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This paper examines the stability of the \`a trous algorithm under arbitrary iteration in the context of a more general study of shift-invariant filter banks. The main results describe sufficient conditions on the associated filters under…

Classical Analysis and ODEs · Mathematics 2024-02-13 Brody Johnson , Simon McCreary-Ellis

We prove that that second-order (double-loop) chaotic sigma-delta schemes are stable - within a certain parameter range, all state variables of the system are guaranteed to remain uniformly bounded. To our knowledge this is the first…

Dynamical Systems · Mathematics 2012-04-12 Lauren Bandklayder , Rachel Ward

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

In pattern-forming systems, competition between patterns with different wave numbers can lead to domain structures, which consist of regions with differing wave numbers separated by domain walls. For domain structures well above threshold…

patt-sol · Physics 2015-06-26 David Raitt , Hermann Riecke

Stability and stabilization analysis of fractional-order linear time-invariant (FO-LTI) systems with different derivative orders is studied in this paper. First, by using an appropriate linear matrix function, a single-order equivalent…

Systems and Control · Computer Science 2018-08-30 Pouya Badri , Mahdi Sojoodi

We want to obtain derivatives in discontinuous program code, where default Algorithmic Differentiation may not perform well. Specifically, we consider discontinuities induced by control flow statements, where meaningful derivatives should…

Programming Languages · Computer Science 2023-05-12 Sebastian Christodoulou , Uwe Naumann

A fractional generalization of variations is used to define a stability of non-integer order. Fractional variational derivatives are suggested to describe the properties of dynamical systems at fractional perturbations. We formulate…

Classical Physics · Physics 2011-07-26 Vasily E. Tarasov

We investigate clogging in depth filtration, in which a dirty fluid is ``cleaned'' by the trapping of dirt particles within the pore space during flow through a porous medium. This leads to a gradient percolation process which exhibits a…

Statistical Mechanics · Physics 2009-10-31 S. Datta , S. Redner

This paper presents the analysis of the stability properties of PID controllers for dynamical systems with multiple state delays, focusing on the mathematical characterization of the potential sensitivity of stability with respect to…

Optimization and Control · Mathematics 2020-09-08 Pieter Appeltans , Silviu-Iulian Niculescu , Wim Michiels

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…

Fluid Dynamics · Physics 2010-10-20 Tamas Gal

We develop a methodology for index tracking and risk exposure control using financial derivatives. Under a continuous-time diffusion framework for price evolution, we present a pathwise approach to construct dynamic portfolios of…

Mathematical Finance · Quantitative Finance 2017-05-31 Tim Leung , Brian Ward

We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…

Probability · Mathematics 2024-05-07 Alexey V. Lebedev

This paper addresses the design of robust dynamic output feedback control for highly uncertain systems in which the unknown disturbance might be excited by the derivative of the control input. This context appears in many industrial…

Systems and Control · Computer Science 2016-10-20 Mazen Alamir , Jean Dobrowolski , Amgad tarek Mohammed

The nonlinear filtering equation is said to be stable if it ``forgets'' the initial condition. It is known that the filter might be unstable even if the signal is an ergodic Markov chain. In general, the filtering stability requires…

Probability · Mathematics 2007-05-23 Pavel Chigansky , Robert Liptser

The Gaussian-filtered Navier-Stokes equations are examined theoretically and a generalized theory of their numerical stability is proposed. Using the exact expansion series of subfilter-scale stresses or integration by parts, the terms…

Fluid Dynamics · Physics 2007-05-23 Masato Ida , Nobuyuki Oshima

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,…

Fluid Dynamics · Physics 2021-02-09 Nikita V. Bykov

This paper characterises dynamic linkages arising from shocks with heterogeneous degrees of persistence. Using frequency domain techniques, we introduce measures that identify smoothly varying links of a transitory and persistent nature.…

Econometrics · Economics 2023-11-21 Jozef Barunik , Michael Ellington

This paper presents a time discretization of the robust exact filtering differentiator, a sliding mode differentiator coupled to filter, which provides a suitable approximation to the derivatives of some noisy signals. This proposal takes…

Systems and Control · Electrical Eng. & Systems 2020-08-25 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov , M. Djemai

A system is called positive if the set of non-negative states is left invariant by the dynamics. Stability analysis and controller optimization are greatly simplified for such systems. For example, linear Lyapunov functions and storage…

Optimization and Control · Mathematics 2015-06-19 Anders Rantzer

The highly convergent form of superfluid density in disordered conventional superconductors available in the literature and independently obtained by us following the approach of an earlier paper [Phys. Rev. B $\bm{102}$, 024514 (2020)] has…

Superconductivity · Physics 2022-06-22 Surajit Dutta , Pratap Raychaudhuri , Sudhansu S. Mandal , T. V. Ramakrishnan