Related papers: Random perturbations of non-uniformly expanding ma…
Let f be a diffeomorphism of a compact finite dimensional boundaryless manifold M exhibiting infinitely many coexisting attractors. Assume that each attractor supports a stochastically stable probability measure and that the union of the…
This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…
We define stabilizability of an infinite volume height configuration and of a probability measure on height configurations. We show that for high enough densities, a probability measure cannot be stabilized. We also show that in some sense…
We construct equilibrium states, including measures of maximal entropy, for a large (open) class of non-uniformly expanding maps on compact manifolds. Moreover, we study uniqueness of these equilibrium states, as well as some of their…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…
This paper studies a structured compound stochastic program (SP) involving multiple expectations coupled by nonconvex and nonsmooth functions. We present a successive convex-programming based sampling algorithm and establish its…
This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…
We consider $C^2$ Fr\'echet differentiable mappings of Banach spaces leaving invariant compactly supported Borel probability measures, and study the relation between entropy and volume growth for a natural notion of volume defined on finite…
A robust controller is specified, and the stability bounds of the uncertain closed-loop system are determined using the small gain, circle, positive real, and Popov criteria. A graphical approach is employed in order to demonstrate the ease…
We consider stochastic perturbations of PDEs which have special pattern solutions, such as (nonlinear) travelling waves, solitons, and spiral waves. We show orbital stability of these patterns on a timescale which is exponential in the…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…
Classical conditions for ensuring the robust stability of a linear system in feedback with a sector-bounded nonlinearity include small gain, circle, passivity, and conicity theorems. In this work, we present a similar stability condition,…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
In Part 1 of this paper, we have estimated the Fr\'echet coderivative and the Mordukhovich coderivative of the stationary point set map of a smooth parametric optimization problem with one smooth functional constraint under total…
We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate the stability of the associated Markov chain, show the weak…
Stationary stellar systems with radially elongated orbits are subject to radial orbit instability -- an important phenomenon that structures galaxies. Antonov (1973) presented a formal proof of the instability for spherical systems in the…