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We consider the relationship between stationary distributions for stochastic models of reaction systems and Lyapunov functions for their deterministic counterparts. Specifically, we derive the well known Lyapunov function of reaction…

Probability · Mathematics 2015-06-11 David F. Anderson , Gheorghe Craciun , Manoj Gopalkrishnan , Carsten Wiuf

This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…

Probability · Mathematics 2019-09-16 Xin Yu , Juliang Yin , Suiyang Khoo

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…

Functional Analysis · Mathematics 2012-06-26 A. G. Ramm , V. Volpert

In this paper, we extend well-known relationships between global asymptotic controllability, sample stabilizability, and the existence of a control Lyapunov function to a wide class of control systems with unbounded controls, which includes…

Optimization and Control · Mathematics 2021-09-10 Anna Chiara Lai , Monica Motta

This work presents an approach to synthesize a Lyapunov-like function to ensure incrementally input-to-state stability ($\delta$-ISS) property for an unknown discrete-time system. To deal with challenges posed by unknown system dynamics, we…

Systems and Control · Electrical Eng. & Systems 2025-01-13 Ahan Basu , Bhabani Shankar Dey , Pushpak Jagtap

We present a statistical physics framework for description of nonlinear non-equilibrium stochastic processes, modeled via chemical master equation, in the weak-noise limit. Using the Poisson representation approach and applying the…

Chemical Physics · Physics 2014-05-15 K. G. Petrosyan , Chin-Kun Hu

We consider the relation between relaxation time and the largest Lyapunov exponent in a system of two coupled oscillators, one of them being harmonic. It has been found that in a rather broad region of parameter space, contrary to the…

Chaotic Dynamics · Physics 2009-11-11 P. K. Papachristou , E. Mavrommatis , V. Constantoudis , F. Diakonos , J. Wambach

We investigate stability of a solution of a hybrid system in the sense that the graphs of solutions from nearby initial conditions remain close and tend towards the graph of the given solution. In this manner, a small continuous-time…

Optimization and Control · Mathematics 2024-09-23 J. J. B. Biemond , R. Postoyan , W. P. M. H. Heemels , N. van de Wouw

Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…

Statistical Mechanics · Physics 2023-03-23 Lokrshi Prawar Dadhichi , Klaus Kroy

The paper deals with the extremum seeking problem for a class of cost functions depending only on a part of state variables of a control system. This problem is related to the concept of partial asymptotic stability and analyzed by…

Optimization and Control · Mathematics 2020-02-07 Victoria Grushkovskaya , Alexander Zuyev

Using a nonlocal second-order traffic flow model we present an approach to control the dynamics towards a steady state. The system is controlled by the leading vehicle driving at a prescribed velocity and also determines the steady state.…

Optimization and Control · Mathematics 2023-03-13 Jan Friedrich , Simone Göttlich , Michael Herty

We study long time behavior of some nonlinear discrete velocity kinetic equations in the one and three dimensions with periodic boundary conditions. We prove the exponential time decay of solutions towards the global equilibrium in the…

Analysis of PDEs · Mathematics 2025-08-06 Gayrat Toshpulatov

Thermo-Kinetic relations bound thermodynamic quantities such as entropy production with statistics of dynamical observables. We introduce a Thermo-Kinetic Relation to bound the entropy production or the non-adiabatic (Hatano-Sasa, excess)…

Statistical Mechanics · Physics 2022-06-06 Jean-Charles Delvenne , Gianmaria Falasco

This paper provides sufficient conditions for global asymptotic stability and global exponential stability, which can be applied to nonlinear, large-scale, uncertain discrete-time systems. The conditions are derived by means of vector…

Optimization and Control · Mathematics 2014-03-25 Iasson Karafyllis , Markos Papageorgiou

We study sporadic randomness by means of a non-extensive form of Lyapunov coefficient. We recover from a different perspective the same conclusion as that of an earlier work, namely, that the ordinary Pesin theorem applies (P.Gaspard and…

Statistical Mechanics · Physics 2007-05-23 Massimiliano Ignaccolo , Paolo Grigolini

We apply the time-dependent current-density functional theory to the study of the relaxation of a closed many-electron system evolving from an non-equilibrium initial state. We show that the self-consistent unitary time evolution generated…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Roberto D'Agosta , Giovanni Vignale

Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…

Statistical Mechanics · Physics 2025-12-15 Marco Baiesi , Tomohiro Nishiyama , Gianmaria Falasco

The dynamics of extended many-body systems are generically chaotic. Classically, a hallmark of chaos is the exponential sensitivity to initial conditions captured by positive Lyapunov exponents. Supplementing chaotic dynamics with…

Statistical Mechanics · Physics 2026-02-25 Camille Aron , Manas Kulkarni

Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…

Statistical Mechanics · Physics 2016-01-06 Janusz M. Meylahn , Sanjib Sabhapandit , Hugo Touchette
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