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Related papers: Computing delay Lyapunov matrices and H2 norms for…

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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

The fundamental matrix and the delay Lyapunov matrix of linear delay difference equations are introduced. Some properties of the Lyapunov matrix, and the jump discontinuities of its derivative are proven, leading to its construction in the…

Dynamical Systems · Mathematics 2016-12-15 Emanuel Rocha , Sabine Mondié , Michael Di Loreto

In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…

Numerical Analysis · Mathematics 2017-05-30 M. Hached , K. Jbilou

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

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

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

Sequences of parametrized Lyapunov equations can be encountered in many application settings. Moreover, solutions of such equations are often intermediate steps of an overall procedure whose main goal is the computation of…

Numerical Analysis · Mathematics 2024-05-30 Davide Palitta , Zoran Tomljanović , Ivica Nakić , Jens Saak

We present a Lanczos tau method for the approximation and optimization of the $H^2$-norm of time-delay systems described by semi-explicit delay differential algebraic equations. The soundness of this approach is proven under the assumption…

Numerical Analysis · Mathematics 2026-03-12 Evert Provoost , Wim Michiels

We prove that an auxiliary two-point boundary value problem presented in V. L. Kharitonov, Lyapunov matrices for a class of time delay systems, Systems & Control Letters 55 (2006) 610-617 has linearly dependent boundary conditions, and…

Systems and Control · Computer Science 2018-02-21 Murad Abu-Khalaf , Suat Gumussoy

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

The Lyapunov inequality is an indispensable tool for stability analysis in linear control theory. It provides a necessary and sufficient condition for the stability of an autonomous linear-time invariant system in terms of the existence of…

Optimization and Control · Mathematics 2025-12-24 Avinash Kumar

For linear periodic finite-dimensional systems, it is well-known that, first, exponential stability is equivalent to the existence of a unique periodic positive definite solution to the Lyapunov equation, and second, the Lyapunov equation…

Dynamical Systems · Mathematics 2026-05-18 Irina V. Aleksandrova , Juan J. L. Velázquez

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

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 paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…

Dynamical Systems · Mathematics 2022-06-16 Mark A. Pinsky

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay…

Numerical Analysis · Mathematics 2024-01-01 Dimitri Breda , Davide Liessi

We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to…

Numerical Analysis · Mathematics 2024-09-06 Paola F. Antonietti , Pierre Matalon , Marco Verani

In this paper, we present estimates for solutions and for the attraction domain of the trivial solution for systems with delayed and nonlinear weighted homogeneous right-hand side of positive degree. The results are achieved via a…

Systems and Control · Electrical Eng. & Systems 2021-01-27 Gerson Portilla , Irina Alexandrova , Sabine Mondié

A boundary feedback stabilisation problem of non-uniform linear hyperbolic systems of balance laws with additive disturbance is discussed. A continuous and a corresponding discrete Lyapunov function is defined. Using an…

Optimization and Control · Mathematics 2020-06-09 Mapundi Kondwani Banda , Gediyon Weldegiyorgis

Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…

Dynamical Systems · Mathematics 2025-08-25 Quinlan Leishman , Benjamin Webb
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