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We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in…

Dynamical Systems · Mathematics 2014-06-24 Nicola Guglielmi , Linda Laglia , Vladimir Protasov

Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…

Dynamical Systems · Mathematics 2023-07-06 Roland Prohaska , Cagri Sert , Ronggang Shi

A Gelfand-Tsetlin function is a real-valued function $\phi:C \to \mathbb{R}$ defined on a finite subset $C$ of the lattice $\mathbb{Z}^2$ with the property that $\phi(x) \leq \phi(y)$ for every edge $\langle x,y \rangle$ directed north or…

Probability · Mathematics 2024-10-16 Samuel G. G. Johnston , Joscha Prochno

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

Probability · Mathematics 2020-05-15 Holger Sambale , Arthur Sinulis

Polyhedral Lyapunov functions can approximate any norm arbitrarily well. Because of this, they are used to study the stability of linear time varying and linear parameter varying systems without being conservative. However, the…

Optimization and Control · Mathematics 2021-03-08 Dimitris Kousoulidis , Fulvio Forni

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

Numerical Analysis · Mathematics 2024-03-12 Céline Moucer , Adrien Taylor , Francis Bach

We establish maximal concentration bounds for the iterates generated by stochastic approximation algorithms with general step sizes, where the noise has a finite-state Markovian component plus a Martingale-difference component. When the…

Probability · Mathematics 2026-05-21 Shubhada Agrawal , Siva Theja Maguluri , Martin Zubeldia

Integrable many-body systems are characterized by a complete set of preserved actions. Close to an integrable limit, a {\it nonintegrable} perturbation creates a coupling network in action space which can be short- or long-ranged. We…

Chaotic Dynamics · Physics 2019-10-02 Carlo Danieli , Thudiyangal Mithun , Yagmur Kati , David K. Campbell , Sergej Flach

We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff , Marcio S. de Queiroz

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

Optimization and Control · Mathematics 2020-12-22 Andrzej Ruszczynski

For distributions over discrete product spaces $\prod_{i=1}^n \Omega_i'$, Glauber dynamics is a Markov chain that at each step, resamples a random coordinate conditioned on the other coordinates. We show that $k$-Glauber dynamics, which…

Data Structures and Algorithms · Computer Science 2024-07-11 Holden Lee

Following a recent suggestion by Nielsen, Rugh, and Rugh, we study the energy scaling of the maximal Lyapunov exponent of classical Hamiltonian SU(2) lattice gauge theory. It is shown that the conjectured scaling behavior $\lambda_0\sim…

chao-dyn · Physics 2008-02-03 Berndt Müller

The generalized Lasso is a remarkably versatile and extensively utilized model across a broad spectrum of domains, including statistics, machine learning, and image science. Among the optimization techniques employed to address the…

Optimization and Control · Mathematics 2024-07-29 Xueying Zeng , Bin Shi

This paper studies structured products of real matrices for which the top Lyapunov exponent can be accessed by reducing the dynamics to an amenable generalization of upper triangular matrices. Exploiting prescribed zero patterns (including…

Dynamical Systems · Mathematics 2026-02-10 Reza Rastegar

This paper presents an Euler--Lagrange system for a continuous-time model of the accelerated gradient methods in smooth convex optimization and proposes an associated Lyapunov-function-based convergence analysis framework. Recently,…

Optimization and Control · Mathematics 2024-04-05 Mitsuru Toyoda , Akatsuki Nishioka , Mirai Tanaka

This paper proposes several Converse Lyapunov Theorems for nonlinear dynamical systems defined on smooth connected Riemannian manifolds and characterizes properties of corresponding Lyapunov functions in a normal neighborhood of an…

Optimization and Control · Mathematics 2014-06-25 Farzin Taringoo , Peter M. Dower , Dragan Nešić , Ying Tan

The paper is concerned with the development of Lyapunov methods for the analysis of equilibrium stability in a dynamical system on the space of probability measures driven by a non-local continuity equation. We derive sufficient conditions…

Analysis of PDEs · Mathematics 2024-10-14 Yurii Aveboukh , Aleksei Volkov

This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the…

Optimization and Control · Mathematics 2014-07-30 Angelia Nedich , Ji Liu

Recently, Eldan, Koehler, and Zeitouni (2020) showed that Glauber dynamics mixes rapidly for general Ising models so long as the difference between the largest and smallest eigenvalues of the coupling matrix is at most $1 - \epsilon$ for…

Data Structures and Algorithms · Computer Science 2023-12-01 Dmitriy Kunisky

The U(1) lattice gauge theory in three dimensions is a perfect laboratory to study the properties of the confining string. On the one hand, thanks to the mapping to a Coulomb gas of monopoles, the confining properties of the model can be…

High Energy Physics - Lattice · Physics 2015-05-12 Davide Vadacchino , Michele Caselle , Marco Panero , Roberto Pellegrini