Related papers: Mean-square Stability and Bifurcations for Dissipa…
In this note we study the asymptotic mean-square stability for two-step schemes applied to a scalar stochastic differential equation (sde) and applied to systems of sdes. We derive necessary and sufficient conditions for the asymptotic…
The impact of quenched disorder on deterministic diffusion in chaotic dynamical systems is studied. As a simple example, we consider piecewise linear maps on the line. In computer simulations we find a complicated scenario of multiple…
We consider the forced surface quasi-geostrophic equation with supercritical dissipation. We show that linear instability for steady state solutions leads to their nonlinear instability. When the dissipation is given by a fractional…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
In this paper, we study the long-time behavior of a stochastic heat equation with multiplicative noise and localized control. We begin by analyzing the uncontrolled dynamics and derive explicit decay rates for both mean-square and almost…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…
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.…
Frequency responses of multi-degree-of-freedom mechanical systems with weak forcing and damping can be studied as perturbations from their conservative limit. Specifically, recent results show how bifurcations near resonances can be…
We propose a quantitative direct method to prove the local stability of a stationary solution for a rough differential equation and its regular discretization scheme. Using Doss-Sussmann technique and stopping time analysis, we provide…
This paper deals with classes of (de)stabilizing switching signals for switched systems. Most of the available conditions for stability of switched systems are sufficient in nature, and consequently, their violation does not conclude…
Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
Motivated by the search for a quantum analogue of the macroscopic fluctuation theory, we study quantum spin chains dissipatively coupled to quantum noise. The dynamical processes are encoded in quantum stochastic differential equations.…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…
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…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
In this paper, we study the mean-square stability of the solution and its stochastic theta scheme for the following stochastic differential equations drive by fractional Brownian motion with Hurst parameter $H\in (\frac 12,1)$: $$…
We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…
Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…
In this paper, we study the problem of control of discrete-time linear time varying systems over uncertain channels. The uncertainty in the channels is modeled as a stochastic random variable. We use exponential mean square stability of the…