Search results for "Markov proce"
showing 10 items of 147 documents
A new design of H ∞ filtering for continuous-time Markovian jump systems with time-varying delay and partially accessible mode information
2013
In this paper, the delay-dependent H"~ filtering problem for a class of continuous-time Markovian jump linear systems with time-varying delay and partially accessible mode information is investigated by an indirect approach. The generality lies in that the systems under consideration are subject to a Markov stochastic process with exactly known and partially unknown transition rates. By utilizing the model transformation idea, an input-output approach is employed to transform the time-delayed filtering error system into a feedback interconnection formulation. Invoking the results from the scaled small gain theorem, an improved version of bounded real lemma is obtained based on a Markovian L…
Generalized Langevin dynamics: construction and numerical integration of non-Markovian particle-based models.
2018
We propose a generalized Langevin dynamics (GLD) technique to construct non-Markovian particle-based coarse-grained models from fine-grained reference simulations and to efficiently integrate them. The proposed GLD model has the form of a discretized generalized Langevin equation with distance-dependent two-particle contributions to the self- and pair-memory kernels. The memory kernels are iteratively reconstructed from the dynamical correlation functions of an underlying fine-grained system. We develop a simulation algorithm for this class of non-Markovian models that scales linearly with the number of coarse-grained particles. Our GLD method is suitable for coarse-grained studies of syste…
New approach to delay-dependent H∞ control for continuous-time Markovian jump systems with time-varying delay and deficient transition descriptions
2015
Abstract This paper proposes an input–output (IO) approach to the delay-dependent stability analysis and H ∞ controller synthesis for a class of continuous-time Markovian jump linear systems (MJLSs). The concerned systems are with a time-varying delay in the state and deficient mode information in the Markov stochastic process, which simultaneously involves the exactly known, partially unknown and uncertain transition rates. It is first shown that the original system with time-varying delay can be reformulated by a new IO model through a process of two-term approximation and the stability problem of the original system can be transformed into the scaled small gain (SSG) problem of the IO mo…
Frame Based Equipment Medium Access in LTE-U: Mechanism Enhancements and DTMC Modeling
2017
To address the challenge of ever-growing data rate demand and benefit from the popularity of WiFi capability in mobile phones, 3GPP is studying techniques which enable the coexistence of WiFi and LTE in the unlicensed band, known as LTEU. Two flavors of the listen before talk (LBT) principle, referred to as load based equipment (LBE) and frame based equipment (FBE), are recommended by 3GPP. In this paper, we investigate two enhanced FBE mechanisms, i.e., 1) enhanced FBE (E-FBE); and 2) backoff and idle time reduction FBE (BITR-FBE) for the purpose of improving FBE. After presenting the idea of E-FBE, we propose BITR-FBE which can further improve throughput, shorten delay and reduce energy c…
Adaptation, coordination, and local interactions via distributed approachability
2017
This paper investigates the relation between cooperation, competition, and local interactions in large distributed multi-agent\ud systems. The main contribution is the game-theoretic problem formulation and solution approach based on the new framework\ud of distributed approachability, and the study of the convergence properties of the resulting game model. Approachability\ud theory is the theory of two-player repeated games with vector payoffs, and distributed approachability is here presented for\ud the first time as an extension to the case where we have a team of agents cooperating against a team of adversaries under local\ud information and interaction structure. The game model turns i…
Non-Markovian dynamics of interacting qubit pair coupled to two independent bosonic baths
2009
The dynamics of two interacting spins coupled to separate bosonic baths is studied. An analytical solution in Born approximation for arbitrary spectral density functions of the bosonic environments is found. It is shown that in the non-Markovian cases concurrence "lives" longer or reaches greater values.
Introducing Memory in Coarse-Grained Molecular Simulations
2021
[Image: see text] Preserving the correct dynamics at the coarse-grained (CG) level is a pressing problem in the development of systematic CG models in soft matter simulation. Starting from the seminal idea of simple time-scale mapping, there have been many efforts over the years toward establishing a meticulous connection between the CG and fine-grained (FG) dynamics based on fundamental statistical mechanics approaches. One of the most successful attempts in this context has been the development of CG models based on the Mori–Zwanzig (MZ) theory, where the resulting equation of motion has the form of a generalized Langevin equation (GLE) and closely preserves the underlying FG dynamics. In…
Nonlinear response theory for Markov processes II: Fifth-order response functions
2017
The nonlinear response of stochastic models obeying a master equation is calculated up to fifth-order in the external field thus extending the third-order results obtained earlier (G. Diezemann, Phys. Rev. E{\bf 85}, 051502 (2012)). For sinusoidal fields the $5\om$-component of the susceptibility is computed for the model of dipole reorientations in an asymmetric double well potential and for a trap model with a Gaussian density of states. For most realizations of the models a hump is found in the higher-order susceptibilities. In particular, for the asymmetric double well potential model there are two characteristic temperature regimes showing the occurence of such a hump as compared to a …
Finite-time stabilization for discrete fuzzy jump nonlinear systems with time delays
2013
This paper is concerned with the problem of finite-time H∞ control for a class of discrete-time Markovian jump nonlinear systems with time delays represented by Takagi-Sugeno (T-S) model. First, by using fuzzy stochastic Lyapunov-Krasovskii functional approach, sufficient conditions are derived such that the resulting close-loop system is stochastic finite-time bounded and satisfies a prescribed H∞ disturbance attenuation level in a given finite-time interval. Second, sufficient criteria on stochastic finite-time H∞ stabilization via fuzzy state feedback are provided, and the fuzzy state feedback controller is designed by solving an optimization problem in terms of linear matrix inequalitie…
Correction: Generalized Langevin dynamics: construction and numerical integration of non-Markovian particle-based models.
2018
Correction for ‘Generalized Langevin dynamics: construction and numerical integration of non-Markovian particle-based models’ by Gerhard Jung et al., Soft Matter, 2018, DOI: 10.1039/c8sm01817k.