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Showing 1 to 10 of 10 for “"Stochastic dynamical systems"”.

  1. Feedback Control Theory in Stochastic Dynamical Systems

    A stochastic dynamical system is a system composed of many interacting components which includes stochastic behavior. Feedback control theory is designed to use information from the current state of the system in order to temper the final state toward the desired outcome. In this dissertation, I …

    lsu-thes Repository record for Feedback Control Theory in Stochastic Dynamical Systems (opens in a new tab)

  2. Efficient Sampling Methods of, by, and for Stochastic Dynamical Systems

    … statistics and computational dynamics. Stochastic differential equations (SDEs) are used to model a variety of physical systems, and computing expectations over marginal distributions of SDEs is important for the analysis of such systems. In particular, quantifying the probabilities of …

    mit Repository record for Efficient Sampling Methods of, by, and for Stochastic Dynamical Systems (opens in a new tab)

  3. Contributions to the Computational Analysis of Multi-Dimensional Stochastic Dynamical Systems

    … theory is extended to the case of nonlinear systems using the method of statistical linearization. The design procedure is applied to several nonlinear systems of civil engineering interest including hysteretic oscillators. The idea of covariance control is then generalized to the problem of …

    uiuc Repository record for Contributions to the Computational Analysis of Multi-Dimensional Stochastic Dynamical Systems (opens in a new tab)

  4. Automated synthesis of low-rank stochastic dynamical systems using the tensor-train decomposition

    Cyber-physical systems are increasingly becoming integrated in various fields such as medicine, finance, robotics, and energy. In these systems and their applications, safety and correctness of operation is of primary concern, sparking a large amount of interest in the development of ways to verify …

    mit Repository record for Automated synthesis of low-rank stochastic dynamical systems using the tensor-train decomposition (opens in a new tab)

  5. Combinatorics of a family of stochastic differential equations with an eye towards topological temperature

    … a classification of a class of scale-separated stochastic differential equations is achieved using combinatorics and formal language theory. This is extended to a topological notion of temperature and qualitative results regarding the relatedness of scale separated stochastic dynamical systems

    uiuc Repository record for Combinatorics of a family of stochastic differential equations with an eye towards topological temperature (opens in a new tab)

  6. Analysis of Continuous Tensor-Train Methods for Optimal Control Problems with the Ornstein-Uhlenbeck Operator

    … investigate rare event probabilities related to stochastic dynamical systems and thereafter evaluate the variances and relative errors of the resulting statistical estimators. We also evaluate the efficacy of Compressed Continuous Computation in solving time-dependent Hamilton-Jacobi-Bellman …

    mit Repository record for Analysis of Continuous Tensor-Train Methods for Optimal Control Problems with the Ornstein-Uhlenbeck Operator (opens in a new tab)

  7. Nonlinear dynamics and statistical physics of excitable systems

    … addresses the question of how coupled neuronal systems synchronize. Neurons can be described as dynamical systems through the Bonhoeffer-Van der Pol equations. The Bonhoeffer-Van der Pol equations yield either excitable system behavior or oscillator dynamics, depending on a control parameter. …

    uiuc Repository record for Nonlinear dynamics and statistical physics of excitable systems (opens in a new tab)

  8. Bayesian learning for high-dimensional nonlinear dynamical systems : methodologies, numerics and applications to fluid flows

    … class of models: high-dimensional nonlinear dynamical systems, which have been commonly used to predict a wide range of transient phenomena including fluid flows, heat transfer, biogeochemical dynamics, and other advection-diffusion-reaction-based transport processes. Even though such models …

    mit Repository record for Bayesian learning for high-dimensional nonlinear dynamical systems : methodologies, numerics and applications to fluid flows (opens in a new tab)

  9. Stability and variability of open-ocean deep convection in deterministic and stochastic simple models

    … Monostabilität auch in anderen Teilen des Klimasystems eine Rolle spielt. Insgesamt zeigen die Ergebnisse, dass die Stabilität der Tiefenkonvektion in der Labradorsee sehr empfindlich auf den Antrieb reagiert. Die Rolle der Variabilität ist entscheidend für ein Verständnis dieser …

    potsdam-diss Repository record for Stability and variability of open-ocean deep convection in deterministic and stochastic simple models (opens in a new tab)