Stochastic System

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Xian-geng Zhao - One of the best experts on this subject based on the ideXlab platform.

  • Transitions and transport for a spatially periodic Stochastic System with locally coupled oscillators.
    Physical review. E Statistical nonlinear and soft matter physics, 2004
    Co-Authors: Ying-kui Zhao, Xian-geng Zhao
    Abstract:

    In this paper, with a special model, we investigate the spatially periodic Stochastic System with locally coupled oscillators subject to a constant force F. A nonequilibrium second-order phase transition is found when F=0. This phase transition is reentrant when the additive noise is weak. With varying the constant force F, a continuous or discontinuous transition between the states with positive and negative mean fields (mu>0 and mu

  • Transitions and transport for a spatially periodic Stochastic System with locally coupled oscillators.
    Physical Review E, 2004
    Co-Authors: Ying-kui Zhao, Xian-geng Zhao
    Abstract:

    In this paper, with a special model, we investigate the spatially periodic Stochastic System with locally coupled oscillators subject to a constant force F. A nonequilibrium second-order phase transition is found when F= 0. This phase transition is reentrant when the additive noise is weak. With varying the constant force F ,a continuous or discontinuous transition between the states with positive and negative mean fields (m . 0 and m , 0) is observed, which is not a phase transition. The mean field or current sometimes exhibits hysteresis as a function of F. With the variation of the force F, when hysteresis of the mean field or current versus F appears, a nonzero probability current with definite direction will occur at the point F= 0. The correlation between the additive and multiplicative noises has an effect on the transitions and the transport.

Ying-kui Zhao - One of the best experts on this subject based on the ideXlab platform.

  • Transitions and transport for a spatially periodic Stochastic System with locally coupled oscillators.
    Physical review. E Statistical nonlinear and soft matter physics, 2004
    Co-Authors: Ying-kui Zhao, Xian-geng Zhao
    Abstract:

    In this paper, with a special model, we investigate the spatially periodic Stochastic System with locally coupled oscillators subject to a constant force F. A nonequilibrium second-order phase transition is found when F=0. This phase transition is reentrant when the additive noise is weak. With varying the constant force F, a continuous or discontinuous transition between the states with positive and negative mean fields (mu>0 and mu

  • Transitions and transport for a spatially periodic Stochastic System with locally coupled oscillators.
    Physical Review E, 2004
    Co-Authors: Ying-kui Zhao, Xian-geng Zhao
    Abstract:

    In this paper, with a special model, we investigate the spatially periodic Stochastic System with locally coupled oscillators subject to a constant force F. A nonequilibrium second-order phase transition is found when F= 0. This phase transition is reentrant when the additive noise is weak. With varying the constant force F ,a continuous or discontinuous transition between the states with positive and negative mean fields (m . 0 and m , 0) is observed, which is not a phase transition. The mean field or current sometimes exhibits hysteresis as a function of F. With the variation of the force F, when hysteresis of the mean field or current versus F appears, a nonzero probability current with definite direction will occur at the point F= 0. The correlation between the additive and multiplicative noises has an effect on the transitions and the transport.

Tyler H. Summers - One of the best experts on this subject based on the ideXlab platform.

  • A Performance and Stability Analysis of Low-inertia Power Grids with Stochastic System Inertia
    arXiv: Optimization and Control, 2019
    Co-Authors: Yi Guo, Tyler H. Summers
    Abstract:

    Traditional synchronous generators with rotational inertia are being replaced by low-inertia renewable energy resources (RESs) in many power grids and operational scenarios. Due to emerging market mechanisms, inherent variability of RESs, and existing control schemes, the resulting System inertia levels can not only be low but also markedly time-varying. In this paper, we investigate performance and stability of low-inertia power Systems with Stochastic System inertia. In particular, we consider System dynamics modelled by a linearized Stochastic swing equation, where Stochastic System inertia is regarded as multiplicative noise. The $\mathcal{H}_2$ norm is used to quantify the performance of the System in the presence of persistent disturbances or transient faults. The performance metric can be computed by solving a generalized Lyapunov equation, which has fundamentally different characteristics from Systems with only additive noise. For grids with uniform inertia and damping parameters, we derive closed-form expressions for the $\mathcal{H}_2$ norm of the proposed Stochastic swing equation. The analysis gives insights into how the $\mathcal{H}_2$ norm of the Stochastic swing equation depends on 1) network topology; 2) System parameters; and 3) distribution parameters of disturbances. A mean-square stability condition is also derived. Numerical results provide additional insights for performance and stability of the Stochastic swing equation.

