Related papers: Stability of storage processes with general releas…
Smooth transition autoregressive models are widely used to capture nonlinearities in univariate and multivariate time series. Existence of stationary solution is typically assumed, implicitly or explicitly. In this paper we describe…
In this work we investigate the information loss in (nonlinear) dynamical input-output systems and provide some general results. In particular, we present an upper bound on the information loss rate, defined as the (non-negative) difference…
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment…
The relaxation in complex systems is in general nonexponential. After an initial rapid decay the system relax slowly following a long time tail. In the present paper a sandpile modelation of the relaxation in complex systems is analysed.…
Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…
It is well-known that wave-type equations with memory, under appropriate assumptions on the memory kernel, are uniformly exponentially stable. On the other hand, time delay effects may destroy this behavior. Here, we consider the…
We study the long-time dynamics in non-Markovian single-population stochastic models, where one or more reactions are modelled as a stochastic process with a fat-tailed non-exponential distribution of waiting times, mimicking long-term…
Although the \emph{residual method}, or \emph{constrained regularization}, is frequently used in applications, a detailed study of its properties is still missing. This sharply contrasts the progress of the theory of Tikhonov…
We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…
Motivated by the regulator theory and adaptive controls, several notions on output stability in the framework of input-to-state stability (iss) were introduced for finite-dimensional systems. It turned out that these output stability…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
An essential ingredient of turbulent flows is the vortex stretching mechanism, which emanates from the non-linear interaction of vorticity and strain-rate tensor and leads to formation of extreme events. We analyze the statistical…
We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
Empirical diagnosis of stability has received considerable attention, mostly focused on variance metrics for early warning signals of abrupt system change. Despite this, the theoretical foundation and application has been limited to…
(Abridged) We analyse the stability and evolution of power-law accretion disc models. These have midplane densities that follow radial power-laws, and have either temperature or entropy distributions that are power-law functions of…
The stability of the insulating regime of the Hubbard model on a $d$-dimensional lattice, which is characterized by an exponential decay of the Green's functions, is investigated in terms of a cluster expansion. This expansion for the…
High-order finite volume and discontinuous Galerkin methods are often stabilized by separate nonlinear devices for admissibility, entropy control, and oscillation suppression. This separation hides a simple geometric fact: all three act on…