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We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong…

Dynamical Systems · Mathematics 2016-03-18 Hua Shao , Yuming Shi , Hao Zhu

This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…

Dynamical Systems · Mathematics 2014-11-18 Janusz Mierczyński

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

Optimization and Control · Mathematics 2020-02-18 Ihab Haidar , Yacine Chitour , Paolo Mason , Mario Sigalotti

The Goldstein-Taylor equations can be thought of as a simplified version of a BGK system, where the velocity variable is constricted to a discrete set of values. It is intimately related to turbulent fluid motion and the telegrapher's…

Analysis of PDEs · Mathematics 2021-03-17 Anton Arnold , Amit Einav , Beatrice Signorello , Tobias Wöhrer

Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dotsc, A_N$. This paper studies the equality cases between the…

Optimization and Control · Mathematics 2023-03-21 Yacine Chitour , Guilherme Mazanti , Pierre Monmarché , Mario Sigalotti

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 consider the statistical properties of a non-falling trajectory in the Whitney problem of an inverted pendulum excited by an external force. In the case when the external force is white noise, we recently found the instantaneous…

Statistical Mechanics · Physics 2020-10-28 Nikolai A. Stepanov , Mikhail A. Skvortsov

In the context of the analysis of the chaotic properties of homogeneous and isotropic turbulence, direct numerical simulations are used to study the fluctuations of the finite time Lyapunov exponent (FTLE) and its relation to Reynolds…

Fluid Dynamics · Physics 2020-02-19 Richard Ho , Andres Armua , Arjun Berera

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

This paper studies deterministic and stochastic fixed-time stability of autonomous nonlinear discrete-time (DT) systems. Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT system is certified.…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Farzaneh Tatari , Hamidreza Modares

In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in…

Probability · Mathematics 2020-03-31 Xiaojie Ding , Huijie Qiao

Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…

Systems and Control · Computer Science 2015-09-07 Kwang-Ki K. Kim , Richard D. Braatz

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

This paper introduce the notion of output contraction that expands the contraction notion to the time-varying nonlinear systems with output. It pertains to the systems' property that any pair of outputs from the system converge to each…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Hao Yin , Bayu Jayawardhana , Stephan Trenn

This paper provides sufficient conditions for global asymptotic stability and global exponential stability, which can be applied to nonlinear, large-scale, uncertain discrete-time systems. The conditions are derived by means of vector…

Optimization and Control · Mathematics 2014-03-25 Iasson Karafyllis , Markos Papageorgiou

Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…

Statistical Mechanics · Physics 2013-06-06 Tanguy Laffargue , Khanh-Dang Nguyen Thu Lam , Jorge Kurchan , Julien Tailleur

I give a brief overview of the resolution of the apparent problem of reconciling time symmetric microscopic dynamic with time asymmetric equations describing the evolution of macroscopic variables. I then show how the large deviation…

Mathematical Physics · Physics 2011-12-08 Joel L. Lebowitz

Finite-time Lyapunov exponents and vectors are used to define and diagnose boundary-layer type, two-timescale behavior in the tangent linear dynamics and to determine the associated manifold structure in the flow of a finite-dimensional…

Dynamical Systems · Mathematics 2014-07-21 K. D. Mease , U. Topcu , E. Aykutlug , M. Maggia

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda