相关论文: Sticky coupling as a control variate for sensitivi…
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…
We develop a deterministic large-time mechanism yielding Ces{\`a}ro asymptotic observability inequalities from moving localized observations for conservative evolutions. On each observation interval, exact convexification on a compact…
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…
For a fixed $T$ and $k \geq 2$, a $k$-dimensional vector stochastic differential equation $dX_t=\mu(X_t, \theta)dt+\nu(X_t)dW_t,$ is studied over a time interval $[0,T]$. Vector of drift parameters $\theta$ is unknown. The dependence in…
Period variability, quantified by the standard deviation (SD) of the cycle-to-cycle period, is investigated for noisy phase oscillators. We define the checkpoint phase as the beginning/end point of one oscillation cycle and derive an…
We study a stochastic optimal control problem for jump-diffusion systems whose drift coefficient is piecewise Lipschitz continuous and exhibits threshold-induced discontinuities. Such dynamics naturally arise in applications with…
Consider the problem of learning the drift coefficient of a $p$-dimensional stochastic differential equation from a sample path of length $T$. We assume that the drift is parametrized by a high-dimensional vector, and study the support…
In recent years, interest in approximation methods for stochastic differential equations (SDEs) with non-Lipschitz continuous coefficients has increased. We show lower bounds for the $L^p$-error of such methods in the case of approximation…
Dynamic fragmentation simulations are essential for predicting material response at high strain rates, yet explicit dynamic simulations that combine an extrinsic cohesive-zone model (CZM) with penalty-based contact often exhibit severe…
The problem of differentiating a function with bounded second derivative in the presence of bounded measurement noise is considered in both continuous-time and sampled-data settings. Fundamental performance limitations of causal…
Coupled oscillator networks often display transitions between qualitatively different phase-locked solutions -- such as synchrony and rotating wave solutions -- following perturbation or parameter variation. In the limit of weak coupling,…
We introduce a distinctive feature of spin-polarized transport, the Spin Coulomb Drag: there is an intrinsic source of friction for spin currents due to the Coulomb interaction between spin ``up'' and spin ``down'' electrons. We calculate…
We study the steady-state motion of mode III cracks propagating on a lattice exhibiting viscoelastic dynamics. The introduction of a Kelvin viscosity $\eta$ allows for a direct comparison between lattice results and continuum treatments.…
By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Understanding how stick-slip dynamics manifests in diverse physical conditions is a crucial topic in tribology. Although it has been extensively studied in simple frictional configurations, the characterization of stick-slip behavior in…
A maximum likelihood type estimation of the drift and volatility coefficient parameters in the CIR type model driven by $\alpha$-stable noises is studied when the dispersion parameter $\varepsilon\to0$ and the discrete observations…
We investigate experimentally and model the mechanical response of a soft Hookean ribbon submitted to large twist $\eta$ and longitudinal tension $T$, under clamped boundary conditions. We derive a formula for the torque $M$ using the \FvK…
Full counting statistics is a powerful tool to characterize the noise and correlations in transport through mesoscopic systems. In this work, we propose the theory of conditional spin counting statistics, i.e., the statistical fluctuations…
The reliability and proper function of data-driven applications hinge on the data's continued conformance to the applications' initial design. When data deviates from this initial profile, system behavior becomes unpredictable. Data…