Related papers: Approximation of dynamical systems using S-systems…
This paper presents algorithms that upper-bound the peak value of a state function along trajectories of a continuous-time system with rational dynamics. The finite-dimensional but nonconvex peak estimation problem is cast as a convex…
Nonlinear (systems of) ordinary differential equations (ODEs) are common tools in the analysis of complex one-dimensional dynamic systems. In this paper we propose a smoothing approach regularized by a quasilinearized ODE-based penalty in…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
Motivation: Many biochemical pathways are known, but the numerous parameters required to correctly explore the dynamics of the pathways are not known. For this reason, algorithms that can make inferences by looking at the topology of a…
We study a Wong-Zakai approximation for the random slow manifold of a slow-fast stochastic dynamical system. We first deduce the existence of the random slow manifold about an approximation system driven by an integrated Ornstein-Uhlenbeck…
Simulated annealing (SA) is applied for three-dimensional (3D) equilibrium calculation of ideal, low-beta reduced MHD in cylindrical geometry. The SA is based on the theory of Hamiltonian mechanics. The dynamical equation of the original…
Stochastic differential equation (SDE in short) solvers find numerous applications across various fields. However, in practical simulations, we usually resort to using Ito-Taylor series-based methods like the Euler-Maruyama method. These…
A finite-dimensional quantum system is coupled to a bath of oscillators in thermal equilibrium at temperature $T>0$. We show that for fixed, small values of the coupling constant $\lambda$, the true reduced dynamics of the system is…
One technique to reduce the state-space explosion problem in temporal logic model checking is symmetry reduction. The combination of symmetry reduction and symbolic model checking by using BDDs suffered a long time from the prohibitively…
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…
An N-component continuous-time dynamic system is considered whose components evolve autonomously all the time except for in discrete asynchronous instances of pairwise interactions. Examples include chaotically colliding billiard balls and…
This paper has two purposes. First we present a new definition of the multivariate Pad\'e approximation, a new fast numerical method. Then numerical solution of the one-dimensional (1D) time-dependent nonlinear Sine-Gordon equation (SGE) is…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
We propose a robust parameter estimation method for dynamical systems based on Statistical Learning techniques which aims to estimate a set of parameters that well fit the dynamics in order to obtain robust evidences about the qualitative…
We outline a new algorithm to solve coupled systems of differential equations in one continuous variable $x$ (resp. coupled difference equations in one discrete variable $N$) depending on a small parameter $\epsilon$: given such a system…
In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…
The theory of substitution sequences and their higher-dimensional analogues is intimately connected with symbolic dynamics. By systematically studying the factors (in the sense of dynamical systems theory) of a substitution dynamical…
This contribution deals with identification of fractional-order dynamical systems. System identification, which refers to estimation of process parameters, is a necessity in control theory. Real processes are usually of fractional order as…
In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…
In the modelling of stochastic phenomena, such as quasi-reaction systems, parameter estimation of kinetic rates can be challenging, particularly when the time gap between consecutive measurements is large. Local linear approximation…