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For linear dynamical systems (in continuous-time and discrete-time) we revisit and extend the concepts of hypocoercivity and hypocontractivity and give a detailed analysis of the relations of these concepts to (asymptotic) stability, as…

Dynamical Systems · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Volker Mehrmann

In this note, we connect two different topics from linear algebra and numerical analysis: hypocoercivity of semi-dissipative matrices and strong stability for explicit Runge--Kutta schemes. Linear autonomous ODE systems with a non-coercive…

Numerical Analysis · Mathematics 2023-10-31 Franz Achleitner , Anton Arnold , Ansgar Jüngel

Hypocoercivity emerged in kinetic transport theory, allowing to derive exponential long-time estimates for evolution equations. Recently, the short-time asymptotics for equations with dissipative generators were obtained using the…

Analysis of PDEs · Mathematics 2025-12-09 Marco Roschkowski , Hannes Gernandt

The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a…

Dynamical Systems · Mathematics 2025-01-30 Franz Achleitner , Anton Arnold , Volker Mehrmann , Eduard A. Nigsch

For the classes of finite dimensional linear time-invariant semi-dissipative Hamiltonian ordinary differential equations and differential-algebraic equations, stability and hypocoercivity are discussed and related to concepts from control…

Classical Analysis and ODEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Volker Mehrmann

The concepts of hypocoercivity and hypocontractivity and their relationship are studied for semi-dissipative continuous-time and discrete-time evolution equations in a Hilbert space setting. New proofs for the characterization of the…

Dynamical Systems · Mathematics 2026-01-15 Anton Arnold , Stefan Egger , Volker Mehrmann , Eduard A. Nigsch

We provide a complete elaboration of the $L^2$-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics with multiplicative noise, studying the longtime behaviour of the strongly continuous contraction semigroup solving the…

Functional Analysis · Mathematics 2022-05-25 Alexander Bertram , Martin Grothaus

We study a class of diffusion processes arising from random perturbations of conservative Hamiltonian systems. Under a set of abstract hypotheses -- including basic structural assumptions on the Hamiltonian, a weak Lyapunov structure, and a…

Probability · Mathematics 2025-09-03 Shimaa Elesaely , David P. Herzog , Kyle L. Liss

The long-time behavior of solutions to different versions of Oseen equations of fluid flow on the 2D torus is analyzed using the concept of hypocoercivity. The considered models are isotropic Oseen equations where the viscosity acts…

Analysis of PDEs · Mathematics 2023-11-08 Franz Achleitner , Anton Arnold , Volker Mehrmann

The long- and short-time behavior of solutions to dissipative evolution equations is studied by applying the concept of hypocoercivity. Aiming at partial differential equations that allow for a modal decomposition, we compute estimates that…

Dynamical Systems · Mathematics 2025-08-22 F. Achleitner , A. Arnold , V. Mehrmann , E. A. Nigsch

A wide class of matrix pencils connected with dissipative Hamiltonian descriptor systems is investigated. In particular, the following properties are shown: all eigenvalues are in the closed left half plane, the nonzero finite eigenvalues…

Numerical Analysis · Mathematics 2018-01-09 Christian Mehl , Volker Mehrmann , Michal Wojtylak

Classical quasi-integrable systems are known to have Lyapunov times much shorter than their ergodicity time, but the situation for their quantum counterparts is less well understood. As a first example, we examine the quantum Lyapunov…

Quantum Physics · Physics 2020-09-04 Tomer Goldfriend , Jorge Kurchan

Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…

Systems and Control · Computer Science 2015-09-07 Kwang-Ki K. Kim , Richard D. Braatz

We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…

Numerical Analysis · Mathematics 2019-11-01 Cristian G. Gebhardt , Ignacio Romero , Raimund Rolfes

We study linear time-invariant dissipative Hamiltonian differential-algebraic systems. We characterize when the systems are robustly asymptotically stable and derive exact conditions and bounds when this property is lost under…

Dynamical Systems · Mathematics 2026-05-15 Peter Benner , Volker Mehrmann , Anshul Prajapati , Punit Sharma

We introduce a new characteristics of chaoticity of classical and quantum dynamical systems by defining the notion of the dissipation time which enables us to test how the system responds to the noise and in particular to measure the speed…

Chaotic Dynamics · Physics 2007-05-23 Lech Wolowski

Port-Hamiltonian (pH) systems have been studied extensively for linear continuous-time dynamical systems. This manuscript presents a discrete-time pH descriptor formulation for linear, completely causal, scattering passive dynamical systems…

Optimization and Control · Mathematics 2023-10-18 Karim Cherifi , Hannes Gernandt , Dorothea Hinsen , Volker Mehrmann

The notion of differentiation index for DAE systems of arbitrary order with generic second members is discussed by means of the study of the behavior of the ranks of certain Jacobian associated sub-matrices. As a by-product, we obtain upper…

Symbolic Computation · Computer Science 2007-08-02 Lisi D'Alfonso , Gabriela Jeronimo , Pablo Solerno

Within a strong coupling expansion, we construct local quasi-conserved operators for a class of Hamiltonians that includes both integrable and non-integrable models. We explicitly show that at the lowest orders of perturbation theory the…

Statistical Mechanics · Physics 2014-08-11 Maurizio Fagotti

Time-decaying harmonic oscillators yield dispersive estimates with weak decay, and change the threshold power of the nonlinearity between the short and the long range. In the non-critical case for the time-decaying harmonic oscillator, this…

Analysis of PDEs · Mathematics 2022-01-20 Masaki Kawamoto
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