相关论文: Lyapunov-Sylvester operators for Kuramoto-Sivashin…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
By the Sylvester equation $\bL\bM-\bM\bK=\br\bs^{\st}$ together with an evolution equation set of $\br$ and $\bs$, generalized Cauchy matrix approach is established to investigate exact solutions for Kadomtsev-Petviashvili system, including…
This paper provides a self-contained ordinary differential equation solver approach for separable convex optimization problems. A novel primal-dual dynamical system with built-in time rescaling factors is introduced, and the exponential…
Lyapunov's indirect method is an attractive method for analyzing stability of non-linear systems since only the stability of the corresponding linearized system needs to be determined. Unfortunately, the proof for finite-dimensional systems…
The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…
In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…
The Golub-Kahan-Tikhonov method is a popular solution technique for large linear discrete ill-posed problems. This method first applies partial Golub-Kahan bidiagonalization to reduce the size of the given problem and then uses Tikhonov…
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…
Sylvester, Lyapunov, and algebraic Riccati equations are the bread and butter of control theorists. They are used to compute infinite-horizon Gramians, solve optimal control problems in continuous or discrete time, and design observers.…
We present and analyze fully discrete Nystr\"om methods for the solution of three classes of well conditioned boundary integral equations for the solution of two dimensional scattering problems by homogeneous dielectric scatterers.…
We present a general method of solving the Cauchy problem for a linear parabolic partial differential equation of evolution type with variable coefficients and demonstrate it on the equation with derivatives of orders two, one and zero. The…
Numerical solutions for the optimal feedback stabilization of discrete time dynamical systems is the focus of this paper. Set-theoretic notion of almost everywhere stability introduced by the Lyapunov measure, weaker than conventional…
The generalized Kuramoto-Sivashinsky equation in the case of the power nonlinearity with arbitrary degree is considered. New exact solutions of this equation are presented.
This paper presents some new propositions related to the fractional order $h$-difference operators, for the case of general quadratic forms and for the polynomial type, which allow proving the stability of fractional order $h$-difference…
Lyapunov functions play a vital role in the context of control theory for nonlinear dynamical systems. Besides its classical use for stability analysis, Lyapunov functions also arise in iterative schemes for computing optimal feedback laws…
Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…
Initial-boundary value problems for the $n$-dimensional ($n$ is a natural number from the interval [2,7]) Kuramoto-Sivashinsky equation posed on smooth bounded domains in $\mathbb{R}^n$ were considered. The existence and uniqueness of…
Lyapunov functions play a fundamental role in analyzing the stability and convergence properties of optimization methods. In this paper, we propose a novel and straightforward approach for constructing Lyapunov functions for first-order…
A numerical study of an algorithm proposed by Gusein Guseinov, which determines approximations to the optimal solution of problems of calculus of variations using two discretizations and correspondent Euler-Lagrange equations, is…
We present a novel control methodology to control the roughening processes of semilinear parabolic stochastic partial differential equations in one dimension, which we exemplify with the stochastic Kuramoto-Sivashinsky equation. The…