Related papers: Bounding the State Covariance Matrix for a Randoml…
In this paper, we study the phase transition behavior emerging from the interactions among multiple agents in the presence of noise. We propose a simple discrete-time model in which a group of non-mobile agents form either a fixed connected…
In this manuscript, we investigate symbolic abstractions that capture the behavior of piecewise-affine systems under input constraints and bounded external noise. This is accomplished by considering local affine feedback controllers that…
Modeling and control of dynamical systems rely on measured data, which contains information about the system. Finite data measurements typically lead to a set of system models that are unfalsified, i.e., that explain the data. The problem…
The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…
We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
In this paper, we study the subgaussian matrix variate model, where we observe the matrix variate data $X$ which consists of a signal matrix $X_0$ and a noise matrix $W$. More specifically, we study a subgaussian model using the Kronecker…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
A non-local toy-model is proposed for the purpose of modelling the ``wave function collapse'' of a two-state quantum system. The collapse is driven by a nonlinear evolution equation with an extreme sensitivity to absolute phase. It is…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…
The studied model describes a particle that obeys a one-dimensional nonlinear Schr\"odinger equation in the potential of a double-well. Transitions between the two lowest self-trapped states of this system under the influence of the…
We study Landau-Zener like dynamics of a qubit influenced by transverse random telegraph noise. The telegraph noise is characterized by its coupling strength, $v$ and switching rate, $\gamma$. The qubit energy levels are driven nonlinearly…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
We consider a stochastic perturbation of the classical Lorenz system in the range of parameters for which the origin is the global attractor. We show that adding noise in the last component causes a transition from a unique to exactly two…
We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…
Gene products (RNAs, proteins) often occur at low molecular counts inside individual cells, and hence are subject to considerable random fluctuations (noise) in copy number over time. Not surprisingly, cells encode diverse regulatory…
We study the variance of the REINFORCE policy gradient estimator in environments with continuous state and action spaces, linear dynamics, quadratic cost, and Gaussian noise. These simple environments allow us to derive bounds on the…
We explore the effects of spatial locality on the dynamics of random quantum systems subject to a Markovian noise. To this end, we study a model in which the system Hamiltonian and its couplings to the noise are random matrices whose…
This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…