Search results for "stochastic"

Gain-scheduled H-infinity observer design for nonlinear stochastic systems with time-delay and actuator saturation

2012

In this paper, we propose a method for designing continuous gain-scheduled robust H ∞ observer on a class of extended stochastic nonlinear systems subject to time delay and actuator saturation. Initially, gradient linearization procedure is applied to describe such extended nonlinear systems into several model-based linear systems. Next, a robust linear H ∞ observer is designed to such linear stochastic models. Subsequently, a convex hull set is investigated and sufficient condition is derived in terms of feedback observer to determine whether a given initial condition belongs to an ellipsoid invariant set. Finally, continuous gain-scheduled approach is employed to design continuous nonline…

Small-gain conditions for stochastic network systems

2013

In this paper, some small-gain conditions are presented for stochastic network systems which can describe many large-scale systems with interconnections, nonlinear behaviors, uncertainties and random disturbances. One subsystem is selected as monitor with the requirement that the gains to other systems are smooth concave functions. The relations of members under the supervise of the monitor are described as bilateral plus multilateral relations of gains. For the deterministic case, the requirement on the monitor can be removed. To demonstrate the power of this result, the small-gain conditions cover interconnected system with two subsystems as a special case. Compared with the existing resu…

Extended Entropy Functional for Nonlinear Systems in Stochastic Dynamics

2002

Self-similarity and response of fractional differential equations under white noise input

2022

Self-similarity, fractal behaviour and long-range dependence are observed in various branches of physical, biological, geological, socioeconomics and mechanical systems. Self-similarity, also termed self-affinity, is a concept that links the properties of a phenomenon at a certain scale with the same properties at different time scales as it happens in fractal geometry. The fractional Brownian motion (fBm), i.e. the Riemann-Liouville fractional integral of the Gaussian white noise, is self-similar; in fact by changing the temporal scale t -> at (a > 0), the statistics in the new time axis (at) remain proportional to those calculated in the previous axis (t). The proportionality coeffi…

Jet evolution in a dense medium: event-by-event fluctuations and multi-particle correlations

2017

International audience; We study the gluon distribution produced via successive medium-induced branchings by an energetic jet propagating through a weakly-coupled quark-gluon plasma. We show that under suitable approximations, the jet evolution is a Markovian stochastic process, which is exactly solvable. For this process, we construct exact analytic solutions for all the n-point correlation functions describing the gluon distribution in the space of energy [M. A. Escobedo, E. Iancu, Event-by-event fluctuations in the medium-induced jet evolution, JHEP 05 (2016) 008. arXiv: arXiv:1601.03629 , doi: http://dx.doi.org/10.1007/JHEP05(2016)008 , M. A. Escobedo, E. Iancu, Multi-particle correlati…

The kinetics of defect aggregation: A novel lattice formalism

1995

We introduce a stochastic model for the A + B → O reaction on a discrete lattice. The system may include mono- and bimolecular steps (i. e. reaction and diffusion steps). The resulting infinite chain of equations is truncated at a certain level via a modified Kirkwood approximation.

Emittance Growth by Synchrotron Radiation in a Double-Sided Microtron

1999

Here we present results of calculations of emittance growth caused by quantum fluctuations of synchrotron radiation (QFSR) for a 1.5 GeV double-sided microtron (DSM). We did both semi-analytical estimations, employing known Twiss parameters for the DSM orbits, and a computer simulation of these stochastic effects using the program SYTRACE. This showed that the normalized emittance growth was within reasonable limits, by a factor of about 1.5, thus permitting e.g. the installation of small aperture linacs on the DSM axes.

Stochastic 0-dimensional Biogeochemical Flux Model: Effect of temperature fluctuations on the dynamics of the biogeochemical properties in a marine e…

2021

Abstract We present a new stochastic model, based on a 0-dimensional version of the well known biogeochemical flux model (BFM), which allows to take into account the temperature random fluctuations present in natural systems and therefore to describe more realistically the dynamics of real marine ecosystems. The study presents a detailed analysis of the effects of randomly varying temperature on the lower trophic levels of the food web and ocean biogeochemical processes. More in detail, the temperature is described as a stochastic process driven by an additive self-correlated Gaussian noise. Varying both correlation time and intensity of the noise source, the predominance of different plank…

On the Stochastic Response of a Fractionally-damped Duffing Oscillator

2012

A numerical method is presented to compute the response of a viscoelastic Duffing oscillator with fractional derivative damping, subjected to a stochastic input. The key idea involves an appropriate discretization of the fractional derivative, based on a preliminary change of variable, that allows to approximate the original system by an equivalent system with additional degrees of freedom, the number of which depends on the discretization of the fractional derivative. Unlike the original system that, due to the presence of the fractional derivative, is governed by non-ordinary differential equations, the equivalent system is governed by ordinary differential equations that can be readily h…

Active controlled structural systems under delta-correlated random excitation: linear and nonlinear case

2006

Abstract Reduction of structural vibration in active controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-Gaussian random process accounting for the time delay involved in the application of active control actions. Control forces acting with time-delay effects will be expanded in Taylor series evaluating response statistics by means of the extended Ito differential rule to consider the effects of the non-normality of the input processes. Numerical application provided shows the feasibility of the proposed method to analyze stochastic …