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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 propose a unified framework for robustly and adaptively stabilizing large-scale networked uncertain Markovian jump linear systems (MJLS) under external disturbances and mode switches that can change the network's topology. Adaptation is…

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

We consider convergence properties of the long-term behaviors with respect to the coefficient of the stochastic term for a nonautonomous stochastic $p$-Laplacian lattice equation with multiplicative noise. First, the upper semi-continuity…

We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…

We explore situations in which certain stochastic and high-dimensional deterministic systems behave effectively as low-dimensional dynamical systems. We define and study moment maps, maps on spaces of low-order moments of evolving…

This paper is concerned with the study of both, local and global, uniform asymptotic stability for switched nonlinear time-varying (NLTV) systems through the detectability of output-maps. With this aim the notion of reduced limiting control…

Critical points and phase transitions are characterized by diverging susceptibilities, reflecting the tendency of the system toward spontaneous symmetry breaking. Equilibrium statistical mechanics bounds these instabilities to occur at zero…

We introduce two properties, macroscopic mixing and transitive mixing, to represent the macroscopic stability of time evolution of Gibbs measures. We claim that these are fundamental properties of macroscopic systems that exhibit relaxation…

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system…