相关论文: Stochastic model of hysteresis

In this paper we define contractive and nonexpansive properties for adapted stochastic processes $X_1, X_2, \ldots $ which can be used to deduce limiting properties. In general, nonexpansive processes possess finite limits while contractive…

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A…

We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be…

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…

Hysteresis is treated as a history dependent branching, and the use of the classical Preisach model for the analysis of macroeconomic hysteresis is first discussed. Then, a new Preisach-type model is introduced as a macroeconomic…

Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

We consider the stochastic volatility model obtained by adding a compound Hawkes process to the volatility of the well-known Heston model. A Hawkes process is a self-exciting counting process with many applications in mathematical finance,…

Proposed is a substantially simplified, Preisach-like model for characterization of hysteretic systems, in particular magnetic systems. The main idea is to replace a two-dimensional Preisach density with just two real functions, describing…

This chapter first presents a rather personal view of some different aspects of predictability, going in crescendo from simple linear systems to high-dimensional nonlinear systems with stochastic forcing, which exhibit emergent properties…

This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…

We propose currently feasible experiments using small, isolated systems of ultracold atoms to investigate the effects of dynamical chaos in the microscopic onset of irreversibility. A control parameter is tuned past a critical value, then…

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the…

The behaviour of the Random Anisotropy Ising model at T=0 under local relaxation dynamics is studied. The model includes a dominant ferromagnetic interaction and assumes an infinite anisotropy at each site along local anisotropy axes which…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

Auto-regulatory feedback loops are one of the most common network motifs. A wide variety of stochastic models have been constructed to understand how the fluctuations in protein numbers in these loops are influenced by the kinetic…

Behaviour change lies at the heart of many observable collective phenomena such as the transmission and control of infectious diseases, adoption of public health policies, and migration of animals to new habitats. Representing the process…