English
Related papers

Related papers: Stability for Stochastic McKean-Vlasov Equations w…

200 papers

We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle…

Optimization and Control · Mathematics 2007-05-23 Annalisa Cesaroni

This paper deals with the stability analysis of a mass-spring system subject to friction using Lyapunov-based arguments. As the described system presents a stick-slip phenomenon, the mass may then periodically sticks to the ground. The…

Optimization and Control · Mathematics 2021-03-09 Matthieu Barreau , Sophie Tarbouriech , Frederic Gouaisbaut

A mathematical proof for the stability of mKdV breathers is announced. This proof involves the existence of a nonlinear equation satisfied by all breather profiles, and a new Lyapunov functional which controls the dynamics of small…

Analysis of PDEs · Mathematics 2015-06-05 Miguel Angel Alejo , Claudio Muñoz

The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…

Optimization and Control · Mathematics 2024-01-17 Matteo Della Rossa

This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the solution for locally Lipschitz GSDEs is obtained by…

Probability · Mathematics 2014-12-22 Xinpeng Li , Xiangyun Lin , Yiqing Lin

We study the ellipticity and the ``Nekhoroshev stability'' (stability properties for finite, but very long, time scales) of the Riemann ellipsoids. We provide numerical evidence that the regions of ellipticity of the ellipsoids of types II…

Differential Geometry · Mathematics 2009-10-31 Francesco Fasso` , Debra Lewis

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the $p$th moment Lyapnov exponents. Moreover, several examples…

Probability · Mathematics 2011-11-07 Jianhai Bao , Xuerong Mao , Chenggui Yuan

In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis , Pierdomenico Pepe , Zhong-Ping Jiang

We study the Lyapunov stability of stationary solutions to contact-type Hamilton-Jacobi equations on a compact manifold. Previous works typically assume $C^3$ Tonelli Hamiltonians and characterize stability in terms of Mather measures. In…

Analysis of PDEs · Mathematics 2026-04-28 Panrui Ni , Jun Yan

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution…

Probability · Mathematics 2008-01-11 Xicheng Zhang

This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…

Analysis of PDEs · Mathematics 2025-07-11 Alhabib Moumni , Cristina Pignotti , Jawad Salhi , Mouhcine Tilioua

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 present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results concerning existence and uniqueness are obtained under…

Probability · Mathematics 2019-11-19 Sima Mehri , Wilhelm Stannat

Lyapunov's indirect method is an attractive method for analyzing stability of non-linear systems since only the stability of the corresponding linearized system needs to be determined. Unfortunately, the proof for finite-dimensional systems…

Analysis of PDEs · Mathematics 2015-09-22 Rasha Al Jamal , Amenda Chow , Kirsten Morris

We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\Omega, {\cal H}, \hat{\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations…

Probability · Mathematics 2013-12-02 Weiyin Fei , Chen Fei

The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…

Optimization and Control · Mathematics 2024-09-19 Ibrahim K. Ozaslan , Mihailo R. Jovanović

We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…

Dynamical Systems · Mathematics 2019-02-21 Elena Braverman , Basak Karpuz

We analyze stability properties of monotone nonlinear systems via max-separable Lyapunov functions, motivated by the following observations: first, recent results have shown that asymptotic stability of a monotone nonlinear system implies…

Systems and Control · Computer Science 2016-07-28 Hamid Reza Feyzmahdavian , Bart Besselink , Mikael Johansson

We consider the unexploited/exploited logistic equation and study the stability of equilibrium points through Lyapunov functions. Then, we apply first and second order optimality conditions for the optimal control of the total biomass…

Optimization and Control · Mathematics 2026-01-08 Márcia Lemos-Silva , Sandra Vaz , Delfim F. M. Torres