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We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the $Q$-process, into the…

Dynamical Systems · Mathematics 2025-08-21 Matheus M. Castro , Dennis Chemnitz , Hugo Chu , Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong…

Dynamical Systems · Mathematics 2016-03-18 Hua Shao , Yuming Shi , Hao Zhu

It is shown that the asymptotic spectra of finite-time Lyapunov exponents of a variety of fully chaotic dynamical systems can be understood in terms of a statistical analysis. Using random matrix theory we derive numerical and in particular…

Chaotic Dynamics · Physics 2009-10-31 Fotis Diakonos , Detlef Pingel , Peter Schmelcher

This technical note studies Lyapunov-like conditions to ensure a class of dynamical systems to exhibit predefined-time stability. The origin of a dynamical system is predefined-time stable if it is fixed-time stable and an upper bound of…

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

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

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

The conditional Lyapunov exponent is defined for investigating chaotic synchronization, in particular complete synchronization and generalized synchronization. We find that the conditional Lyapunov exponent is expressed as a formula in…

Chaotic Dynamics · Physics 2017-11-07 Masaru Shintani , Ken Umeno

Lyapunov exponents of dynamical systems are defined from the rates of divergence of nearby trajectories. For stochastic systems, one typically assumes that these trajectories are generated under the "same noise realization". The purpose of…

Statistical Mechanics · Physics 2016-04-20 Tanguy Laffargue , Julien Tailleur , Frédéric van Wijland

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from…

Probability · Mathematics 2023-04-24 Dirk Blömker , Alexandra Neamtu

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

Optimization and Control · Mathematics 2020-02-18 Ihab Haidar , Yacine Chitour , Paolo Mason , Mario Sigalotti

We consider a large class of 2D area-preserving diffeomorphisms that are not uniformly hyperbolic but have strong hyperbolicity properties on large regions of their phase spaces. A prime example is the Standard map. Lower bounds for…

Dynamical Systems · Mathematics 2017-01-27 Alex Blumenthal , Jinxin Xue , Lai-Sang Young

This paper presents a proof that existence of a polynomial Lyapunov function is necessary and sufficient for exponential stability of sufficiently smooth nonlinear ordinary differential equations on bounded sets. The main result states that…

Classical Analysis and ODEs · Mathematics 2007-08-25 Matthew M. Peet

We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…

Dynamical Systems · Mathematics 2023-04-13 Svetlin Georgiev , Sergey Kryzhevich

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

Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate…

Chaotic Dynamics · Physics 2012-03-28 Pavel V. Kuptsov , Ulrich Parlitz

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Adrien Banse , Zheming Wang , Raphaël M. Jungers

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · Physics 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani
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