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We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…
In this paper, for the first time in the literature, we study the stability of solutions of two classes of feasibility (i.e., split equality and split feasibility) problems by set-valued and variational analysis techniques. Our idea is to…
A hidden Markov model is called observable if distinct initial laws give rise to distinct laws of the observation process. Observability implies stability of the nonlinear filter when the signal process is tight, but this need not be the…
In this paper, we establish the invariance of observability for the observed backward stochastic differential equations (BSDEs) with constant coefficients, relative to the filtered probability space. This signifies that the observability of…
The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…
This paper investigates the stability of Kalman filtering over Gilbert-Elliott channels where random packet drop follows a time-homogeneous two-state Markov chain whose state transition is determined by a pair of failure and recovery rates.…
For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…
The standard version of the policy iteration (PI) algorithm fails for semicontinuous models, that is, for models with lower semicontinuous one-step costs and weakly continuous transition law. This is due to the lack of continuity properties…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
The long time behavior of a kind of fully magnetic effected nonlinear piezoelectric beam with viscoelastic infinite memory is considered. The well-posedness of this nonlinear coupled PDEs system is showed by mean of the semigroup theories…
This paper is devoted to the study of the nonlinear Schr\"odinger-Poisson system with a doping profile. We are interested in the strong instability of standing waves associated with ground state solutions in the $L^2$-supercritical case.…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a stochastic process with uncertain parameters. We develop a general framework which can be seen as a version of the martingale problem method…
The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own right, as a rather prototypical model of a matrix-valued…
Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…
A nonlinear Schr\"odinger equation with repulsive (defocusing) nonlinearity is considered. As an example, a system with a spatially varying coefficient of the nonlinear term is studied. The nonlinearity is chosen to be repelling except on a…
We study an interplay between delay and discontinuous hysteresis in dynamical systems. After having established existence and uniqueness of solutions, we focus on the analysis of stability of periodic solutions. The main object we study is…
Inspired by the classical Poincar\'e criterion about the instability of orientation preserving minimizing closed geodesics on surfaces, we investigate the relation intertwining the instability and the variational properties of periodic…