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Related papers: Strong Lyapunov functions for rough systems

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We introduce new sufficient conditions for verifying stability and recurrence properties in singularly perturbed stochastic hybrid dynamical systems. Specifically, we focus on hybrid systems with deterministic continuous-time dynamics that…

Optimization and Control · Mathematics 2023-10-25 Jorge I. Poveda

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

Probability · Mathematics 2025-01-28 Jiaohui Xu , Tomás Caraballo , José Valero

We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…

Machine Learning · Computer Science 2025-02-21 Zaiwei Chen , Sheng Zhang , Zhe Zhang , Shaan Ul Haque , Siva Theja Maguluri

The two dimensional stochastic Euler equations (EE) perturbed by a linear multiplicative noise of It\^o type on the bounded domain $\mathcal{O}$ have been considered in this work. Our first aim is to prove the existence of \textsl{global…

Probability · Mathematics 2023-02-14 Kush Kinra , Manil T. Mohan

This paper addresses stochastic stabilization in case where implementation of control policies is digital, i. e., when the dynamical system is treated continuous, whereas the control actions are held constant in predefined time steps. In…

Dynamical Systems · Mathematics 2022-11-08 Pavel Osinenko , Grigory Yaremenko

We consider the problem of robust diffusive stability (RDS) for a pair of coupled stable discrete-time positive linear-time invariant (LTI) systems. We first show that the existence of a common diagonal Lyapunov function is sufficient for…

Dynamical Systems · Mathematics 2025-06-23 Blake McGrane-Corrigan , Rafael de Andrade Moral , Oliver Mason

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

Neural-based, data-driven analysis and control of dynamical systems have been recently investigated and have shown great promise, e.g. for safety verification or stability analysis. Indeed, not only do neural networks allow for an entirely…

Optimization and Control · Mathematics 2023-12-14 Virginie Debauche , Alec Edwards , Raphael M. Jungers , Alessandro Abate

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

This paper presents an efficient, offline method to simultaneously synthesize controllers and seek closed-loop Lyapunov functions for constrained piecewise affine systems on triangulated subsets of the admissible states. Triangulation…

Systems and Control · Electrical Eng. & Systems 2022-03-01 Reza Lavaei , Leila Bridgeman

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

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 study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…

Systems and Control · Computer Science 2016-11-21 Vinayaka Yaji , Shalabh Bhatnagar

We provide algorithms for computing a Lyapunov function for a class of systems where the state trajectories are constrained to evolve within a closed convex set. The dynamical systems that we consider comprise a differential equation which…

Optimization and Control · Mathematics 2020-10-09 Marianne Souaiby , Aneel Tanwani , Didier Henrion

The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…

Systems and Control · Computer Science 2016-07-12 Omar Zakary , Mostafa Rachik

Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as…

Chaotic Dynamics · Physics 2018-03-14 Alexis Tantet , Valerio Lucarini , Henk A. Dijkstra

Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic…

Systems and Control · Computer Science 2017-05-08 Pushpak Jagtap , Majid Zamani

The notion of Lyapunov function plays a key role in design and verification of dynamical systems, as well as hybrid and cyber-physical systems. In this paper, to analyze the asymptotic stability of a dynamical system, we generalize standard…

Dynamical Systems · Mathematics 2011-03-18 Jiang Liu , Naijun Zhan , Hengjun Zhao

We study the synchronization behavior of discrete-time Markov chains on countable state spaces. Representing a Markov chain in terms of a random dynamical system, which describes the collective dynamics of trajectories driven by the same…

Dynamical Systems · Mathematics 2025-08-14 Robin Chemnitz , Maximilian Engel , Guillermo Olicón-Mendez

We present a new data-driven method to provide probabilistic stability guarantees for black-box switched linear systems. By sampling a finite number of observations of trajectories, we construct approximate Lyapunov functions and deduce the…

Optimization and Control · Mathematics 2021-05-04 Anne Rubbens , Zheming Wang , Raphaël M. Jungers