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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…

Numerical Analysis · Mathematics 2024-03-12 Céline Moucer , Adrien Taylor , Francis Bach

We present a stability analysis framework for the general class of discrete-time linear switching systems for which the switching sequences belong to a regular language. They admit arbitrary switching systems as special cases. Using recent…

Dynamical Systems · Mathematics 2014-11-17 Matthew Philippe , Raphaël M. Jungers

We propose two types of stochastic extensions of nonholonomic constraints for mechanical systems. Our approach relies on a stochastic extension of the Lagrange-d'Alembert framework. We consider in details the case of invariant nonholonomic…

Mathematical Physics · Physics 2017-07-14 François Gay-Balmaz , Vakhtang Putkaradze

This paper studies the uniformly asymptotic stability of nonautonomous systems on Riemannian manifolds. We establish corresponding Lyapunov-type theorems (Theorems 2.1 and 2.2), extending classical Euclidean results (e.g., [9, Theorems 4.9…

Dynamical Systems · Mathematics 2026-01-27 Li Deng , Xin Li

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…

Analysis of PDEs · Mathematics 2015-06-16 T. Bodineau , J. L. Lebowitz , C. Mouhot , C. Villani

This paper introduces a novel approach to evaluating the asymptotic stability of equilibrium points in both continuous-time (CT) and discrete-time (DT) nonlinear autonomous systems. By utilizing indirect Lyapunov methods and linearizing…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Sadredin Hokmi , Mohammad Khajenejad

We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to trajectories that stay within a bounded domain for asymptotically long times. This is motivated by the desire to characterize local dynamical…

Dynamical Systems · Mathematics 2019-07-16 Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…

Optimization and Control · Mathematics 2023-08-04 Francesca Covella , Giovanni Fantuzzi

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński

We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff , Marcio S. de Queiroz

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

A sufficient condition for existence of a solution of a differential inclusion with a uniformly bounded right-hand side that has nonempty closed (possibly nonconvex) values is obtained. An Olech-type result is obtained as a corollary. An…

Optimization and Control · Mathematics 2025-11-11 Martin Ivanov , Mikhail Krastanov , Nadezhda Ribarska

LaSalle invariance principle was originally proposed in the 1950's and has become a fundamental mathematical tool in the area of dynamical systems and control. In both theoretical research and engineering practice, discrete-time dynamical…

Dynamical Systems · Mathematics 2020-04-14 Wenjun Mei , Francesco Bullo

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin

A Lyapunov-Krasovskii functional with prescribed derivative whose construction does not require the stability of the system is introduced. It leads to the presentation of stability/instability theorems. By evaluating the functional at…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Reynaldo Ortiz , Alexey Egorov , Sabine Mondié

Second order linear non-autonomous differential equations with negative stiffness are considered. Using Chetaev-like (Lyapunov-like) functions, necessary (sufficient) conditions are found for the solutions to be bounded for all initial…

Classical Analysis and ODEs · Mathematics 2007-05-23 C. A. Terrero-Escalante

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…

Optimization and Control · Mathematics 2018-03-07 Amir Ali Ahmadi , Raphael M. Jungers

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

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

Lyapunov functions provide a tool to analyze the stability of nonlinear systems without extensively solving the dynamics. Recent advances in sum-of-squares methods have enabled the algorithmic computation of Lyapunov functions for…

Dynamical Systems · Mathematics 2016-09-26 Soumya Kundu , Marian Anghel
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