Related papers: Practicalities of State-Dependent and Threshold De…

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…

The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete…

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…

It is already well-understood that many delay differential equations with only a single constant delay exhibit a change in stability according to the value of the delay in relation to a critical delay value. Finding a formula for the…

In this paper, we introduce a data-driven modeling approach for dynamics problems with latent variables. The state-space of the proposed model includes artificial latent variables, in addition to observed variables that can be fitted to a…

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

This paper investigates the problem of functional state estimation for linear time-delay systems in which the delay affecting the state evolution differs from the delay affecting the output measurements. While existing observer designs…

Rate-independent systems allow for solutions with jumps that need additional modeling. Here we suggest a formulation that arises as limit of viscous regularization of the solutions in the extended state space. Hence, our parametrized metric…

Response delay is an inherent and essential part of human actions. In the context of human balance control, the response delay is traditionally modeled using the formalism of delay-differential equations, which adopts the approximation of…

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

We study a scalar, first-order delay differential equation (DDE) with instantaneous and state-dependent delayed feedback, which itself may be delayed. The state dependence introduces nonlinearity into an otherwise linear system. We…

The chapter from the book introduces the delay theory, whose purpose is the modeling of the asynchronous circuits from digital electrical engineering with ordinary and differential pseudo-boolean equations.

This paper introduces operators, semantics, characterizations, and solution-independent conditions to guarantee temporal logic specifications for hybrid dynamical systems. Hybrid dynamical systems are given in terms of differential…

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded by linear functions have been investigated intensively.…

We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…