Related papers: Stability analysis of stochastic second-order macr…
In this paper, we show that the quasi-one-dimensional flow of an ideal inviscid fluid in a corrugated pipe is parametrically unstable in certain frequency bands. First-order perturbation theory is used to analyze the stability of the flow,…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
The two-dimensional backward-facing step flow is a canonical example of noise amplifier flow: global linear stability analysis predicts that it is stable, but perturbations can undergo large amplification in space and time as a result of…
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…
Stop-and-go waves are commonly observed in traffic and pedestrian flows. In traffic theory they are described by phase transitions of metastable models. The self-organization phenomenon occurs due to inertia mechanisms but requires fine…
Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…
Eigenvalue analysis is a well-established tool for stability analysis of dynamical systems. However, there are situations where eigenvalues miss some important features of physical models. For example, in models of incompressible fluid…
Stabilization and sufficient conditions for mixing by stochastic transport are shown. More precisely, given a second order linear operator with possibly unstable eigenvalues on a smooth compact Riemannian manifold, it is shown that the…
Timesteppers constitute a powerful tool in modern computational science and engineering. Although they are typically used to advance the system forward in time, they can also be viewed as nonlinear mappings that implicitly encode steady…
This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…
We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…
Traffic flow is a very prominent example of a driven non-equilibrium system. A characteristic phenomenon of traffic dynamics is the spontaneous and abrupt drop of the average velocity on a stretch of road leading to congestion. Such a…
We consider here probabilistic models of transportation flows. The main goal of this introduction is rather not to present various techniques for problem solving but to present some intuition to invent adequate and natural models having…
In this work, we discuss some points relevant for stochastic modelling of one- and two-phase turbulent flows. In the framework of stochastic modelling, also referred to PDF approach, we propose a new Langevin model including all viscosity…
This paper studies the impacts of stochastic load fluctuations, namely the fluctuation intensity and the load power variation speed, on power system dynamic voltage stability. Additionally, the trade-off relationship between the two…
In the stability analysis of an equilibrium, given by a stationary point of a functional F[n] (free energy functional, e.g.), the second derivative of F[n] plays the essential role. If the system in equilibrium is subject to the…
Envisioned applications for humanoid robots call for the design of balancing and walking controllers. While promising results have been recently achieved, robust and reliable controllers are still a challenge for the control community…
We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow.…
This study addresses multilane vehicular traffic modelling, focusing on the transition between microscopic (individual vehicle-based) to macroscopic (aggregate flow-based) descriptions. While previous research on multilane traffic has…
The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…