Related papers: Exact solutions to chaotic and stochastic systems
In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…
Generating long-term trajectories of dissipative chaotic systems autoregressively is a highly challenging task. The inherent positive Lyapunov exponents amplify prediction errors over time. Many chaotic systems possess a crucial property -…
This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…
In the current work we demonstrate the principal possibility of prediction of the response of the largest Lyapunov exponent of a chaotic dynamical system to a small constant forcing perturbation via a linearized relation, which is computed…
The dynamical status of isolated quantum systems, partly due to the linearity of the Schrodinger equation is unclear: Conventional measures fail to detect chaos in such systems. However, when quantum systems are subjected to observation --…
We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…
Distributions of eigenmodes are widely concerned in both bounded and open systems. In the realm of chaos, counting resonances can characterize the underlying dynamics (regular vs. chaotic), and is often instrumental to identify…
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…
This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…
Low-dimensional chaotic systems such as the Lorenz-63 model are commonly used to benchmark system-agnostic methods for learning dynamics from data. Here we show that learning from noise-free observations in such systems can be achieved up…
We study a new statistics of wave functions in several chaotic and disordered systems: the random matrix model, band random matrix model, the Lipkin model, chaotic quantum billiard and the 1D tight-binding model. Both numerical and…
Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…
This article tackles a fundamental long-standing problem in quantum chaos, namely, whether quantum chaotic systems can exhibit sensitivity to initial conditions, in a form that directly generalizes the notion of classical chaos in phase…
We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…
In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…
This paper studies deterministic and stochastic fixed-time stability of autonomous nonlinear discrete-time (DT) systems. Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT system is certified.…