On the minimum exit rate for a diffusion process pertaining to a chain of distributed control systems with random perturbations

Getachew K. Befekadu; Panos J. Antsaklis

Home/Archive/arXiv

arXiv · 1409.2751

On the minimum exit rate for a diffusion process pertaining to a chain of distributed control systems with random perturbations

Getachew K. Befekadu·Panos J. Antsaklis

View original source ↗Read source document ↗Export metadata ↓

Abstract

In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we consider a chain of distributed control systems that are formed by $n$ subsystems (with $n \ge 2$), where the random perturbation enters only in the first subsystem and is then subsequently transmitted to the other subsystems. Furthermore, we assume that, for any $\ell \in \{2, \ldots, n\}$, the distributed control systems, which is formed by the first $\ell$ subsystems, satisfies an appropriate H\"ormander condition. As a result of this, the diffusion process is degenerate, in the sense that the infinitesimal generator associated with it is a degenerate parabolic equation. Our interest is to establish a connection between the minimum exit rate with which the diffusion process exits from the given domain and the principal eigenvalue for the infinitesimal generator with zero boundary conditions. Such a connection allows us to derive a family of Hamilton-Jacobi-Bellman equations for which we provide a verification theorem that shows the validity of the corresponding optimal control problems. Finally, we provide an estimate on the attainable exit probability of the diffusion process with respect to a set of admissible (optimal) Markov controls for the optimal control problems.

Explore related subjects

math.DS

Keep this discovery

BibTeX RIS

Getachew K. Befekadu, Panos J. Antsaklis. 2014-09-09. On the minimum exit rate for a diffusion process pertaining to a chain of distributed control systems with random perturbations. https://arxiv.org/abs/1409.2751

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Admissible Fourier Lengths, KAM Reducibility, and Spectral Applications

We develop a perturbative KAM reducibility theory for one-frequency $\mathrm{SL}(2,\mathbb{R})$ cocycles based on an admissible Fourier length $\ell$. The regularity relevant to the iteration is measured by positive adapted Fourier width rather than ordinary smoothness in the Euclidean length $|n|$. The same length governs Fourier decay, truncation and resonance scales, and the arithmetic condition controlling the small divisors. This framework contains the classical analytic and Gevrey settings, while non-monotone choices of $\ell$ allow classical nowhere differentiable Weierstrass-type perturbations and continuous perturbations outside every positive H\"older class. As spectral applications, we obtain purely absolutely continuous spectrum for every phase and $1/2$-H\"older continuity of the integrated density of states for the associated quasiperiodic Schr\"odinger operators. The Aubry dual has pure point spectrum for Lebesgue almost every dual phase, with eigenfunctions exponentially localized in the metric induced by $\ell$. We also construct nowhere differentiable quasiperiodic potentials with purely absolutely continuous Cantor spectrum.

math.DS↗

arXiv2026

Dynamics inside the attracting basins of some skew products

Polynomial skew products in $\mathbb{C}^2$ are maps of the form $F(z,w)=(P(z),Q(z,w))$, where $P$ and $Q$ are polynomials. Their local dynamics have been widely investigated. In this paper, we study the global dynamics inside Fatou components of some skew products. We consider all the inverse images in a Fatou component of a given point and use the Kobayashi metric to measure the distance between points. In the cases we consider, there are always arbitrarily large Kobayashi balls in the complement of these inverse sets.

math.DS↗

arXiv2026

Ergodicity of dynamical systems without uniqueness of orbits

Recently, there has been considerable interest in the study of non-deterministic dynamical systems. To analyze the chaotic behavior of such systems from a measure-theoretic viewpoint, it is desirable to consider ergodicity. However, the classical definition of ergodicity involves invariant sets, whose definition is not unique for non-deterministic dynamical systems. Thus, we are led to the question of which invariance yields an interesting definition of ergodicity. Here, we propose a definition based on the strong backward invariance and show that analogs of classical results hold. We also consider implications of the Birkhoff ergodic theorem for systems without uniqueness of orbits.

math.DS↗