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This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

We investigate the effects of a time-correlated noise on an extended chaotic system. The chosen model is the Lorenz'96, a kind of "toy" model used for climate studies. Through the analysis of the system's time evolution and its time and…

Chaotic Dynamics · Physics 2009-11-13 Jorge A. Revelli , Miguel A. Rodriguez , Horacio S. Wio

We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…

Populations and Evolution · Quantitative Biology 2012-11-05 Alan J. McKane , Tommaso Biancalani , Tim Rogers

In this study, we consider the experimentally-obtained, periodically-forced response of a nonlinear structure in the presence of process noise. Control-based continuation is used to measure both the stable and unstable periodic solutions…

Dynamical Systems · Mathematics 2021-02-17 Sandor Beregi , David A. W. Barton , Djamel Rezgui , Simon A. Neild

The behavior of the most probable values of the order parameter $x$ and the amplitude $\phi$ of conjugate force fluctuations is studied for a stochastic system with a colored multiplicative noise with absorbing states. The phase diagrams…

Statistical Mechanics · Physics 2007-05-23 D. O. Kharchenko

We study synchronization and noise-induced resonance phenomena in systems of globally coupled oscillators, each possessing finite inertia. The behavior of the order parameter, which measures collective synchronization of the system, is…

Statistical Mechanics · Physics 2009-10-31 H. Hong , M. Y. Choi

Sampling-based model-predictive controllers have become a powerful optimization tool for planning and control problems in various challenging environments. In this paper, we show how the default choice of uncorrelated Gaussian distributions…

Data-driven predictive control (DDPC) has been recently proposed as an effective alternative to traditional model-predictive control (MPC) for its unique features of being time-efficient and unbiased with respect to the oracle solution.…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Valentina Breschi , Alessandro Chiuso , Simone Formentin

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

We analyze the noise induced synchronization between a collective variable characterizing a complex system with a finite number of interacting bistable units and time periodic driving forces. A random phase process associated to the…

Statistical Mechanics · Physics 2009-11-13 José M. Casado , José Gómez-Ordóñez , Manuel Morillo

Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subject to non-Gaussian fluctuations or uncertainties. A coupled…

Dynamical Systems · Mathematics 2009-01-19 Xianming Liu , Jinqiao Duan , Jicheng Liu , Peter E. Kloeden

Model predictive control (MPC) has been successful in applications involving the control of complex physical systems. This class of controllers leverages the information provided by an approximate model of the system's dynamics to simulate…

Machine Learning · Computer Science 2020-10-09 Rel Guzman , Rafael Oliveira , Fabio Ramos

We investigate the effect of noisy feed rates on the behavior of a cubic autocatalytic chemical reaction model. By combining the renormalization group and stoichiometric network analysis, we demonstrate how externally adjustable random…

Statistical Mechanics · Physics 2018-12-21 Jean-Sebastien Gagnon , David Hochberg , Juan Perez-Mercader

Stochastic dynamic models have been extensively used for the description of processes with uncertainties arising in the operations research, behavioral sciences, and many other application areas. A large class of the problems from these…

Numerical Analysis · Mathematics 2021-06-01 Thi Kim Thoa Thieu , Roderick Melnik

In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…

Analysis of PDEs · Mathematics 2025-02-05 Mark van den Bosch , Christian H. S. Hamster , Hermen Jan Hupkes

The coherent stochastic resonance is observed and studied with multi-step periodic signal in continuous medium having two absorbing boundaries. The general features of this process are exihibited. The universal features at the resonance…

Condensed Matter · Physics 2009-10-31 Asish K. Dhara , Tapan Mukhopadhyay

In this paper we consider three different synchronization problems consisting in designing a nonlinear feedback unidirectional coupling term for two (possibly chaotic) dynamical systems in order to drive the trajectories of one of them, the…

Classical Analysis and ODEs · Mathematics 2007-10-02 O. Makarenkov , P. Nistri , D. Papini

Coherent optical control schemes exploit the coherence of laser pulses to change the phases of interfering dynamical pathways in order to manipulate dynamical processes. These active control methods are closely related to dynamical…

Other Condensed Matter · Physics 2015-05-18 Luis G. C. Rego , L. F. Santos , V. S. Batista

We present a general method to construct couplings of stochastic differential equations driven by L\'{e}vy noise in terms of coupling operators. This approach covers both coupling by reflection and refined basic coupling which are often…

Probability · Mathematics 2018-11-22 Mingjie Liang , René L. Schilling , Jian Wang
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