Related papers: Exit time asymptotics for dynamical systems with f…
We consider open quantum walks on a graph, and consider the random variables defined as the passage time and number of visits to a given point of the graph. We study in particular the probability that the passage time is finite, the…
Let $(X_n)_{n\geq 0}$ be a reversible random walk on a graph $G$ satisfying an anchored isoperimetric inequality. We give upper bounds for exit time (and occupation time in transient case) by X of any set which contains the root. As an…
We study the stability of deterministic systems given sequences of large, jump-like perturbations. Our main result is to dervie a lower bound for the probability of the system to remain in the basin, given that perturbations are rare…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
In this paper we prove the time-domain boundedness for noise-to-state exponentially stable systems, and further make an estimation of its lower bound function, which allows to answer the question that how long the solution of a stochastic…
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…
We consider a dynamical system given by an area-preserving map on a two-dimensional phase plane and consider a one-dimensional line of initial conditions within this plane. We record the number of iterates it takes a trajectory to escape…
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'…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
In this paper the finite-time stabilization problem is solved for a linear time-varying system with unknown control direction by exploiting a modified version of the classical extremum seeking algorithm. We propose to use a suitable…
We study the energy flow between a one dimensional oscillator and a chaotic system with two degrees of freedom in the weak coupling limit. The oscillator's observables are averaged over an initially microcanonical ensemble of trajectories…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…
Riccati differential equations is the class of first-order and quadratic ordinary differential equations and has various applications in the systems and control theory. In this paper, we analyze a switched Riccati differential equation that…
We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.
Instabilities of equilibrium quantum mechanics are common and well-understood. They are manifested for example in phase transitions, where a quantum system becomes so sensitive to perturbations that a symmetry can be spontaneously broken.…
In this letter, by regarding finite-time stability as an inverse problem, we reveal the essence of finite-time stability and fixed-time stability. Some necessary and sufficient conditions are given. As application, we give a new approach…
We study the first exit time $\tau$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx…
Tipping points characterize situations where a regulated system may experience a sudden and irreversible change and are generally associated with a random state of the system below which the change materializes. In this paper, we study a…
Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take…
In this report we deal with the problem of global output feedback stabilization of a class of $n$-dimensional nonlinear positive systems possessing a one-dimensional unknown, though measured, part. We first propose our main result, an…