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The use of Lyapunov conditions for proving functional inequalities was initiated in [5]. It was shown in [4, 30] that there is an equivalence between a Poincar{\'e} inequality, the existence of some Lyapunov function and the exponential…

Probability · Mathematics 2016-04-22 Patrick Cattiaux , Arnaud Guillin

This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong…

Dynamical Systems · Mathematics 2016-03-18 Hua Shao , Yuming Shi , Hao Zhu

Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…

Probability · Mathematics 2016-11-16 Andrey Sarantsev

In this paper, we study the simultaneous stability problem of a finite number of locally inter-connected linear subsystems under practical constraints, including asynchronous and aperiodic sampling, time-varying delays, and measurement…

Optimization and Control · Mathematics 2017-10-06 Feng Xiao , Yang Shi , Wei Ren

Using a nonlocal macroscopic LWR-type traffic flow model, we present an approach to control the nonlocal velocity towards a given equilibrium velocity. Therefore, we present a Lyapunov function measuring the $L^2$ distance between these…

Optimization and Control · Mathematics 2022-10-06 Jan Friedrich

This book is an extension of my doctoral dissertation, focusing on techniques for analyzing stability (dissipativity) and achieving stabilization of linear systems that are characterized by non-trivial distributed delays. It specifically…

Optimization and Control · Mathematics 2024-04-09 Qian Feng , Alexandre Seuret , Sing Kiong Nguang

In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…

Optimization and Control · Mathematics 2026-03-25 Kunal Garg

We propose a stability analysis method for sampled-data switched linear systems with finite-level static quantizers. In the closed-loop system, information on the active mode of the plant is transmitted to the controller only at each…

Systems and Control · Computer Science 2015-09-03 Masashi Wakaiki , Yutaka Yamamoto

This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…

Probability · Mathematics 2017-08-10 Zhen Chao , Kai Wang , Chao Zhu , Yanling Zhu

We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff , Marcio S. de Queiroz

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…

Probability · Mathematics 2022-01-26 C Cuny , J Dedecker , F Merlevède

Stochastic uncertainties in complex dynamical systems lead to variability of system states, which can in turn degrade the closed-loop performance. This paper presents a stochastic model predictive control approach for a class of nonlinear…

Optimization and Control · Mathematics 2016-11-18 Edward A. Buehler , Joel A. Paulson , Ali Akhavan , Ali Mesbah

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

Distribution functions of many static transport equations are found using the Maximum Entropy Principle. The equations of constraint which contain the relevant dynamical information are simply the low-lying moments of the distributions.…

Statistical Mechanics · Physics 2020-04-22 J. A. Secrest , J. M. Conroy , H. G. Miller

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

Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…

Probability · Mathematics 2013-10-18 Radosław Adamczak , Witold Bednorz

Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…

Statistical Mechanics · Physics 2013-06-06 Tanguy Laffargue , Khanh-Dang Nguyen Thu Lam , Jorge Kurchan , Julien Tailleur

This paper deals with asymptotic stability of a class of dynamical systems in terms of smooth Lyapunov pairs. We point out that well known converse Lyapunov results for differential inclusions cannot be applied to this class of dynamical…

Dynamical Systems · Mathematics 2015-06-30 Michael Schönlein

We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension $d=2$) of heavy particles transported by a rough self-similar, turbulent flow with H\"{o}lder exponent $h\in…

Probability · Mathematics 2024-01-03 David P. Herzog , Hung D. Nguyen

Some general aspects of nonlinear transport phenomena are discussed on the basis of two kinds of formulations obtained by extending Kubo's perturbational scheme of the density matrix and Zubarev's non-equilibrium statistical operator…

Statistical Mechanics · Physics 2011-11-10 Masuo Suzuki
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