Related papers: Lyapunov stability of the Euler method
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…
This paper introduces sufficient Lyapunov conditions guaranteeing exponential mean square stability of discrete-time systems with markovian delays. We provide a transformation of the discrete-time system with markovian delays into a…
Stability analysis plays a crucial role in studying the behavior of dynamical systems with theoretical and engineering applications. Among various kinds of stability, the stability of equilibrium points is of the greatest importance which…
We propose a quantitative direct method to prove the local stability of a stationary solution for a rough differential equation and its regular discretization scheme. Using Doss-Sussmann technique and stopping time analysis, we provide…
In this paper, we introduce for the first time a class of state-dependent maximal monotone differential inclusions. Then the existence and uniqueness of solutions are obtained by using an implicit discretization scheme and a kind of…
In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…
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…
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…
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…
As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…
We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily…
We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…
The stability of the zero solution of a nonlinear Caputo fractional differential equation with noninstantaneous impulses is studied using Lyapunov like functions. The novelty of this paper is based on the new definition of the derivative of…
The stability problem of a class of nonlinear switched systems defined on compact sets with state-dependent switching is considered. Instead of the Caratheodory solutions, the general Filippov solutions are studied. This encapsulates…
In this technical communique, we generalize the well-known Lyapunov-based stabilizability and detectability tests for discrete-time linear time-invariant systems to polytopic linear parameter-varying systems using the class of so-called…
We study single-loop gradient-flow dynamics for nested optimization, where the outer variable evolves while auxiliary variables track the inner solution map. While existing analyses typically rely on problem- and condition-specific Lyapunov…
Stability, reachability, and safety are crucial properties of dynamical systems. While verification and control synthesis of reach-avoid-stay objectives can be effectively handled by abstraction-based formal methods, such approaches can be…
Lyapunov's theorem provides a foundational characterization of stable equilibrium points in dynamical systems. In this paper, we develop a framework for stability for F-coalgebras. We give two definitions for a categorical setting in which…
Modern data science applications demand solving large-scale optimization problems. The prevalent approaches are first-order methods, valued for their scalability. These methods are implemented to tackle highly irregular problems where…