Gated Polling Systems with Lévy Inflow and Inter-Dependent Switchover Times: A Dynamical-Systems Approach

We study asymmetric polling systems where: (i) the incoming workflow processes follow general Lévy-subordinator statistics; and, (ii) the server attends the channels according to the gated service regime, and incurs random inter-dependentswitchover times when moving from one channel to the other. The analysis follows a dynamical-systems approach: a stochastic Poincaré map, governing the one-cycle dynamics of the polling system is introduced, and its statistical characteristics are studied. Explicit formulae regarding the evolution of the mean, covariance, and Laplace transform of the Poincaré map are derived. The forward orbit of the maps transform – a nonlinear deterministic dynamical system in Laplace space – fully characterizes the stochastic dynamics of the polling system. This enables us to explore the long-term behavior of the system: we prove convergence to a (unique) steady-state equilibrium, prove the equilibrium is stationary, and compute its statistical characteristics.     

A computational analysis for mean exit time under non-Gaussian Lévy noises

Complex dynamical systems are often subject to non-Gaussian random fluctuations. The exit phenomenon, i.e., escaping from a bounded domain in state space, is an impact of randomness on the evolution of these dynamical systems. The existing work is about asymptotic estimate on mean exit time when the noise intensity is sufficiently small. In the present paper, however, the authors analyze mean exit time for arbitrary noise intensity, via numerical investigation. The mean exit time for a dynamical system, driven by a non-Gaussian, discontinuous (with jumps), α-stable Lévy motion, is described by a differential equation with nonlocal interactions. A numerical approach for solving this nonlocal problem is proposed. A computational analysis is conducted to investigate the relative importance of jump measure, diffusion coefficient and non-Gaussianity in affecting mean exit time.     

The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes

By using a method of truncation, we derive the closed form of the Segal-Bargmann transform of Lévy white noise functionals associated with a Lévy process with the Lévy spectrum without the moment condition. Besides, a sufficient and necessary condition to the existence of Lévy stochastic integrals is obtained.     

Elementary bifurcations for a simple dynamical system under non-Gaussian Lévy noises

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.     

From Polling to Snowplowing

We study the limiting behavior of gated polling systems, as their dimension (the number of queues) tends to infinity, while the system's total incoming workflow and total switchover time (per cycle) remain unchanged. The polling systems are assumed asymmetric, with incoming workflow obeying general Lévy statistics, and with general inter-dependent switchover times. We prove convergence, in law, to a limiting polling system on the circle. The derivation is based on an asymptotic analysis of the stochastic Poincaré maps of the polling systems. The obtained polling limit is identified as a snowplowing system on the circle—whose evolution, steady-state equilibrium, and statistics have been recently investigated and are known.     

The ergodicity of stochastic generalized porous media equations with lévy jump

In this article,we first prove the existence and uniqueness of the solution to the stochastic generalized porous medium equation perturbed by Lévy process,and then show the exponential convergence of(pt)t≥0 to equilibrium uniform on any bounded subset in H.     

Harnack Inequalities for Jump Processes

We consider a class of pure jump Markov processes in R ^d whose jump kernels are comparable to those of symmetric stable processes. We establish a Harnack inequality for nonnegative functions that are harmonic with respect to these processes. We also establish regularity for the solutions to certain integral equations.     

Generalized Hopf bifurcation emerged from a corner in general planar piecewise smooth systems

We investigate a generalized Hopf bifurcation emerged from a corner located at the origin which is the intersection of n$n$ discontinuity boundaries in planar piecewise smooth dynamical systems with the Jacobian matrix of each smooth subsystem having either two different nonzero real eigenvalues or a pair of complex conjugate eigenvalues. We obtain a novel result that the generalized Hopf bifurcation can occur even when the Jacobian matrix of each smooth subsystem has two different nonzero real eigenvalues. According to the eigenvalues of the Jacobian matrices and the number of smooth subsystems, we provide a general method and prove some generalized Hopf bifurcation theorems by studying the associated Poincaré map.     

On the number of limit cycles in general planar piecewise linear systems of node–node types

We investigate the existence and number of limit cycles in a class of general planar piecewise linear systems constituted by two linear subsystems with node–node dynamics. Using the Liénard-like canonical form with seven parameters, some sufficient and necessary conditions for the existence of limit cycles are given by studying the fixed points of proper Poincaré maps. In particular, we prove the existence of at least two nested limit cycles and describe some parameter regions where two limit cycles exist. The main results are applied to the PWL Morris–Lecar neural model to determine the existence and stability of the limit cycles.     

