Search · four archives
Search · four archives
21 papers · ranked by Valyu relevance
Xiaoming Fu, Xinyi Zhou, Dongyang Gu, Zhixing Cao + 1 more
DelaySSAToolkit.jl is a Julia package for modelling reaction systems with non-Markovian dynamics, specifically those with time delays. These delays implicitly capture multiple intermediate reaction steps and hence serve as an effective model reduction technique for complex systems in biology, chemistry, ecology and…
Weijun Meng, Tianxiao Wang, Ji-Feng Zhang
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can appear simultaneously in the state equation and the cost functional. The closed-loop outcome control of this delayed problem is given by a…
Zsolt Iklodi, Harry Dankowicz
For linear, time-invariant stochastic delay-differential equations with a single constant delay and both multiplicative and additive noise, this paper derives optimal semi-analytic algebraic equality conditions that can be used to identify second-moment stability boundaries without the use of problem discretization.…
Bhargav R. Karamched, Christopher E. Miles
Delays and stochasticity have both served as crucially valuable ingredients in mathematical descriptions of control, physical and biological systems. In this work, we investigate how explicitly dynamical stochasticity in delays modulates the effect of delayed feedback. To do so, we consider a hybrid model where…
Shuo Li, Sami Ullah Khan, Muhammad Bilal Riaz, Salman A. AlQahtani + 1 more
'Atif M. Alamri'] The fractional stochastic delay differential equation (FSDDE) is a powerful mathematical tool for modeling complex systems that exhibit both fractional order dynamics and stochasticity with time delays. The purpose of this study is to explore the stability analysis of a system of FSDDEs. Our study…
Mengqi Xie, Sami Ullah Khan, Wojciech Sumelka, Atif M. Alamri + 1 more
'Salman A. AlQahtani'] In recent years, there has been a growing interest in incorporating fractional calculus into stochastic delay systems due to its ability to model complex phenomena with uncertainties and memory effects. The fractional stochastic delay differential equations are conventional in modeling such…
Federico Gollinucci, Enrico Ortu, Lamberto Rondoni, Zhigang Zheng
The exact response theory, also known as Transient Time Correlation Function formalism, is a powerful method concerning how observables respond to a given perturbation of the dynamics of the systems of interest, and it extends linear response theory to generic (autonomous) dynamical systems. Its main ingredient is the…
Shiduo Qu, Hui Gao
In this paper, we accomplish the existence and stability of the solution of a class of delay rough partial differential equations (DRPDEs). Moreover, we prove that the solution of DRPDEs can converge to that of RPDEs in sense of some distance as the delay tends to zero. As applications, we employ the main results to…
Wen Lu
differential delay equations and their corresponding Euler-Maruyama methods in $G$-framework Authors: ['Wen Lu'] In this paper, we investigate the stability equivalence problem for stochastic differential delay equations, the auxiliary stochastic differential equations and their corresponding Euler-Maruyama (EM)…
Xinpo Li, Jingtao Shi
This paper investigates an optimal control problem where the system is described by a stochastic differential equation with extended mixed delays that contain point delay, extended distributed delay, and extended noisy memory. The model is general in that the extended mixed delays of the state variable and control…
Gennady Gorin, Shawn Yoshida, Lior Pachter
The serial nature of reactions involved in the RNA life-cycle motivates the incorporation of delays in models of transcriptional dynamics. The models couple a bursty or switching promoter to a fairly general set of Markovian or deterministically delayed monomolecular RNA interconversion reactions with no feedback. We…
José Augusto Fontenele Magalhães, Muhammad Fuady Emzir, Francesco Corona
In order to characterise the dynamics of a biochemical system such as the chemostat, we consider a differential description of the evolution of its state under environmental fluctuations. We present solutions to the filtering problem for a chemostat subjected to geometric Brownian motion. Under this modelling…
Ruixue Li, Xun Li, Zhaorong Zhang, Juanjuan Xu
This paper investigates the infinite-horizon classical stochastic optimal control problem with input delay under an entropy-regularized relaxed control framework. In particular, by constructing a relaxed system and introducing an entropy regularization term, we reformulate the classical optimal control problem into an…
Randa Herzallah, Yuyang Zhou
This paper proposes a unified probabilistic control framework for a class of stochastic systems with both control input and state time delays. Both of the stochastic nature and time delays in the system dynamics are considered simultaneously, thus providing a comprehensive and rigorous control methodology. The problem…
Zhifu Jia, José Balthazar, Angelo Marcelo Tusset, Átila Madureira Bueno + 2 more
'Átila Madureira Bueno' 'Diego Colón' 'Marcus Varanis'] Uncertainty, time delays, and jumps often coexist in dynamic game problems due to the complexity of the environment. To address such issues, we can utilize uncertain delay differential equations with jumps to depict the dynamic changes in differential game…
Yun Min Song, Sean Campbell, LieJune Shiau, Jae Kyoung Kim + 1 more
Genetic oscillations are generated by delayed transcriptional negative feedback loops, wherein repressor proteins inhibit their own synthesis after a temporal production delay. This delay is distributed because it arises from a sequence of noisy processes, including transcription, translation, folding, and…
Jacek Miȩkisz, Javad Mohamadichamgavi, Raffi Vardanyan
We present a microscopic model of replicator dynamics with strategy-dependent time delays. In such a model, new players are born from parents who interacted and received payoffs in the past. In the case of small delays, we use Taylor expansion to get ordinary differential equations for frequencies of strategies with…
Christopher N. Angstmann, Stuart-James M. Burney, Daniel Han, B. I. Henry + 1 more
'B. I. Henry' 'Zhijie Xu'] Exact solutions are derived for a time-delay advection equation and a fractional-order time-delay advection equation with a time-delay in the spatial derivative. Solutions are obtained, for arbitrary separable initial conditions, by incorporating recently introduced delay functions in a…
Anton V. Sinitskiy
In this paper, we extend our previous work on a simplified model of the nervous system by solving the general optimization problem for the evolutionary cost of the nervous system. This optimization takes into account constraints on the scales of membrane potential kinetics and sensory response function to ensure…
Authors not listed
Exploring the potential energy surface to sample transition state regions is crucial to understand the atomic processes that govern chemical reactivity. Ideally, the exploration does not require any collective variables that are based on prior chemical domain knowledge. With this in mind, we adapt the stochastic saddle…
Authors not listed
Moving bed reactors (MBRs) are widely used in various industrial processes, making the development of mathematical models crucial for their design, optimization, and control. This study presents a semi-analytical solution (SAS) for a lumped parameter kinetic and heat transfer model of a tubular MBR, where a first-order…