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We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We provide a computer-assisted approach to ensure that a given continuous or discrete-time polynomial system is (asymptotically) stable. Our framework relies on constructive analysis together with formally certified sums of squares Lyapunov…

Optimization and Control · Mathematics 2024-08-02 Grigory Devadze , Victor Magron , Stefan Streif

Railway tracks rest on a foundation known for exhibiting nonlinear viscoelastic behavior. Railway track deflections are modeled by a semilinear partial differential equation. This paper studies the stability of solutions to this equation in…

Analysis of PDEs · Mathematics 2018-07-04 M. Sajjad Edalatzadeh , Kirsten A. Morris

This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…

Systems and Control · Computer Science 2019-03-01 Yohei Hosoe , Tomomichi Hagiwara

Motivated by robust and quantile regression problems, we investigate the stochastic gradient descent (SGD) algorithm for minimizing an objective function $f$ that is locally strongly convex with a sub--quadratic tail. This setting covers…

Machine Learning · Statistics 2025-04-16 Yixuan Zhang , Dongyan Huo , Yudong Chen , Qiaomin Xie

The main result of the paper is a global asymptotic stability result for solutions to the Lifschitz-Slyozov-Wagner (LSW) system of equations. This extends some local asymptotic stability results of Niethammer-Vel\'{a}zquez (2006). The…

Analysis of PDEs · Mathematics 2020-01-08 Joseph G. Conlon , Michael Dabkowski

In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

In this paper, we extend a recently established subgradient method for the computation of Riemannian metrics that optimizes certain singular value functions associated with dynamical systems. This extension is threefold. First, we introduce…

Optimization and Control · Mathematics 2022-02-17 Maurício Louzeiro , Christoph Kawan , Sigurdur Hafstein , Peter Giesl , Jinyun Yuan

We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…

Optimization and Control · Mathematics 2019-05-21 Masashi Wakaiki

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…

Optimization and Control · Mathematics 2015-09-15 Evgeny Meyer , Matthew M. Peet

We consider the Cahn-Hilliard equation with standard double-well potential. We employ a prototypical class of first order in time semi-implicit methods with implicit treatment of the linear dissipation term and explicit extrapolation of the…

Numerical Analysis · Mathematics 2021-11-12 Dong Li

This paper proposes a method for certifying the local asymptotic stability of a given nonlinear Ordinary Differential Equation (ODE) by using Sum-of-Squares (SOS) programming to search for a partially quadratic Lyapunov Function (LF). The…

Optimization and Control · Mathematics 2022-09-19 Morgan Jones , Matthew M. Peet

In this work we study the asymptotic behavior of a class of damped second-order gradient systems $$ \ddot{u}(t) + a\dot{u}(t) + \nabla W(u(t)) = 0, $$ under assumptions ensuring local convexity of the potential near equilibrium and…

Classical Analysis and ODEs · Mathematics 2025-12-25 Renan J. S. Isneri , Eric B. Santiago , Severino H. da Silva

Linear Parameter-Varying (LPV) systems with jumps and piecewise differentiable parameters is a class of hybrid LPV systems for which no tailored stability analysis and stabilization conditions have been obtained so far. We fill this gap…

Optimization and Control · Mathematics 2020-12-07 Corentin Briat

We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathcal L^2$-convergence of the truncated SD method and showed…

Numerical Analysis · Mathematics 2020-08-10 Nikolaos Halidias , Ioannis S. Stamatiou

For first-order smooth optimization, the research on the acceleration phenomenon has a long-time history. Until recently, the mechanism leading to acceleration was not successfully uncovered by the gradient correction term and its…

Optimization and Control · Mathematics 2022-11-04 Bowen Li , Bin Shi , Ya-xiang Yuan

This paper presents a novel model order reduction framework tailored for fully nonlinear stochastic dynamics without lifting them to quadratic systems and without using linearization techniques. By directly leveraging structural properties…

Probability · Mathematics 2025-08-05 Martin Redmann

This paper establishes Lipschitz stability for the simultaneous recovery of a variable density coefficient and the initial displacement in a damped biharmonic wave equation. The data consist of the boundary Cauchy data for the Laplacian of…

Analysis of PDEs · Mathematics 2026-05-18 Minghui Bi , Yixian Gao

The intent of this short note is to extend real valued Lipschitz functions on metric spaces, while locally preserving the asymptotic Lipschitz constant. We then apply this results to give a simple and direct proof of the fact that Sobolev…

Differential Geometry · Mathematics 2020-07-21 Simone Di Marino , Nicola Gigli , Aldo Pratelli
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