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We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

The tuning of stochastic gradient algorithms (SGAs) for optimization and sampling is often based on heuristics and trial-and-error rather than generalizable theory. We address this theory--practice gap by characterizing the large-sample…

Computation · Statistics 2023-07-21 Jeffrey Negrea , Jun Yang , Haoyue Feng , Daniel M. Roy , Jonathan H. Huggins

We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous…

Probability · Mathematics 2022-01-26 Zachary P. Adams

An adaptive controller with bounded l2-gain from disturbances to errors is derived for linear time-invariant systems with uncertain parameters restricted to a finite set. The gain bound refers to the closed loop system, including the…

Optimization and Control · Mathematics 2024-04-09 Anders Rantzer

A decentralized stability criterion is derived for a power system with heterogeneous subsystems. A condition for frequency stability and stability of interarea modes is derived using the generalized Nyquist criterion. The resulting scalable…

Systems and Control · Electrical Eng. & Systems 2022-06-03 Joakim Björk , Karl Henrik Johansson

Classical Hamiltonian systems with balanced loss and gain are considered in this review. A generic Hamiltonian formulation for systems with space-dependent balanced loss and gain is discussed. It is shown that the loss-gain terms may be…

Mathematical Physics · Physics 2021-11-03 Pijush K Ghosh

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

${\mathcal PT}-$symmetric dimers with a time-periodic gain/loss function in a balanced configuration where the amount of gain equals that of loss are investigated analytically and numerically. Two prototypical dimers in the linear regime…

Other Condensed Matter · Physics 2019-07-19 Demetra Psiachos , Nikos Lazarides , G. P. Tsironis

It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…

Dynamical Systems · Mathematics 2017-05-25 Jennifer Creaser , Krasimira Tsaneva-Atanasova , Peter Ashwin

We consider the long-time dynamics of a general class of nonlinear Fokker-Planck equations, describing the large population behavior of mean-field interacting units. The main motivation of this work concerns the case where the individual…

Analysis of PDEs · Mathematics 2020-01-08 Eric Lucon , Christophe Poquet

A mechanical system consisting of an elastic beam under harmonic excitation and an attached sliding body is investigated. Recent experimental observations suggest that the system passively (self-)adapts the axial location of the slider to…

Adaptation and Self-Organizing Systems · Physics 2021-01-12 Malte Krack , Noha Aboulfotoh , Jens Twiefel , Jörg Wallaschek , Lawrence A. Bergman , Alexander F. Vakakis

Contraction analysis is a stability theory for nonlinear systems where stability is defined incrementally between two arbitrary trajectories. It provides an alternative framework in which to study uncertain interconnections or systems with…

Optimization and Control · Mathematics 2009-02-24 Erin M. Aylward , Pablo A. Parrilo , Jean-Jacques E. Slotine

Many networks must maintain synchrony despite the fact that they operate in noisy environments. Important examples are stochastic inertial oscillators, which are known to exhibit fluctuations with broad tails in many applications, including…

Adaptation and Self-Organizing Systems · Physics 2019-12-03 Jason Hindes , Philippe Jacquod , Ira B. Schwartz

The phenomenon of Stochastic Resonance (SR) is reported in a completely noise-free situation, with the role of thermal noise being taken by low-dimensional chaos. A one-dimensional, piecewise linear map and a pair of coupled…

chao-dyn · Physics 2009-10-31 Sitabhra Sinha

A Gaussian quantum theory of bosonic modes has been widely used to describe quantum optical systems, including coherent Ising machines (CIMs) that consist of $\chi^{(2)}$ degenerate optical parametric oscillators (DOPOs) as nonlinear…

Quantum Physics · Physics 2024-03-04 Yoshitaka Inui , Edwin Ng , Yoshihisa Yamamoto

Online Feedback Optimization (OFO) steers a dynamical plant to a cost-efficient steady-state, only relying on input-output sensitivity information, rather than on a full plant model. Unlike traditional feedforward approaches, OFO leverages…

Optimization and Control · Mathematics 2025-10-06 Mattia Bianchi , Florian Dörfler

We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…

Statistical Mechanics · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

The speed-gradient variational principle (SG-principle) is formulated and applied to thermodynamical systems. It is shown that Prigogine's principle of minimum entropy production and Onsager's symmetry relations can be interpreted in terms…

General Physics · Physics 2007-05-23 Alexander L. Fradkov

Microbial populations in the natural environment are likely to experience growth conditions very different from those of a typical laboratory xperiment. In particular, removal rates of biomass and substrate are unlikely to be balanced under…

Populations and Evolution · Quantitative Biology 2015-05-18 Bhavin S. Khatri , Andrew Free , Rosalind J. Allen
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