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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

For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…

Analysis of PDEs · Mathematics 2017-06-20 Valeriy Borisovich Levenshtam , Linh Kop Nguyen , Marat Rashidovich Ishmeev

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…

Dynamical Systems · Mathematics 2019-12-24 Yacine Chitour , Nicola Guglielmi , Mario Sigalotti , Vladimir Protasov

We consider the problem of deterministic load balancing of tokens in the discrete model. A set of $n$ processors is connected into a $d$-regular undirected network. In every time step, each processor exchanges some of its tokens with each…

Data Structures and Algorithms · Computer Science 2015-02-24 Petra Berenbrink , Ralf Klasing , Adrian Kosowski , Frederik Mallmann-Trenn , Przemyslaw Uznanski

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…

Optimization and Control · Mathematics 2013-06-25 Marc Lassonde , Ludovic Nagesseur

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

This paper explores a new class of constrained difference programming problems, where the objective and constraints are formulated as differences of functions, without requiring their convexity. To investigate such problems, novel variants…

Optimization and Control · Mathematics 2026-04-21 Boris S. Mordukhovich , Yixia Song , Shangzhi Zeng , Jin Zhang

We study singularly perturbed systems that exhibit input-to-state stability (ISS) with fixed-time properties in the presence of bounded disturbances. In these systems, solutions converge to the origin within a time frame independent of…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Michael Tang , Miroslav Krstic , Jorge Poveda

We consider a singularly perturbed time-dependent problem with a shift term in space. On appropriately defined layer adapted meshes of Dur\'{a}n- and S-type we derive a-priori error estimates for the stationary problem. Using a…

Numerical Analysis · Mathematics 2022-09-07 Mirjana Brdar , Sebastian Franz , Lars Ludwig , Hans-Görg Roos

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

We propose a model for frequency-dependent damping in the linear wave equation. After proving well-posedness of the problem, we study qualitative properties of the energy. In the one-dimensional case, we provide an explicit analysis for…

Analysis of PDEs · Mathematics 2025-03-06 Francesco Maddalena , Gianluca Orlando

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp

In this paper, we investigate a large-scale stochastic system with bilinear drift and linear diffusion term. Such high dimensional systems appear for example when discretizing a stochastic partial differential equations in space. We study a…

Optimization and Control · Mathematics 2018-04-06 Martin Redmann

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…

Statistics Theory · Mathematics 2007-05-23 Valentin Konakov , Enno Mammen

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Numerical Analysis · Mathematics 2024-10-15 Evelina V. Permyakova , Denis S. Goldobin

The concept of weak invariants has recently been introduced in the context of conserved quantities in finite-time processes in nonequilibrium quantum thermodynamics. A weak invariant itself has a time-dependent spectrum, but its expectation…

Quantum Physics · Physics 2020-06-11 Sumiyoshi Abe

Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…

Chaotic Dynamics · Physics 2009-10-31 Jean-Luc Thiffeault , Allen H. Boozer

When the state space of a discrete state space positive recurrent Markov chain is infinite or very large, it becomes necessary to truncate the state space in order to facilitate numerical computation of the stationary distribution. This…

Probability · Mathematics 2025-05-07 Peter W. Glynn , Zeyu Zheng

This paper investigates the problem of synchronization for nonlinear systems. Following a Lyapunov approach, we firstly study global synchronization of nonlinear systems in canonical control form with both distributed…

Dynamical Systems · Mathematics 2017-04-05 Davide Liuzza , Dimos V. Dimarogonas , Karl H. Johansson

We formulate a new information-theoretic principle--the shifted composition rule--which bounds the divergence (e.g., Kullback-Leibler or R\'enyi) between the laws of two stochastic processes via the introduction of auxiliary shifts. In this…

Probability · Mathematics 2023-11-27 Jason M. Altschuler , Sinho Chewi
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