Search results for "Markov proce"
showing 10 items of 147 documents
Exponential stability analysis of Markovian jump nonlinear systems with mixed time delays and partially known transition probabilities
2013
In this paper, the problem of exponential stability is studied for a class of Markovian jump neutral nonlinear systems with mixed neutral and discrete time delays. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situation that the system's transition rates are partially or completely accessible. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.
A quantum non-Markovian collision model: incoherent swap case
2013
We have recently presented a collision-model-based framework to approach non-Markovian quantum dynamics [Ciccarello F Palma G M and Giovannetti V 2013 Phys. Rev. A 87, 040103(R)]. As a distinctive feature, memory is introduced in a dynamical way by adding extra inter-ancillary collisions to a standard (memoryless) collision model. Here, we focus on the case where such intra-bath collisions are described by incoherent partial swap operations. After briefly reviewing the model, we show how to include temperature as an additional parameter by relaxing the assumption that each bath ancilla is initially in a pure state. We also calculate explicitly the dynamical map entailed by the master equati…
Convergence of direct recursive algorithm for identification of Preisach hysteresis model with stochastic input
2015
We consider a recursive iterative algorithm for identification of parameters of the Preisach model, one of the most commonly used models of hysteretic input-output relationships. The classical identification algorithm due to Mayergoyz defines explicitly a series of test inputs that allow one to find parameters of the Preisach model with any desired precision provided that (a) such input time series can be implemented and applied; and, (b) the corresponding output data can be accurately measured and recorded. Recursive iterative identification schemes suitable for a number of engineering applications have been recently proposed as an alternative to the classical algorithm. These recursive sc…
Non-Markovian dynamics from band edge effects and static disorder
2017
It was recently shown [S. Lorenzo et al., Sci. Rep. 7, 42729 (2017)] that the presence of static disorder in a bosonic bath - whose normal modes thus become all Anderson-localised - leads to non-Markovianity in the emission of an atom weakly coupled to it (a process which in absence of disorder is fully Markovian). Here, we extend the above analysis beyond the weak-coupling regime for a finite-band bath so as to account for band edge effects. We study the interplay of these with static disorder in the emergence of non-Markovian behaviour in terms of a suitable non-Markovianity measure.
Non-markovian effects on the dynamics of entanglement.
2008
A procedure that allows to obtain the dynamics of $N$ independent bodies each locally interacting with its own reservoir is presented. It relies on the knowledge of single body dynamics and it is valid for any form of environment noise. It is then applied to the study of non-Markovian dynamics of two independent qubits, each locally interacting with a zero temperature reservoir. It is shown that, although no interaction is present or mediated between the qubits, there is a revival of their entanglement, after a finite period of time of its complete disappearance.
Is Admission-Controlled Traffic Self-Similar?
2002
It is widely recognized that the maximum number of heavy-tailed flows that can be admitted to a network link, while meeting QoS targets, can be much lower than in the case of markovian flows. In fact, the superposition of heavy-tailed flows shows long range dependence (self-similarity), which has a detrimental impact on network performance. In this paper, we show that long range dependence is significantly reduced when traffic is controlled by a Measurement-Based Admission Control (MBAC) algorithm. Our results appear to suggest that MBAC is a value added tool to improve performance in the presence of self-similar traffic, rather than a mere approximation for traditional (parameter-based) ad…
On the property of diffusion in the spatial error model.
2005
International audience; The aim of this paper is to illustrate the property of global spillover effects in the first-order spatial autoregressive error model and the associated diffusion process of spatial shocks. An application is provided on a sample of 145 regions over 1989–1999 and highlights the most influential regions.
Robust H<inf>&#x221E;</inf> control of Markovian jump systems with mixed time delays
2010
In this paper, the problem of stability analysis and control synthesis for Markovian jump linear systems with time delays and norm-bounded uncertainties is studied. The model under consideration consists of different time-invariant discrete, neutral and distributed delays. Delay-dependent sufficient conditions for the design of a mode-dependent delayed state feedback H ∞ control are given in terms of linear matrix inequalities (LMIs). A controller which guarantees stochastic stability and a prescribed level of H ∞ performance for the closed-loop system is then developed. A Lyapunov-Krasovskii functional (LKF) method underlies the control design. A numerical example with simulation results i…
Approximate survival probability determination of hysteretic systems with fractional derivative elements
2018
Abstract A Galerkin scheme-based approach is developed for determining the survival probability and first-passage probability of a randomly excited hysteretic systems endowed with fractional derivative elements. Specifically, by employing a combination of statistical linearization and of stochastic averaging, the amplitude of the system response is modeled as one-dimensional Markovian Process. In this manner the corresponding backward Kolmogorov equation which governs the evolution of the survival probability of the system is determined. An approximate solution of this equation is sought by employing a Galerkin scheme in which a convenient set of confluent hypergeometric functions is used a…
Path Integral approach via Laplace’s method of integration for nonstationary response of nonlinear systems
2019
In this paper the nonstationary response of a class of nonlinear systems subject to broad-band stochastic excitations is examined. A version of the Path Integral (PI) approach is developed for determining the evolution of the response probability density function (PDF). Specifically, the PI approach, utilized for evaluating the response PDF in short time steps based on the Chapman–Kolmogorov equation, is here employed in conjunction with the Laplace’s method of integration. In this manner, an approximate analytical solution of the integral involved in this equation is obtained, thus circumventing the repetitive integrations generally required in the conventional numerical implementation of …