Stochastic Systems with Time Delay

Stochastic Systems with Time Delay

Author: Sarah A.M. Loos

Publisher: Springer Nature

Published: 2021-09-18

Total Pages: 296

ISBN-13: 3030807711

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The nonequilibrium behavior of nanoscopic and biological systems, which are typically strongly fluctuating, is a major focus of current research. Lately, much progress has been made in understanding such systems from a thermodynamic perspective. However, new theoretical challenges emerge when the fluctuating system is additionally subject to time delay, e.g. due to the presence of feedback loops. This thesis advances this young and vibrant research field in several directions. The first main contribution concerns the probabilistic description of time-delayed systems; e.g. by introducing a versatile approximation scheme for nonlinear delay systems. Second, it reveals that delay can induce intriguing thermodynamic properties such as anomalous (reversed) heat flow. More generally, the thesis shows how to treat the thermodynamics of non-Markovian systems by introducing auxiliary variables. It turns out that delayed feedback is inextricably linked to nonreciprocal coupling, information flow, and to net energy input on the fluctuating level.


Stochastic Hybrid Systems

Stochastic Hybrid Systems

Author: Christos G. Cassandras

Publisher: CRC Press

Published: 2018-10-03

Total Pages: 300

ISBN-13: 1420008544

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Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.


Methodologies for Control of Jump Time-Delay Systems

Methodologies for Control of Jump Time-Delay Systems

Author: Magdi S. Mahmoud

Publisher: Springer Science & Business Media

Published: 2003-07-31

Total Pages: 462

ISBN-13: 1402074891

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This book is about time-domain modelling, stability, stabilization, control design and filtering for JTDS. It gives readers a thorough understanding of the basic mathematical analysis and fundamentals, offers a straightforward treatment of the different topics and provides broad coverage of the recent methodologies.


Complex Time-Delay Systems

Complex Time-Delay Systems

Author: Fatihcan M. Atay

Publisher: Springer

Published: 2010-03-10

Total Pages: 336

ISBN-13: 3642023290

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One of the major contemporary challenges in both physical and social sciences is modeling, analyzing, and understanding the self-organization, evolution, behavior, and eventual decay of complex dynamical systems ranging from cell assemblies to the human brain to animal societies. The multi-faceted problems in this domain require a wide range of methods from various scienti?c disciplines. There is no question that the inclusion of time delays in complex system models considerably enriches the challenges presented by the problems. Although this inclusion often becomes inevitable as real-world applications demand more and more realistic m- els, the role of time delays in the context of complex systems so far has not attracted the interest it deserves. The present volume is an attempt toward ?lling this gap. There exist various useful tools for the study of complex time-delay systems. At the forefront is the mathematical theory of delay equations, a relatively mature ?eld in many aspects, which provides some powerful techniques for analytical inquiries, along with some other tools from statistical physics, graph theory, computer science, dynamical systems theory, probability theory, simulation and optimization software, and so on. Nevertheless, the use of these methods requires a certain synergy to address complex systems problems, especially in the presence of time delays.


Stability, Control, and Computation for Time-Delay Systems

Stability, Control, and Computation for Time-Delay Systems

Author: Wim Michiels

Publisher: SIAM

Published: 2014-12-11

Total Pages: 443

ISBN-13: 1611973627

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Time delays are important components of many systems in, for instance, engineering, physics, economics, and the life sciences, because the transfer of material, energy, and information is usually not instantaneous. Time delays may appear as computation and communication lags, they model transport phenomena and heredity, and they arise as feedback delays in control loops. This monograph addresses the problem of stability analysis, stabilization, and robust fixed-order control of dynamical systems subject to delays, including both retarded- and neutral-type systems. Within the eigenvalue-based framework, an overall solution is given to the stability analysis, stabilization, and robust control design problem, using both analytical methods and numerical algorithms and applicable to a broad class of linear time-delay systems.? In this revised edition, the authors make the leap from stabilization to the design of robust and optimal controllers and from retarded-type to neutral-type delay systems, thus enlarging the scope of the book within control; include new, state-of-the-art material on numerical methods and algorithms to broaden the book?s focus and to reach additional research communities, in particular numerical linear algebra and numerical optimization; and increase the number and range of applications to better illustrate the effectiveness and generality of their approach.?


