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This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…

Optimization and Control · Mathematics 2025-07-15 Shaolin Ji , Rundong Xu

The frequency-dependent attenuation of broadband acoustics is often confronted in many different areas. However, the related time domain simulation is rarely found in literature due to enormous technical difficulty. The currently popular…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

Analyzing and certifying stability and attractivity of nonlinear systems is a topic of research interest that has been extensively investigated by control theorists and engineers for many years. Despite that, accurately estimating domains…

Optimization and Control · Mathematics 2025-05-22 Mohamed Serry , Jun Liu

Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…

Data Analysis, Statistics and Probability · Physics 2012-02-20 David Kleinhans

The simulation of electric rotating machines is both computationally expensive and memory intensive. To overcome these costs, model order reduction techniques can be applied. The focus of this contribution is especially on machines that…

Numerical Analysis · Mathematics 2017-05-11 Zeger Bontinck , Oliver Lass , Sebastian Schöps , Oliver Rain

Fractional-order dynamical systems were recently introduced in the field of pharmacokinetics where they proved powerful tools for modeling the absorption, disposition, distribution and excretion of drugs which are liable to anomalous…

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

Advantages of operating portions of a power system at frequencies different from the standard 50 or 60 Hz have been demonstrated in the low frequency AC (LFAC) and high voltage DC (HVDC) literature. Branches constrained by stability or…

Systems and Control · Electrical Eng. & Systems 2021-01-28 David Sehloff , Line Roald

Model order reduction (MOR) involves offering low-dimensional models that effectively approximate the behavior of complex high-order systems. Due to potential model complexities and computational costs, designing controllers for…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Behrad Samari , Amy Nejati , Abolfazl Lavaei

We present a suboptimal control design algorithm for a family of continuous-time parameter-dependent linear systems that are composed of interconnected subsystems. We are interested in designing the controller for each subsystem such that…

Optimization and Control · Mathematics 2013-07-24 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

In this paper, the moment matching techniques are adopted to obtain reduced-order closed-loop systems with reduced-order controllers that maintain the closed-loop stability and guarantee desired asymptotic performance, after revealing the…

Optimization and Control · Mathematics 2024-05-06 Tudor C. Ionescu

Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a smooth random function, and measurement error. Supposing…

Statistics Theory · Mathematics 2018-12-21 Jinyuan Chang , Aurore Delaigle , Peter Hall , Cheng Yong Tang

Effective medium theory of transport in disordered systems, whose basis is the replacement of spatial disorder by temporal memory, is extended in several practical directions. Restricting attention to a 1-dimensional system with bond…

Statistical Mechanics · Physics 2009-11-13 V. M. Kenkre , Z. Kalay , P. E. Parris

We deal with finite dimensional linear and nonlinear control systems. If the system is linear and autonomous and satisfies the classical normality assumption, we improve the well known result on the strict convexity of the reachable set…

Optimization and Control · Mathematics 2011-10-04 Giovanni Colombo , Khai Tien Nguyen

Linear time invariant (LTI) systems are widely used for modeling system dynamics in science and engineering problems. Harmonic oscillation of LTI systems are widely used for modeling and analyses of periodic physical phenomenon. This study…

Discrete Mathematics · Computer Science 2014-03-17 B. Baykant Alagoz

Multiple model reduction techniques have been proposed to tackle linear and non linear problems. Intrusive model order reduction techniques exhibit high accuracy levels, however, they are rarely used as a standalone industrial tool, because…

Computational Engineering, Finance, and Science · Computer Science 2025-04-10 Mikhael Tannous , Chady Ghnatios , Eivind Fonn , Trond Kvamsdal , Francisco Chinesta

The ability to forecast far into the future is highly beneficial to many applications, including but not limited to climatology, energy consumption, and logistics. However, due to noise or measurement error, it is questionable how far into…

Machine Learning · Computer Science 2022-05-26 Fan-Keng Sun , Duane S. Boning

The fundamental concepts and challenges of orthogonal time frequency space (OTFS) modulation have been reviewed in Part I of this three-part tutorial. In this second part, we provide an overview of the state-of-the-art transceiver designs…

Information Theory · Computer Science 2022-09-13 Shuangyang Li , Weijie Yuan , Zhiqiang Wei , Robert Schober , Giuseppe Caire

Potts models, which can be used to analyze dependent observations on a lattice, have seen widespread application in a variety of areas, including statistical mechanics, neuroscience, and quantum computing. To address the intractability of…

Computation · Statistics 2021-10-15 Anirban Chakraborty , Matthias Katzfuss , Joseph Guinness

Determining the reachable set for a given nonlinear control system is crucial for system control and planning. However, computing such a set is impossible if the system's dynamics are not fully known. This paper is motivated by a scenario…

Optimization and Control · Mathematics 2021-08-26 Taha Shafa , Melkior Ornik
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