Articles with "multiplicative noise" as a keyword



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Dynamics for stochastic Fitzhugh–Nagumo systems with general multiplicative noise on thin domains

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Published in 2020 at "Mathematical Methods in the Applied Sciences"

DOI: 10.1002/mma.7092

Abstract: This paper is devoted to studying the dynamics for stochastic Fitzhugh–Nagumo equations with general multiplicative noise on thin domains, where the noise is described by a general stochastic process instead of the usual Wiener process.… read more here.

Keywords: thin domains; general multiplicative; stochastic fitzhugh; multiplicative noise ... See more keywords
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A Positive Real Lemma Type-Result with Respect to the Anisotropic Norm for Stochastic Systems with Multiplicative Noise

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Published in 2018 at "IFAC-PapersOnLine"

DOI: 10.1016/j.ifacol.2018.11.119

Abstract: Abstract The passivity of discrete–time linear stochastic systems with multiplicative noise is considered, where the systems inputs have bounded anisotropy. Using first principles analysis applying completing the square arguments, it is proved that such systems… read more here.

Keywords: positive real; stochastic systems; real lemma; multiplicative noise ... See more keywords
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Upper semi-continuity of random attractors and existence of invariant measures for nonlocal stochastic Swift–Hohenberg equation with multiplicative noise

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Published in 2021 at "Journal of Mathematical Physics"

DOI: 10.1063/5.0039187

Abstract: In this paper, we mainly study the long-time dynamical behaviors of 2D nonlocal stochastic Swift-Hohenberg equations with multiplicative noise from two perspectives. Firstly, by adopting the analytic semigroup theory, we prove the upper semi-continuity of… read more here.

Keywords: upper semi; semi continuity; swift hohenberg; multiplicative noise ... See more keywords
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Decentralised fully probabilistic design for stochastic networks with multiplicative noise

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Published in 2023 at "International Journal of Systems Science"

DOI: 10.1080/00207721.2023.2210568

Abstract: ABSTRACT In this paper, we present an innovative decentralised control framework, designed to address stochastic dynamic complex systems that are influenced by multiple multiplicative noise factors. Our advanced approach builds upon the foundation of conventional… read more here.

Keywords: noise; fully probabilistic; multiplicative noise; decentralised fully ... See more keywords
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Learning Optimal Controllers for Linear Systems With Multiplicative Noise via Policy Gradient

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Published in 2021 at "IEEE Transactions on Automatic Control"

DOI: 10.1109/tac.2020.3037046

Abstract: The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all recent work in… read more here.

Keywords: optimal controllers; policy; learning optimal; multiplicative noise ... See more keywords
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Stochastic Linearization of Feedback Systems With Multivariate Nonlinearities and Systems With State-Multiplicative Noise

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Published in 2022 at "IEEE Transactions on Automatic Control"

DOI: 10.1109/tac.2021.3096802

Abstract: Quasilinear control (QLC) theory provides a set of methods intended for the analysis and design of stochastic feedback systems with static nonlinearities. QLC leverages the method of stochastic linearization (SL), which linearizes the nonlinear functions… read more here.

Keywords: feedback systems; multiplicative noise; state multiplicative; stochastic linearization ... See more keywords
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Stabilization of Discrete-Time Multiplicative-Noise System Under Decentralized Controllers

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Published in 2022 at "IEEE Transactions on Automatic Control"

DOI: 10.1109/tac.2021.3121208

Abstract: In this article, we study the mean-square stabilization of discrete-time multiplicative-noise stochastic systems under decentralized controllers. Two controllers are involved in the system where each controller has access to different information and one information set… read more here.

Keywords: decentralized controllers; time multiplicative; discrete time; multiplicative noise ... See more keywords
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Parallel Simulation of Josephson Junctions With Multiplicative Noise

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Published in 2018 at "IEEE Transactions on Applied Superconductivity"

DOI: 10.1109/tasc.2018.2841922

Abstract: Parallel graphic processing units have been employed for fast simulations of the switching dynamics of Josephson junctions subject to critical current fluctuations. Such a system is modeled by a nonequilibrium washboard model with multiplicative noise,… read more here.

Keywords: multiplicative noise; simulation josephson; parallel simulation; josephson junctions ... See more keywords
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Open-Loop Decentralized LQ Control Problem With Multiplicative Noise

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Published in 2022 at "IEEE Transactions on Control of Network Systems"

DOI: 10.1109/tcns.2022.3181552

Abstract: This article considers the decentralized linear–quadratic (LQ) optimal control problem for the multiplicative-noise stochastic systems in discrete time with asymmetric information. There exist two controllers in the system, and each controller has its own information… read more here.

Keywords: problem multiplicative; open loop; control problem; multiplicative noise ... See more keywords
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A Convex Variational Model for Restoring SAR Images Corrupted by Multiplicative Noise

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Published in 2020 at "Mathematical Problems in Engineering"

DOI: 10.1155/2020/1952782

Abstract: This paper studies a new convex variational model for denoising and deblurring images with multiplicative noise. Considering the statistical property of the multiplicative noise following Nakagami distribution, the denoising model consists of a data fidelity… read more here.

Keywords: term; convex variational; multiplicative noise; variational model ... See more keywords
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Feedback Loops in Opinion Dynamics of Agent-Based Models with Multiplicative Noise

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Published in 2022 at "Entropy"

DOI: 10.3390/e24101352

Abstract: We introduce an agent-based model for co-evolving opinions and social dynamics, under the influence of multiplicative noise. In this model, every agent is characterized by a position in a social space and a continuous opinion… read more here.

Keywords: opinion dynamics; agent based; multiplicative noise; opinion ... See more keywords