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An overview of stability conditions in terms of the Lyapunov matrix for time-delay systems is presented. The main results and proof are presented in details for the case of systems with multiple delays. The state of the art, ongoing…

Dynamical Systems · Mathematics 2022-07-27 Sabine Mondié , Alexey Egorov , Marco A. Gomez

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

We revisit the canonical continuous-time and discrete-time matrix algebraic and matrix differential equations that play a central role in Lyapunov based stability arguments. The goal is to generalize and extend these types of equations and…

Optimization and Control · Mathematics 2009-10-13 John M. Davis , Ian A. Gravagne , Robert J. Marks , Alice A. Ramos

This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…

Dynamical Systems · Mathematics 2014-11-18 Janusz Mierczyński

The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a…

Systems and Control · Computer Science 2019-09-23 Suat Gumussoy , Murad Abu-Khalaf

A Lyapunov-Krasovskii functional with prescribed derivative whose construction does not require the stability of the system is introduced. It leads to the presentation of stability/instability theorems. By evaluating the functional at…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Reynaldo Ortiz , Alexey Egorov , Sabine Mondié

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński

This contribution presents two exponential stability criteria for linear systems with multiple pointwise and distributed delays. These results (necessary and sufficient conditions) are given in terms of the delay Lyapunov matrix and the…

Dynamical Systems · Mathematics 2022-09-15 Alejandro Castaño , Carlos Cuvas , Alexey Egorov , Sabine Mondié

Lyapunov-like characterizations for non-uniform in time and uniform robust global asymptotic stability of uncertain systems described by retarded functional differential equations are provided.

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis

This paper establishes the equivalence between systems described by a single first-order hyperbolic partial differential equation and systems described by integral delay equations. System-theoretic results are provided for both classes of…

Optimization and Control · Mathematics 2019-02-20 Iasson Karafyllis , Miroslav Krstic

Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…

Chaotic Dynamics · Physics 2009-10-31 Jean-Luc Thiffeault , Allen H. Boozer

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

Classical Analysis and ODEs · Mathematics 2016-07-26 Daniel Sepúlveda

The delay Lyapunov equation is an important matrix boundary-value problem which arises as an analogue of the Lyapunov equation in the study of time-delay systems $\dot{x}(t) = A_0x(t)+A_1x(t-\tau)+B_0u(t)$. We propose a new algorithm for…

Numerical Analysis · Mathematics 2018-10-16 Elias Jarlebring , Federico Poloni

Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dotsc, A_N$. This paper studies the equality cases between the…

Optimization and Control · Mathematics 2023-03-21 Yacine Chitour , Guilherme Mazanti , Pierre Monmarché , Mario Sigalotti

This paper proposes methods to handle the problem of delay range stability analysis for a linear coupled differential-difference system (CDDS) with distributed delays subject to dissipative constraints. The model of linear CDDS contains…

Systems and Control · Computer Science 2018-06-21 Qian Feng , Sing Kiong Nguang

We compute Lyapunov vectors (LVs) corresponding to the largest Lyapunov exponents in delay-differential equations with large time delay. We find that characteristic LVs, and backward (Gram-Schmidt) LVs, exhibit long-range correlations,…

Chaotic Dynamics · Physics 2011-01-17 Diego Pazó , Juan M. López

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Optimization and Control · Mathematics 2013-12-30 S. Damak , M. Di Loreto , W. Lombardi , V Andrieu

We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times,…

Dynamical Systems · Mathematics 2011-06-21 Tomasz Stachowiak , Marek Szydlowski

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson
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