Two easily verified delay-dependent criteria of mean-square exponential robust stability are obtained by constructing Lyapunov-Krasovskii functional and employing the decomposition technique of the continuous matrix-d...Two easily verified delay-dependent criteria of mean-square exponential robust stability are obtained by constructing Lyapunov-Krasovskii functional and employing the decomposition technique of the continuous matrix-discovered set of grey matrix and Ito formula.A numerical example shows the validity and practicality of the criteria presented in this paper.展开更多
This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem ...This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems: the deterministic optimal feedback, cautious optimal and probing optimal control problems.展开更多
We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for m...We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.展开更多
In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded conse...In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results.展开更多
Rapid stabilization of general stochastic quantum systems is investigated based on the rapid stability of stochastic differential equations.We introduce a Lyapunov-LaSalle-like theorem for a class of nonlinear stochas...Rapid stabilization of general stochastic quantum systems is investigated based on the rapid stability of stochastic differential equations.We introduce a Lyapunov-LaSalle-like theorem for a class of nonlinear stochastic systems first,based on which a unified framework of rapidly stabilizing stochastic quantum systems is proposed.According to the proposed unified framework,we design the switching state feedback controls to achieve the rapid stabilization of singlequbit systems,two-qubit systems,and N-qubit systems.From the unified framework,the state space is divided into two state subspaces,and the target state is located in one state subspace,while the other system equilibria are located in the other state subspace.Under the designed state feedback controls,the system state can only transit through the boundary between the two state subspaces no more than two times,and the target state is globally asymptotically stable in probability.In particular,the system state can converge exponentially in(all or part of)the state subspace where the target state is located.Moreover,the effectiveness and rapidity of the designed state feedback controls are shown in numerical simulations by stabilizing GHZ states for a three-qubit system.展开更多
In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are der...In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are derived. It shows how to derive conserved quantities for stochastic dynamical systems by using their symmetries without recourse to Noether＇s theorem.展开更多
In this paper, the robust H∞control problem for a class of stochastic systems with interval time-varying and distributed delays is discussed. The system under study involves parameter uncertainty, stochastic disturba...In this paper, the robust H∞control problem for a class of stochastic systems with interval time-varying and distributed delays is discussed. The system under study involves parameter uncertainty, stochastic disturbance, interval time-varying,and distributed delay. The aim is to design a delay-dependent robust H∞control which ensures the robust asymptotic stability of the given system and to express it in the form of linear matrix inequalities（LMIs）. Numerical examples are given to demonstrate the effectiveness of the proposed method. The results are also compared with the existing results to show its conservativeness.展开更多
This paper is concerned with the problem of robust H∞ control for structured uncertain stochastic neural networks with both discrete and distributed time varying delays. A sufficient condition is presented for the ex...This paper is concerned with the problem of robust H∞ control for structured uncertain stochastic neural networks with both discrete and distributed time varying delays. A sufficient condition is presented for the existence of H∞ control based on the Lyapunov stability theory. The stability criterion is described in terms of linear matrix inequalities （LMIs）, which can be easily checked in practice. An example is provided to demonstrate the effectiveness of the proposed result.展开更多
Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis ...Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis is conducted to investigate bifurcations of a simple dynamical system under non-Gaussian a-stable Levy motions, by examining the changes in stationary probability density functions for the solution orbits of this stochastic system. The stationary probability density functions are obtained by solving a nonlocal Fokker-Planck equation numerically. This allows numerically investigating phenomenological bifurcation, or P-bifurcation, for stochastic differential equations with non-Gaussian Levy noises.展开更多
基金Supported by the Natural Science Foundation of Henan Province（061105440） Supported by the Natural Science Foundation of the Education Department of Henan Province（2008A1100150）
文摘Two easily verified delay-dependent criteria of mean-square exponential robust stability are obtained by constructing Lyapunov-Krasovskii functional and employing the decomposition technique of the continuous matrix-discovered set of grey matrix and Ito formula.A numerical example shows the validity and practicality of the criteria presented in this paper.
文摘This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems: the deterministic optimal feedback, cautious optimal and probing optimal control problems.
