Related papers: Stability of nonlinear filters in nonmixing case
We present approximate analytical method of analysis of stationary states of nonlinear quantum systems with the noise. As an example we consider quantum nonlinear oscillator excited by fluctuating force and found parameter regions with more…
A necessary and sufficient condition for linear stability of inviscid parallel shear flow is formulated by developing a novel variational principle, where the velocity profile is assumed to be monotonic and analytic. It is shown that…
Networks of interacting nodes connected by edges arise in almost every branch of scientific enquiry. The connectivity structure of the network can force the existence of invariant subspaces, which would not arise in generic dynamical…
We propose matrix commutator based stability characterization for discrete-time switched linear systems under restricted switching. Given an admissible minimum dwell time, we identify sufficient conditions on subsystems such that a switched…
We consider the time-dependent nonlinear system $\dot q(t)=u(t)X(q(t))+(1-u(t))Y(q(t))$, where $q\in\R^2$, $X$ and $Y$ are two %$C^\infty$ smooth vector fields, globally asymptotically stable at the origin and $u:[0,\infty)\to\{0,1\}$ is an…
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process $\nu$ whose components have paths of bounded variation. The presence of the process $\nu$ prevents from…
We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…
We report conditions on a switching signal that guarantee that solutions of a switched linear systems converge asymptotically to zero. These conditions are apply to continuous, discrete-time and hybrid switched linear systems, both those…
We develop a self-consistent theory of temporal fluctuations of a speckle pattern resulting from the multiple scattering of a coherent wave in a weakly nonlinear disordered medium. The speckle pattern is shown to become unstable if the…
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
An important objective of the classical processing of stationary random sequences under nonparametric uncertainty is the problem of filtering in case when the distribution of the underlying signal is unknown. In this paper it is assumed…
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…
We obtain the most general matrix criterion for stability and instability of multi-component solitary waves considering a system of $N$ incoherently coupled nonlinear Schrodinger equations. Soliton stability is studied as a constrained…
We investigate errors in tangents and adjoints of implicit functions resulting from errors in the primal solution due to approximations computed by a numerical solver. Adjoints of systems of linear equations turn out to be unconditionally…
The dynamical equation satisfied by the density matrix, when a quantum system is subjected to one or more constraints arising from conserved quantities, is derived. The resulting nonlinear motion of the density matrix has the property that…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
We consider the question of linear instability of an equilibrium of the Relativistic Vlasov-Maxwell (RVM) System that has a strong magnetic field. Standard instability results deal with systems where there are fewer particles with higher…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…