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The problem of stability of the optimal filter is revisited. The optimal filter (or filtering process) is the conditional probability of the current state of some stochastic process (the signal process), given both present and past values…

Probability · Mathematics 2021-03-02 Lea Oljača , Tobias Kuna , Jochen Bröcker

Stability problem of the Wonham filter with respect to initial conditions is addressed. The case of ergodic signals is revisited in view of a gap in the classic work of H. Kunita (1971). We give new bounds for the exponential stability…

Probability · Mathematics 2007-05-23 P. Baxendale , P. Chigansky , R. Liptser

We consider generic differential equations in $\mathbb{R}$ with a finite number of hyperbolic equilibria, which are subject to $\omega$--periodic instantaneous perturbative pulses ($\omega>0$). Using the time-$ \omega$ map of the original…

Dynamical Systems · Mathematics 2023-02-07 Alexandre A. P. Rodrigues

We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…

Probability · Mathematics 2024-02-06 László Györfi , Attila Lovas , Miklós Rásonyi

This paper investigates steady state solutions of a vasculogenesis model governed by coupled partial differential equations in a bounded two dimensional domain. Explicit steady state solutions are analytically constructed, and their…

Analysis of PDEs · Mathematics 2026-03-31 Sinchita Lahiri , Kun Zhao

The paper considers a process of escape of classical particle from a one-dimensional potential well by virtue of an external harmonic forcing. We address a particular model of the infinite-range potential well that allows independent…

Classical Physics · Physics 2017-09-28 O. V. Gendelman

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

Input-to-State Stability (ISS) is fundamental in mathematically quantifying how stability degrades in the presence of bounded disturbances. If a system is ISS, its trajectories will remain bounded, and will converge to a neighborhood of an…

Systems and Control · Electrical Eng. & Systems 2023-05-01 Preston Culbertson , Ryan K. Cosner , Maegan Tucker , Aaron D. Ames

The stability question of the Lane-Emden stationary gaseous star configurations is an interesting problem arising in astrophysics. We establish both linear and nonlinear dynamical instability results for the Lane-Emden solutions in the…

Analysis of PDEs · Mathematics 2011-06-14 Juhi Jang , Ian Tice

In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bi-variate $\alpha$-stable L\'evy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage…

Statistical Mechanics · Physics 2020-03-16 Krzysztof Szczepaniec , Bartlomiej Dybiec

The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…

Analysis of PDEs · Mathematics 2007-05-23 Jinqiao Duan , Andrei V. Fursikov

Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…

Statistical Mechanics · Physics 2022-12-19 Matteo Smerlak

Under the effect of strong genetic drift, it is highly probable to observe gene fixation or gene loss in a population, shown by infinite peaks on a coherently constructed potential energy landscape. It is then important to ask what such…

Populations and Evolution · Quantitative Biology 2015-06-15 Song Xu , Shuyun Jiao , Pengyao Jiang , Ping Ao

The long-time behavior of the survival probability for unstable multilevel systems that follows the power-decay law is studied based on the N-level Friedrichs model, and is shown to depend on the initial population in unstable states. A…

Quantum Physics · Physics 2007-05-23 Manabu Miyamoto

In this paper, we show that the quasi-one-dimensional flow of an ideal inviscid fluid in a corrugated pipe is parametrically unstable in certain frequency bands. First-order perturbation theory is used to analyze the stability of the flow,…

Fluid Dynamics · Physics 2021-02-09 Nikita V. Bykov

A system of autonomous differential equations with a stable limit cycle and perturbed by small white noise is analyzed in this work. In the vicinity of the limit cycle of the unperturbed deterministic system, we define, construct, and…

Dynamical Systems · Mathematics 2015-06-05 Pawel Hitczenko , Georgi S. Medvedev

In this manuscript we consider the stability of periodic solutions to Lambda-Omega lattice dynamical systems. In particular, we show that an appropriate ansatz casts the lattice dynamical system as an infinite-dimensional fast-slow…

Dynamical Systems · Mathematics 2020-06-02 Jason J. Bramburger

This paper deals with existence and robust stability of hybrid limit cycles for a class of hybrid systems given by the combination of continuous dynamics on a flow set and discrete dynamics on a jump set. For this purpose, the notion of…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Xuyang Lou , Yuchun Li , Ricardo G. Sanfelice

Toward explaining the persistence of biased inferences, we propose a framework to evaluate competing (mis)specifications in strategic settings. Agents with heterogeneous (mis)specifications coexist and draw Bayesian inferences about their…

Theoretical Economics · Economics 2023-02-14 Kevin He , Jonathan Libgober

This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…

Analysis of PDEs · Mathematics 2025-07-11 Alhabib Moumni , Cristina Pignotti , Jawad Salhi , Mouhcine Tilioua
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