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We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss--Markov prior and…

Machine Learning · Statistics 2021-06-16 Nicholas Krämer , Philipp Hennig

This technical note is concerned with boundary stabilization of multi-dimensional discrete-velocity kinetic models. By exploiting a certain stability structure of the models and adapting an appropriate Lyapunov functional, we derive…

Optimization and Control · Mathematics 2025-02-24 Haitian Yang , Wen-An Yong

The paper presents a numerical technique for computing directly the Takens-Bogdanov points in the nonlinear system of differential equations with one constant delay and two parameters. By representing the delay differential equations as…

Numerical Analysis · Mathematics 2012-07-16 Yingxiang Xu , Vital D. Mabonzo

We analyze and design H-infinity controllers for general time-delay systems with time-delays in systems' state, inputs and outputs. We allow the designer to choose the order of the controller and to introduce constant time-delays in the…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Suat Gumussoy , Wim Michiels

This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…

Numerical Analysis · Mathematics 2025-05-29 Angelo A. Casulli , Francesco Hrobat , Daniel Kressner

In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

Numerical Analysis · Mathematics 2017-02-03 Davide Palitta , Valeria Simoncini

Abstract-In this manuscript, model predictive control for class of discrete fuzzy large-scale systems subjected to bounded time-varying delay and disturbances is studied. The considered method is Razumikhin for time-varying delay…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Mohammad Sarbaz , Iman Zamani , Mohammad Manthouri , Asier Ibeas

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

Numerical Analysis · Mathematics 2022-04-26 Yadira Hernández-Solano , Miguel Atencia

This paper presents a Lyapunov-Halanay method to study global asymptotic stabilization (GAS) of nonlinear retarded systems subject to large constant delays in input/output - a challenging problem due to their inherent destabilizing effects.…

Systems and Control · Electrical Eng. & Systems 2026-03-16 Xin Yu , Wei Lin

The present paper addresses the swing equation with additional delayed damping as an example for pendulum-like systems. In this context, it is proved that recurring sub- and supercritical Hopf bifurcations occur if time delay is increased.…

Dynamical Systems · Mathematics 2019-12-23 Tessina H. Scholl , Lutz Gröll , Veit Hagenmeyer

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

This paper deals with a Tikhonov regularized second-order plus first-order primal-dual dynamical system with time scaling for separable convex optimization problems with linear equality constraints. This system consists of two second-order…

Optimization and Control · Mathematics 2025-10-29 Xiangkai Sun , Lijuan Zheng , Kok Lay Teo

The key challenges in design of predictor-based control laws for switched systems with arbitrary switching and long input delay are the potential unavailability of the future values of the switching signal (at current time) and the fact…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Andreas Katsanikakis , Nikolaos Bekiaris-Liberis

Recently, many machine learning optimizers have been analysed considering them as the asymptotic limit of some differential equations when the step size goes to zero. In other words, the optimizers can be seen as a finite difference scheme…

Numerical Analysis · Mathematics 2024-07-02 Bilel Bensaid , Gaël Poëtte , Rodolphe Turpault

Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise through the implementation of…

Probability · Mathematics 2024-06-21 Xing Chen , Xiaoyue Li , Chenggui Yuan

Predefined-time stability enables convergence within a user-specified time independent of initial conditions. Existing results are predominantly based on autonomous Lyapunov inequalities, where the predefined-time is realized through…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Özhan Bingöl

We study an uplink multi secondary user (SU) system having statistical delay constraints, and an average interference constraint to the primary user (PU). SUs with heterogeneous interference channel statistics, to the PU, experience…

Information Theory · Computer Science 2016-12-13 Ahmed Ewaisha , Cihan Tepedelenlioglu

We present a new continuous Lyapunov Redesign (LR) methodology for the robust stabilization of a class of uncertain time-delay systems that is based on the so-called Super Twisting Algorithm. The main feature of the proposed approach is…

Systems and Control · Electrical Eng. & Systems 2021-07-02 Marco A. Gomez , Christopher D. Cruz-Ancona , Leonid Fridman

In this paper, we address the problem of solving infinite-dimensional harmonic algebraic Lyapunov and Riccati equations up to an arbitrary small error. This question is of major practical importance for analysis and stabilization of…

Systems and Control · Electrical Eng. & Systems 2022-03-21 Pierre Riedinger , Jamal Daafouz

The pseudospectrum of a linear time-invariant system is the set in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Suat Gumussoy , Wim Michiels