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Samy Tindel - One of the best experts on this subject based on the ideXlab platform.
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Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative Noise
Annals of Probability, 2019Co-Authors: Aurélien Deya, Fabien Panloup, Samy TindelAbstract:We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative Noise component $\sigma$. When $\sigma$ is constant and for every $H\in (0,1)$, it was proved in [19] that, under some mean-reverting assumptions, such a process converges to its equilibrium at a rate of order $t^{-\alpha}$ where $\alpha \in (0,1)$ (depending on $H$). In [11], this result has been extended to the multiplicative case when $H>1/2$. In this paper, we obtain these types of results in the rough setting $H\in (1/3,1/2)$. Once again, we retrieve the rate orders of the additive setting. Our methods also extend the multiplicative results of [11] by deleting the gradient assumption on the Noise Coefficient $\sigma$. The main theorems include some existence and uniqueness results for the invariant distribution.
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rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative Noise
Annals of Probability, 2019Co-Authors: Aurélien Deya, Fabien Panloup, Samy TindelAbstract:We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in(1/3,1)$ and multiplicative Noise component $\sigma$. When $\sigma$ is constant and for every $H\in(0,1)$, it was proved in [Ann. Probab. 33 (2005) 703–758] that, under some mean-reverting assumptions, such a process converges to its equilibrium at a rate of order $t^{-\alpha}$ where $\alpha\in(0,1)$ (depending on $H$). In [Ann. Inst. Henri Poincare Probab. Stat. 53 (2017) 503–538], this result has been extended to the multiplicative case when $H>1/2$. In this paper, we obtain these types of results in the rough setting $H\in(1/3,1/2)$. Once again, we retrieve the rate orders of the additive setting. Our methods also extend the multiplicative results of [Ann. Inst. Henri Poincare Probab. Stat. 53 (2017) 503–538] by deleting the gradient assumption on the Noise Coefficient $\sigma$. The main theorems include some existence and uniqueness results for the invariant distribution.
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rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative Noise
arXiv: Probability, 2016Co-Authors: Aurélien Deya, Fabien Panloup, Samy TindelAbstract:We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative Noise component $\sigma$. When $\sigma$ is constant and for every $H\in (0,1)$, it was proved in [19] that, under some mean-reverting assumptions, such a process converges to its equilibrium at a rate of order $t^{-\alpha}$ where $\alpha \in (0,1)$ (depending on $H$). In [11], this result has been extended to the multiplicative case when $H\textgreater{}1/2$. In this paper, we obtain these types of results in the rough setting $H\in (1/3,1/2)$. Once again, we retrieve the rate orders of the additive setting. Our methods also extend the multiplicative results of [11] by deleting the gradient assumption on the Noise Coefficient $\sigma$. The main theorems include some existence and uniqueness results for the invariant distribution.
Jifeng Zhang - One of the best experts on this subject based on the ideXlab platform.
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multi agent consensus with relative state dependent measurement Noises
IEEE Transactions on Automatic Control, 2014Co-Authors: Jifeng ZhangAbstract:In this note, the distributed consensus corrupted by relative- state-dependent measurement Noises is considered. Each agent can mea- sure or receive its neighbors' state information with random Noises, whose intensity is a vector function of agents' relative states. By investigating the structure of this interaction and the tools of stochastic differential equa- tions, we develop several small consensus gain theorems to give sufficient conditions in terms of the control gain, the number of agents and the Noise intensity function to ensure mean square (m.s.) and almost sure (a.s.) consensus and quantify the convergence rate and the steady-state error. Especially, for the case with homogeneous communication and control channels, a necessary and sufficient condition to ensure m.s. consensus on the control gain is given and it is shown that the control gain is independent of the specific network topology, but only depends on the number of nodes and the Noise Coefficient constant. For symmetric measurement models, the almost sure convergence rate is estimated by the Iterated Logarithm Law of Brownian motions. Index Terms—Distributed consensus, distributed coordination, fading channel, measurement Noises, multi-agent system.
