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We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…

Dynamical Systems · Mathematics 2016-09-06 Zoltán Horváth , Yunfei Song , Tamás Terlaky

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…

Dynamical Systems · Mathematics 2025-05-30 Cecilia González-Tokman , Joshua Peters

In this paper, we use dynamical systems to analyze stability of desynchronization algorithms at equilibrium. We start by illustrating the equilibrium of a dynamic systems and formalizing force components and time phases. Then, we use Linear…

Networking and Internet Architecture · Computer Science 2017-04-25 Supasate Choochaisri , Kittipat Apicharttrisorn , Chalermek Intanagonwiwat

We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent…

Optimization and Control · Mathematics 2022-06-01 Mohamed Maghenem , Elena Panteley , Antonio Loria

In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Felix Brändle , Nicolas Chatzikiriakos , Andrea Iannelli , Frank Allgöwer

Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear…

Machine Learning · Computer Science 2020-04-28 Yunzhu Li , Hao He , Jiajun Wu , Dina Katabi , Antonio Torralba

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…

Probability · Mathematics 2019-10-21 Wenqing Hu , Chris Junchi Li , Xiang Zhou

This work is devoted to the stabilization of parabolic systems with a finite-dimensional control subjected to a constant delay. Our main result shows that the Fattorini-Hautus criterion yields the existence of such a feedback control, as in…

Optimization and Control · Mathematics 2020-04-20 Imene Aicha Djebour , Takéo Takahashi , Julie Valein

In this paper, we are concerned with the stabilization of linear port-Hamiltonian systems of arbitrary order $N \in \mathbb{N}$ on a bounded $1$-dimensional spatial domain $(a,b)$. In order to achieve stabilization, we couple the system to…

Optimization and Control · Mathematics 2018-09-12 Jochen Schmid , Hans Zwart

This paper reviews various applications of the theory of smooth dynamical systems to conceptual problems of nonequilibrium statistical mechanics. We adopt a new point of view which has emerged progressively in recent years, and which takes…

chao-dyn · Physics 2015-06-24 David Ruelle

We note that the non-orthogonality of states and their coincidence at the degeneracy point are both admitted by nonlinear Hermitian systems and linear non-Hermitian systems. These striking characteristics motivate us to re-investigate the…

Pattern Formation and Solitons · Physics 2025-06-25 Yu-Hao Wang , Yan-Hong Qin , Jie Liu , Li-Chen Zhao

It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…

Statistical Mechanics · Physics 2009-12-06 Jun Chul Park

The full dynamics of a synchronous recurrent neural network model with Ising binary units and a Hebbian learning rule with a finite self-interaction is studied in order to determine the stability to synaptic and stochastic noise of…

Disordered Systems and Neural Networks · Physics 2009-11-13 F. L. Metz , W. K. Theumann

In this work, we study the problem of learning a nonlinear dynamical system by parameterizing its dynamics using basis functions. We assume that disturbances occur at each time step with an arbitrary probability $p$, which models the…

Optimization and Control · Mathematics 2025-03-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Eduardo D. Sontag

We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…

Optimization and Control · Mathematics 2024-11-12 Yue Guo , Milan Korda , Ioannis G. Kevrekidis , Qianxiao Li

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

In this work, we present a novel Koopman spectrum-based reachability verification method for nonlinear systems. Contrary to conventional methods that focus on characterizing all potential states of a dynamical system over a presupposed time…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Jianqiang Ding , Shankar A. Deka

We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…

Statistical Mechanics · Physics 2015-04-14 Miguel Vera Moreno , Zochil González Arenas , Daniel G. Barci