Related papers: Stochastic path power and the Laplace transform
We consider the transport of gas in long pipes and pipeline networks for which the dynamics are dominated by friction at the pipe walls. The governing equations can be formulated as an abstract dissipative Hamiltonian system which allows us…
In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…
We describe a mechanism for transport of energy in a mechanical system consisting of a pendulum and a rotator subject to a random perturbation. The perturbation that we consider is the product of a Hamiltonian vector field and a scalar,…
Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…
The stationary points of the Hamiltonian H of the classical XY chain with power-law pair interactions (i.e., decaying like r^{-{\alpha}} with the distance) are analyzed. For a class of "spinwave-type" stationary points, the asymptotic…
We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…
This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…
Temporal evolutions toward thermal equilibria are numerically investigated in a Hamiltonian system with many degrees of freedom which has second order phase transition. Relaxation processes are studied through local order parameter, and…
Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…
We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…
Spatially extended dynamical systems, namely coupled map lattices, driven by additive spatio-temporal noise are shown to exhibit stochastic synchronization. In analogy with low-dymensional systems, synchronization can be achieved only if…
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
Transport of a particle in a spatially periodic harmonic potential under the influence of a slowly time-dependent unbiased periodic external force is studied. The equations of motion are the same as in the problem of a slowly forced…
In this paper, a systematic approach of constructing modified equations for weak stochastic symplectic methods of stochastic Hamiltonian systems is given via using the generating functions of the stochastic symplectic methods. This approach…
The nonintegrable Hamiltonian dynamics of particles placed in a symmetric, spatially periodic potential and subjected to a periodically varying field is explored. Such systems can exhibit a rich diversity of unusual transport features. In…