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Determining the domain of attraction of hybrid non–linear systems using maximal Lyapunov functions

Szabolcs Rozgonyi, Katalin M. Hangos, Gábor Szederkényi (2010)

Kybernetika

In this article a method is presented to find systematically the domain of attraction (DOA) of hybrid non-linear systems. It has already been shown that there exists a sequence of special kind of Lyapunov functions V n in a rational functional form approximating a maximal Lyapunov function V M that can be used to find an estimation for the DOA. Based on this idea, an improved method has been developed and implemented in a Mathematica-package to find such Lyapunov functions V n for a class of hybrid (piecewise...

Discrete time markovian agents interacting through a potential

Amarjit Budhiraja, Pierre Del Moral, Sylvain Rubenthaler (2013)

ESAIM: Probability and Statistics

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition probability kernel that depends on the ‘gradient’ of the potential field. The particles, in turn, dynamically modify the potential field through their cumulative input. Interacting Markov processes of the above form have been suggested as models for active biological transport...

Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures

Pierre Del Moral, Laurent Miclo (2006)

ESAIM: Probability and Statistics

Soit U une fonction définie sur un ensemble fini E muni d'un noyau markovien irréductible M. L'objectif du papier est de comparer théoriquement deux procédures stochastiques de minimisation globale de U : le recuit simulé et un algorithme génétique. Pour ceci on se placera dans la situation idéalisée d'une infinité de particules disponibles et nous ferons une hypothèse commode d'existence de suffisamment de symétries du cadre (E,M,U). On verra notamment que contrairement au recuit simulé, toute...

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