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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

An alternative approach for minimum and mode-dependent dwell-time characterization for switched systems is derived. The proposed technique is related to Lyapunov looped-functionals, a new type of functionals leading to stability conditions…

Optimization and Control · Mathematics 2012-09-05 Corentin Briat , Alexandre Seuret

The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…

Probability · Mathematics 2024-12-16 Xiaobin Sun , Jian Wang , Yingchao Xie

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the $Q$-process, into the…

Dynamical Systems · Mathematics 2025-08-21 Matheus M. Castro , Dennis Chemnitz , Hugo Chu , Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

We analyze the finite sample regret of a decreasing step size stochastic gradient algorithm. We assume correlated noise and use a perturbed Lyapunov function as a systematic approach for the analysis. Finally we analyze the escape time of…

Machine Learning · Computer Science 2024-10-14 George Yin , Vikram Krishnamurthy

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

The threshold, or saturation phenomenon of spatially coupled systems is revisited in the light of Lyapunov's theory of dynamical systems. It is shown that an application of Lyapunov's direct method can be used to quantitatively describe the…

Information Theory · Computer Science 2013-06-18 Christian Schlegel , Marat Burnashev

We study a network whose rich spatiotemporal dynamics have recently been shown to enable dynamics-based computation, including logic gates, short-term memory, and simple encryption. The network's time dynamics can be exactly solved through…

Time-dependent potentials are common in galactic systems that undergo significant evolution, interactions, or encounters with other galaxies, or when there are dynamic processes like star formation and merging events. Recent studies show…

Astrophysics of Galaxies · Physics 2025-02-04 Eduárd Illés , Dániel Jánosi , Tamás Kovács

We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…

chao-dyn · Physics 2009-10-31 M. J. Bünner , M. Ciofini , A. Giaquinta , R. Hegger , H. Kantz , R. Meucci , A. Politi

The dynamics of extended many-body systems are generically chaotic. Classically, a hallmark of chaos is the exponential sensitivity to initial conditions captured by positive Lyapunov exponents. Supplementing chaotic dynamics with…

Statistical Mechanics · Physics 2026-02-25 Camille Aron , Manas Kulkarni

Some aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a…

Chaotic Dynamics · Physics 2007-05-23 Fabio Cecconi , Massimo Falcioni , Angelo Vulpiani

Fluctuations of thermodynamic quantities become non-negligible and play an important role when the system size is small. We develop finite-time thermodynamics of fluctuations in microscopic heat engines whose environmental temperature and…

Statistical Mechanics · Physics 2022-02-16 Gentaro Watanabe , Yuki Minami

By means of a linear scaling of the variables we convert a singular bifurcation equation in $\R^n$ into an equivalent equation to which the classical implicit function theorem can be directly applied. This allows to deduce the existence of…

Classical Analysis and ODEs · Mathematics 2009-09-24 Mikhail Kamenskii , Oleg Makarenkov , Paolo Nistri

We propose a clustering-based approach for identifying coherent flow structures in continuous dynamical systems. We first treat a particle trajectory over a finite time interval as a high-dimensional data point and then cluster these data…

Dynamical Systems · Mathematics 2022-12-27 Wai Ming Chau , Shingyu Leung

We study the dynamics of perturbations in time delayed dynamical systems. Using a suitable space-time coordinate transformation, we find that the time evolution of the linearized perturbations (Lyapunov vector) can be mapped to the linear…

Statistical Mechanics · Physics 2009-11-10 Alejandro D. Sanchez , Juan M. Lopez , Miguel A. Rodriguez , Manuel A. Matias

In chaotic dynamical systems such as the weather, prediction errors grow faster in some situations than in others. Real-time knowledge about the error growth could enable strategies to adjust the modelling and forecasting infrastructure…

Computational Physics · Physics 2023-04-26 Daniel Ayers , Jack Lau , Javier Amezcua , Alberto Carrassi , Varun Ojha

We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…

Statistical Mechanics · Physics 2009-10-31 Boris Podobnik , Plamen Ch. Ivanov , Youngki Lee , H. Eugene Stanley

FTLE (Finite Time Lyapunov Exponent) computation is one of the standard approaches to Lagrangian flow analysis. The main features of interest in FTLE fields are ridges that represent hyperbolic Lagrangian Coherent Structures. FTLE ridges…

Fluid Dynamics · Physics 2024-01-10 Janos Zimmermann , Michael Motejat , Christian Rössl , Holger Theisel