Related papers: Stability of Nonlinear Regime-switching Jump Diffu…
The input/output stability of an interconnected system composed of an ordinary differential equation and a damped string equation is studied. Issued from the literature on time-delay systems, an exact stability result is firstly derived…
In the present work, we revisit the topic of translational eigenmodes in discrete models. We focus on the prototypical example of the discrete nonlinear Schr{\"o}dinger equation, although the methodology presented is quite general. We…
This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…
In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…
In this paper, we investigate asymptotic stability of linear time-varying systems with (sub-) stochastic system matrices. Motivated by distributed dynamic fusion over networks of mobile agents, we impose some mild regularity conditions on…
In this paper, Lyapunov-Razumikhin technique, design of state-dependent switching laws, a fixed point theorem and variational methods are employed to derive the existence and the unique existence results of globally exponentially stable…
To predict allowable time-step size for the fully discretized nonlinear differential equations, a stability theory is developed using exact determination of an infinite perturbation series. Mathematical induction is used to determine the…
This paper investigates the mean stability of a class of discrete-time stochastic switched linear systems using the $L^p$-norm joint spectral radius of the probability distributions governing the switched systems. First we prove a converse…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
Analytical stability calculation is done to prove stability properties for systems with parameters that do not have explicit values. For systems with three components, the usual method of finding the characteristic polynomial as the…
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…
This paper discusses the interplay of symmetries and stability in the analysis and control of nonlinear dynamical systems and networks. Specifically, it combines standard results on symmetries and equivariance with recent convergence…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
We consider a class of nonlinear Schr\"odinger equation in two space dimensions with an attractive potential. The nonlinearity is local but rather general encompassing for the first time both subcritical and supercritical (in $L^2$)…
In a first step towards the comprehension of neural activity, one should focus on the stability of the various dynamical states. Even the characterization of idealized regimes, such as a perfectly periodic spiking activity, reveals…
The study of shear layer instability in compressible flows is key to understanding phenomena from aerodynamics to astrophysical jets. Blumen's seminal paper [``Shear layer instability of an inviscid compressible fluid," J. Fluid Mech. {\bf…
We study stationary distributions in the context of stochastic reaction networks. In particular, we are interested in complex balanced reaction networks and reduction of such networks by assuming a set of species (called non-interacting…
Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…
We study a regulation problem for stochastic systems subject to both continuous fluctuations and rare but significant shocks, modeled as a jump-diffusion with uncertainty in both the drift and the jump intensity. Such settings arise in…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…