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This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…

Probability · Mathematics 2019-09-16 Xin Yu , Juliang Yin , Suiyang Khoo

This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

The main result applies to non-degenerate cases of the generalized Lotka-Volterra model. A criterion is given that relates the stability of two fixed points with the associated Schur complement of there respective community matrices.

Dynamical Systems · Mathematics 2025-02-19 Michael Richard Livesay

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

The stabilizability of a general class of abstract parabolic-like equations is investigated, with a finite number of actuators. This class includes the case of actuators given as delta distributions located at given points in the spatial…

Optimization and Control · Mathematics 2023-08-21 Karl Kunisch , Sérgio S. Rodrigues , Daniel Walter

A nonlinear parabolic differential equation with a quadratic nonlinearity is presented which has at least one equilibrium. The linearization about this equilibrium is asymptotically stable, but by using a technique inspired by H. Fujita, we…

Analysis of PDEs · Mathematics 2007-09-10 Michael Robinson

Nonlinearity continuation method, applied to boundary value problems for steady-state Richards equation, gradually approaches the solution through a series of intermediate problems. Originally, the Newton method with simple line search…

Numerical Analysis · Mathematics 2021-05-27 Denis Anuprienko

Nonlinear partial differential equations are central to physics, engineering, and finance. Except in a limited number of integrable cases, their solution generally requires numerical methods whose cost becomes prohibitive in…

Fluid Dynamics · Physics 2026-03-30 Javier Gonzalez-Conde , Daniel Isla , Sergiy Zhuk , Mikel Sanz

The Riccati equation method is used to obtain a generalization of the Gronvall-Bellman lemma the obtained result is used to generalize a result of Lyapunov.

Classical Analysis and ODEs · Mathematics 2023-07-04 G. A. Grigorian

In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools…

Numerical Analysis · Mathematics 2015-05-13 Iasson Karafyllis , Lars Grune

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

A strategy is proposed for adaptive stabilization of linear systems, depending on an uncertain parameter. Offline, the Riccati stabilizing feedback input control operators, corresponding to parameters in a finite training set of chosen…

Optimization and Control · Mathematics 2023-07-27 Philipp A. Guth , Karl Kunisch , Sérgio S. Rodrigues

Lyapunov's theorem provides a fundamental characterization of the stability of dynamical systems. This paper presents a categorical framework for Lyapunov theory, generalizing stability analysis with Lyapunov functions categorically. Core…

Dynamical Systems · Mathematics 2025-08-01 Aaron D. Ames , Joe Moeller , Paulo Tabuada

We analyse and compare several algorithms to compute numerically periodic solutions of high-dimensional dynamical systems and investigate their Floquet stability without building the monodromy matrix. The solution and its perturbation are…

Fluid Dynamics · Physics 2025-06-17 Artur Gesla , Yohann Duguet , Patrick Le Quéré , Laurent Martin Witkowski

We consider four extended Ricci flow systems---that is, Ricci flow coupled with other geometric flows---and prove dynamical stability of certain classes of stationary solutions of these flows. The systems include Ricci flow coupled with…

Differential Geometry · Mathematics 2015-06-22 Michael Bradford Williams

In the paper we have developed a theory of stability preserving structural transformations of systems of second-order ordinary differential equations (ODEs), i.e., the transformations which preserve the property of Lyapunov stability. The…

Dynamical Systems · Mathematics 2012-04-10 Volodymyr Makarov , Denis Dragunov

The residual cutting (RC) method has been proposed as an outer-inner loop iteration for efficiently solving large and sparse linear systems of equations arising in solving numerically problems of elliptic partial differential equations.…

Numerical Analysis · Mathematics 2026-03-23 Toshihiko Abe

In this paper, the concepts and the direct theorems of stability in the sense of Liapunov, within the framework of Birkhoffian dynamical systems on manifolds, are considered. The Liapunov-type functions are constructed for linear and…

Dynamical Systems · Mathematics 2009-11-13 Delia Ionescu-Kruse

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…

Numerical Analysis · Mathematics 2018-08-14 Axel Målqvist , Anna Persson , Tony Stillfjord

In this paper, a large class of time-varying Riccati equations arising in stochastic dynamic games is considered. The problem of the existence and uniqueness of some globally defined solution, namely the bounded and stabilizing solution, is…

Systems and Control · Electrical Eng. & Systems 2020-06-03 Samir Aberkane , Vasile Dragan