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In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…
We characterize the dynamical behavior of continuous-time, Markovian quantum systems with respect to a subsystem of interest. Markovian dynamics describes a wide class of open quantum systems of relevance to quantum information processing,…
Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…
We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
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…
We extend observability metrics based on the empirical observability Gramian from deterministic nonlinear systems to nonlinear stochastic systems in order to capture the impact of process noise on observability. We demonstrate that the…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
We consider a stochastic process with long-range dependence perturbed by multiplicative noise. The marginal distributions of both the original process and the noise have regularly-varying tails, with tail indices $\alpha,\alpha'>0$,…
One of the major challenges in neuroscience is to determine how noise that is present at the molecular and cellular levels affects dynamics and information processing at the macroscopic level of synaptically coupled neuronal populations.…
For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
This paper concerns about the large time behavior of acoustic wave motion driven by a random force acting through the boundary. We begin with an abstract result showing the interconnection between the regularity of Markov semigroup…
A numerical model based on the finite-difference time-domain method is developed to simulate fluctuations which accompany the dephasing of atomic polarization and the decay of excited state's population. This model is based on the…
Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…
We show a linear response statement for fixed points of a family of Markov operators which are perturbations of mixing and regularizing operators. We apply the statement to random dynamical systems on the interval given by a deterministic…