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We use importance sampling in a redefined way to highlight and investigate rare events in the form of trajectories trapped inside a target coherent set. We take a transfer operator approach to finding these sets on a reconstructed…

Chaotic Dynamics · Physics 2020-10-16 Meagan Carney , Holger Kantz

The stability of dynamical systems with oscillatory behaviors and well-defined average vector fields has traditionally been studied using averaging theory. These tools have also been applied to hybrid dynamical systems, which combine…

Optimization and Control · Mathematics 2025-01-13 Mahmoud Abdelgalil , Jorge I. Poveda

We study a class of singularly perturbed impulsive linear switched systems exhibiting switching between slow and fast dynamics. To analyze their behavior, we construct auxiliary switched systems evolving in a single time scale. We prove…

Optimization and Control · Mathematics 2026-02-09 Ihab Haidar , Yacine Chitour , Jamal Daafouz , Paolo Mason , Mario Sigalotti

Anomalous diffusion in the presence or absence of an external force field is often modelled in terms of the fractional evolution equations, which can involve the hyper-singular source term. For this case, conventional time stepping methods…

Numerical Analysis · Mathematics 2023-09-19 Jiankang Shi , Minghua Chen , Jianxiong Cao

In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic

This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays…

Optimization and Control · Mathematics 2024-11-19 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

In nonlinear systems analysis, minor fractions of higher-order dynamics are often neglected for simplicity. Here, we show that machine epsilon levels of parasitic higher-order dynamics due to computer roundoff alone can cause divergence of…

Computational Physics · Physics 2010-06-03 Cheng Li , Guo-Qiang Wu , Chi-Sang Poon

A perturbative approach is used to derive approximations of arbitrary order to estimate high percentiles of sums of positive independent random variables that exhibit heavy tails. Closed-form expressions for the successive approximations…

Applications · Statistics 2015-03-20 Lorenzo Hernández , Jorge Tejero , Alberto Suárez , Santiago Carrillo-Menéndez

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

This paper proposes an iterative methodology to integrate large-scale behavioral activity-based models with dynamic traffic assignment models. The main novelty of the proposed approach is the decoupling of the two parts, allowing the…

Computers and Society · Computer Science 2024-04-12 Serio Agriesti , Claudio Roncoli , Bat-hen Nahmias-Biran

We prove uniform H\"older estimates in a class of singularly perturbed competition-diffusion elliptic systems, with the particular feature that the interactions between the components occur three by three (ternary interactions). These…

Analysis of PDEs · Mathematics 2024-09-20 Nicola Soave , Susanna Terracini

The paper deals with a well-known extremum seeking scheme by proving uniformity properties with respect to the amplitudes of the dither signal and of the cost function. Those properties are then used to show that the scheme guarantees the…

Optimization and Control · Mathematics 2022-04-04 Nicola Mimmo , Lorenzo Marconi , Giuseppe Notarstefano

We present a solution for locating the source, or maximum, of an unknown scalar field using a swarm of mobile robots. Unlike relying on the traditional gradient information, the swarm determines an ascending direction to approach the source…

Robotics · Computer Science 2024-08-15 Antonio Acuaviva , Jesus Bautista , Weijia Yao , Juan Jimenez , Hector Garcia de Marina

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault

We study high-probability convergence guarantees of learning on streaming data in the presence of heavy-tailed noise. In the proposed scenario, the model is updated in an online fashion, as new information is observed, without storing any…

Machine Learning · Computer Science 2024-05-02 Aleksandar Armacki , Pranay Sharma , Gauri Joshi , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…

Optimization and Control · Mathematics 2015-04-30 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen , Anders Rantzer

This paper is concerned with inverse scattering problems of determining the support of an isotropic and homogeneous penetrable body from knowledge of multi-static far-field patterns in acoustics and in linear elasticity. The normal…

Analysis of PDEs · Mathematics 2024-04-11 Chun Liu , Guanghui Hu , Jianli Xiang , Jiayi Zhang

This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…

Optimization and Control · Mathematics 2025-02-04 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

A new pattern search method for bound constrained optimization is introduced. The proposed algorithm employs the coordinate directions, in a suitable way, with a nonmonotone line search for accepting the new iterate, without using…

Optimization and Control · Mathematics 2018-06-25 Johanna A. Frau , Elvio A. Pilotta

A dictionary learning based audio source classification algorithm is proposed to classify a sample audio signal as one amongst a finite set of different audio sources. Cosine similarity measure is used to select the atoms during dictionary…

Sound · Computer Science 2015-10-28 K V Vijay Girish , T V Ananthapadmanabha , A G Ramakrishnan