Related papers: Random matrices and Lyapunov coefficients regulari…
The sensitivity of trajectories over finite time intervals t to perturbations of the initial conditions can be associated with a finite-time Lyapunov exponent lambda, obtained from the elements M_{ij} of the stability matrix M. For globally…
Given an arbitrary continuous flow on a manifold M, let CMin be the set of its compact minimal sets, endowed with the Hausdorff metric, and S the subset of those that are Lyapunov stable. A topological characterization of the interior of S,…
We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be in- terpreted as a quantified version of the law of large numbers for positive…
In this paper, we report several new geometric and Lyapunov characterizations of incrementally stable systems on Finsler and Riemannian manifolds. A new and intrinsic proof of an important theorem in contraction analysis is given via the…
As is widely recognized in Lyapunov analysis, linearized Hamilton's equations of motion have two marginal directions for which the Lyapunov exponents vanish. Those directions are the tangent one to a Hamiltonian flow and the gradient one of…
The evolution of a continuous time Markov process with a finite number of states is usually calculated by the Master equation - a linear differential equations with a singular generator matrix. We derive a general method for reducing the…
We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
It is generally believed that the dynamics of simple fluids can be considered to be chaotic, at least to the extent that they can be modeled as classical systems of particles interacting with short range, repulsive forces. Here we give a…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
Lyapunov exponents characterize the chaotic nature of dynamical systems by quantifying the growth rate of uncertainty associated with the imperfect measurement of initial conditions. Finite-time estimates of the exponent, however,…
When random disturbances are regularly introduced into a dynamical system over time, its small-signal stability is determined by the energy of perturbations accumulated in the system. To analyze this perturbation energy, this paper proposes…
The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…
We discuss several numerical methods for calculating Lyapunov exponents (a quantitative measure of chaos) in systems of ordinary differential equations. We pay particular attention to constrained systems, and we introduce a variety of…
This paper develops new techniques for studying smooth dynamical systems in the presence of a \CC metric. Principally, we employ the theory of Margulis-Mostow, M\'etivier, Mitchell and Pansu on tangent cones to establish resonances between…
This work demonstrates that the Lyapunov method can effectively identify the growth rate of a linear time-periodic system describing cold fresh water on top of hot salty water with a periodically time-varying background shear flow. We…
For systems evolving on a Riemannian manifold, we propose converse Lyapunov theorems for asymptotic and exponential stability. The novelty of the proposed approach is that is does not rely on local Euclidean coordinate, and is thus valid on…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
Consider the space of two dimensional random linear cocycles over a shift in finitely many symbols, with at least one singular and one invertible matrix. We provide an explicit formula for the unique stationary measure associated to such…
We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…