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multi agent consensus with relative state dependent measurement Noises
arXiv: Systems and Control, 2013Co-Authors: Jifeng ZhangAbstract:In this note, the distributed consensus corrupted by relative-state-dependent measurement Noises is considered. Each agent can measure or receive its neighbors' state information with random Noises, whose intensity is a vector function of agents' relative states. By investigating the structure of this interaction and the tools of stochastic differential equations, we develop several small consensus gain theorems to give sufficient conditions in terms of the control gain, the number of agents and the Noise intensity function to ensure mean square (m. s.) and almost sure (a. s.) consensus and quantify the convergence rate and the steady-state error. Especially, for the case with homogeneous communication and control channels, a necessary and sufficient condition to ensure m. s. consensus on the control gain is given and it is shown that the control gain is independent of the specific network topology, but only depends on the number of nodes and the Noise Coefficient constant. For symmetric measurement models, the almost sure convergence rate is estimated by the Iterated Logarithm Law of Brownian motions.
Aurélien Deya - One of the best experts on this subject based on the ideXlab platform.
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Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative Noise
Annals of Probability, 2019Co-Authors: Aurélien Deya, Fabien Panloup, Samy TindelAbstract:We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative Noise component $\sigma$. When $\sigma$ is constant and for every $H\in (0,1)$, it was proved in [19] that, under some mean-reverting assumptions, such a process converges to its equilibrium at a rate of order $t^{-\alpha}$ where $\alpha \in (0,1)$ (depending on $H$). In [11], this result has been extended to the multiplicative case when $H>1/2$. In this paper, we obtain these types of results in the rough setting $H\in (1/3,1/2)$. Once again, we retrieve the rate orders of the additive setting. Our methods also extend the multiplicative results of [11] by deleting the gradient assumption on the Noise Coefficient $\sigma$. The main theorems include some existence and uniqueness results for the invariant distribution.
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rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative Noise
Annals of Probability, 2019Co-Authors: Aurélien Deya, Fabien Panloup, Samy TindelAbstract:We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in(1/3,1)$ and multiplicative Noise component $\sigma$. When $\sigma$ is constant and for every $H\in(0,1)$, it was proved in [Ann. Probab. 33 (2005) 703–758] that, under some mean-reverting assumptions, such a process converges to its equilibrium at a rate of order $t^{-\alpha}$ where $\alpha\in(0,1)$ (depending on $H$). In [Ann. Inst. Henri Poincare Probab. Stat. 53 (2017) 503–538], this result has been extended to the multiplicative case when $H>1/2$. In this paper, we obtain these types of results in the rough setting $H\in(1/3,1/2)$. Once again, we retrieve the rate orders of the additive setting. Our methods also extend the multiplicative results of [Ann. Inst. Henri Poincare Probab. Stat. 53 (2017) 503–538] by deleting the gradient assumption on the Noise Coefficient $\sigma$. The main theorems include some existence and uniqueness results for the invariant distribution.
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rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative Noise
arXiv: Probability, 2016Co-Authors: Aurélien Deya, Fabien Panloup, Samy TindelAbstract:We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative Noise component $\sigma$. When $\sigma$ is constant and for every $H\in (0,1)$, it was proved in [19] that, under some mean-reverting assumptions, such a process converges to its equilibrium at a rate of order $t^{-\alpha}$ where $\alpha \in (0,1)$ (depending on $H$). In [11], this result has been extended to the multiplicative case when $H\textgreater{}1/2$. In this paper, we obtain these types of results in the rough setting $H\in (1/3,1/2)$. Once again, we retrieve the rate orders of the additive setting. Our methods also extend the multiplicative results of [11] by deleting the gradient assumption on the Noise Coefficient $\sigma$. The main theorems include some existence and uniqueness results for the invariant distribution.
Hamideh Nouri - One of the best experts on this subject based on the ideXlab platform.
