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This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…

Probability · Mathematics 2019-09-16 Xin Yu , Juliang Yin , Suiyang Khoo

This paper is concerned with a compositional approach for constructing finite Markov decision processes of interconnected discrete-time stochastic control systems. The proposed approach leverages the interconnection topology and a notion of…

Systems and Control · Computer Science 2017-12-22 Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

The paper endeavours to solve the problem of the necessary and sufficient conditions for testing asymptotic stability of the equilibrium state without using a positive definite or semi-definite Lyapunov function for time-invariant nonlinear…

Dynamical Systems · Mathematics 2017-11-07 Rachid Bouyekhf , Lyubomir T. Gruyitch

This work presents an approach to synthesize a Lyapunov-like function to ensure incrementally input-to-state stability ($\delta$-ISS) property for an unknown discrete-time system. To deal with challenges posed by unknown system dynamics, we…

Systems and Control · Electrical Eng. & Systems 2025-01-13 Ahan Basu , Bhabani Shankar Dey , Pushpak Jagtap

We consider $k$-positive linear systems, that is, systems that map the set of vectors with up to $k-1$ sign variations to itself. For $k=1$, this reduces to positive linear systems. It is well-known that stable positive linear time…

Dynamical Systems · Mathematics 2021-02-04 Chengshuai Wu , Michael Margaliot

Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…

Statistical Mechanics · Physics 2019-08-22 Mohammad Mehboudi , Juan. M. R. Parrondo , Antonio Acin

Systems with predetermined Lyapunov functions play an important role in many areas of applied mathematics, physics and engineering: dynamic optimization methods (objective functions and their modifications), machine learning (loss…

Dynamical Systems · Mathematics 2024-10-17 Sergey V. Stasenko , Alexander N. Kirdin

We discuss differential-- versus integral--equation based methods describing out--of thermal equilibrium systems and emphasize the importance of a well defined reduction to statistical observables. Applying the projection operator approach,…

High Energy Physics - Theory · Physics 2011-09-13 Herbert Nachbagauer

We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…

Optimization and Control · Mathematics 2025-01-20 Frederic Mazenc , Michael Malisoff , Emilia Fridman

The objective of this paper is to study detectability, observability and related Lyapunov-type theorems of linear discrete-time time-varying stochastic systems with multiplicative noise. Some new concepts such as uniform detectability,…

Optimization and Control · Mathematics 2015-09-16 Weihai Zhang , Wei Xing Zheng , Bor-Sen Chen

We present a framework for devising discretely energy-stable schemes for general dissipative systems based on a generalized auxiliary variable. The auxiliary variable, a scalar number, can be defined in terms of the energy functional by a…

Computational Physics · Physics 2020-01-29 Zhiguo Yang , Suchuan Dong

In this short note, we derive dissipative conditions with slack variables for a linear coupled differential-difference (CDDS) via constructing a Krasovskii functional. The approach can be interpreted as a generalization of the Finsler Lemma…

Systems and Control · Computer Science 2017-10-30 Qian Feng

In this paper, we present a new method for the dissipativity and stability analysis of a linear coupled differential-difference system (CDDS) with general distributed delays at both state and output. More precisely, the distributed delay…

Systems and Control · Computer Science 2018-11-06 Qian Feng , Sing Kiong Nguang , Alexandre Seuret

In this letter, we study the energy-optimal control of nonlinear port-Hamiltonian (pH) systems in discrete time. For continuous-time pH systems, energy-optimal control problems are strictly dissipative by design. This property, stating that…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Arijit Sarkar , Vaibhav Kumar Singh , Manuel Schaller , Karl Worthmann

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

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

We present a set of results concerning the existence of Lyapunov-Krasovskii functionals for classes of nonlinear switched systems with time-delay. In particular, we first present a result for positive systems that relaxes conditions…

Optimization and Control · Mathematics 2013-11-20 A. Yu. Aleksandrov , Oliver Mason

While there has been increasing interest in using neural networks to compute Lyapunov functions, verifying that these functions satisfy the Lyapunov conditions and certifying stability regions remain challenging due to the curse of…

Systems and Control · Electrical Eng. & Systems 2024-03-18 Jun Liu , Yiming Meng , Maxwell Fitzsimmons , Ruikun Zhou

Understanding natural symmetries is key to making sense of our complex and ever-changing world. Recent work has shown that neural networks can learn such symmetries directly from data using Hamiltonian Neural Networks (HNNs). But HNNs…

Machine Learning · Computer Science 2022-01-27 Andrew Sosanya , Sam Greydanus

We consider a continuous-time linear time-invariant dynamical system that admits an invariant cone. For the case of a self-dual and homogeneous cone we show that if the system is asymptotically stable then it admits a quadratic Lyapunov…

Dynamical Systems · Mathematics 2023-09-21 Omri Dalin , Alexander Ovseevich , Michael Margaliot
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