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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…

Dynamical Systems · Mathematics 2016-09-16 Alina I. Doban , Mircea Lazar

We consider a general type of non-Markovian impulse control problems under adverse non-linear expectation or, more specifically, the zero-sum game problem where the adversary player decides the probability measure. We show that the upper…

Optimization and Control · Mathematics 2022-06-30 Magnus Perninge

In this paper, we focus on providing convergence guarantees for stochastic subgradient methods in minimizing nonsmooth nonconvex functions. We first investigate the global stability of a general framework for stochastic subgradient methods,…

Optimization and Control · Mathematics 2024-10-15 Nachuan Xiao , Xiaoyin Hu , Kim-Chuan Toh

Relative equilibria of Lagrangian and Hamiltonian systems with symmetry are critical points of appropriate scalar functions parametrized by the Lie algebra (or its dual) of the symmetry group. Setting aside the structures - symplectic,…

Dynamical Systems · Mathematics 2013-05-20 Debra Lewis

Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…

Optimization and Control · Mathematics 2023-01-25 Guilherme França , Daniel P. Robinson , René Vidal

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

If $F:H\to H$ is a map in a Hilbert space $H$, $F\in C^2_{loc}$, and there exists $y$, such that $F(y)=0$, $F'(y)\not= 0$, then equation $F(u)=0$ can be solved by a DSM (dynamical systems method). This method yields also a convergent…

Numerical Analysis · Mathematics 2007-05-23 A. G. Ramm

Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…

Optimization and Control · Mathematics 2020-06-26 Sepideh Hassan-Moghaddam , Mihailo R. Jovanović

A new framework for adaptive regulation to invariant sets is proposed. Reaching the target dynamics (invariant set) is to be ensured by state feedback while adaptation to parametric uncertainties is provided by additional adaptation…

Optimization and Control · Mathematics 2007-05-23 Ivan Tyukin , Denis Efimov , Cees van Leeuwen

We study the critical dynamics of a real scalar field in two dimensions near a continuous phase transition. We have built up and solved Dynamical Renormalization Group equations at one-loop approximation. We have found that, different form…

Statistical Mechanics · Physics 2021-12-06 Nathan O. Silvano , Daniel G. Barci

Dynamical systems, that are used to model power grids, the brain, and other physical systems, can exhibit coexisting stable states known as attractors. A powerful tool to understand such systems, as well as to better predict when they may…

Dynamical Systems · Mathematics 2023-07-31 George Datseris , Kalel Luiz Rossi , Alexandre Wagemakers

In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…

Classical Analysis and ODEs · Mathematics 2018-01-16 H. T. Tuan , Hieu Trinh

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

We study the set of continuous functions that admit no spurious local optima (i.e. local minima that are not global minima) which we term \textit{global functions}. They satisfy various powerful properties for analyzing nonconvex and…

Optimization and Control · Mathematics 2025-02-17 Cedric Josz , Yi Ouyang , Richard Y. Zhang , Javad Lavaei , Somayeh Sojoudi

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…

Optimization and Control · Mathematics 2018-03-07 Amir Ali Ahmadi , Raphael M. Jungers

This paper presents a non-linear stability analysis for dc-microgrids in both, interconnected mode and island operation with primary control. The proposed analysis is based on the fact that the dynamical model of the grid is a gradient…

Optimization and Control · Mathematics 2019-01-07 Alejandro Garces

This work provides a framework for nonlinear model-free control of systems with unknown input-output dynamics, but outputs that can be controlled by the inputs. This framework leads to real-time control of the system such that a feasible…

Systems and Control · Electrical Eng. & Systems 2019-08-13 Amit K. Sanyal

Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…

Dynamical Systems · Mathematics 2016-09-06 Zoltán Horváth , Yunfei Song , Tamás Terlaky

We provide a distributed coordinated approach to the stability analysis and control design of large-scale nonlinear dynamical systems by using a vector Lyapunov functions approach. In this formulation the large-scale system is decomposed…

Dynamical Systems · Mathematics 2015-07-22 Soumya Kundu , Marian Anghel