Related papers: A noise-controlled dynamic bifurcation
We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…
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…
Traffic flow oscillations, including traffic waves, are a common yet incompletely understood feature of congested traffic. Possible mechanisms include traffic flow instabilities, indifference regions or finite human perception thresholds…
In view of the current availability and variety of measured data, there is an increasing demand for powerful signal processing tools that can cope successfully with the associated problems that often arise when data are being analysed. In…
Sliding motion is evolution on a switching manifold of a discontinuous, piecewise-smooth system of ordinary differential equations. In this paper we quantitatively study the effects of small-amplitude, additive, white Gaussian noise on…
Motivated by recent studies in human balance control, we study a delayed random walk with an unstable fixed point. It is observed that the random walker moves away from the unstable fixed point more slowly than is observed in the absence of…
A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…
We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…
Recent research on the dynamics of certain fluid dynamical instabilities shows that when there is a slow invariant manifold subject to fast timescale instability the dynamics are extremely sensitive to noise. The behaviour of such systems…
The two-dimensional backward-facing step flow is a canonical example of noise amplifier flow: global linear stability analysis predicts that it is stable, but perturbations can undergo large amplification in space and time as a result of…
We consider stochastic impulse control problems where the process is driven by a general one-dimensional diffusion. We shall show a new mathematical characterization of the value function as a linear function in a certain transformed space.…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
We consider the noise-induced transitions in the randomly perturbed discrete logistic map from a linearly stable periodic orbit consisting of T periodic points. The traditional large deviation theory and asymptotic analysis for small noise…
Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime and relaxation of nonequilibrium states. They can be considered as measures of controlling the efficiency of the completion process when a…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…