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We explicitly compute the maximal Lyapunov exponent for a switched system on $\mathrm{SL}_2(\mathbb R)$. This computation is reduced to the characterization of optimal trajectories for an optimal control problem on the Lie group.

Optimization and Control · Mathematics 2023-12-19 Andrei A. Agrachev , Michele Motta

We consider a mechanism for area preserving Hamiltonian systems which leads to the enhanced probability, $P(\lambda, t)$, to find small values of the finite time Lyapunov exponent, $\lambda$. In our investigation of chaotic dynamical…

Chaotic Dynamics · Physics 2007-05-23 P. G. Silvestrov , I. V. Ponomarev

We show, using covariant Lyapunov vectors in addition to standard Lyapunov analysis, that there exists a set of collective Lyapunov modes in large chaotic systems exhibiting collective dynamics. Associated with delocalized Lyapunov vectors,…

Chaotic Dynamics · Physics 2013-06-12 Kazumasa A. Takeuchi , Hugues Chaté

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 investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

Lyapunov exponents characterize the chaotic nature of dynamical systems by quantifying the growth rate of uncertainty associated with the imperfect measurement of initial conditions. Finite-time estimates of the exponent, however,…

Statistical Mechanics · Physics 2017-09-22 Patrick Charbonneau , Yue Li , Henry D. Pfister , Sho Yaida

This paper addresses the stability problem for discrete-time switched systems under autonomous switching. Each mode of the switched system is modeled as a Linear Parameter Varying (LPV) system, the time-varying parameters can vary…

Systems and Control · Electrical Eng. & Systems 2020-05-13 Márcio J. Lacerda , Cristiano M. Agulhari

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

Diagonally dominant matrices have many applications in systems and control theory. Linear dynamical systems with scaled diagonally dominant drift matrices, which include stable positive systems, allow for scalable stability analysis. For…

Systems and Control · Computer Science 2017-09-21 Aivar Sootla , Yang Zheng , Antonis Papachristodoulou

Distributed consensus-based controllers for optimal secondary frequency regulation of microgrids and power systems have received substantial attention in recent years. This paper provides a Lyapunov-based proof that, under a time-scale…

Optimization and Control · Mathematics 2020-03-11 John W. Simpson-Porco

Here, we study the ultimately bounded stability of network of mismatched systems using Lyapunov direct method. We derive an upper bound on the norm of the error of network states from its average states, which it achieves in finite time.…

Systems and Control · Computer Science 2016-07-25 Saeed Manaffam , Alireza Seyedi , Azadeh Vosoughi , Tara Javidi

From the analyticity properties of the equation governing infinitesimal perturbations, it is shown that all stability properties of spatially extended 1D systems can be derived from a single function that we call entropy potential since it…

chao-dyn · Physics 2009-10-28 Stefano Lepri , Antonio Politi , Alessandro Torcini

We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in…

Dynamical Systems · Mathematics 2014-06-24 Nicola Guglielmi , Linda Laglia , Vladimir Protasov

Every irreducible discrete-time linear switching system possesses an invariant convex Lyapunov function (Barabanov norm), which provides a very refined analysis of trajectories. Until recently that notion remained rather theoretical apart…

Optimization and Control · Mathematics 2021-09-28 Vladimir Yu. Protasov

We propose a two-phase systematical framework for approximation algorithm design and analysis via Lyapunov function. The first phase consists of using Lyapunov function as an input and outputs a continuous-time approximation algorithm with…

Optimization and Control · Mathematics 2022-09-08 Donglei Du

In this paper, we propose a Lyapunov-based reinforcement learning method for distributed control of nonlinear systems comprising interacting subsystems with guaranteed closed-loop stability. Specifically, we conduct a detailed stability…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Jingshi Yao , Minghao Han , Xunyuan Yin

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

This note presents an extension to the adaptive control strategy presented in [1] able to counter eventual instability due to disturbances at the input of an otherwise $\mathcal{L}_2$ stable closed-loop system. These disturbances are due to…

Optimization and Control · Mathematics 2015-05-20 Mario di Bernardo , Umberto Montanaro , Romeo Ortega , Stefania Santini

This paper considers the problem of characterizing the stability region of a large-scale networked system comprised of dissipative nonlinear subsystems, in a distributed and computationally tractable way. One standard approach to estimate…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Amit Jena , Tong Huang , S. Sivaranjani , Dileep Kalathil , Le Xie

The sensitive dependence of chaos on parameters is a topic of great interest in the study of integrability and stability of dynamical systems. Previous work has proposed ways to identify the sensitive dependence on parameters by topological…

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