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This chapter presents a dynamical systems point of view of the study of systems with delays. The focus is on how advanced tools from bifurcation theory, as implemented for example in the package DDE-BIFTOOL, can be applied to the study of…

Dynamical Systems · Mathematics 2021-08-06 Bernd Krauskopf , Jan Sieber

To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…

Machine Learning · Computer Science 2023-03-16 Mari Dahl Eggen , Alise Danielle Midtfjord

This study proposes an algorithm to synthesize controllers for the power management on board hybrid vehicles that allows the vehicle to reach its maximum range along a given route. The algorithm stems from a level-set approach that computes…

Optimization and Control · Mathematics 2012-09-27 Giovanni Granato

This work extends reachability analyses based on ellipsoidal techniques to Linear Time Invariant (LTI) systems subject to an integral quadratic constraint (IQC) between the past state and disturbance signals , interpreted as an input-output…

Optimization and Control · Mathematics 2020-02-14 Paul Rousse , Pierre-Loïc Garoche , Didier Henrion

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

We study reachability and shortest paths problems in dynamic directed graphs. Whereas algebraic dynamic data structures supporting edge updates and reachability/distance queries have been known for quite a long time, they do not, in…

Data Structures and Algorithms · Computer Science 2022-04-01 Adam Karczmarz , Anish Mukherjee , Piotr Sankowski

We present a proof of concept for solving a 1+1D complex-valued, delay partial differential equation (PDE) that emerges in the study of waveguide quantum electrodynamics (QED) by adapting the finite-difference time-domain (FDTD) method. The…

Mathematical Software · Computer Science 2018-11-19 Yao-Lung L. Fang

A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function…

Optimization and Control · Mathematics 2019-07-30 Junhao Hu , Wei Liu , Feiqi Deng , Xuerong Mao

This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…

Methodology · Statistics 2024-01-30 Yuga Iguchi , Alexandros Beskos , Matthew M. Graham

The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…

Optimization and Control · Mathematics 2020-12-29 Melkior Ornik

We present a method to overapproximate forward stochastic reach sets of discrete-time, stochastic nonlinear systems with interval geometry. This is made possible by extending the theory of mixed-monotone systems to incorporate stochastic…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Vignesh Sivaramakrishnan , Rosalyn A. Devonport , Murat Arcak , Meeko M. K. Oishi

Neural ordinary differential equations (neural ODE) are powerful continuous-time machine learning models for depicting the behavior of complex dynamical systems, but their verification remains challenging due to limited reachability…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Abdelrahman Sayed Sayed , Pierre-Jean Meyer , Mohamed Ghazel

Neural controlled differential equations (CDEs) are the continuous-time analogue of recurrent neural networks, as Neural ODEs are to residual networks, and offer a memory-efficient continuous-time way to model functions of potentially…

Machine Learning · Computer Science 2021-06-22 James Morrill , Cristopher Salvi , Patrick Kidger , James Foster , Terry Lyons

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

We consider state-dependent delay equations (SDDE) obtained by adding delays to a planar ordinary differential equation with a limit cycle. These situations appear in models of several physical processes, where small delay effects are…

Dynamical Systems · Mathematics 2021-08-13 Jiaqi Yang , Joan Gimeno , Rafael de la Llave

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

Numerous problems consisting in identifying vertices in graphs using distances are useful in domains such as network verification and graph isomorphism. Unifying them into a meta-problem may be of main interest. We introduce here a…

Computational Complexity · Computer Science 2018-10-10 Florian Barbero , Lucas Isenmann , Jocelyn Thiebaut

Identification of time-varying linear systems, which introduce both time-shifts (delays) and frequency-shifts (Doppler-shifts), is a central task in many engineering applications. This paper studies the problem of identification of…

Information Theory · Computer Science 2018-03-06 Waheed U. Bajwa , Kfir Gedalyahu , Yonina C. Eldar