matrix-valued noise amplitudes $\sigma(x)$, this dependence includes a local Jacobian contribution that is…

Statistical Mechanics · Physics 2026-05-14 Surachate Limkumnerd

The basic module for the solution of the minimum time optimal control of a car-like vehicle is herein presented. The vehicle is subject to the effect of laminar (linear) and aerodynamic (quadratic) drag, taking into account the asymmetric…

Numerical Analysis · Mathematics 2016-04-12 Enrico Bertolazzi , Marco Frego

Given a multi-modal dynamical system, optimal switching logic synthesis involves generating the conditions for switching between the system modes such that the resulting hybrid system satisfies a quantitative specification. We formalize and…

Systems and Control · Computer Science 2011-05-06 Susmit Jha , Sanjit A. Seshia , Ashish Tiwari

In this paper, we propose a novel model predictive control (MPC) framework for output tracking that deals with partially unknown constraints. The MPC scheme optimizes over a learning and a backup trajectory. The learning trajectory aims to…

Optimization and Control · Mathematics 2022-05-10 Raffaele Soloperto , Ali Mesbah , Frank Allgöwer

We find exact mappings for a class of limit cycle systems with noise onto quasi-symplectic dynamics, including a van der Pol type oscillator. A dual role potential function is obtained as a component of the quasi-symplectic dynamics. Based…

Statistical Mechanics · Physics 2014-03-26 Ruoshi Yuan , Xinan Wang , Yian Ma , Bo Yuan , Ping Ao

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Statistical Mechanics · Physics 2021-11-16 Natalia B. Janson , Christopher J. Marsden

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

Mesoscale and Nanoscale Physics · Physics 2014-02-26 I. A. Khovanov , N. A. Khovanova

Analyzing when noisy trajectories, in the two dimensional plane, of a stochastic dynamical system exit the basin of attraction of a fixed point is specifically challenging when a periodic orbit forms the boundary of the basin of attraction.…

Dynamical Systems · Mathematics 2023-08-16 Emmanuel Fleurantin , Katherine Slyman , Blake Barker , Christopher K. R. T. Jones

L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…

Statistical Mechanics · Physics 2025-11-25 Shenglan Yuan

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

adap-org · Physics 2008-02-03 G. D. Lythe

We formulate a phase-reduction method for a general class of noisy limit cycle oscillators and find that the phase equation is parametrized by the ratio between time scales of the noise correlation and amplitude relaxation of the limit…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Jun-nosuke Teramae , Hiroya Nakao , G. Bard Ermentrout

We study noise induced switching in systems far from equilibrium by using an underdamped micromechanical torsional oscillator driven into the nonlinear regime. Within a certain range of driving frequencies, the oscillator possesses two…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 C. Stambaugh , H. B. Chan
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