Related papers: Likely equilibria of the stochastic Rivlin cube
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
The equilibrium state of a flexible fiber settling in a viscous fluid is examined using a combination of macroscopic experiments, numerical simulations and scaling arguments. We identify three regimes having different signatures on this…
We consider a loosely coupled algorithm for fluid-structure interaction based on a Robin interface condition for the fluid problem (explicit Robin-Neumann scheme). We study the dependence of the stability of this method on the interface…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
This paper presents a theory for the behaviour of isotropic-hardening/softening elastoplastic materials that do not have a preferred reference configuration. In spite of important differences, many ingredients of classical plasticity are…
One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…
In this work we address the open problem of high Reynolds number limit in hydrodynamic turbulence, which we modify by considering a vanishing random (instead of deterministic) viscosity. In this formulation, a small-scale noise propagates…
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
This work aims at identifying and quantifying uncertainties related to elastic and viscoelastic parameters, which characterize the arterial wall behavior, in one-dimensional modeling of the human arterial hemodynamics. The chosen uncertain…
This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…
We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
Nonlinear partial differential equations are central to physics, engineering, and finance. Except in a limited number of integrable cases, their solution generally requires numerical methods whose cost becomes prohibitive in…
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…
The problem of acquiring elastic properties of a composite material from the data of the vibrational testing is considered. The specimen is considered to abide by the linear elasticity laws and subject to viscoelastic damping. The BVP for…
We study the behaviour of a specific system of relativistic elasticity in its own gravitational field: a static, spherically symmetric shell whose wall is of arbitrary thickness consisting of hyperelastic material. We give the system of…