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This paper presents a new interpretation of the Lyapunov and Riccati equations from the perspective of positive system theory. We show it is possible to construct positive systems related to these equations, and then certain conclusions --…

Optimization and Control · Mathematics 2025-11-24 Dongjun Wu , Yankai Lin

In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…

Numerical Analysis · Mathematics 2017-07-17 Willem Hundsdorfer

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…

Exactly Solvable and Integrable Systems · Physics 2014-11-14 Vivek M. Vyas , Rama Gupta , C. N. Kumar , Prasanta K. Panigrahi

The paper describes a novel method for studying the stability of nonautonomous dynamical systems. This method based on the flow and divergence of the vector field with coupling to the method of Lyapunov functions. The necessary and…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Igor Furtat

We consider the Lotka-Volterra system and provide necessary conditions for an equilibrium to be stable. Our results naturally complement earlier fundamental results by N. Adachi, Y. Takeuchi, and H. Tokumaru, who, in a series of papers,…

Populations and Evolution · Quantitative Biology 2026-04-13 Magnus Aspenberg , Erik Martens , Kristofer Wollein Waldetoft

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

Optimization and Control · Mathematics 2013-12-30 Kai Du

Explicit exponential stability tests are obtained for the scalar neutral differential equation $$ \dot{x}(t)-a(t)\dot{x}(g(t))=-\sum_{k=1}^m b_k(t)x(h_k(t)), $$ together with exponential estimates for its solutions. Estimates for solutions…

Dynamical Systems · Mathematics 2020-12-22 Leonid Berezansky , Elena Braverman

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

Probability · Mathematics 2018-10-25 Leonid Shaikhet

This article deals with the asymptotic behavior of fourth order differential equation where the coefficients are perturbations of linear constant coefficient equation. We introduce a change of variable and deduce that the new variable…

Classical Analysis and ODEs · Mathematics 2014-10-14 Anibal Coronel , Fernando Huancas , Manuel Pinto

We prove the theorem of linearized asymptotic stability for fractional differential equations. More precisely, we show that an equilibrium of a nonlinear Caputo fractional differential equation is asymptotically stable if its linearization…

Dynamical Systems · Mathematics 2018-08-28 N. D. Cong , T. S. Doan , S. Siegmund , H. T. Tuan

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

Dynamical Systems · Mathematics 2022-03-08 Nguyen Khoa Son , Le Van Ngoc

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…

Dynamical Systems · Mathematics 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

There is a close connection between stability and oscillation of delay differential equations. For the first-order equation $$ x^{\prime}(t)+c(t)x(\tau(t))=0,~~t\geq 0, $$ where $c$ is locally integrable of any sign, $\tau(t)\leq t$ is…

Dynamical Systems · Mathematics 2022-08-19 John Ioannis Stavroulakis , Elena Braverman

In this paper, we study the stabilization problem for the Ito systems with both multiplicative noise and multiple delays which exist widely in applications such as networked control systems. Sufficient and necessary conditions are obtained…

Optimization and Control · Mathematics 2018-07-20 Juanjuan Xu , Huanshui Zhang

We prove the orbital stability of periodic traveling-wave solutions for systems of dispersive equations with coupled nonlinear terms. Our method is basically developed under two assumptions: one concerning the spectrum of the linearized…

Analysis of PDEs · Mathematics 2020-02-13 Fabrício Cristófani , Ademir Pastor

In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…

Classical Analysis and ODEs · Mathematics 2018-01-16 H. T. Tuan , Hieu Trinh

As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…

Analysis of PDEs · Mathematics 2018-12-12 Lucie Baudouin , Alexandre Seuret , Frédéric Gouaisbaut

The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is…

Dynamical Systems · Mathematics 2026-04-24 Douglas R. Frey

In this paper, we prove a theorem of linearized asymptotic stability for fractional differential equations with a time delay. More precisely, using the method of linearization of a nonlinear equation along an orbit (Lyapunov's first…

Classical Analysis and ODEs · Mathematics 2018-08-24 Hoang The Tuan , Hieu Trinh