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In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…
Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…
The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
The issue of white-noise-aided control is considered and its availability is proved. And a noise-aiding way is developed to stabilize perturbed systems to be input-to-state stable (ISS) with respect to (w.r.t.) perturbations. To illustrate…
It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…
Statistic dynamics of financial systems is investigated, basing on a model of randomly coupled equation system driven by stochastic Langevin force. It is found that in stable regime the noise power spectrum of the system is of 1/f^alpha…
We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…
We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…
We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…
We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium…
We study the effect of time-delayed feedback control and Gaussian white noise on the spatio-temporal charge dynamics in a semiconductor superlattice. The system is prepared in a regime where the deterministic dynamics is close to a global…
The phenomenon of Stochastic Resonance (SR) is reported in a completely noise-free situation, with the role of thermal noise being taken by low-dimensional chaos. A one-dimensional, piecewise linear map and a pair of coupled…
Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…
We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…
The effects of intrinsic noise on stochastic delay systems is studied within an expansion in the inverse system size. We show that the stochastic nature of the underlying dynamics may induce oscillatory behaviour in parameter ranges where…
Laser frequency stabilization is conventionally analyzed using continuous-time control theory, which accurately models analog feedback but is insufficient for digital implementations where quantization, sampling, and stochastic noise shape…
We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…
In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…