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In this short note, we try to provide the reader with a brief pedagogical account of some similarities and differences between stochastic and deterministic processes. A short presentation of some basic notions related to the mathematical…

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this…

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

An external description for nonperiodically sampled multivariable linear systems has been developed. Emphasis is on the sampling period sequence, included among the variables to be handled. The computational procedure is simple and no use…

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the…

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…