Asymptotics of First-Passage Time Over a One-Sided Stochastic Boundary

We study the asymptotic behavior of the first-passage times for Brownian motion, Lévy processes and continuous martingales over one-sided increasing stochastic, as well as deterministic, boundaries. In particular, we study the first-passage time of a Brownian motion over the increasing function of its local time, give necessary and sufficient conditions for t ^–1/2 asymptotics, and obtain exact asymptotics for linear functions.     

Uniformization and the Poincaré metric on the leaves of a foliation by curves

In this paper we prove that a holomorphic foliation by curves, on a complex compact manifoldM, whose singularities are non degenerated and whose tangent line bundle admits a metric of negative curvature, satisfies the following properties:(a): All leaves are hyperbolic.(b): The Poincaré metric on the leaves is continuous.(c): The set of uniformizations of the leaves by the Poincaré disc D is normal. Moreover, if ( _n ) _n 1 is a sequence of uniformizations which converges to a map : D, then either is a constant map (a singularity), or is an uniformization of some leaf. This result generalizes Theorem B of [LN], in which we prove the same facts for foliations of degree 2 on projective spaces.This research was partially supported by Pronex-Dynamical Systems, FINEP-CNPq.     

Rank deficiency and superstability of hybrid systems

The objectives of this paper are to study the rank properties of flows of hybrid systems, show that they are fundamentally different from those of smooth dynamical systems, and to consider applications that emphasize the importance of these differences. It is well known that the flow of a smooth dynamical system has rank equal to the space on which it evolves. We prove that, in contrast, the rank of a solution to a hybrid system, a hybrid execution, is always less than the dimension of the space on which it evolves and in fact falls within possibly distinct upper and lower bounds that can be computed explicitly. The main contribution of this work is the derivation of conditions for when an execution fails to have maximal rank, i.e., when it is rank deficient. Given the importance of periodic behavior in many hybrid systems applications, for example in bipedal robots, these conditions are applied to the special case of periodic hybrid executions. Finally, we use the rank deficiency conditions to derive superstability conditions describing when periodic executions have rank equal to 0, that is, we determine when the execution is completely insensitive to perturbations in initial conditions. The results of this paper are illustrated on three separate applications, two of which are models of bipedal walking robots: the classical single-domain planar compass biped and the two-domain planar kneed biped.     

A study of type I intermittency of a circular differential equation under a discontinuous right-hand side

In this paper we study a circular differential equation under a discontinuous periodic input, developing a quadratic differential equations system on S¹ and a linear differential equations system in the Minkowski space M³. The symmetry groups of these two systems are, respectively, PSOo(2,1) and SOo(2,1). The Poincaré circle map is constructed exactly, and a critical value αc of the parameter is identified. Depending on α of the input amplitude the equation may exhibit periodic, subharmonic or quasiperiodic motions. When α varies from α>αc to α<αc, there undergoes an inverse tangent bifurcation; consequently, the resultant Poincaré circle map offers one route to the quasiperiodicity via a type I intermittency. In the parameter range of α<αc the orbit generated by the Poincaré circle map is either m-periodic or quasiperiodic when n/m is a rational or an irrational number.     

Optimal stopping of strong Markov processes

We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings for Lévy processes obtained essentially via the Wiener–Hopf factorization. The main ingredient in our approach is the representation of the β$\beta$-excessive functions as expected suprema. A variety of examples is given.     

Weak Solvability of the Dirichlet Problem on Stratified Sets

The Dirichlet problem is posed for an analog of the Beltrami--Laplace operator on sets consisting of manifolds of various dimensions regularly adjacent to one another (stratified sets). A special system of notions permits one to prove analogs of Green's integral identities and the Poincaré inequality for Sobolev type spaces. The weak solvability of the Dirichlet problem for this operator, as well as for an analog of the biharmonic operator, is proved on the basis of the Riesz theorem on the representation of linear functionals.     

Potential theory of infinite dimensional Lévy processes

We study the potential theory of a large class of infinite dimensional Lévy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e., excessive functions with compact level sets. Then many techniques from classical potential theory carry over to this infinite dimensional setting. Thus a number of potential theoretic properties and principles can be proved, answering long standing open problems even for the Brownian motion on abstract Wiener space, as, e.g., formulated by R. Carmona in 1980. In particular, we prove the analog of the known result, that the Cameron-Martin space is polar, in the Lévy case and apply the technique of controlled convergence to solve the Dirichlet problem with general (not necessarily continuous) boundary data.     

On differential equations for orthogonal polynomials on the unit circle

In this paper we characterize sequences of orthogonal polynomials on the unit circle whose corresponding Carathéodory function satisfies a Riccati differential equation with polynomial coefficients, in terms of second order matrix differential equations. In the semi-classical case, a characterization in terms of second order linear differential equations with polynomial coefficients is deduced.