Analysis and Synthesis of Dynamical Systems with Time-Delays

Analysis and Synthesis of Dynamical Systems with Time-Delays

Author: Yuanqing Xia

Publisher: Springer

Published: 2009-10-06

Total Pages: 288

ISBN-13: 3642026966

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Time-delay occurs in many dynamical systems such as biological systems, chemical systems, metallurgical processing systems, nuclear reactor, long transmission lines in pneumatic, hydraulic systems and electrical networks. Especially, in recent years, time-delay which exists in networked control s- temshasbroughtmorecomplexproblemintoanewresearcharea.Frequently, itisasourceofthegenerationofoscillation,instabilityandpoorperformance. Considerable e?ort has been applied to di?erent aspects of linear time-delay systems during recent years. Because the introduction of the delay factor renders the system analysis more complicated, in addition to the di?culties caused by the perturbation or uncertainties, in the control of time-delay s- tems, the problems of robust stability and robust stabilization are of great importance. This book presents some basic theories of stability and stabilization of systems with time-delay, which are related to the main results in this book. More attention will be paid on synthesis of systems with time-delay. That is, sliding mode control of systems with time-delay; networked control systems with time-delay; networked data fusion with random delay.


Stability and Control of Time-delay Systems

Stability and Control of Time-delay Systems

Author: Luc Dugard

Publisher: Springer

Published: 1997-10-07

Total Pages: 0

ISBN-13: 9783540761938

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Although the last decade has witnessed significant advances in control theory for finite and infinite dimensional systems, the stability and control of time-delay systems have not been fully investigated. Many problems exist in this field that are still unresolved, and there is a tendency for the numerical methods available either to be too general or too specific to be applied accurately across a range of problems. This monograph brings together the latest trends and new results in this field, with the aim of presenting methods covering a large range of techniques. Particular emphasis is placed on methods that can be directly applied to specific problems. The resulting book is one that will be of value to both researchers and practitioners.


Stochastic Non-Excitable Systems with Time Delay

Stochastic Non-Excitable Systems with Time Delay

Author: Paul M. Geffert

Publisher: Springer

Published: 2015-03-16

Total Pages: 91

ISBN-13: 3658092955

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Paul M. Geffert analyses the interplay of noise and time delay in non-excitable nonlinear systems and the modulation of stochastic effects. In particular, the author studies coherence resonance, which is a constructive effect of noise that occurs in nonlinear systems, and demonstrates that it can be modulated by time-delayed feedback. Analytical methods for the investigation of stochastic delay differential equations are developed. Noise or random perturbations and time delay are two phenomena which arise in many fields of physics, chemistry, or biology, just to mention a few examples. The investigated model is a generic Hopf normal form so that these methods and results can be transferred to many different areas of science.


Fuzzy Control Systems with Time-Delay and Stochastic Perturbation

Fuzzy Control Systems with Time-Delay and Stochastic Perturbation

Author: Ligang Wu

Publisher: Springer

Published: 2014-10-17

Total Pages: 357

ISBN-13: 331911316X

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This book presents up-to-date research developments and novel methodologies on fuzzy control systems. It presents solutions to a series of problems with new approaches for the analysis and synthesis of fuzzy time-delay systems and fuzzy stochastic systems, including stability analysis and stabilization, dynamic output feedback control, robust filter design, and model approximation. A set of newly developed techniques such as fuzzy Lyapunov function approach, delay-partitioning, reciprocally convex, cone complementary linearization approach are presented. Fuzzy Control Systems with Time-Delay and Stochastic Perturbation: Analysis and Synthesis is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.


Time-Delay Systems

Time-Delay Systems

Author: Magdi S. Mahmoud

Publisher:

Published: 2018

Total Pages: 0

ISBN-13: 9781536130881

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Time-delay occurs in many physical, industrial and engineering systems such as biological systems, chemical systems, metallurgical processing systems, nuclear reactors, hydraulic systems and electrical networks, to name a few. The reason for the occurrence could be attributed to inherent physical phenomena like mass transport flow or recycling. It could result from the finite capabilities of information processing and data transmission among various parts of the system. In addition, they could be by-products of computational delays or could be intentionally introduced for some design consideration. Such delays could be constant or time varying, known or unknown, deterministic or stochastic depending on the system under consideration. In recent years, time-delay, which exists in networked control systems, has brought more complex problems into a new research area. Frequently, it is a source of the generation of oscillation, instability and poor performance. Therefore, the subject of Time-Delay Systems (TDS) has been investigated as functional differential equations over the past four decades. Because the presence of the delay factor renders the system analysis more complicated, the problems of stability and stabilization are of great importance. This book presents some basic theories of stability and stabilization of systems with time-delays. More attention is paid to the synthesis of systems with time-delay. That is, control of nonlinear systems with delay; networked control systems; positive delay systems; fuzzy systems; and reset control with random delay are all analysed within this book.