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We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…

Probability · Mathematics 2023-10-26 A. S. Il'yn , A. V. Kopyev , V. A. Sirota , K. P. Zybin

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

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 study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

Despite the prominent importance of the Lyapunov exponents for characterizing chaos, it still remains a challenge to measure them for large experimental systems, mainly because of the lack of recurrences in time series analysis. Here we…

Chaotic Dynamics · Physics 2018-12-20 Taro P. Shimizu , Kazumasa A. Takeuchi

We demonstrate the extension of unpredictable motions in coupled autonomous systems with skew product structure in the case that generalized synchronization takes place. Sufficient conditions for the existence of unpredictable motions in…

Chaotic Dynamics · Physics 2022-02-08 Fatma Tokmak Fen , Mehmet Onur Fen , Marat Akhmet

In this paper we present an abstraction algorithm that produces a finite bisimulation quotient for an autonomous discrete-time linear system. We assume that the bisimulation quotient is required to preserve the observations over an…

Systems and Control · Computer Science 2012-03-30 Xuchu Ding , Mircea Lazar , Calin Belta

A method for constructing homogeneous Lyapunov functions of degree 1 from polynomial invariant sets is presented for linear time varying systems, homogeneous dynamic systems and the class of nonlinear systems that can be represented as…

Dynamical Systems · Mathematics 2023-03-07 Hassan Abdelraouf , Eric Feron , Jeff Shamma

A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…

Chaotic Dynamics · Physics 2016-05-04 Anton S. Il'yn , Valeria A. Sirota , Kirill P. Zybin

We present new theorems characterizing robust Lyapunov functions and infinite horizon value functions in optimal control as unique viscosity solutions of partial differential equations. We use these results to further extend Zubov's method…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff

In this paper, a necessary and sufficient condition for the stability of Lyapunov exponents of linear differential system are proved in the sense that the equations satisfy the weaker form of integral separation instead of its classical…

Dynamical Systems · Mathematics 2019-02-13 H. Zhu , Z. Li , X. He

This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the…

Optimization and Control · Mathematics 2014-07-30 Angelia Nedich , Ji Liu

We prove that, for semi-invertible linear cocycles, Lyapunov exponents of ergodic measures may be approximated by Lyapunov exponents on periodic points.

Dynamical Systems · Mathematics 2017-08-21 Lucas Backes

We study the dynamics of systems with different time scales, when access only to the slow variables is allowed. We use the concept of Finite Size Lyapunov Exponent (FSLE) and consider both the case when the equations of motion for the slow…

chao-dyn · Physics 2009-10-30 G. Boffetta , A. Crisanti , F. Paparella , A. Provenzale , A. Vulpiani

We study the fiber Lyapunov exponents of step skew-product maps over a complete shift of $N$, $N\ge2$, symbols and with $C^1$ diffeomorphisms of the circle as fiber maps. The systems we study are transitive and genuinely nonhyperbolic,…

Dynamical Systems · Mathematics 2017-10-20 Lorenzo J. Díaz , Katrin Gelfert , Michał Rams

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Probability · Mathematics 2022-10-24 Nicolas Champagnat , Denis Villemonais

We show, using generic globally-coupled systems, that the collective dynamics of large chaotic systems is encoded in their Lyapunov spectra: most modes are typically localized on a few degrees of freedom, but some are delocalized, acting…

Chaotic Dynamics · Physics 2009-10-11 Kazumasa A. Takeuchi , Francesco Ginelli , Hugues Chaté

The computation of the entire Lyapunov spectrum for extended dynamical systems is a very time consuming task. If the system is in a chaotic spatio-temporal regime it is possible to approximately reconstruct the Lyapunov spectrum from the…

chao-dyn · Physics 2009-10-31 R. Carretero-González , S. Ørstavik , J. Huke , D. S. Broomhead , J. Stark

Using a combination of analytical and numerical techniques, we show that chaos in globally-coupled identical dynamical systems, be they dissipative or Hamiltonian, is both extensive and sub-extensive: their spectrum of Lyapunov exponents is…

We extend the Lyapunov function technique, a fundamental tool for investigating asymptotic stability and existence of attractors for ordinary differential equations, by introducing the notion of a {\it strong Lyapunov function} for an…

Dynamical Systems · Mathematics 2025-12-23 Luu Hoang Duc , Jürgen Jost