  • ACC - A Performance and Stability Analysis of Low-inertia Power Grids with Stochastic System Inertia
    2019 American Control Conference (ACC), 2019
    Co-Authors: Yi Guo, Tyler H. Summers
    Abstract:

    Traditional synchronous generators with rotational inertia are being replaced by low-inertia renewable energy resources (RESs) in many power grids and operational scenarios. Due to emerging market mechanisms, inherent variability of RESs, and existing control schemes, the resulting System inertia levels can not only be low but also markedly time-varying. In this paper, we investigate performance and stability of low-inertia power Systems with Stochastic System inertia. In particular, we consider System dynamics modeled by a linearized Stochastic swing equation, where Stochastic System inertia is regarded as multiplicative noise. The H 2 norm is used to quantify the performance of the System in the presence of persistent disturbances or transient faults. The performance metric can be computed by solving a generalized Lyapunov equation, which has fundamentally different characteristics from Systems with only additive noise. For grids with uniform inertia and damping parameters, we derive closed-form expressions for the H 2 norm of the proposed Stochastic swing equation. The analysis gives insights into how the H 2 norm of the Stochastic swing equation depends on 1) network topology; 2) System parameters; and 3) distribution parameters of disturbances. A mean-square stability condition is also derived. Numerical results provide additional insights for performance and stability of the Stochastic swing equation.

N. Sukavanam - One of the best experts on this subject based on the ideXlab platform.

  • Approximate Controllability of Fractional Semilinear Stochastic System of Order α∈ (1,2]
    Journal of Dynamical and Control Systems, 2017
    Co-Authors: Anurag Shukla, N. Sukavanam, D. N. Pandey
    Abstract:

    A family of dynamical control Systems described by nonlinear fractional of order (1,2] Stochastic differential equations in L _ p spaces is considered. We discussed the approximate controllability of Stochastic semilinear fractional control System of order α ∈(1,2] under the assumption that the corresponding linear System is approximately controllable. A new set of sufficient conditions for approximate controllability of System are obtained by the theory of strongly continuous α -order cosine family, fixed point theorem, and Stochastic analysis techniques. At the end, an example is given to illustrate the theory.

  • Approximate controllability of second order semilinear Stochastic System with variable delay in control and with nonlocal conditions
    Rendiconti del Circolo Matematico di Palermo Series 2, 2016
    Co-Authors: Urvashi Arora, N. Sukavanam
    Abstract:

    The present paper is concerned with the study of approximate controllability of a second order semilinear Stochastic System with variable delay in control and with nonlocal conditions. The control function for this System has been established with the help of infinite dimensional controllability operator. Using this control function, the sufficient conditions for the approximate controllability of the proposed System have been obtained using Banach Fixed Point theorem. At the end, two examples have been provided to show the effectiveness of the result.

  • Approximate controllability of second order semilinear Stochastic System with nonlocal conditions
    ANNALI DELL'UNIVERSITA' DI FERRARA, 2015
    Co-Authors: Anurag Shukla, N. Sukavanam, D. N. Pandey
    Abstract:

    This paper deals with the approximate controllability of second order semilinear Stochastic System with nonlocal conditions. To establish sufficient conditions for approximate controllability, Banach fixed point theorem together with the theory of strongly continuous cosine family is been used. At the end, an example is given to illustrate the theory.

  • Approximate controllability of retarded semilinear Stochastic System with non local conditions
    Journal of Applied Mathematics and Computing, 2015
    Co-Authors: Anurag Shukla, Urvashi Arora, N. Sukavanam
    Abstract:

    This paper deals with the approximate controllability of retarded semilinear Stochastic System with nonlocal conditions in Hilbert Spaces under the assumption that the corresponding linear System is approximately controllable. The control function for this System is suitably constructed by using the infinite dimensional controllability operator. With this control function, the sufficient conditions for the approximate controllability of the proposed problem in Hilbert Space are established. The results are obtained by using Banach fixed point theorem. Finally, two examples are provided to illustrate the application of the obtained results.

Hendra I. Nurdin - One of the best experts on this subject based on the ideXlab platform.

  • On synthesis of linear quantum Stochastic Systems by pure cascading
    IEEE Transactions on Automatic Control, 2010
    Co-Authors: Hendra I. Nurdin
    Abstract:

    Recently, it has been demonstrated that an arbitrary linear quantum Stochastic System can be realized as a cascade connection of simpler one degree of freedom quantum harmonic oscillators together with a direct interaction Hamiltonian which is bilinear in the canonical operators of the oscillators. However, from an experimental point of view, realizations by pure cascading, without a direct interaction Hamiltonian, would be much simpler to implement and this raises the natural question of what class of linear quantum Stochastic Systems are realizable by cascading alone. This paper gives a precise characterization of this class of linear quantum Stochastic Systems and then it is proved that, in the weaker sense of transfer function realizability, all passive linear quantum Stochastic Systems belong to this class. A constructive example is given to show the transfer function realization of a two degrees of freedom passive linear quantum Stochastic System by pure cascading.