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We review the Lyapunov functional method for linear ODEs and give an explicit construction of such functionals that yields sharp decay estimates, including an extension to defective ODE systems. As an application, we consider three…

偏微分方程分析 · 数学 2019-08-27 Anton Arnold , Shi Jin , Tobias Wöhrer

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…

最优化与控制 · 数学 2024-12-03 Lexiao Lai

We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, and under general assumptions, the following results are…

概率论 · 数学 2007-05-23 J. Huang , I. Kontoyiannis , S. P. Meyn

The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…

系统与控制 · 计算机科学 2016-07-12 Omar Zakary , Mostafa Rachik

This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…

最优化与控制 · 数学 2023-07-19 Weihai Zhang , Bor-Sen Chen

To predict allowable time-step size for the fully discretized nonlinear differential equations, a stability theory is developed using exact determination of an infinite perturbation series. Mathematical induction is used to determine the…

数值分析 · 数学 2013-11-05 Arash Ghasemi , Kidambi Sreenivas , Lafayette K. Taylor

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least…

统计理论 · 数学 2010-10-21 Hongqi Xue , Hongyu Miao , Hulin Wu

This paper considers spectral-difference methods of a high-order of accuracy for solving the one-way wave equation using the Laguerre integral transform with respect to time as the base. In order to provide a high spatial accuracy and…

数值分析 · 数学 2018-05-10 Andrew V. Terekhov

Implicit methods for the numerical solution of initial-value problems may admit multiple solutions at any given time step. Accordingly, their nonlinear solvers may converge to any of these solutions. Below a critical timestep, exactly one…

数值分析 · 数学 2019-12-20 K. R. Green , G. W. Patrick , R. J. Spiteri

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge--Kutta--Legendre (RKL) and Runge--Kutta--Gegenbauer (RKG) super-time-stepping methods were…

数值分析 · 数学 2025-09-24 Zheng Tan , Tariq D. Aslam , Andrea L. Bertozzi

Stability of synchronization in unidirectionally coupled time-delay systems is studied using the Krasovskii-Lyapunov theory. We have shown that the same general stability condition is valid for different cases, even for the general…

混沌动力学 · 物理学 2015-05-13 D. V. Senthilkumar , J. Kurths , M. Lakshmanan

A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…

数值分析 · 数学 2016-04-26 Ulrich Mutze

We consider fully discrete schemes based on the scalar auxiliary variable (SAV) approach and stabilized SAV approach in time and the Fourier-spectral method in space for the phase field crystal (PFC) equation. Unconditionally energy…

偏微分方程分析 · 数学 2019-07-18 Xiaoli Li , Jie Shen

Inverse parallel schemes remain indispensable tools for computing the roots of nonlinear systems, yet their dynamical behavior can be unexpectedly rich, ranging from strong contraction to oscillatory or chaotic transients depending on the…

数值分析 · 数学 2026-01-21 Mudassir Shams , Andrei Velichko , Bruno Carpentieri

This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…

数值分析 · 数学 2014-01-21 Siqing Gan , Aiguo Xiao , Desheng Wang

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

数值分析 · 数学 2024-09-19 S. Boscarino , E. Macca

We consider the stability analysis of a large class of linear 1-D PDEs with polynomial data. This class of PDEs contains, as examples, parabolic and hyperbolic PDEs, PDEs with boundary feedback and systems of in-domain/boundary coupled…

系统与控制 · 计算机科学 2017-09-19 Aditya Gahlawat , Giorgio Valmorbida

Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…

数值分析 · 数学 2024-02-28 Jan Scheffel

In this paper, we present a framework for Stability Analysis of Systems of Coupled Linear Partial-Differential Equations. The class of PDE systems considered in this paper includes parabolic, elliptic and hyperbolic systems with Dirichelet,…

最优化与控制 · 数学 2018-03-28 Matthew M. Peet

Solutions of a smooth first order dynamic equation can be made Lyapunov stable at will by the choice of an appropriate time-dependent Riemannian metric.

混沌动力学 · 物理学 2007-05-23 G. Sardanashvily