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This chapter presents a dynamical systems point of view of the study of systems with delays. The focus is on how advanced tools from bifurcation theory, as implemented for example in the package DDE-BIFTOOL, can be applied to the study of…

Dynamical Systems · Mathematics 2021-08-06 Bernd Krauskopf , Jan Sieber

This article establishes the existence of Lyapunov functions for analyzing the stability of a class of state-constrained systems, and it describes algorithms for their numerical computation. The system model consists of a differential…

Optimization and Control · Mathematics 2021-04-14 Marianne Souaiby , Aneel Tanwani , Didier Henrion

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

Delay differential equations (DDEs) are infinite-dimensional systems, so even a scalar, unforced nonlinear DDE can exhibit chaos. Lyapunov exponents are indicators of chaos and can be computed by comparing the evolution of infinitesimally…

Computational Physics · Physics 2018-10-04 Anwar Sadath , Thomas K. Uchida , C. P. Vyasarayani

We review the Lyapunov functional method for linear ODEs and give an explicit construction of such functionals that yields sharp decay estimates, including an extension to defective ODE systems. As an application, we consider three…

Analysis of PDEs · Mathematics 2019-08-27 Anton Arnold , Shi Jin , Tobias Wöhrer

The article proposes an approach to complete-type and related Lyapunov-Krasovskii functionals that neither requires knowledge of the delay-Lyapunov matrix function nor does it involve linear matrix inequalities. The approach is based on…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Tessina H. Scholl , Veit Hagenmeyer , Lutz Gröll

In this work, we present a comprehensive study of the relationship among uniform Lyapunov exponents, the Liouville trace formula, and adapted metrics for cocycles in Hilbert spaces. First, we prove that uniform Lyapunov exponents can be…

Dynamical Systems · Mathematics 2026-05-05 Mikhail Anikushin

Optimization on manifolds is a rapidly developing branch of nonlinear optimization. Its focus is on problems where the smooth geometry of the search space can be leveraged to design efficient numerical algorithms. In particular,…

Mathematical Software · Computer Science 2016-01-07 Nicolas Boumal , Bamdev Mishra , P. -A. Absil , Rodolphe Sepulchre

The analysis of ordinary differential equation (ODE) dynamical systems, particularly in applied disciplines such as mathematical biology and neuroscience, often requires flexible computational workflows tailored to model-specific questions.…

Dynamical Systems · Mathematics 2026-03-03 Matteo Martin , Anna Kishida Thomas , George Bard Ermentrout

We propose a method for training ordinary differential equations by using a control-theoretic Lyapunov condition for stability. Our approach, called LyaNet, is based on a novel Lyapunov loss formulation that encourages the inference…

Machine Learning · Computer Science 2022-02-08 Ivan Dario Jimenez Rodriguez , Aaron D. Ames , Yisong Yue

DDEBIFTOOL is a collection of Matlab routines for numerical bifurcation analysis of systems of delay differential equations with discrete constant and state-dependent delays. The package supports continuation and stability analysis of…

Dynamical Systems · Mathematics 2016-09-07 Jan Sieber , Koen Engelborghs , Tatyana Luzyanina , Giovanni Samaey , Dirk Roose

Numerical bifurcation analysis, and in particular two-parameter continuation, is used in consort with numerical simulation to reveal complicated dynamics in the Mackey-Glass equation for moderate values of the delay close to the onset of…

Chaotic Dynamics · Physics 2022-08-30 Valentin Duruisseaux , Antony R. Humphries

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…

Probability · Mathematics 2021-03-01 Andrey Sarantsev

Pointwise-in-time stability notions for Ordinary Differential Equations (ODEs) provide quantitative metrics for system performance by establishing bounds on the rate of decay of the system state in terms of initial condition -- allowing…

Optimization and Control · Mathematics 2026-02-19 Declan S. Jagt , Matthew M. Peet

The generalized Hopf (Bautin) bifurcation is a well-studied codimension two bifurcation characterized by an equilibrium with a pair of simple purely imaginary eigenvalues as the only critical eigenvalues and the vanishing first Lyapunov…

Dynamical Systems · Mathematics 2025-07-25 N. A. M. Delmeire , M. M. Bosschaert , Yu. A. Kuznetsov

While stability analysis is a mainstay for control science, especially computing regions of attraction of equilibrium points, until recently most stability analysis tools always required explicit knowledge of the model or a high-fidelity…

Optimization and Control · Mathematics 2024-09-12 Matteo Tacchi , Yingzhao Lian , Colin Jones

The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a…

Systems and Control · Computer Science 2019-09-23 Suat Gumussoy , Murad Abu-Khalaf

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay…

Numerical Analysis · Mathematics 2024-01-01 Dimitri Breda , Davide Liessi
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