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We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

In this paper, we present a framework for Stability Analysis of Systems of Coupled Linear Partial-Differential Equations. The class of PDE systems considered in this paper includes parabolic, elliptic and hyperbolic systems with Dirichelet,…

Optimization and Control · Mathematics 2018-03-28 Matthew M. Peet

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from…

Probability · Mathematics 2023-04-24 Dirk Blömker , Alexandra Neamtu

This paper presents some new propositions related to the fractional order $h$-difference operators, for the case of general quadratic forms and for the polynomial type, which allow proving the stability of fractional order $h$-difference…

Classical Analysis and ODEs · Mathematics 2020-06-16 Xiang Liu , Baoguo Jia , Lynn Erbe , Allan Peterson

In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…

Probability · Mathematics 2016-02-29 Qiong Wu

In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

This work studies the problem of searching for homogeneous polynomial Lyapunov functions for stable switched linear systems. Specifically, we show an equivalence between polynomial Lyapunov functions for systems of this class and quadratic…

Systems and Control · Electrical Eng. & Systems 2020-02-20 Matthew Abate , Corbin Klett , Samuel Coogan , Eric Feron

Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Corbin Klett , Matthew Abate , Samuel Coogan , Eric Feron

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…

Dynamical Systems · Mathematics 2019-08-15 Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

For stochastic affine periodic systems, we establish a law of large numbers including Halanay-type criterion and a LaSalle-type stationary oscillation principle to obtain the existence and stability of affine periodic solutions in…

Dynamical Systems · Mathematics 2019-09-02 Xiaomeng Jiang , Xue Yang , Yong Li

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…

Dynamical Systems · Mathematics 2017-02-20 Umesh Vaidya

We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…

Optimization and Control · Mathematics 2019-05-21 Masashi Wakaiki

This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…

Dynamical Systems · Mathematics 2025-09-10 Junxia Duan , Jifa Jiang , Jie Xu

We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FTLEs), observing a change of sign based on the interplay…

Probability · Mathematics 2026-02-11 Alexandra Blessing , Dirk Blömker

Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper. By using the well known discrete semimartingale convergence…

Probability · Mathematics 2018-01-16 Guangqiang Lan , Fang Xia , Qiushi Wang

This paper is devoted to the study of rigidity properties for special solutions of nonlinear elliptic partial differential equations on smooth, boundaryless Riemannian manifolds. As far as stable solutions are concerned, we derive a new…

Analysis of PDEs · Mathematics 2008-09-19 Alberto Farina , Yannick Sire , Enrico Valdinoci

This paper studies input-to-state stability for hybrid systems with memory, which models hybrid dynamics affected by time delays. Using both Lyapunov-Razumikhin functions and Lyapunov-Krasovskii functionals, Lyapunov-based sufficient…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Wei Ren , Junlin Xiong

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

Machine Learning · Computer Science 2021-03-30 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , Johan U. Backström , R. Bhushan Gopaluni