基金Project supported by the Natural Science Foundation of Jiangsu Province (Grant No.BK20220917)the National Natural Science Foundation of China (Grant Nos.12001213 and 12302035)。
文摘We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61203147,60973095,60804013,and 61104092)the Fundamental Research Funds for the Central Universities,China(Grant Nos.JUSRP111A44,JUSRP21011,and JUSRP11233)+1 种基金the Foundation of State Key Laboratory of Digital Manufacturing Equipment and Technology,HUST,China(Grant No.DMETKF2010008)the Humanities and Social Sciences Youth Funds of the Ministry of Education,China(Grant No.12YJCZH218)
文摘In this paper we provide a unified framework for consensus tracking of leader-follower multi-agent systems with measurement noises based on sampled data with a general sampling delay. First, a stochastic bounded consensus tracking protocol based on sampled data with a general sampling delay is presented by employing the delay decomposition technique. Then, necessary and sufficient conditions are derived for guaranteeing leader-follower multi-agent systems with measurement noises and a time-varying reference state to achieve mean square bounded consensus tracking. The obtained results cover no sampling delay, a small sampling delay and a large sampling delay as three special cases. Last, simulations are provided to demonstrate the effectiveness of the theoretical results.
基金Project supported in part by the National Natural Science Foundation of China(Grant No.72071183)Research Project Supported by Shanxi Scholarship Council of China(Grant No.2020-114).
文摘Rapid stabilization of general stochastic quantum systems is investigated based on the rapid stability of stochastic differential equations.We introduce a Lyapunov-LaSalle-like theorem for a class of nonlinear stochastic systems first,based on which a unified framework of rapidly stabilizing stochastic quantum systems is proposed.According to the proposed unified framework,we design the switching state feedback controls to achieve the rapid stabilization of singlequbit systems,two-qubit systems,and N-qubit systems.From the unified framework,the state space is divided into two state subspaces,and the target state is located in one state subspace,while the other system equilibria are located in the other state subspace.Under the designed state feedback controls,the system state can only transit through the boundary between the two state subspaces no more than two times,and the target state is globally asymptotically stable in probability.In particular,the system state can converge exponentially in(all or part of)the state subspace where the target state is located.Moreover,the effectiveness and rapidity of the designed state feedback controls are shown in numerical simulations by stabilizing GHZ states for a three-qubit system.
基金Project supported by the National Natural Science Foundation of China （Grant Nos 10572021 and 10372053）, and Fundamental Research Foundation of Beijing Institute of Technology, China （Grant No BIT-UBF-200507A4206）
文摘In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are derived. It shows how to derive conserved quantities for stochastic dynamical systems by using their symmetries without recourse to Noether＇s theorem.
基金Project supported by the Fund from the Department of Science and Technology(DST)(Grant No.SR/FTP/MS-039/2011)
文摘In this paper, the robust H∞control problem for a class of stochastic systems with interval time-varying and distributed delays is discussed. The system under study involves parameter uncertainty, stochastic disturbance, interval time-varying,and distributed delay. The aim is to design a delay-dependent robust H∞control which ensures the robust asymptotic stability of the given system and to express it in the form of linear matrix inequalities（LMIs）. Numerical examples are given to demonstrate the effectiveness of the proposed method. The results are also compared with the existing results to show its conservativeness.
基金Project is supported in part by the National Natural Science Foundation of China (Grant No 60474031)NCET (04-0383)+2 种基金the State Key Development Program for Basic Research of China (Grant No 2002cb312200-3)the Shanghai ‘Phosphor’ Foundation(Grant No 04QMH1405)Australia-China Special Fund for Scientific & Technological Cooperation
文摘This paper is concerned with the problem of robust H∞ control for structured uncertain stochastic neural networks with both discrete and distributed time varying delays. A sufficient condition is presented for the existence of H∞ control based on the Lyapunov stability theory. The stability criterion is described in terms of linear matrix inequalities （LMIs）, which can be easily checked in practice. An example is provided to demonstrate the effectiveness of the proposed result.
基金supported by the NSFC(10971225, 11171125, 91130003 and 11028102)the NSFH (2011CDB289)+1 种基金HPDEP (20114503 and 2011B400)the Cheung Kong Scholars Program and the Fundamental Research Funds for the Central Universities, HUST(2010ZD037)
文摘Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis is conducted to investigate bifurcations of a simple dynamical system under non-Gaussian a-stable Levy motions, by examining the changes in stationary probability density functions for the solution orbits of this stochastic system. The stationary probability density functions are obtained by solving a nonlocal Fokker-Planck equation numerically. This allows numerically investigating phenomenological bifurcation, or P-bifurcation, for stochastic differential equations with non-Gaussian Levy noises.
