Related papers: On the Lyapunov function for complex-balanced mass…
A cycle expansion for the Lyapunov exponent of a product of random matrices is derived. The formula is non-perturbative and numerically effective, which allows the Lyapunov exponent to be computed to high accuracy. In particular, the free…
We present a statistical physics framework for description of nonlinear non-equilibrium stochastic processes, modeled via chemical master equation, in the weak-noise limit. Using the Poisson representation approach and applying the…
We analyze stability properties of monotone nonlinear systems via max-separable Lyapunov functions, motivated by the following observations: first, recent results have shown that asymptotic stability of a monotone nonlinear system implies…
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…
Performance analysis for linear time-invariant (LTI) systems has been closely tied to quadratic Lyapunov functions ever since it was shown that LTI system stability is equivalent to the existence of such a Lyapunov function. Some metrics…
The relaxation function is the cornerstone to perform calculations in weakly driven processes. Properties that such a function should obey are already established, but the difficulty in its calculation is still an issue to be overcome. In…
In this note, we show that the Local Molecular Field theory of Weeks et. al. can be re-derived as an extremum problem for an approximate Helmholtz free energy. Using the resulting free energy as a classical, fluid density functional yields…
We prove a new cross theorem for separately holomorphic functions.
Motivated by a recent work on the metabolism of carbohydrates in bacteria, we study the kinetics and thermodynamics of two classic models for reversible polymerization, one preserving the total polymer concentration and the other one not.…
The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…
We prove a converse Lyapunov theorem for almost sure stabilizability and almost sure asymptotic stabilizability of controlled diffusions: given a stochastic system a.s. stochastic open loop stabilizable at the origin, we construct a lower…
We study the regularity of Lyapunov exponents as functions on the space of compactly supported probability measures on $\mathrm{GL}(d,\mathbb{R})$. We prove that the Lyapunov exponents are pointwise log-H\"older continuous with respect to…
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…
The notion of Lyapunov function plays a key role in design and verification of dynamical systems, as well as hybrid and cyber-physical systems. In this paper, to analyze the asymptotic stability of a dynamical system, we generalize standard…
An approach for computing Lyapunov functions for nonlinear continuous-time differential equations is developed via a new, Massera-type construction. This construction is enabled by imposing a finite-time criterion on the integrated…
This paper addresses the question when the underlying Markov process of a multiclass queueing network is positive Harris recurrent. It is well-known that stability of the fluid limit model is a sufficient condition for this. Hence,…
The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…
This note is devoted to a simple method for proving hypocoercivity of the solutions of a kinetic equation involving a linear time relaxation operator, i.e. the construction of an adapted Lyapunov functional satisfying a Gronwall-type…
In 2002, Fatiha Alabau, Piermarco Cannarsa and Vilmos Komornik investigated the extent of asymptotic stability of the null solution for weakly coupled partially damped equations of the second order in time. The main point is that the…
We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…