Related papers: The Krylov-Bogoliuvob-Mitropolsky averaging method…
The Lyapunov exponents of a dynamical system measure the average rate of exponential stretching along an orbit. Positive exponents are often taken as a defining characteristic of chaotic dynamics. However, the standard…
This paper aims to improve existing results about using averaging method for analysis of dynamic systems on time scales. We obtain a more accurate estimate for proximity between solutions of original and averaged systems regarding…
We propose a reconstruction of the initial system of ordinary differential equations from a single observed variable. The suggested approach is applied to a certain class of systems which includes, in particular, the Rossler system and…
A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…
This paper deals with a Tikhonov regularized second-order plus first-order primal-dual dynamical system with time scaling for separable convex optimization problems with linear equality constraints. This system consists of two second-order…
We propose a new numerical method to solve linear ordinary differential equations of the type $\frac{\partial u}{\partial t}(t,\varepsilon) = A(\varepsilon) \, u(t,\varepsilon)$, where $A:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic hybrid systems with delays. By general Krylov-Bogolyubov's method, we first obtain the sufficient conditions for the existence of an evolution system of…
The Frimmer-Novotny model to simulate two-level systems by coupled oscillators is extended by incorporating a constant time delay in the coupling. The effects of the introduced delay on system dynamics and two-level modeling are then…
Bureau proposed a classification of systems of quadratic differential equations in two variables which are free of movable critical points, which was recently revised by Guillot. We revisit the quadratic Bureau-Guillot systems with the…
In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…
Solving short and long time dynamics of closed quantum many-body systems is one of the main challenges of both atomic and condensed matter physics. For locally interacting closed systems, the dynamics of local observables can always be…
This paper is devoted to studying the average optimality in continuous-time Markov decision processes with fairly general state and action spaces. The criterion to be maximized is expected average rewards. The transition rates of underlying…
By generalizing Bogolyubov's reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained…
The article proposes a computer program for calculating economic crises according to the generalized mathematical model of S.V. Dubovsky. This model is represented by a system of ordinary nonlinear differential equations with fractional…
We study the existence of periodic solutions in a class of planar Filippov systems obtained from non-autonomous periodic perturbations of reversible piecewise smooth differential systems. It is assumed that the unperturbed system presents a…
The paper presents two variants of a Krylov-Simplex iterative method that combines Krylov and simplex iterations to minimize the residual $r = b-Ax$. The first method minimizes $\|r\|_\infty$, i.e. maximum of the absolute residuals. The…
In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations…
Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large scale networks and biological systems. Here, we propose a variational framework for probing conditions that trigger…
We present a new, tractable method for solving and analyzing risk-aware control problems over finite and infinite, discounted time-horizons where the dynamics of the controlled process are described as a martingale problem. Supposing…
The normalization condition, average values and reduced distribution functions can be generalized by fractional integrals. The interpretation of the fractional analog of phase space as a space with noninteger dimension is discussed. A…