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As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…

偏微分方程分析 · 数学 2018-12-12 Lucie Baudouin , Alexandre Seuret , Frédéric Gouaisbaut

In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and…

最优化与控制 · 数学 2015-09-15 Evgeny Meyer , Matthew M. Peet

The spacecraft attitude tracking problem is addressed with actuator faults and uncertainties among inertias, external disturbances, and, in particular, state estimates. A continuous sliding mode attitude controller is designed using…

系统与控制 · 电气工程与系统科学 2021-02-22 Haichao Gui

The paper describes a novel method for studying the stability of nonautonomous dynamical systems. This method based on the flow and divergence of the vector field with coupling to the method of Lyapunov functions. The necessary and…

系统与控制 · 电气工程与系统科学 2020-03-31 Igor Furtat

Out of the recent advances in systems and control (S\&C)-based analysis of optimization algorithms, not enough work has been specifically dedicated to machine learning (ML) algorithms and its applications. This paper addresses this gap by…

机器学习 · 计算机科学 2021-02-15 Orlando Romero , Subhro Das , Pin-Yu Chen , Sérgio Pequito

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…

概率论 · 数学 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

We propose a one-step procedure to estimate the latent positions in random dot product graphs efficiently. Unlike the classical spectral-based methods such as the adjacency and Laplacian spectral embedding, the proposed one-step procedure…

统计理论 · 数学 2020-11-16 Fangzheng Xie , Yanxun Xu

In this work we present explicit Adams-type multistep methods with extended stability interval, which are analogous to the stabilized Chebyshev Runge--Kutta methods. It is proved that for any $k\geq 1$ there exists an explicit $k$-step…

数值分析 · 数学 2020-12-15 Vasily Repnikov , Boris Faleichik , Andrey Moysa

In this paper we discuss Stochastic Differential-Algebraic Equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on index-one SDAEs and their reformulation as ordinary stochastic…

This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion…

数值分析 · 数学 2015-10-09 Wolf-Jürgen Beyn , Elena Isaak , Raphael Kruse

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…

系统与控制 · 计算机科学 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

The Riccati equation method and an approach of the use of unknown factors is used to establish oscillation, suboscillation and nonoscillation criteria for linear systems of ordinary differential equations. A necessary condition for Lyapunov…

经典分析与常微分方程 · 数学 2022-12-02 G. A. Grigorian

We study the well known Schr\"odinger-Lohe model for quantum synchronization with non-identical natural frequencies. The main results are related to the characterization and convergence to phase-locked states for this quantum system. The…

偏微分方程分析 · 数学 2024-12-31 Paolo Antonelli , David N Reynolds

Three pseudospectral algorithms are described (Euler, leapfrog and trapez) for solving numerically the time dependent nonlinear Schroedinger equation in one, two or three dimensions. Numerical stability regions in the parameter space are…

计算物理 · 物理学 2007-05-23 A. A. Skorupski

The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy different forward Euler (or circle) conditions. Optimal additive…

数值分析 · 数学 2022-04-05 Yiannis Hadjimichael , David I. Ketcheson

Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…

数值分析 · 数学 2020-04-08 Hendrik Ranocha

This paper is about the stabilization of a cascade system composed by an infinite-dimensional system, that we suppose to be exponentially stable, and an ordinary differential equation (ODE), that we suppose to be marginally stable. The…

偏微分方程分析 · 数学 2021-11-10 Swann Marx , Daniele Astolfi , Vincent Andrieu

Stiff systems of ordinary differential equations (ODEs) are pervasive in many science and engineering fields, yet standard neural ODE approaches struggle to learn them. This limitation is the main barrier to the widespread adoption of…

数值分析 · 数学 2024-10-10 Colby Fronk , Linda Petzold

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

最优化与控制 · 数学 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

We study the stability of explicit one-step integration schemes for the linear finite element approximation of linear parabolic equations. The derived bound on the largest permissible time step is tight for any mesh and any diffusion matrix…

数值分析 · 数学 2016-05-31 Weizhang Huang , Lennard Kamenski , Jens Lang