Related papers: Continuation of Probability Density Functions usin…
We adopt a robust numerical continuation scheme to examine the global bifurcation of periodic traveling waves of the capillary-gravity Whitham equation, which combines the dispersion in the linear theory of capillary-gravity waves and a…
We consider the subgradient method with constant step size for minimizing locally Lipschitz semi-algebraic functions. In order to analyze the behavior of its iterates in the vicinity of a local minimum, we introduce a notion of discrete…
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…
We consider the discretization of a semilinear damped wave equation arising, for instance, in the modeling of gas transport in pipeline networks. For time invariant boundary data, the solutions of the problem are shown to converge…
This paper presents an analysis approach to finite-time attraction in probability concerns with nonlinear systems described by nonlinear random differential equations (RDE). RDE provide meticulous physical interpreted models for some…
This paper considers the problem of characterizing the stability region of a large-scale networked system comprised of dissipative nonlinear subsystems, in a distributed and computationally tractable way. One standard approach to estimate…
We construct a generic, simple, and efficient scheduling policy for stochastic processing networks, and provide a general framework to establish its stability. Our policy is randomized and prioritized: with high probability it prioritizes…
We study a numerical method for convection diffusion equations, in the regime of small viscosity. It can be described as an exponentially fitted conforming Petrov-Galerkin method. We identify norms for which we have both continuity and an…
We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…
In relativistic kinetic theory, the one-particle distribution function is approximated by an asymptotic perturbative power series in Knudsen number which is divergent. For the Bjorken flow, we expand the distribution function in terms of…
The theory of isospectral flows comprises a large class of continuous dynamical systems, particularly integrable systems and Lie--Poisson systems. Their discretization is a classical problem in numerical analysis. Preserving the spectra in…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We use a novel parameterization of the flowing Hamiltonian to show that the flow equations based on continuous unitary transformations, as proposed by Wegner, can be implemented through a nonlinear partial differential equation involving…
In this paper, a statistical physical derivation of thermodynamically consistent fluid mechanical equations is presented for non-isothermal viscous molecular fluids. The coarse-graining process is based on (i) the adiabatic expansion of the…
We discuss here in detail a new analytical random walk approach to calculating the phase-diagram for spatially extended systems with multiplicative noise. We use the Anderson localization problem as an example. The transition from…
In this paper, We study the stability of solutions of fuzzy differential equations by Lyapunov's second method. By using scale equations and comparison principle for Lyapunov - like functions, we give some sufficient criterias for the…
This paper considers the stability problem of a linear time invariant system in feedback with a string equation. A new Lyapunov functional candidate is proposed based on the use of augmented states which enriches and encompasses the…
The Lyapunov exponent is well-known in deterministic dynamical systems as a measure for quantifying chaos and detecting coherent regions in physically evolving systems. In this Letter, we show how the Lyapunov exponent can be unified with…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…