Related papers: Noise reduction in Laguerre-domain discrete delay …
We consider nonlinear delay differential and renewal equations with infinite delay. We extend the work of Gyllenberg et al, Appl. Math. Comput. (2018) by introducing a unifying abstract framework, and derive a finite-dimensional…
This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…
Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…
A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…
Detecting anomalies in temporal data has gained significant attention across various real-world applications, aiming to identify unusual events and mitigate potential hazards. In practice, situations often involve a mix of segment-level…
The algorithm with compensation of parametric uncertainties, external disturbances and measurement noises for linear time-invariant plants is designed. It is assumed, that the dimension of the noise can be equaled to the state vector…
Distant and weak supervision allow to obtain large amounts of labeled training data quickly and cheaply, but these automatic annotations tend to contain a high amount of errors. A popular technique to overcome the negative effects of these…
We introduce a new numerical algorithm for solving the stochastic neural field equation (NFE) with delays. Using this algorithm we have obtained some numerical results which illustrate the effect of noise in the dynamical behaviour of…
In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…
Over the past few decades, extensive research has been devoted to the design of artificial reverberation algorithms aimed at emulating the room acoustics of physical environments. Despite significant advancements, automatic parameter tuning…
This paper is centered around the approximation of dynamical systems by means of Gaussian processes. To this end, trajectories of such systems must be collected to be used as training data. The measurements of these trajectories are…
Estimating parameters of drift and diffusion coefficients for multidimensional stochastic delay equations with small noise are considered. The delay structure is written as an integral form with respect to a delay measure. Our contrast…
In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…
In this communication we will re-examine the widely studied technique of phase space projection. By imposing a time domain constraint (TDC) on the residual noise, we deduce a more general version of the optimal projector, which includes…
We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…
In this paper, we focus on model reduction of biomolecular systems with multiple time-scales, modeled using the Linear Noise Approximation. Considering systems where the Linear Noise Approximation can be written in singular perturbation…
Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…
This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based…