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We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
We investigate stability analysis and controller design of unknown continuous-time systems under state-feedback with aperiodic sampling, using only noisy data but no model knowledge. We first derive a novel data-dependent parametrization of…
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…
We study a stochastically driven, damped nonlinear oscillator whose frequency is modulated by a white or coloured noise. Using diagrammatic perturbation theory, we find that in the absence of nonlinearity, parametric modulation by a…
We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…
Gaussian macroscopic fluctuation theory underpins the understanding of noise in a broad class of nonequilibrium systems. We derive exact fluctuation-response relations linking the power spectral density of stationary fluctuations to the…
This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…
The optimal stochastic control problem with a quadratic cost functional for linear partial differential equations (PDEs) driven by a state-and control-dependent white noise is formulated and studied. Both finite-and infinite-time horizons…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur…
We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…
Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…
We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…
A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…