Related papers: Delayed switching identities and multi-marginal so…
The present paper addresses the swing equation with additional delayed damping as an example for pendulum-like systems. In this context, it is proved that recurring sub- and supercritical Hopf bifurcations occur if time delay is increased.…
We discuss a bifurcation scenario which creates periodic pulsating solutions in slow-fast delayed systems through a cascade of almost simultaneous Hopf bifurcations. This scenario has been previously associated with formation of pulses in a…
Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay…
In this paper we consider a connection between the famous Skorohod embedding problem and the Shiryaev inverse problem for the first hitting time distribution of a Brownian motion: given a probability distribution, $F$, find a boundary such…
This paper develops an embedding-based approach to solve switched optimal control problems (SOCPs) with an arbitrary number of subsystems. Initially, the discrete switching signal is represented by a set of binary variables, encoding each…
Time-delay systems are, in many ways, a natural set of dynamical systems for natural scientists to study because they form an interface between abstract mathematics and data. However, they are complicated because past states must be…
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…
In this paper, we propose a method for bounding the probability that a stochastic differential equation (SDE) system violates a safety specification over the infinite time horizon. SDEs are mathematical models of stochastic processes that…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
Time delays pose an important challenge in networked control systems, which are now ubiquitous. Focusing on switched systems, we introduce a framework that provides an upper bound for errors caused by switching delays. Our framework is…
This work focuses on a class of semi-linear functional stochastic partial differential equations with Markovian switching, in which the switching component may have finite or countably infinite states. The well-posedness of the underlying…
Since the advent of new nanotechnologies, the variability of gate delay due to process variations has become a major concern. This paper proposes a new gate delay model that includes impact from both process variations and multiple input…
In backbone networks carrying heavy traffic loads, unwanted and unusual end-to-end delay changes can happen, though possibly rarely. In order to understand and manage the network to potentially avoid such abrupt changes, it is crucial and…
Time lags are ubiquitous in biophysiological processes and more generally in real-world complex networks. It has been recently proposed to use information-theoretic tools such as transfer entropy to detect and estimate a possible delay in…
In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…
We present an analytical approach to deal with nonlinear delay differential equations close to instabilities of time periodic reference states. To this end we start with approximately determining such reference states by extending the…
This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…
In this paper, we address a class of distributed optimization problems in the presence of inter-agent communication delays based on passivity. We first focus on unconstrained distributed optimization and provide a passivity-based…
The problem of disturbance rejection/attenuation for constant-input delayed linear multi-agent systems (MASs) with the directed communication topology is tackled in this paper, where a classic model reduction technique is introduced to…
The Periodic Event Scheduling Problem (PESP) is the central mathematical tool for periodic timetable optimization in public transport. PESP can be formulated in several ways as a mixed-integer linear program with typically general integer…