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We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics, 89(6), to reproduce qualitative…

Numerical Analysis · Mathematics 2017-08-29 Ioannis S. Stamatiou

We investigate discret conditions for stability and asymptotic stability by Lyapunov and the point of equilibrium of autonomous system of differential equations.

Dynamical Systems · Mathematics 2010-07-02 Yulia Sharko

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

Recent results in the literature provide computational evidence that stabilized semi-implicit time-stepping method can efficiently simulate phase field problems involving fourth-order nonlinear dif- fusion, with typical examples like the…

Numerical Analysis · Mathematics 2016-06-22 Dong Li , Zhonghua Qiao , Tao Tang

We decide the stability and compute the Lyapunov exponent of continuous-time linear switching systems with a guaranteed dwell time. The main result asserts that the discretization method with step size~$h$ approximates the Lyapunov exponent…

Dynamical Systems · Mathematics 2024-02-08 Thomas Mejstrik , Vladimir Yu. Protasov

We propose a new length formula that governs the iterates of the momentum method when minimizing differentiable semialgebraic functions with locally Lipschitz gradients. It enables us to establish local convergence, global convergence, and…

Optimization and Control · Mathematics 2024-01-09 Cédric Josz , Lexiao Lai , Xiaopeng Li

In this paper, locally Lipschitz, regular functions are utilized to identify and remove infeasible directions from set-valued maps that define differential inclusions. The resulting reduced set-valued map is point-wise smaller (in the sense…

Systems and Control · Computer Science 2021-07-07 Rushikesh Kamalapurkar , Warren E. Dixon , Andrew R. Teel

For overparameterized optimization tasks, such as those found in modern machine learning, global minima are generally not unique. In order to understand generalization in these settings, it is vital to study to which minimum an optimization…

Machine Learning · Computer Science 2025-07-18 Dennis Chemnitz , Maximilian Engel

We consider the stability analysis of a large class of linear 1-D PDEs with polynomial data. This class of PDEs contains, as examples, parabolic and hyperbolic PDEs, PDEs with boundary feedback and systems of in-domain/boundary coupled…

Systems and Control · Computer Science 2017-09-19 Aditya Gahlawat , Giorgio Valmorbida

We show that the subgradient method converges only to local minimizers when applied to generic Lipschitz continuous and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, the argument we…

Optimization and Control · Mathematics 2023-01-10 Damek Davis , Dmitriy Drusvyatskiy , Liwei Jiang

We consider the method of Reduction of Dissipativity Domain to prove global Lyapunov stability of Discrete Time Recurrent Neural Networks. The standard and advanced criteria for Absolute Stability of these essentially nonlinear systems…

Optimization and Control · Mathematics 2015-03-09 Nikita Barabanov , Jayant Singh

We consider polynomial differential equations and make a number of contributions to the questions of (i) complexity of deciding stability, (ii) existence of polynomial Lyapunov functions, and (iii) existence of sum of squares (sos) Lyapunov…

Optimization and Control · Mathematics 2013-09-03 Amir Ali Ahmadi , Pablo A. Parrilo

We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…

Optimization and Control · Mathematics 2007-05-23 Martino Bardi , Annalisa Cesaroni

We consider the gradient method with variable step size for minimizing functions that are definable in o-minimal structures on the real field and differentiable with locally Lipschitz gradients. We prove that global convergence holds if…

Optimization and Control · Mathematics 2024-12-02 Cédric Josz

This paper establishes integral representations of mild solutions of impulsive Hilfer fractional differential equations with impulsive conditions and fluctuating lower bounds at impulsive points. Further, the paper provides sufficient…

Optimization and Control · Mathematics 2022-05-18 Divya Raghavan , Sukavanam Nagarajan , Chengbo Zhai

In this paper, we consider two variants of the concept of sharp minimum for mathematical programming problems with quasiconvex objective function and inequality constraints. It investigated the problem of describing a variant of a simple…

Optimization and Control · Mathematics 2023-12-29 S. M. Puchinin , E. R. Korolkov , F. S. Stonyakin , M. S. Alkousa , A. A Vyguzov

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…

Optimization and Control · Mathematics 2018-03-07 Amir Ali Ahmadi , Raphael M. Jungers

We show that every globally asymptotically stable system with a twice continuously differentiable vector field admits a local polynomial Lyapunov function on an arbitrary bounded neighborhood of the origin.

Optimization and Control · Mathematics 2012-01-23 M. Rungger , J. Kloos , R. Majumdar

Analysis of transient stability of strongly nonlinear post-fault dynamics is one of the most computationally challenging parts of Dynamic Security Assessment. This paper proposes a novel approach for assessment of transient stability of the…

Systems and Control · Computer Science 2017-11-01 Thanh Long Vu , Konstantin Turitsyn