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A stochastic free-boundary problem for the three-dimensional barotropic compressible Navier--Stokes equations is studied. The main feature of the model is that the free boundary is transported by a Stratonovich stochastic flow, so that the…
The port-Hamiltonian framework is a structure-preserving modeling approach that preserves key physical properties such as energy conservation and dissipation. When subsystems are modeled as port-Hamiltonian systems (pHS) with linearly…
Statistic dynamics of financial systems is investigated, basing on a model of randomly coupled equation system driven by stochastic Langevin force. It is found that in stable regime the noise power spectrum of the system is of 1/f^alpha…
We revisit the problem of transport of a harmonically driven inertial particle moving in a {\it symmetric} periodic potential, subjected to {\it unbiased} non-equilibrium generalized white Poissonian noise and coupled to thermal bath.…
It is shown that a relevant control of Hamiltonian chaos is possible through suitable small perturbations whose form can be explicitly computed. In particular, it is possible to control (reduce) the chaotic diffusion in the phase space of a…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…
In data-driven control, a central question is how to handle noisy data. In this work, we consider the problem of designing a stabilizing controller for an unknown linear system using only a finite set of noisy data collected from the…
We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…
In this manuscript, we present a mixed finite element discretization for a class of boundary-damped anisotropic port-Hamiltonian systems. Using a multiplier method, we demonstrate that the resulting approximation model uniformly preserves…
The model we deal with is the mathematical model for mutually penetrating continua one of which is the carrying medium obeying the wave equation whereas the other one is the oscillating inclusion described by the equation for oscillators.…
We develop a \emph{flow-matching framework} for transporting probability measures under control-affine dynamics and for steering systems to points or target sets. Starting from the continuity equation associated with the control affine…
This paper investigates a class of multiscale stochastic control problems driven by $\alpha$-stable L\'evy noises, where the controlled dynamics evolve across separate slow and fast time scales. The associated value functions are governed…
This paper addresses the problem of longitudinal platooning control of homogeneous vehicles subject to external disturbances, such as wind gusts, road slopes, and parametric uncertainties. Our control objective is to maintain the relative…
This article considers execution and analysis of laboratory experiments of pedestrians moving in a quasi-one-dimensional system with periodic boundary conditions. To analyze characteristics of jams in the system we aim to use the whole…
In the Biham-Middleton-Levine traffic model cars are placed with some density p on a two dimensional torus, and move according to a (simple) set of predefined rules. Computer simulations show this system exhibits many interesting phenomena:…
Finite-state abstractions are widely studied for the automated synthesis of correct-by-construction controllers for stochastic dynamical systems. However, existing abstraction methods often lead to prohibitively large finite-state models.…
In this work, we show that the inverse-$\lambda$ shape in the fundamental diagram of traffic flow can be produced dynamically by a simple nonlinear mesoscopic model with stochastic noises. The proposed model is based on the gas-kinetic…
Traffic waves, known also as stop-and-go waves or phantom hams, appear naturally as traffic instabilities, also in confined environments as a ring-road. A multi-population traffic is studied on a ring-road, comprised of drivers with stable…