Related papers: On the Lyapunov Matrix of Linear Delay Difference …
We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…
In this paper we establish a comparison theorem for stochastic differential delay equations with jumps. An example is constructed to demonstrate that the comparison theorem need not hold whenever the diffusion term contains a delay function…
Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…
In this work, we present a comprehensive study of the relationship among uniform Lyapunov exponents, the Liouville trace formula, and adapted metrics for cocycles in Hilbert spaces. First, we prove that uniform Lyapunov exponents can be…
We provide explicit closed form expressions for strict Lyapunov functions for time-varying discrete time systems. Our Lyapunov functions are expressed in terms of known nonstrict Lyapunov functions for the dynamics and finite sums of…
This paper considers the stability problem of a linear time invariant system in feedback with a string equation. A new Lyapunov functional candidate is proposed based on the use of augmented states which enriches and encompasses the…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
In this paper, we study continuous and discrete linear delay systems given respectively by \[ \dot{X}(\xi) = A_0 X(\xi) + X(\xi)A_1 + B_0 X(\xi-\sigma) + X(\xi-\sigma)B_1 + G(\xi), \] and its discrete analogue \[ X(u+1) = A_0 X(u) + X(u)A_1…
This work is devoted to investigate the stability properties of time-delay reset systems. We present a Lyapunov-Krasovskii proposition, which generalizes the available results in the literature, providing results for verifying the stability…
New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…
Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…
This book is an extension of my doctoral dissertation, focusing on techniques for analyzing stability (dissipativity) and achieving stabilization of linear systems that are characterized by non-trivial distributed delays. It specifically…
This work studies the design problem of feedback stabilizers for discrete-time systems with input delays. A backstepping procedure is proposed for disturbance-free discrete-time systems. The feedback law designed by using backstepping…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
This paper is devoted to stability analysis of discrete-time delay systems based on a set of Lyapunov-Krasovskii functionals. New multiple summation inequalities are derived that involve the famous discrete Jensen's and Wirtinger's…
A proper discretization of the logistic differential equation, which is preserving these two distinct equilibrium solutions and their unstability and stability, suggest that we need to examine the time delay of the logistic map. According…
This work presents an analytical and computational study of fractional-order delay differential equations formulated using both the conformable and Caputo derivatives. For the conformable case, we develop the associated integral,…
The rate function for large deviations of the finite time Lyapunov exponent for the derived process in TM corresponding to a stochastic differential equation in M is related, via the Gartner-Ellis theorem, to the p-th moment Lyapunov…
In this paper, an extension of the generalized free matrix based inequality is introduced in a unified form suitable for the estimation of integrals and sums of quadratic functions. The equivalences of several known variants are shown,…
The paper considers a general concept of dichotomy with different growth rates for linear discrete-time systems in Banach spaces. Characterizations in terms of Lyapunov type sequences of norms are given. The approach is illustrated by…