Related papers: A parameterization method for quasi-periodic syste…
We consider the problem of asymptotic convergence to invariant sets in interconnected nonlinear dynamic systems. Standard approaches often require that the invariant sets be uniformly attracting. e.g. stable in the Lyapunov sense. This,…
This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…
This paper develops a computational method for studying stable/unstable manifolds attached to periodic orbits of differential equations. The method uses high order Chebyshev-Taylor series approximations in conjunction with the…
In this paper, we prove a KAM theorem in a-posteriori format, using the parameterization method to look invariant tori in non-autonomous Hamiltonian systems with $n$ degrees of freedom that depend periodically or quasi-periodically (QP) on…
We present a new methodology for studying non-Hamiltonian nonlinear systems based on an information theoretic extension of a renormalization group technique using a modified maximum entropy principle. We obtain a rigorous dimensionally…
A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…
We present a semiclassical approach to eigenfunction statistics in chaotic and weakly disordered quantum systems which goes beyond Random Matrix Theory, supersymmetry techniques, and existing semiclassical methods. The approach is based on…
The Birkhoff Ergodic Theorem asserts under mild conditions that Birkhoff averages (i.e. time averages computed along a trajectory) converge to the space average. For sufficiently smooth systems, our small modification of numerical Birkhoff…
In this paper we present an a-posteriori KAM theorem for the existence of an $(n-d)$-parameters family of $d$-dimensional isotropic invariant tori with Diophantine frequency vector $\omega\in \mathbb R^d$, of type $(\gamma,\tau)$, for $n$…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
Non-stationary systems are found throughout the world, from climate patterns under the influence of variation in carbon dioxide concentration, to brain dynamics driven by ascending neuromodulation. Accordingly, there is a need for methods…
Two classes of time-periodic systems of ordinary differential equations with a small nonnegative parameter, those with fast and slow time, are studied. Right-hand sides of these systems are three times continuously differentiable with…
We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…
Out-of-equilibrium dynamics of non-integrable Hamiltonian many-body quantum systems are characterized by highly entangled wave functions. Near-maximal entanglement arises in systems exhibiting thermalization or pre-thermalization, where the…
We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension $d=2$) of heavy particles transported by a rough self-similar, turbulent flow with H\"{o}lder exponent $h\in…
We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…
This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…