Related papers: A concept of antifragility for dynamical systems
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
This paper is concerned with the estimation of the volatility process in a stochastic volatility model of the following form: $dX_t=a_tdt+\sigma_tdW_t$, where $X$ denotes the log-price and $\sigma$ is a c\`adl\`ag semi-martingale. In the…
It is proven that the logarithmic negativity does not increase on average under positive partial transpose preserving (PPT) operation including subselection (a set of operations that incorporate local operations and classical communication…
We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…
In this paper, we present a novel framework for quantifying a lower bound on resilience in continuous-time (non)linear systems subject to external disturbances while ensuring satisfaction of signal temporal logic specifications. Unlike…
This paper proposes a unified approach for dynamic modeling and simulations of general tensegrity structures with rigid bars and rigid bodies of arbitrary shapes. The natural coordinates are adopted as a non-minimal description in terms of…
The classical logit dynamic on a continuous action space for decision-making un-der uncertainty is generalized to the dynamic where the exponential function for the softmax part has been replaced by a rational one that includes the former…
In this article a definition of reversible processes in terms of differences in intensive Thermodynamics properties (Affinities) is proposed. This definition makes it possible to both define reversible processes before introducing the…
Most models of complex systems have been homogeneous, i.e., all elements have the same properties (spatial, temporal, structural, functional). However, most natural systems are heterogeneous: few elements are more relevant, larger,…
For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…
Subject of this letter is the dynamics of a chain obtained performing the continuous limit of a system of links and beads. In particular, the probability distribution of the relative position between two points of the chain averaged over a…
Motion planning classically concerns the problem of accomplishing a goal configuration while avoiding obstacles. However, the need for more sophisticated motion planning methodologies, taking temporal aspects into account, has emerged. To…
In nonlinear dynamical systems with highly nonorthogonal linear eigenvectors, linear non-modal analysis is more useful than normal mode analysis in predicting turbulent properties. However, the non-trivial time evolution of non-modal…
We identify a conserved quantity in continuous-time optimization dynamics, termed computational inertia. Defined as the sum of kinetic energy (parameter velocity) and potential energy (loss), this scalar remains invariant under idealized,…
The aim of this report is to review a theoretical approach that has been proposed recently to describe dynamic fluctuations in glassy systems (work in collaboration with H. Castillo, C. Chamon, P. Charbonneau, J. L. Iguain, M. Kennett, D.…
Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…
A key feature in self-adaptive systems is resilience, which is an ongoing research topic. Recently, the community started to explore antifragility, which describes the improvement of resilience over time. While there are model-agnostic…
Various versions of the Dynamical Systems Method (DSM) are proposed for solving linear ill-posed problems with bounded and unbounded operators. Convergence of the proposed methods is proved. Some new results concerning discrepancy principle…
This paper presents a formulation of Lagrangian dynamics of constrained mechanical systems in terms of reduced quasi-velocities and quasi-forces that can be used for simulation, analysis, and control purposes. In this formulation, Cholesky…
This paper introduces the trajectory divergence rate, a scalar field which locally gives the instantaneous attraction or repulsion of adjacent trajectories. This scalar field may be used to find highly attracting or repelling invariant…