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Invariant manifolds facilitate the understanding of nonlinear stochastic dynamics. When an invariant manifold is represented approximately by a graph for example, the whole stochastic dynamical system may be reduced or restricted to this…

Dynamical Systems · Mathematics 2007-05-23 Aijun Du , Jinqiao Duan

The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…

Optimization and Control · Mathematics 2020-06-02 Alexander Zuyev , Iryna Vasylieva

In this paper we propose definitions of equivalence via stochastic bisimulation and of equivalence of stochastic external behavior for the class of discrete-time stochastic linear control systems with possibly degenerate normally…

Optimization and Control · Mathematics 2016-11-28 Giordano Pola , Costanzo Manes , Arjan J. van der Schaft , Maria Domenica Di Benedetto

We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…

Numerical Analysis · Mathematics 2025-10-22 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

We develop an efficient, unconditionally stable, variable step second order exponential time differencing scheme for the incompressible Navier Stokes equations in two and three spatial dimensions under periodic boundary conditions, together…

Numerical Analysis · Mathematics 2026-02-24 Haifeng Wang , Xiaoming Wang , Min Zhang

We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order…

Numerical Analysis · Mathematics 2019-07-18 Alemayehu Adugna Arara , Kristian Debrabant , Anne Kværnø

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

Optimization and Control · Mathematics 2013-04-02 Quang-Cuong Pham , Jean-Jacques Slotine

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

Optimization and Control · Mathematics 2016-09-01 Yinan Li , Jun Liu

A robust controller is developed for uncertain, second-order nonlinear systems subject to simultaneous unknown, time-varying state delays and known, time-varying input delays in addition to additive, sufficiently smooth disturbances. An…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Nicholas Fischer , Serhat Obuz , Warren E. Dixon

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Functional Analysis · Mathematics 2018-05-15 Alexei Daletskii

In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…

Optimization and Control · Mathematics 2022-05-11 Tianliang Zhang , Shengyuan Xu

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

Probability · Mathematics 2007-05-23 Ramon van Handel

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Ahmet Cetinkaya , Masako Kishida

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…

Statistical Finance · Quantitative Finance 2014-01-08 Chih-Hao Lin , Chia-Seng Chang , Sai-Ping Li

Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…

Dynamical Systems · Mathematics 2022-06-07 Mark A. Pinsky

This work provides a framework for nonlinear model-free control of systems with unknown input-output dynamics, but outputs that can be controlled by the inputs. This framework leads to real-time control of the system such that a feasible…

Systems and Control · Electrical Eng. & Systems 2019-08-13 Amit K. Sanyal

This paper presents a detailed Lyapunov-based theory to control and stabilize continuously-measured quantum systems, which are driven by Stochastic Schrodinger Equation (SSE). Initially, equivalent classes of states of a quantum system are…

Quantum Physics · Physics 2021-03-04 Peyman Azodi , Alireza Khayatian , Peyman Setoodeh