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We provide a solution to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. The solution is global, employs the predictor approach…
In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…
The scaling behavior of the maximal Lyapunov exponent in chaotic systems with time-delayed feedback is investigated. For large delay times it has been shown that the delay-dependence of the exponent allows a distinction between strong and…
The behaviour of a space-modulated, so-called "argumental" oscillator is studied, which is represented by a model having an even-parity space-modulating function. Analytic expressions of a stability criterion and of discrete energy levels…
Local expansion exponents for nonequilibrium dynamical systems, described by partial differential equations, are introduced. These exponents show whether the system phase volume expands, contracts, or is conserved in time. The ways of…
We describe the behavior of solutions of switched systems with multiple globally exponentially stable equilibria. We introduce an ideal attractor and show that the solutions of the switched system stay in any given $\varepsilon$-inflation…
In this paper, we propose and analyse a novel class of exponential collocation methods for solving conservative or dissipative systems based on exponential integrators and collocation methods. It is shown that these novel methods can be of…
We study the existence and uniqueness of (locally) absolutely continuous trajectories of a dynamical system governed by a nonexpansive operator. The weak convergence of the orbits to a fixed point of the operator is investigated by relying…
We address, in a three-dimensional spatial setting, both the viscous and the standard Cahn-Hilliard equation with a nonconstant mobility coefficient. As it was shown in J.W. Barrett and J.W. Blowey, Math. Comp., 68 (1999), 487-517, one…
In this paper, we obtain results on exponential stability of second order delay differential equations, which are based on a version of the Floquet theory for delay differential equations of the second order we proposed. Our version allows…
Chaos and oscillations continue to capture the interest of both the scientific and public domains. Yet despite the importance of these qualitative features, most attempts at constructing mathematical models of such phenomena have taken an…
Diverse optimization algorithms correctly identify, in finite time, intrinsic constraints that must be active at optimality. Analogous behavior extends beyond optimization to systems involving partly smooth operators, and in particular to…
For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…
A multiclass queue with many servers is considered, where customers make a join-or-leave decision upon arrival based on queue length information, without knowing the scheduling policy or the state of other queues. A game theoretic…
It is often unnoticed that the predominant way to use collocation methods is fundamentally flawed when applied to optimal control in robotics. Such methods assume that the system dynamics is given by a first order ODE, whereas robots are…
One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…
The paper introduces and studies differentially positive systems, that is, systems whose linearization along an arbitrary trajectory is positive. A generalization of Perron Frobenius theory is developed in this differential framework to…
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…
I demonstrate that the concept of a non-equilibrium attractor can be extended beyond the lowest-order moments typically considered in hydrodynamic treatments. Using a previously obtained exact solution to the relaxation-time approximation…
Order flow in equity markets is remarkably persistent in the sense that order signs (to buy or sell) are positively autocorrelated out to time lags of tens of thousands of orders, corresponding to many days. Two possible explanations are…