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We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

The effect of decaying oscillatory perturbations on autonomous Hamiltonian systems in the plane with a stable equilibrium is investigated. It is assumed that perturbations preserve the equilibrium and satisfy a resonance condition. The…

Dynamical Systems · Mathematics 2023-10-11 Oskar Sultanov

Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Corbin Klett , Matthew Abate , Samuel Coogan , Eric Feron

We develop a Lyapunov-based analysis of Korpelevich's extragradient method and show that it achieves an $o(1/k)$ last-iterate convergence rate of the constructed Lyapunov function. This Lyapunov function simultaneously upper bounds several…

Optimization and Control · Mathematics 2026-01-21 Manu Upadhyaya , Puya Latafat , Pontus Giselsson

A generalized Lyapunov method is outlined which predicts global stability of a broad class of dissipative dynamical systems. The method is applied to the complex Lorenz model and to the Navier-Stokes equations. In both cases one finds…

Fluid Dynamics · Physics 2007-05-23 Alexander Rauh

We consider the unexploited/exploited logistic equation and study the stability of equilibrium points through Lyapunov functions. Then, we apply first and second order optimality conditions for the optimal control of the total biomass…

Optimization and Control · Mathematics 2026-01-08 Márcia Lemos-Silva , Sandra Vaz , Delfim F. M. Torres

An analytic quasi-periodic cocycle is a linear cocycle over a fixed ergodic torus translation of one or several variables, where the fiber action depends analytically on the base point. Consider the space of all such cocycles of any given…

Dynamical Systems · Mathematics 2017-03-17 Pedro Duarte , Silvius Klein

We study optimization-based criteria for the stability of switching systems, known as Path-Complete Lyapunov Functions, and ask the question "can we decide algorithmically when a criterion is less conservative than another". Our…

Dynamical Systems · Mathematics 2017-12-04 Matthew Philippe , Nikolaos Athanasopoulos , David Angeli , Raphaël M. Jungers

This study presents a constructive methodology for designing accelerated convex optimisation algorithms in continuous-time domain. The two key enablers are the classical concept of passivity in control theory and the time-dependent change…

Optimization and Control · Mathematics 2024-09-16 Namhoon Cho , Hyo-Sang Shin

In this article, we provide a general strategy based on Lyapunov functionals to analyse global asymptotic stability of linear infinite-dimensional systems subject to nonlinear dampings under the assumption that the origin of the system is…

Analysis of PDEs · Mathematics 2018-08-17 Swann Marx , Yacine Chitour , Christophe Prieur

In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable…

Optimization and Control · Mathematics 2021-08-17 Bowen Yi , Ruigang Wang , Ian R. Manchester

In this work, we present the equivalent of many theorems available for continuous time systems. In particular, the theory is applied to Averaging Theory and Separation of time scales. In particular the proofs developed for Averaging Theory…

Optimization and Control · Mathematics 2018-09-17 Nicoletta Bof , Ruggero Carli , Luca Schenato

We investigate the free energy of nearest-neighbor random walks on $\mathbb{Z}^d$, endowed with a drift along the first axis and evolving in a nonnegative random potential given by i.i.d. random variables. Our main result concerns the…

Probability · Mathematics 2008-08-28 Markus Flury

We present new theorems characterizing robust Lyapunov functions and infinite horizon value functions in optimal control as unique viscosity solutions of partial differential equations. We use these results to further extend Zubov's method…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff

Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…

Systems and Control · Computer Science 2015-09-07 Kwang-Ki K. Kim , Richard D. Braatz

Algorithms increasingly operate within complex physical, social, and engineering systems where they are exposed to disturbances, noise, and interconnections with other dynamical systems. This article extends known convergence guarantees of…

Machine Learning · Computer Science 2025-12-22 Guner Dilsad Er , Sebastian Trimpe , Michael Muehlebach

A Path-Complete Lyapunov Function is an algebraic criterion composed of a finite number of functions, called its pieces, and a directed, labeled graph defining Lyapunov inequalities between these pieces. It provides a stability certificate…

Dynamical Systems · Mathematics 2016-12-14 David Angeli , Matthew Philippe , Nikolaos Athanasopoulos , Raphaël M. Jungers

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

Optimization and Control · Mathematics 2022-06-01 Vladimir Yu. Protasov , Rinat Kamalov

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.…

Dynamical Systems · Mathematics 2018-12-12 Shenyu Liu , Daniel Liberzon , Vadim Zharnitsky

In this work we study the asymptotic behavior of a class of damped second-order gradient systems $$ \ddot{u}(t) + a\dot{u}(t) + \nabla W(u(t)) = 0, $$ under assumptions ensuring local convexity of the potential near equilibrium and…

Classical Analysis and ODEs · Mathematics 2025-12-25 Renan J. S. Isneri , Eric B. Santiago , Severino H. da Silva