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This article deals with the stability analysis of a drilling system which is modelled as a coupled ordinary differential equation / string equation. The string is damped at the two boundaries but leading to a stable open-loop system. The…
Important nonlinear dynamics, such as those found in plasma and fluid systems, are typically hard to simulate on classical computers. Thus, if fault-tolerant quantum computers could efficiently solve such nonlinear problems, it would be a…
A recent trend of research on direction-of-arrival (DOA) estimation is to localize more uncorrelated sources than sensors by using a proper sparse linear array (SLA) and the Toeplitz covariance structure, at a cost of robustness to source…
Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…
We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…
Inverse parallel schemes remain indispensable tools for computing the roots of nonlinear systems, yet their dynamical behavior can be unexpectedly rich, ranging from strong contraction to oscillatory or chaotic transients depending on the…
The convergence analysis of optimization algorithms using continuous-time dynamical systems has received much attention in recent years. In this paper, we investigate applications of these systems to analyze the convergence of linearized…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…
We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…
In today's cyber-enabled smart grids, high penetration of uncertain renewables, purposeful manipulation of meter readings, and the need for wide-area situational awareness, call for fast, accurate, and robust power system state estimation.…
In this work, we develop a framework aiming at designing quantum algorithms for combinatorial optimization problems while providing theoretical guarantees on their approximation ratios. The principal innovative aspect of our work is the…
We study the problem of minimizing the average of a very large number of smooth functions, which is of key importance in training supervised learning models. One of the most celebrated methods in this context is the SAGA algorithm. Despite…
Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…
This paper presents an efficient, offline method to simultaneously synthesize controllers and seek closed-loop Lyapunov functions for constrained piecewise affine systems on triangulated subsets of the admissible states. Triangulation…
This paper presents a novel approach for computing enlarged Region of Attractions (ROA) for nonlinear dynamical systems through the integration of multiple coordinate transformations and piecewise quadratic Lyapunov functions within the…
Motivated by applications in reinforcement learning (RL), we study a nonlinear stochastic approximation (SA) algorithm under Markovian noise, and establish its finite-sample convergence bounds under various stepsizes. Specifically, we show…
This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…