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This article treats both discrete time and continuous time stopping problems for general Markov processes on the real line with general linear costs. Using an auxiliary function of maximum representation type, conditions are given to…

Probability · Mathematics 2020-01-28 Sören Christensen , Tobias Sohr

We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which…

Probability · Mathematics 2019-01-30 Stephan Knapp

In this paper, we develop a systematic method for constructing a generalized discrete-time control Lyapunov function for the flexible-step Model Predictive Control (MPC) scheme, recently introduced in [2], when restricted to the class of…

Optimization and Control · Mathematics 2025-05-20 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…

Probability · Mathematics 2014-07-15 Vladimir Belitsky , Mikhail Menshikov , Dimitri Petritis , Marina Vachkovskaia

We study a network whose rich spatiotemporal dynamics have recently been shown to enable dynamics-based computation, including logic gates, short-term memory, and simple encryption. The network's time dynamics can be exactly solved through…

We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…

Probability · Mathematics 2012-08-07 Alexander Schnurr

We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…

Machine Learning · Statistics 2024-11-06 Andrea Bertazzi , Dario Shariatian , Umut Simsekli , Eric Moulines , Alain Durmus

We study the top Lyapunov exponent of a product of random $2 \times 2$ matrices appearing in the analysis of several statistical mechanical models with disorder, extending a previous treatment of the critical case (Giacomin and Greenblatt,…

Probability · Mathematics 2025-05-30 Orphée Collin , Giambattista Giacomin , Rafael L. Greenblatt , Yueyun Hu

The time-averaged Lyapunov exponents support a mechanistic description of the chaos generated in and by nonlinear dynamical systems. The exponents are ordered from largest to smallest with the largest one describing the exponential growth…

Statistical Mechanics · Physics 2017-03-09 William Graham Hoover , Carol Griswold Hoover

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…

Dynamical Systems · Mathematics 2018-04-05 Michel Benaïm , Fritz Colonius , Lettau Ralph

In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…

Analysis of PDEs · Mathematics 2018-10-25 Ludovic Goudenège

The continuous-time differential Lyapunov equation is widely used in linear optimal control theory, a branch of mathematics and engineering. In quantum physics, it is known to appear in Markovian descriptions of linear (quadratic…

Quantum Physics · Physics 2022-06-22 Archak Purkayastha

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

Optimization and Control · Mathematics 2020-02-18 Ihab Haidar , Yacine Chitour , Paolo Mason , Mario Sigalotti

We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process (PDMP). Our approach is based on the quantization of an underlying discrete-time Markov chain…

Probability · Mathematics 2011-08-31 Adrien Brandejsky , Benoîte de Saporta , François Dufour

We study the synchronization of totalistic one dimensional cellular automata (CA). The CA with a non zero synchronization threshold exhibit complex non periodic space time patterns and conversely. This synchronization transition is related…

Statistical Mechanics · Physics 2007-05-23 Franco Bagnoli , Raul Rechtman

In recent work a deterministic and time-reversible boundary thermostat called thermostating by deterministic scattering has been introduced for the periodic Lorentz gas [Phys. Rev. Lett. {\bf 84}, 4268 (2000)]. Here we assess the nonlinear…

Chaotic Dynamics · Physics 2009-11-07 K. Rateitschak , R. Klages