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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

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

Learned models and policies can generalize effectively when evaluated within the distribution of the training data, but can produce unpredictable and erroneous outputs on out-of-distribution inputs. In order to avoid distribution shift when…

Machine Learning · Computer Science 2022-06-22 Katie Kang , Paula Gradu , Jason Choi , Michael Janner , Claire Tomlin , Sergey Levine

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

This paper addresses stochastic stabilization in case where implementation of control policies is digital, i. e., when the dynamical system is treated continuous, whereas the control actions are held constant in predefined time steps. In…

Dynamical Systems · Mathematics 2022-11-08 Pavel Osinenko , Grigory Yaremenko

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

In this paper, we prove the exponential stability property of a class of mechanical systems represented in the port-Hamiltonian framework. To this end, we propose a Lyapunov candidate function different from the Hamiltonian of the system.…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Carmen Chan-Zheng , Pablo Borja , Nima Monshizadeh , Jacquelien M. A. Scherpen

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…

Optimization and Control · Mathematics 2014-10-01 Christophe Prieur , Antoine Girard , Emmanuel Witrant

Stability analysis plays a crucial role in studying the behavior of dynamical systems with theoretical and engineering applications. Among various kinds of stability, the stability of equilibrium points is of the greatest importance which…

Dynamical Systems · Mathematics 2019-01-25 Arash Mehrjou , Bernhard Schölkopf

The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…

Systems and Control · Electrical Eng. & Systems 2022-08-12 Francesco Ferrante , Giorgio Valmorbida

Control Lyapunov function is a central tool in stabilization. It generalizes an abstract energy function -- a Lyapunov function -- to the case of controlled systems. It is a known fact that most control Lyapunov functions are non-smooth --…

Optimization and Control · Mathematics 2022-11-08 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya

This paper deals with the stability analysis of a mass-spring system subject to friction using Lyapunov-based arguments. As the described system presents a stick-slip phenomenon, the mass may then periodically sticks to the ground. The…

Optimization and Control · Mathematics 2021-03-09 Matthieu Barreau , Sophie Tarbouriech , Frederic Gouaisbaut

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

Going beyond the linearized study has been a longstanding problem in the theory of Landau damping. In this paper we establish exponential Landau damping in analytic regularity. The damping phenomenon is reinterpreted in terms of transfer of…

Analysis of PDEs · Mathematics 2012-02-22 Clément Mouhot , Cédric Villani

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

We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…

Dynamical Systems · Mathematics 2023-11-21 Katrin Gelfert , Graccyela Salcedo

We are interested in the behavior of particular functionals, in a framework where the only source of randomness is a sampling without replacement. More precisely the aim of this short note is to prove an exponential concentration inequality…

Statistics Theory · Mathematics 2018-08-29 P Hodara , Patricia Reynaud-Bouret