相关论文: Filtration-Consistent Dynamic Operator with a Floo…
We consider a continuum model for the dynamics of systems of self propelling particles with kinematic constraints on the velocities. The model aims to be analogous to a discrete algorithm used in works by T. Vicsek et al. In this paper we…
We present formulations and numerical algorithms for solving diffeomorphic shape matching problems. We formulate shape matching as a variational problem governed by a dynamical system that models the flow of diffeomorphism $f_t \in…
Mirror descent is a well established tool for solving convex optimization problems with convex constraints. This article introduces continuous-time mirror descent dynamics for approximating optimal Markov controls for stochastic control…
Recurrences for positive definite functions in terms of the space dimension have been used in several fields of applications. Such recurrences typically relate to properties of the system of special functions characterizing the geometry of…
In this paper we discuss backward stochastic differential equations with Markov chain noise, having continuous drivers. We obtain the existence of a solution which is possibly not unique. Moreover, we show there is a minimal solution for…
This article introduces and solves a general class of fully coupled forward-backward stochastic dynamics by investigating the associated system of functional differential equations. As a consequence, we are able to solve many different…
In present paper we introduce the notion of dissipative quadratic stochastic operator and cubic stochastic operator. We prove necessary conditions for dissipativity of quadratic stochastic operators. Besides, it is studied certain limit…
In their work on differential operators in positive characteristic, Smith and Van den Bergh define and study the derived functors of differential operators; they arise naturally as obstructions to differential operators reducing to positive…
The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…
A fast convergence in a fixed-time of solutions of nonlinear dynamical systems, for which special requirements are satisfied on the derivative of a quadratic function calculated along the solutions of the system, is proposed. The conditions…
The work deals with establishing the solvability of a system of integro-differential equations in the situation of the double scale anomalous diffusion. Each equation of such system involves the sum of the two negative Laplace operators…
Sufficient and necessary conditions are presented for the order-preservation of stochastic functional differential equations on $\R^d$ with non-Lipschitzian coefficients driven by the Brownian motion and Poisson processes. The sufficiency…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
Parametric representations of various functions are fundamental tools in science and engineering. This paper introduces a fixed-initial-state constant-input dynamical system (FISCIDS) representation, which provides an exact and parametric…
Transfer and Koopman operator methods offer a framework for representing complex, nonlinear dynamical systems via linear transformations, enabling a deeper understanding of the underlying dynamics. The spectra of these operators provide…
We study in this paper a forward-backward-forward dynamical system for solving a mixed variational inequality problem in a real Hilbert space. For the convergence analysis of our proposed system, we apply the Lyapunov analysis to obtain the…
The original continuous-time "goldfish" dynamical system is characterized by two neat formulas, the first of which provides the $N$ Newtonian equations of motion of this dynamical system, while the second provides the solution of the…
Differentially positive systems are systems whose linearization along trajectories is positive. Under mild assumptions, their solutions asymptotically converge to a one-dimensional attractor, which must be a limit cycle in the absence of…
In this paper, we introduce the notion of a characteristic operator for closable linear operators and explore their connected spectral properties via equivalence. Additionally, we develop an explicit scheme for constructing characteristic…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…