Related papers: Random perturbations of systems with periodic impu…
We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…
This paper summarises an investigation of the effects of low amplitude noise and periodic driving on phase space transport in 3-D Hamiltonian systems, a problem directly applicable to systems like galaxies, where such perturbations reflect…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
An autonomous system of ordinary differential equations describing nonlinear oscillations on the plane is considered. The influence of time-dependent perturbations decaying at infinity in time is investigated. It is assumed that the…
A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…
The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of…
An analysis of transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces is presented. The synchronization phenomenon is investigated in the ensemble of particles moving…
We analyze statistical consequences of a conjecture that there exists a fundamental (indivisible) quant of time. We study particle dynamics with discrete time. We show that a quantum-like interference pattern could appear as a statistical…
We consider the time evolution of simple quantum systems under the influence of random fluctuations of the control parameters. We show that when the parameters fluctuate sufficiently fast, there is a cancellation effect of the noise. We…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
This paper deals with the problem of finding a low-complexity estimate of the impulse response of a linear time-invariant discrete-time dynamic system from noise-corrupted input-output data. To this purpose, we introduce an identification…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. 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…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…
A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…