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This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We develop a general geometric method to establish the existence of positive Lyapunov exponents for a class of skew products. The technique is applied to show non-uniform hyperbolicity of some conservative partially hyperbolic…

Dynamical Systems · Mathematics 2020-04-02 Pablo D. Carrasco

Decay properties of the solution $X$ to the Lyapunov matrix equation $AX + X A^T = D$ are investigated. Their exploitation in the understanding of equation matrix properties, and in the development of new numerical solution strategies when…

Numerical Analysis · Mathematics 2015-01-30 Valeria Simoncini

In the article$^a$, the authors introduced a time-varying Lyapunov function for the stability analysis of nonlinear systems whose motion is governed by standard Newton-Euler equations. The authors established asymptotic stability with the…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Lekan Molu

Computer assisted procedures of Lyapunov functions defined in given neighborhoods of fixed points for flows and maps are discussed. We provide a systematic methodology for constructing explicit ranges where quadratic Lyapunov functions…

Numerical Analysis · Mathematics 2016-04-21 Kaname Matsue , Tomohiro Hiwaki , Nobito Yamamoto

Contraction analysis is a stability theory for nonlinear systems where stability is defined incrementally between two arbitrary trajectories. It provides an alternative framework in which to study uncertain interconnections or systems with…

Optimization and Control · Mathematics 2009-02-24 Erin M. Aylward , Pablo A. Parrilo , Jean-Jacques E. Slotine

In this work, we give a rigorous explicit formula for the Lyapunov exponent for some binary infinite products of random $2\times 2$ real matrices. All these products are constructed using only two types of matrices, $A$ and $B$, which are…

chao-dyn · Physics 2009-10-22 R. Lima , M. Rahibe

Randomly drawn $2\times 2$ matrices induce a random dynamics on the Riemann sphere via the M\"obius transformation. Considering a situation where this dynamics is restricted to the unit disc and given by a random rotation perturbed by…

Mathematical Physics · Physics 2021-01-25 Florian Dorsch , Hermann Schulz-Baldes

We show that the Lyapunov exponents of a periodic orbit can be easily obtained from the eigenvalues of the monodromy matrix. It turns out that the Lyapunov exponents of simply stable periodic orbits are all zero, simply unstable periodic…

Popular Physics · Physics 2020-05-27 D. D. Carpintero , J. C. Muzzio

Nowadays the Lyapunov exponents and Lyapunov dimension have become so widespread and common that they are often used without references to the rigorous definitions or pioneering works. It may lead to a confusion since there are at least two…

Chaotic Dynamics · Physics 2016-03-07 N. V. Kuznetsov , T. A. Alexeeva , G. A. Leonov

This article discusses the search procedure for the Poincar\'e recurrences to classify solutions on an attractor of a fourth-order nonlinear dynamical system using a previously developed high-precision numerical method. For the resulting…

Dynamical Systems · Mathematics 2022-01-03 Alexander N. Pchelintsev

Inverse parallel schemes remain indispensable tools for computing the roots of nonlinear systems, yet their dynamical behavior can be unexpectedly rich, ranging from strong contraction to oscillatory or chaotic transients depending on the…

Numerical Analysis · Mathematics 2026-01-21 Mudassir Shams , Andrei Velichko , Bruno Carpentieri

In the dynamical systems approach to describing turbulent or otherwise chaotic flows, an important quantity is the Lyapunov exponents and vectors that characterize the strange attractor of the flow. In particular, knowledge of the Lyapunov…

Fluid Dynamics · Physics 2019-05-01 Malik Hassanaly , Venkat Raman

We study stability and input-state analysis of three dimensional (3D) incompressible, viscous flows with invariance in one direction. By taking advantage of this invariance property, we propose a class of Lyapunov and storage functionals.…

Optimization and Control · Mathematics 2016-11-17 Mohamadreza Ahmadi , Giorgio Valmorbida , Antonis Papachristodoulou

We study dynamical systems forced by a combination of random and deterministic noise and provide criteria, in terms of Lyapunov exponents, for the existence of random attractors with continuous structure in the fibres. For this purpose, we…

Dynamical Systems · Mathematics 2017-01-16 Tobias Jäger , Gerhard Keller

We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…

Disordered Systems and Neural Networks · Physics 2025-01-30 Leonardo Ferreira , Fernando Metz , Paolo Barucca

We study the motion of small particles in a random turbulent flow assuming linear law of friction. We derive a symmetry relation obeyed by the large deviations of the finite time Lyapunov exponents in the phase space. The relation applies…

Chaotic Dynamics · Physics 2009-11-13 Itzhak Fouxon , Péter Horvai

This paper proposes a line integral Lyapunov function approach to stability analysis and stabilization for It\^o stochastic T-S models. Unlike the deterministic case, stability analysis of this model needs the information of Hessian matrix…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Shaosheng Zhou , Yingying Han , Baoyong Zhang

The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing scenarios where the Lyapunov exponent is strictly positive is a fundamental challenge that is relevant in many applications. In this work we…

Dynamical Systems · Mathematics 2022-01-19 Marius Lemm , David Sutter

The application of the Gershgorin circle theorem and some of its derivatives to estimate the eigenvalues of a matrix is considered. The obtained results are developed to obtain the localization region of the eigenvalues of a matrix with…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Igor Furtat
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