Related papers: Boltzmann's Entropy and Large Deviation Lyapunov F…
We revisit the canonical continuous-time and discrete-time matrix algebraic and matrix differential equations that play a central role in Lyapunov based stability arguments. The goal is to generalize and extend these types of equations and…
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…
We study convergence of nonlinear systems in the presence of an `almost Lyapunov' function which, unlike the classical Lyapunov function, is allowed to be nondecreasing---and even increasing---on a nontrivial subset of the phase space.…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
In this work, we investigate scale invariance in the temporal evolution and chaotic regime of discrete dynamical systems. By exploiting the close interrelation between scaling and inversion transformations, we formulate scale symmetry in…
We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics…
We propose a new approximation-technique to deal with the exact macroscopic integro-differential evolution equations of statistical systems which self-consistently accounts for dissipative effects. Concentrating on one and two point…
Boltzmann defined the entropy of a macroscopic system in a macrostate $M$ as the $\log$ of the volume of phase space (number of microstates) corresponding to $M$. This agrees with the thermodynamic entropy of Clausius when $M$ specifies the…
We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…
Lyapunov functions play a vital role in the context of control theory for nonlinear dynamical systems. Besides its classical use for stability analysis, Lyapunov functions also arise in iterative schemes for computing optimal feedback laws…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We extend the classical Lyapunov inequality on the measurable space with infinite measure and on the so-called Grand Lebesgue spaces (GLS). We find also the exact value for correspondent constant. Possible applications: Functional Analysis…
We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle…
We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…
We combine incentive, adaptive, and time-scale dynamics to study multipopulation dynamics on the simplex equipped with a large class of Riemmanian metrics, simultaneously generalizing and extending many dynamics commonly studied in dynamic…
Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…
First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…
We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…
We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…