Related papers: Lyapunov 1-form for diffusion processes

We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…

We introduce and analyze a notion of smooth Lyapunov 1-form for flows generated by vector fields on orbifolds. Using asymptotic cycles and chain-recurrent sets, we establish topological conditions that guarantee the existence of a Lyapunov…

We find conditions which guarantee that a given flow on a closed smooth manifold admits a smooth Lyapunov one-form lying in a prescribed de Rham cohomology class. These conditions are formulated in terms of Schwartzman's asymptotic cycles…

We give necessary and sufficient conditions for the existence of smooth Lyapunov 1-forms for the flow of a smooth vector field in terms of the behavior of certain locally finite invariant measures. The main statement generalizes a result of…

For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…

In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…

We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…

A method for constructing homogeneous Lyapunov functions of degree 1 from polynomial invariant sets is presented for linear time varying systems, homogeneous dynamic systems and the class of nonlinear systems that can be represented as…

We present a general formalism for computing the largest Lyapunov exponent and its fluctuations in spatially extended systems described by diffusive fluctuating hydrodynamics, thus extending the concepts of dynamical system theory to a…

This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…

We analyze the asymptotic behavior of general first order Laplacian processes on digraphs. The most important ones of these are diffusion and consensus with both continuous and discrete time. We treat diffusion and consensus as dual…

We study the scaling behavior of the Lyapunov spectra of a chaotic shell model for 3D turbulence. First, we quantify localization of the Lyapunov vectors in the wavenumber space by using the numerical results. Using dimensional arguments of…

For general asymptotically sub-additive potentials (resp. asymptotically additive potentials) on general topological dynamical systems, we establish some variational relations between the topological entropy of the level sets of Lyapunov…

We introduce a novel technique to find the asymptotic time behaviour of deterministic systems exhibiting anomalous diffusion. The procedure is tested for various classes of simple but physically relevant 1-D maps and possible relevance of…

Asymptotic behaviour of a tippe top, under the action of gliding friction. Liapunov stability analysis of the asymptotics of states with arbitrary initial conditions.

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 investigate the behavior of the Lyapunov spectrum of a linear discrete-time system under the action of small perturbations in order to obtain some verifiable conditions for stability and openness of the Lyapunov spectrum. To this end we…

This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…

We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…

We study relative dispersion of passive scalar in non-ideal cases, i.e. in situations in which asymptotic techniques cannot be applied; typically when the characteristic length scale of the Eulerian velocity field is not much smaller than…