Related papers: On Limit Measures and Their Supports for Stochasti…
This paper presents a novel scalable framework to solve the optimization of a nonlinear system with differential algebraic equation (DAE) constraints that enforce the asymptotic stability of the underlying dynamic model with respect to…
This paper addresses stochastic stabilization in case where implementation of control policies is digital, i. e., when the dynamical system is treated continuous, whereas the control actions are held constant in predefined time steps. In…
We generalize the observable diameter and the separation distance for metric measure spaces to those for pyramids, and prove some limit formulas for these invariants for a convergent sequence of pyramids. We obtain various applications of…
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…
By making use of the Langevin equation with a kernel, it was shown that the Feynman measure exp(-S) can be realized in a restricted sense in a diffusive stochastic process, which diverges and has no equilibrium, for bottomless systems. In…
In this paper, we derive differential conditions guaranteeing the orbital stability of nonlinear hybrid limit cycles. These conditions are represented as a series of pointwise linear matrix inequalities (LMI), enabling the search for…
We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…
We introduce an explicit adaptive Milstein method for stochastic differential equations (SDEs) with no commutativity condition. The drift and diffusion are separately locally Lipschitz and together satisfy a monotone condition. This method…
In the paper we study a measure version of the evolutionary nonlinear Boltzmann-type equation in which we admit a random number of collisions of particles. We consider first a stationary model and use two methods to find its fixed points:…
This study aims to construct a stable, high-order compact finite difference method for solving Sobolev-type equations with Dirichlet boundary conditions in one-space dimension. Approximation of higher-order mixed derivatives in some…
We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…
We propose a composite Lyapunov framework for nonlinear autonomous systems that ensures strict decay through a pair of differential inequalities. The approach yields integral estimates, quantitative convergence rates, vanishing of…
Wu and Verd\'u developed a theory of almost lossless analog compression, where one imposes various regularity conditions on the compressor and the decompressor with the input signal being modelled by a (typically infinite-entropy)…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
Given a stochastic nonlinear system controlled over a possibly noisy communication channel, the paper studies the largest class of channels for which there exist coding and control policies so that the closed-loop system is stochastically…
We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…
We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension $d=2$) of heavy particles transported by a rough self-similar, turbulent flow with H\"{o}lder exponent $h\in…
In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…
We study a problem with three equivalent formulations: describing Gibbs measures for five-vertex model in quadrant; classifying coherent systems on a p-deformation of the Gelfand-Tsetlin graph related to Grothendieck polynomials; finding…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…