English
Related papers

Related papers: Iterated invariance principle for slowly mixing dy…

200 papers

We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…

Systems and Control · Computer Science 2017-02-03 Nikolaos Athanasopoulos , Konstantinos Smpoukis , Raphael M. Jungers

We show how to "concatenate" variational principles over different bases into one over a single base, thereby providing a unified Lagrangian treatment of interacting systems. As an example we study a Klein-Gordon field interacting with a…

Mathematical Physics · Physics 2007-11-30 Marco Castrillon Lopez , Mark J. Gotay , Jerrold E. Marsden

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

The goal of this paper is to develop energy-preserving variational integrators for time-dependent mechanical systems with forcing. We first present the Lagrange-d'Alembert principle in the extended Lagrangian mechanics framework and derive…

Numerical Analysis · Mathematics 2018-05-23 Harsh Sharma , Mayuresh Patil , Craig Woolsey

We study sufficient conditions for stability and recurrence in a class of singularly perturbed stochastic hybrid dynamical systems. The systems considered combine multi-time-scale deterministic continuous-time dynamics, modeled by…

Optimization and Control · Mathematics 2025-12-30 Jorge I. Poveda , Mahmoud Abdelgalil

This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow…

Dynamical Systems · Mathematics 2009-07-31 Jean-Pierre Marco

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…

Probability · Mathematics 2009-09-29 Serge Cohen , Renaud Marty

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

Probability · Mathematics 2007-05-23 Giovanni Peccati , Murad S. Taqqu

For system of two ordinary differential equations of the second order representing autonomous non-conservative holonomic mechanical system, in case of dynamics such as one-frequency periodical oscillations, is found integrated invariant of…

Mathematical Physics · Physics 2007-05-23 A. N. Skripka

A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…

Analysis of PDEs · Mathematics 2015-06-11 Ansgar Jüngel

The paper deals with a new sharp criterion ensuring the Aubin property of solution maps to a class of parameterized variational systems. This class includes parameter-dependent variational inequalities with non-polyhedral constraint sets…

Optimization and Control · Mathematics 2017-04-04 Helmut Gfrerer , Jiří V Outrata

We study non-recurrence sets for weakly mixing dynamical systems by using linear dynamical systems. These are systems consisting of a bounded linear operator acting on a separable complex Banach space X, which becomes a probability space…

Dynamical Systems · Mathematics 2019-02-20 Sophie Grivaux

We investigate the invariance principle in H{\"o}lder spaces for strictly stationary martingale difference sequences. In particular, we show that the sufficient condition on the tail in the i.i.d. case does not extend to stationary ergodic…

Probability · Mathematics 2015-12-25 Davide Giraudo

We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…

Dynamical Systems · Mathematics 2023-11-14 Yanjie Zhang , Qiao Huang , Xiao Wang , Zibo Wang , Jinqiao Duan

We provide a new sufficient condition for strong invariance for differential inclusions, under very general conditions on the dynamics, in terms of a Hamiltonian inequality. In lieu of the usual Lipschitzness assumption on the…

Optimization and Control · Mathematics 2007-05-23 Mikhail Krastanov , Michael Malisoff , Peter Wolenski

The variational principle for a thin dust shell in General Relativity is constructed. The principle is compatible with the boundary-value problem of the corresponding Euler-Lagrange equations, and leads to ``natural boundary conditions'' on…

General Relativity and Quantum Cosmology · Physics 2014-11-17 V. D. Gladush

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos
‹ Prev 1 8 9 10 Next ›