Related papers: A concept of antifragility for dynamical systems
It is shown that the barbell distribution of a gas of relativistic molecules above its critical temperature, can be interpreted as an antifragile response to the relativistic constraint of subluminal propagation.
Fluid dynamics corresponds to the dynamics of a substance in the long wavelength limit. Writing down all terms in a gradient (long wavelength) expansion up to second order for a relativistic system at vanishing charge density, one obtains…
We consider large-dimensional dynamical systems involving a linear force and a random force comprising both potential and non-conservative contributions. Such systems are known to exhibit a topological trivialization phase transition as the…
Many complex systems satisfy a set of constraints on their degrees of freedom, and at the same time, they are able to work and adapt to different conditions. Here, we describe the emergence of this ability in a simplified model in which the…
Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down…
This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures, and we characterize various time…
The dynamical friction force experienced by a body moving at relativistic speed in a gaseous medium is examined. This force, which arises due to the gravitational interaction of the body with its own gravitationally-induced wake, is…
Operational risk is the risk relative to monetary losses caused by failures of bank internal processes due to heterogeneous causes. A dynamical model including both spontaneous generation of losses and generation via interactions between…
For linear dynamical systems (in continuous-time and discrete-time) we revisit and extend the concepts of hypocoercivity and hypocontractivity and give a detailed analysis of the relations of these concepts to (asymptotic) stability, as…
Motivated by the increasing need to hedge against load and generation uncertainty in the operation of power grids, we propose flexibility maximization during operation. We consider flexibility explicitly as the amount of uncertainty that…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…
We study dynamical friction in interacting relativistic systems with arbitrary mean free paths and medium constituent masses. Our novel framework recovers the known limits of ideal gas and ideal fluid when the mean free path goes to…
In this paper, we study the robustness of safety properties of a linear dynamical system with respect to model uncertainties. Our paper involves three parts. In the first part, we provide symbolic (analytical) and numerical (representation…
This paper describes a new approach to solving some stochastic optimization problems for linear dynamic system with various parametric uncertainties. Proposed approach is based on application of tensor formalism for creation the…
We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…
We survey dynamic logics for specifying and verifying properties of dynamical systems, including hybrid systems, distributed hybrid systems, and stochastic hybrid systems. A dynamic logic is a first-order modal logic with a pair of…
A fluctuation relation for aging systems is introduced, and verified by extensive numerical simulations. It is based on the hypothesis of partial equilibration over phase space regions in a scenario of entropy-driven relaxation. The…
Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using…
Interconnected dynamic systems are a pervasive component of our modern infrastructures. The complexity of such systems can be staggering, which motivates simplified representations for their manipulation and analysis. This work introduces…
This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…