Related papers: A differential algorithm for the Lyapunov spectrum
The Lyapunov spectrum corresponding to a periodic orbit for a two dimensional many particle system with hard core interactions is discussed. Noting that the matrix to describe the tangent space dynamics has the block cyclic structure, the…
We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative matrices. The method is based on using special positive homogeneous functionals on $R^{d}_+,$ which gives iterative lower and upper bounds for…
In this paper, we develop a two-stage distributed algorithm that enables nodes in a graph to cooperatively estimate the spectrum of a matrix $W$ associated with the graph, which includes the adjacency and Laplacian matrices as special…
The structure of Lyapunov spectra for many particle systems with a random interaction between the particles is discussed. The dynamics of the tangent space is expressed as a master equation, which leads to a formula that connects the…
The problems on the location of the matrix spectrum inside or outside domains bounded by ellipses or parabolas are studied. Special Lyapunov-type equations are connected with these problems. Theorems about the unique solvability of such…
We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…
This paper is concerned with the problem of finding a quadratic common Lyapunov function for a family of stable linear systems. We present gradient iteration algorithms which give deterministic convergence for finite system families and…
The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…
In this paper, a necessary and sufficient condition for the stability of Lyapunov exponents of linear differential system are proved in the sense that the equations satisfy the weaker form of integral separation instead of its classical…
We give lower and upper bounds on both the Lyapunov exponent and generalised Lyapunov exponents for the random product of positive and negative shear matrices. These types of random products arise in applications such as fluid stirring…
Recently, there has been an increasing interest in using tools from dynamical systems to analyze the behavior of simple optimization algorithms such as gradient descent and accelerated variants. This paper strengthens such connections by…
We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the $Q$-process, into the…
This paper presents a proof that existence of a polynomial Lyapunov function is necessary and sufficient for exponential stability of sufficiently smooth nonlinear ordinary differential equations on bounded sets. The main result states that…
In the dynamical systems approach to describing turbulent or otherwise chaotic flows, an important quantity is the Lyapunov exponents and vectors that characterize the strange attractor of the flow. In particular, knowledge of the Lyapunov…
We expose a functional integration method for the averaging of continuous products $\hat{P}_t$ of $N\times N$ random matrices. As an application, we compute exactly the statistics of the Lyapunov spectrum of $\hat{P}_t$. This problem is…
The problem of estimating the maximum Lyapunov exponents of the motion in a multiplet of interacting nonlinear resonances is considered for the case when the resonances have comparable strength. The corresponding theoretical approaches are…
As industrial models and designs grow increasingly complex, the demand for optimal control of large-scale dynamical systems has significantly increased. However, traditional methods for optimal control incur significant overhead as problem…
This paper is devoted to study stability of Lyapunov exponents and simplicity of Lyapunov spectrum for bounded random compact operators on a separable infinite-dimensional Hilbert space from a generic point of view generated by the…
A recently developed method for the calculation of Lyapunov exponents of dynamical systems is described. The method is applicable whenever the linearized dynamics is Hamiltonian. By utilizing the exponential representation of symplectic…
In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…