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We study stochastic dynamical systems in settings where only partial statistical information about the noise is available, e.g., in the form of a limited number of noise realizations. Such systems are particularly challenging to analyze and…

Optimization and Control · Mathematics 2023-04-06 Liviu Aolaritei , Nicolas Lanzetti , Florian Dörfler

This paper presents a novel approach for propagating uncertainties in dynamical systems building on high-order Taylor expansions of the flow and moment-generating functions (MGFs). Unlike prior methods that focus on Gaussian distributions,…

Space Physics · Physics 2025-04-08 Giacomo Acciarini , Nicola Baresi , David Lloyd , Dario Izzo

Starting from a finite family of continuously differentiable positive definite functions, we study conditions under which a function obtained by max-min combinations is a Lyapunov function, establishing stability for two kinds of nonlinear…

Optimization and Control · Mathematics 2020-10-06 Matteo Della Rossa , Aneel Tanwani , Luca Zaccarian

This paper introduces three types of dynamical indicators that capture the effect of uncertainty on the time evolution of dynamical systems. Two indicators are derived from the definition of Finite Time Lyapunov Exponents while a third…

Mathematical Physics · Physics 2023-08-16 Massimiliano Vasile , Matteo Manzi

We present a method for synthesizing dynamic, reduced-order output-feedback polynomial control policies for control-affine nonlinear systems which guarantees runtime stability to a goal state, when using visual observations and a learned…

Robotics · Computer Science 2023-09-29 Glen Chou , Russ Tedrake

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

In this article, we provide a general strategy based on Lyapunov functionals to analyse global asymptotic stability of linear infinite-dimensional systems subject to nonlinear dampings under the assumption that the origin of the system is…

Analysis of PDEs · Mathematics 2018-08-17 Swann Marx , Yacine Chitour , Christophe Prieur

In this paper, the problem of placing sensors for some classes of nonlinear dynamic systems (NDS) is investigated. In conjunction with mixed-integer programming, classical Lyapunov-based arguments are used to find the minimal sensor…

Optimization and Control · Mathematics 2020-01-01 Sebastian Nugroho , Ahmad F. Taha

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

Adaptive controllers are designed to synchronize two different chaotic systems with uncertainties, including unknown parameters, internal and external perturbations. Lyapunov stability theory is applied to prove that under some conditions…

Chaotic Dynamics · Physics 2009-09-30 Jianping Cai , Zhengzhong Yuan

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the…

Systems and Control · Computer Science 2019-04-01 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

We consider the unexploited/exploited logistic equation and study the stability of equilibrium points through Lyapunov functions. Then, we apply first and second order optimality conditions for the optimal control of the total biomass…

Optimization and Control · Mathematics 2026-01-08 Márcia Lemos-Silva , Sandra Vaz , Delfim F. M. Torres

The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…

Probability · Mathematics 2023-04-18 Marc Arnaudon , Pierre Del Moral , El Maati Ouhabaz

Iterative first-order methods such as gradient descent and its variants are widely used for solving optimization and machine learning problems. There has been recent interest in analytic or numerically efficient methods for computing…

Systems and Control · Computer Science 2020-03-24 Laurent Lessard , Peter Seiler

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

The DUCK-calculus presented here is a recent approach to cope with probabilistic uncertainty in a sound and efficient way. Uncertain rules with bounds for probabilities and explicit conditional independences can be maintained incrementally.…

Artificial Intelligence · Computer Science 2013-03-25 Helmut Thone , Ulrich Guntzer , Werner Kiessling

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

This paper proposes a new adaptation methodology to find the control inputs for a class of nonlinear systems with time-varying bounded uncertainties. The proposed method does not require any prior knowledge of the uncertainties including…

Optimization and Control · Mathematics 2018-03-16 Yi-Wen Liao , Selina Pan , Francesco Borrelli , J. Karl Hedrick

Nowadays we have many methods allowing to exploit the regularising properties of the linear part of a nonlinear dispersive equation (such as the KdV equation, the nonlinear wave or the nonlinear Schroedinger equations) in order to prove…

Analysis of PDEs · Mathematics 2018-12-14 Nikolay Tzvetkov

In this article we initiate a systematic study of the well-posedness theory of the Einstein constraint equations on compact manifolds with boundary. This is an important problem in general relativity, and it is particularly important in…

General Relativity and Quantum Cosmology · Physics 2015-06-16 Michael Holst , Gantumur Tsogtgerel