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Related papers: An analytic interpolation approach to stability ma…

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In this contribution, we propose a detailed study of interpolation-based data-driven methods that are of relevance in the model reduction and also in the systems and control communities. The data are given by samples of the transfer…

Numerical Analysis · Mathematics 2023-01-13 Quirin Aumann , Ion Victor Gosea

A recent model to analyze the Center of Pressure trajectories is based on the fractional Brownian motion. By doing so, one note that standing still is describe by different mechanisms following the frequency. Previous studies exhibit the…

Medical Physics · Physics 2025-03-31 Pierre R. Bertrand , Jean-Marc Bardet , Michel Dabonneville , A. Mouzat , Philippe Vaslin

We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…

Statistical Mechanics · Physics 2016-11-01 Mirko Luković , Patrick Navez , Giorgos P. Tsironis , Theo Geisel

Quantum metrology explores optimal quantum protocols for parameter estimation. In the context of optical atomic clocks, conventional protocols focus on optimal input states and measurements to achieve enhanced sensitivities. However, such…

Quantum Physics · Physics 2025-09-03 Su Direkci , Manuel Endres , Tuvia Gefen

We consider the multi-frequency inverse source problem in the presence of a non-homogeneous medium using passive measurements. Precisely, we derive stability estimates for determining the source from the knowledge of only the imaginary part…

Analysis of PDEs · Mathematics 2024-04-23 Faouzi Triki , Kristoffer Linder-Steinlein , Mirza Karamehmedovic

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste

This paper is concerned with inverse source problems for the acoustic wave equation in the full space R^3, where the source term is compactly supported in both time and spatial variables. The main goal is to investigate increasing stability…

Analysis of PDEs · Mathematics 2024-03-14 Chun Liu , Suliang Si , Guanghui Hu , Bo Zhang

We study the periodic forced response of a system of two limit cycle oscillators that interact with each other via a time delayed coupling. Detailed bifurcation diagrams in the parameter space of the forcing amplitude and forcing frequency…

Chaotic Dynamics · Physics 2007-05-23 D. V. Ramana Reddy , A. Sen , G. L. Johnston

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

A common problem to all applications of linear finite dynamical systems is analyzing the dynamics without enumerating every possible state transition. Of particular interest is the long term dynamical behaviour. In this paper, we study the…

Dynamical Systems · Mathematics 2019-04-01 Björn Lindenberg

In the context of the Laser Interferometer Space Antenna (LISA), the laser subsystems exhibit frequency fluctuations that introduce significant levels of noise into the measurements, surpassing the gravitational wave signal by several…

Instrumentation and Detectors · Physics 2024-01-15 Philipp Euringer , Niklas Houba , Gerald Hechenblaikner , Oliver Mandel , Francis Soualle , Walter Fichter

This paper introduces a closed-loop frequency analysis tool for reset control systems. To begin with sufficient conditions for the existence of the steady-state response for a closed-loop system with a reset element and driven by periodic…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Ali Ahmadi Dastjerdi , A. Astolfi , Niranjan Saikumar , N. Karbasizadeh , Duarte Valerio , S. Hassan HosseinNia

The concept of a common modulated oscillation spanning multiple time series is formalized, a method for the recovery of such a signal from potentially noisy observations is proposed, and the time-varying bias properties of the recovery…

Methodology · Statistics 2015-05-27 Jonathan M. Lilly , Sofia C. Olhede

We derive a Cram\'er-Rao lower bound for the variance of Floquet multiplier estimates that have been constructed from stable limit cycles perturbed by noise. To do so, we consider perturbed periodic orbits in the plane. We use a periodic…

Dynamical Systems · Mathematics 2017-11-30 Aurya Javeed

We perform network analysis of a system described by the master equation to estimate the lower bound of the steady-state current noise, starting from the level 2.5 large deviation function and using the graph theory approach. When the…

Statistical Mechanics · Physics 2024-10-03 Yasuhiro Utsumi

The measurement of the close-to-the-carrier noise of rf and microwave devices is a relevant issue in time and frequency metrology and in some fields of electronics, physics and optics. While phase noise is the main concern, amplitude noise…

Instrumentation and Detectors · Physics 2009-11-11 Enrico Rubiola , Vincent Giordano

In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive…

Information Theory · Computer Science 2016-11-17 Armin Eftekhari , Justin Romberg , Michael B. Wakin

Stability of power electronic converters connected to power grids is commonly assessed by using the impedance criterion. On the contrary, stability of power grids is typically analysed by using network state-space representation and system…

Systems and Control · Electrical Eng. & Systems 2023-06-01 Pablo Rodriguez-Ortega , Javier Roldan-Perez , Milan Prodanovic

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

Machine Learning · Computer Science 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

Incorporating renewable energy sources into modern power grids has significantly decreased system inertia, which has raised concerns about power system vulnerability to disturbances and frequency instability. The conventional methods for…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Negar Monir , Mahdieh S. Sadabadi , Sadegh Soudjani