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We introduce a novel Lyapunov function for stabilization of linear Vlasov--Fokker--Planck type equations with stiff source term. Contrary to existing results relying on transport properties to obtain stabilization, we present results based…

Optimization and Control · Mathematics 2020-02-12 Michael Herty , Shi Jin , Yuhua Zhu

A random phase property is proposed for products of random matrices drawn from any one of the classical groups associated with the ten Cartan symmetry classes of non-interacting disordered Fermion systems. It allows to calculate the…

Mathematical Physics · Physics 2016-10-27 Andreas W. W. Ludwig , Hermann Schulz-Baldes , Michael Stolz

We show that a common Lyapunov matrix exists for the convex combination of two Hurwitz matrices if and only if the intersection of the set of strict Lyapunov matrices for one matrix and the set of non-strict Lyapunov matrices for the other…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Mengmou Li , Lijun Zhu , Masaaki Nagahara

A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $\tau$-function for certain Painlev\'e transcendents. The coefficients in this expansion are given in terms…

Mathematical Physics · Physics 2015-06-19 F. Balogh

Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…

Chaotic Dynamics · Physics 2016-12-21 A. S. Il'yn , V. A. Sirota , K. P. Zybin

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should…

Probability · Mathematics 2022-02-01 Andrew Ahn , Roger Van Peski

Avila and Viana exhibit an explicit sufficient condition for the Lyapunov exponents of a linear cocycle over a Markov map to have multiplicity 1. Here, in terms of geometric perturbations, we prove that this sufficient criterion is generic…

Dynamical Systems · Mathematics 2012-08-29 Mohammad Fanaee

We study random dynamical systems generated by volume-preserving piecewise $C^{1}$ maps. For this class of systems, we establish an invariance principle stating that if all Lyapunov exponents vanish, then there exists a measurable family of…

Dynamical Systems · Mathematics 2026-01-21 Gianluigi Del Magno , João Lopes Dias , José Pedro Gaivão

This article gives a non-asymptotic analysis of the largest Lyapunov exponent of truncated orthogonal matrix products. We prove that as long as N, the number of terms in product, is sufficiently large, the largest Lyapunov exponent is…

Probability · Mathematics 2025-07-03 Dong Qichao

The stochastic approach to the determination of the largest Lyapunov exponent of a many-particle system is tested in the so-called mean-field XY-Hamiltonians. In weakly chaotic regimes, the stochastic approach relates the Lyapunov exponent…

Statistical Mechanics · Physics 2009-11-10 Celia Anteneodo , Raphael N. P. Maia , Raul O. Vallejos

We carry out extensive computer simulations to study the Lyapunov instability of a two-dimensional hard disk system in a rectangular box with periodic boundary conditions. The system is large enough to allow the formation of Lyapunov modes…

Chaotic Dynamics · Physics 2010-10-19 Hadrien Bosetti , Harald A. Posch

In the current work we demonstrate the principal possibility of prediction of the response of the largest Lyapunov exponent of a chaotic dynamical system to a small constant forcing perturbation via a linearized relation, which is computed…

Dynamical Systems · Mathematics 2017-02-28 Rafail V. Abramov

We consider a similar type of scenario for the disappearance of uniform of hyperbolicity as in Bjerkl\"ov and Saprykina (2008, Nonlinearity 21), where it was proved that the minimum distance between invariant stable and unstable bundles has…

Dynamical Systems · Mathematics 2018-09-17 Jordi-Lluís Figueras , Thomas Ohlson Timoudas

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…

Machine Learning · Computer Science 2023-12-27 Junlin Wu , Andrew Clark , Yiannis Kantaros , Yevgeniy Vorobeychik

The Lyapunov exponent spectrum and covariant Lyapunov vectors are studied for a quasi-one-dimensional system of hard disks as a function of density and system size. We characterize the system using the angle distributions between covariant…

Chaotic Dynamics · Physics 2012-02-09 Gary P. Morriss

If A_1,...,A_N are real square matrices then the p-radius, generalised Lyapunov exponent or matrix pressure is defined to be the asymptotic exponential growth rate of the sum $\sum_{i_1,\ldots,i_n=1}^N \|A_{i_n}\cdots A_{i_1}\|^p$, where p…

Dynamical Systems · Mathematics 2019-05-03 Ian D. Morris

We consider the linear cocycle $(T,A)$ induced by a measure preserving dynamical system $T:X \to X$ and a map $A:X \to \mathit{SL}(2,\mathbb{R})$. We address the dependence of the upper Lyapunov exponent of $(T,A)$ on the dynamics $T$ when…

Dynamical Systems · Mathematics 2009-12-18 Jairo Bochi , Bassam Fayad

We provide an explicit lower bound for the the sum of the non-negative Lyapunov exponents for some cocycles related to the Anderson model. In particular, for the Anderson model on a strip of width $ W $ the lower bound is proportional to $…

Mathematical Physics · Physics 2015-10-14 Ilia Binder , Michael Goldstein , Mircea Voda
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