skip to main content


Title: Stability in distribution and stabilization of switching jump diffusions
This paper aims to study stability in distribution of Markovian switching jump diffusions. The main motivation stems from stability and stabilizing hybrid systems in which there is no trivial solution. An explicit criterion for stability in distribution is derived. The stabilizing effects of Markov chains, Brownian motions, and Poisson jumps are revealed. Based on these criteria, stabilization problems of stochastic differential equations with Markovian switching and Poisson jumps are developed.  more » « less
Award ID(s):
2114649 1853467
PAR ID:
10393351
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
ESAIM: Control, Optimisation and Calculus of Variations
Volume:
28
ISSN:
1292-8119
Page Range / eLocation ID:
72
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract Non-perennial rivers and streams make up over half the global river network and are becoming more widespread. Transitions from perennial to non-perennial flow are a threshold-type change that can lead to alternative stable states in aquatic ecosystems, but it is unknown whether streamflow itself is stable in either wet (flowing) or dry (no-flow) conditions. Here, we investigated drivers and feedbacks associated with regime shifts between wet and dry conditions in an intermittent reach of the Arkansas River (USA) over the past 23 years. Multiple lines of evidence suggested that these regimes represent alternative stable states, including (a) significant jumps in discharge time series that were not accompanied by jumps in flow drivers such as precipitation and groundwater pumping; (b) a multi-modal state distribution with 92% of months experiencing no-flow conditions for <10% or >90% of days, despite unimodal distributions of precipitation and pumping; and (c) a hysteretic relationship between climate and flow state. Groundwater levels appear to be the primary control over the hydrological regime, as groundwater levels in the alluvial aquifer were higher than the stream stage during wet regimes and lower than the streambed during dry regimes. Groundwater level variation, in turn, was driven by processes occurring at both the regional scale (surface water inflows from upstream, groundwater pumping) and the reach scale (stream–aquifer exchange, diffuse recharge through the soil column). Historical regime shifts were associated with diverse pressures including network disconnection caused by upstream water use, increased flow stability potentially associated with reservoir operations, and anomalous wet and dry climate conditions. In sum, stabilizing feedbacks among upstream inflows, stream–aquifer interactions, climate, vegetation, and pumping appear to create alternative wet and dry stable states at this site. These stabilizing feedbacks suggest that widespread observed shifts from perennial to non-perennial flow will be difficult to reverse. 
    more » « less
  2. In the mean field integrate-and-fire model, the dynamics of a typical neuronwithin a large network is modeled as a diffusion-jump stochastic process whosejump takes place once the voltage reaches a threshold. In this work, the maingoal is to establish the convergence relationship between the regularizedprocess and the original one where in the regularized process, the jumpmechanism is replaced by a Poisson dynamic, and jump intensity within theclassically forbidden domain goes to infinity as the regularization parametervanishes. On the macroscopic level, the Fokker-Planck equation for the processwith random discharges (i.e. Poisson jumps) are defined on the whole space,while the equation for the limit process is on the half space. However, withthe iteration scheme, the difficulty due to the domain differences has beengreatly mitigated and the convergence for the stochastic process and the firingrates can be established. Moreover, we find a polynomial-order convergence forthe distribution by a re-normalization argument in probability theory. Finally,by numerical experiments, we quantitatively explore the rate and the asymptoticbehavior of the convergence for both linear and nonlinear models. 
    more » « less
  3. Synopsis Jumping is an important form of locomotion, and animals employ a variety of mechanisms to increase jump performance. While jumping is common in insects generally, the ability to jump is rare among ants. An exception is the Neotropical ant Gigantiops destructor (Fabricius 1804) which is well known for jumping to capture prey or escape threats. Notably, this ant begins a jump by rotating its abdomen forward as it takes off from the ground. We tested the hypotheses that abdominal rotation is used to either provide thrust during takeoff or to stabilize rotational momentum during the initial airborne phase of the jump. We used high speed videography to characterize jumping performance of G. destructor workers jumping between two platforms. We then anesthetized the ants and used glue to prevent their abdomens from rotating during subsequent jumps, again characterizing jump performance after restraining the abdomen in this manner. Our results support the hypothesis that abdominal rotation provides additional thrust as the maximum distance, maximum height, and takeoff velocity of jumps were reduced by restricting the movement of the abdomen compared with the jumps of unmanipulated and control treatment ants. In contrast, the rotational stability of the ants while airborne did not appear to be affected. Changes in leg movements of restrained ants while airborne suggest that stability may be retained by using the legs to compensate for changes in the distribution of mass during jumps. This hypothesis warrants investigation in future studies on the jump kinematics of ants or other insects. 
    more » « less
  4. null (Ed.)
    We extend network tomography to traffic flows that are not necessarily Poisson random processes. This assumption has governed the field since its inception in 1996 by Y. Vardi. We allow the distribution of the packet count of each traffic flow in a given time interval to be a mixture of Poisson random variables. Both discrete as well as continuous mixtures are studied. For the latter case, we focus on mixed Poisson distributions with Gamma mixing distribution. As is well known, this mixed Poisson distribution is the negative binomial distribution. Other mixing distributions, such as Wald or the inverse Gaussian distribution can be used. Mixture distributions are overdispersed with variance larger than the mean. Thus, they are more suitable for Internet traffic than the Poisson model. We develop a second-order moment matching approach for estimating the mean traffic rate for each source-destination pair using least squares and the minimum I-divergence iterative procedure. We demonstrate the performance of the proposed approach by several numerical examples. The results show that the averaged normalized mean squared error in rate estimation is of the same order as in the classic Poisson based network tomography. Furthermore, no degradation in performance was observed when traffic rates are Poisson but Poisson mixtures are assumed. 
    more » « less
  5. null (Ed.)
    We study ergodic properties of Markovian multiclass many-server queues that are uniform over scheduling policies and the size of the system. The system is heavily loaded in the Halfin–Whitt regime, and the scheduling policies are work conserving and preemptive. We provide a unified approach via a Lyapunov function method that establishes Foster–Lyapunov equations for both the limiting diffusion and the prelimit diffusion-scaled queuing processes simultaneously. We first study the limiting controlled diffusion and show that if the spare capacity (safety staffing) parameter is positive, the diffusion is exponentially ergodic uniformly over all stationary Markov controls, and the invariant probability measures have uniform exponential tails. This result is sharp because when there is no abandonment and the spare capacity parameter is negative, the controlled diffusion is transient under any Markov control. In addition, we show that if all the abandonment rates are positive, the invariant probability measures have sub-Gaussian tails regardless whether the spare capacity parameter is positive or negative. Using these results, we proceed to establish the corresponding ergodic properties for the diffusion-scaled queuing processes. In addition to providing a simpler proof of previous results in Gamarnik and Stolyar [Gamarnik D, Stolyar AL (2012) Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution. Queueing Systems 71(1–2):25–51], we extend these results to multiclass models with renewal arrival processes, albeit under the assumption that the mean residual life functions are bounded. For the Markovian model with Poisson arrivals, we obtain stronger results and show that the convergence to the stationary distribution is at an exponential rate uniformly over all work-conserving stationary Markov scheduling policies. 
    more » « less