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leaf water relations in diospyros kaki during a mild water deficit exposure
Agricultural Water Management, 2019Co-Authors: I Grinan, Pedro Rodriguez, Hamideh Nouri, Eros Borsato, Antonio Molina, Z N Cruz, Ana Centeno, Alfonso Moriana, M J MartinpalomoAbstract:Abstract The resistance mechanisms (stress avoidance and stress tolerance) developed by persimmon plants (Diospyros kaki L. f. grafted on Diospyros lotus L.) in response to mild water stress and the sensitivity of continuously (on a whole-day basis) and discretely (at predawn and midday) measured indicators of the plant water status were investigated in 3-year old ‘Rojo Brillante’ persimmon plants. Control (T0) plants were drip irrigated in order to maintain soil water content at levels slightly above soil field capacity (102.3% of soil field capacity) and T1 plants were drip irrigated for 33 days in order to maintain the soil water content at around 80% of soil field capacity. The results indicated persimmon plants confront a mild water stress situation by gradually developing stomata control (stress avoidance mechanism) and exhibiting some xeromorphic characteristic such as high leaf relative apoplastic water content, which could contribute to the retention of water at low leaf water potentials. In addition, sap flow measurements made by the heat-pulse technique were seen to be the most suitable method for estimating persimmon water status, because it provided the highest signal intensity (actual value/reference value):Noise (Coefficient of variation) ratio in almost all intervals of time considered and provides continuous and automated registers of the persimmon water status in real time.
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leaf water relations in diospyros kaki under mild water deficit
XIV Simposio Internacional Hispano-Portugués de Relaciones Hídricas en Las Plantas 2018, 2018Co-Authors: I Grinan, Pedro Rodriguez, Hamideh Nouri, Eros Borsato, Antonio Molina, D Morales, Z N Cruz, M Corell, Ana CentenoAbstract:The resistance mechanisms developed by persimmon (Diospyros kaki L. f.) plants in response to mild water stress and the sensitivity of continuously (on a whole-day basis) and discretely (at predawn and midday) measured indicators of the plant water status were investigated in 3-year old ‘Rojo Brillante’ persimmon plants. Control (T0) plants were drip irrigated in order to maintain soil water content at levels slightly above soil field capacity and T1 plants were drip irrigated for 33 days in order to maintain the soil water content at around 80 % of soil field capacity. The results indicated persimmon plants confront a mild water stress situation by gradually developing stomata control (stress avoidance mechanism) and exhibiting some xeromorphic characteristic such as high leaf relative apoplastic water content, which could contribute to the retention of water at low leaf water potentials. In addition, sap flow measurements made by the heat-pulse technique were seen to be the most suitable method for estimating persimmon water status, because it provided the highest signal intensity (actual value/reference value):Noise (Coefficient of variation) ratio in almost all intervals of time considered and provides continuous and automated registers of the persimmon water status in real time.
M J Martinpalomo - One of the best experts on this subject based on the ideXlab platform.
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leaf water relations in diospyros kaki during a mild water deficit exposure
Agricultural Water Management, 2019Co-Authors: I Grinan, Pedro Rodriguez, Hamideh Nouri, Eros Borsato, Antonio Molina, Z N Cruz, Ana Centeno, Alfonso Moriana, M J MartinpalomoAbstract:Abstract The resistance mechanisms (stress avoidance and stress tolerance) developed by persimmon plants (Diospyros kaki L. f. grafted on Diospyros lotus L.) in response to mild water stress and the sensitivity of continuously (on a whole-day basis) and discretely (at predawn and midday) measured indicators of the plant water status were investigated in 3-year old ‘Rojo Brillante’ persimmon plants. Control (T0) plants were drip irrigated in order to maintain soil water content at levels slightly above soil field capacity (102.3% of soil field capacity) and T1 plants were drip irrigated for 33 days in order to maintain the soil water content at around 80% of soil field capacity. The results indicated persimmon plants confront a mild water stress situation by gradually developing stomata control (stress avoidance mechanism) and exhibiting some xeromorphic characteristic such as high leaf relative apoplastic water content, which could contribute to the retention of water at low leaf water potentials. In addition, sap flow measurements made by the heat-pulse technique were seen to be the most suitable method for estimating persimmon water status, because it provided the highest signal intensity (actual value/reference value):Noise (Coefficient of variation) ratio in almost all intervals of time considered and provides continuous and automated registers of the persimmon water status in real time.