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Uniform stability is a notion of algorithmic stability that bounds the worst case change in the model output by the algorithm when a single data point in the dataset is replaced. An influential work of Hardt et al. (2016) provides strong…
In this paper, we propose a class of stochastic exponential discrete gradient schemes for SDEs with linear and gradient components in the coefficients. The root mean-square errors of the schemes are analyzed, and the structure-preserving…
In this paper, we consider the stability of discrete-time linear switched systems with a common non-strict Lyapunov matrix.
In this paper, a new notion called the general nonuniform $(h,k,\mu,\nu)$-dichotomy for a sequence of linear operators is proposed, which occurs in a more natural way and is related to nonuniform hyperbolicity. Then, sufficient criteria are…
In a recent paper, Soner, Touzi and Zhang [20] have introduced a notion of second order backward stochastic differential equations (2BSDEs for short), which are naturally linked to a class of fully non-linear PDEs. They proved existence and…
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in the presence of an additive individual noise, existence and…
In this note, we discuss the extension of several important stable square matrices, e.g., D-stable matrices, diagonal dominance matrices, Volterra-Lyapunov stable matrices, to their corresponding non-square matrices. The extension is…
In this paper, we study the problem of state observation of nonlinear systems over an erasure channel. The notion of mean square exponential stability is used to analyze the stability property of observer error dynamics. The main results of…
In recent work of Hairer, Hutzenthaler and Jentzen, see [9], a stochastic differential equation (SDE) with infinitely often differentiable and bounded coefficients was constructed such that the Monte Carlo Euler method for approximation of…
Delay differential equations (DDEs) with large delays play a pivotal role in understanding stability and bifurcations in systems ranging from neural networks to laser dynamics. While prior work has extensively studied DDEs with discrete…
We introduce a new notion of linear stability for standing waves of the nonlinear Schr\"odinger equation (NLS) which requires not only that the spectrum of the linearization be real, but also that the generalized kernel be not degenerate…
We introduce a class of explicit balanced schemes for stochastic differential equations with coefficients of superlinearly growth satisfying a global monotone condition. The first scheme is a balanced Euler scheme and is of order half in…
We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…
This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…
We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additive stable noise and a convolution type non-linear drift with singular interaction kernel in the framework of Lebesgue-Besov spaces. In…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…
We study some classes of semi-linear differential equations including both well-posed and ill-posed cases that can generate cocycles (or cocycle correspondences with generating cocycles). Under exponential dichotomy condition with other…
The dynamical stability of optimization methods at the vicinity of minima of the loss has recently attracted significant attention. For gradient descent (GD), stable convergence is possible only to minima that are sufficiently flat w.r.t.…
We consider It\^o uniformly nondegenerate equations with random coefficients. When the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions on the sample…