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The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…

最优化与控制 · 数学 2026-03-05 Thiago Santos , Sebastiao Xavier

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

概率论 · 数学 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

The dynamics of transitional flows are governed by an interplay between the non-normal linear dynamics and quadratic nonlinearity in the incompressible Navier-Stokes equations. In this work, we propose a framework for nonlinear stability…

流体动力学 · 物理学 2021-04-28 Aniketh Kalur , Peter Seiler , Maziar S. Hemati

In this work, we study continuity and topological structural stability of attractors for nonautonomous random differential equations obtained by small bounded random perturbations of autonomous semilinear problems. First, we study existence…

In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…

经典分析与常微分方程 · 数学 2018-01-16 H. T. Tuan , Hieu Trinh

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

偏微分方程分析 · 数学 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi

We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general…

概率论 · 数学 2010-09-10 Francois Caron , Pierre Del Moral , Michele Pace , Vo Ba-Ngu

This work focuses on the well-posedness of McKean-Vlasov stochastic differential delay equations. Under suitable lipschitz conditions on the drift and diffusion terms, along with a distribution dependent Lyapunov condition, this paper shows…

概率论 · 数学 2025-07-01 Dan Noelck

We analyse the problem of stability of a continuous time linear switching system (LSS) versus the stability of its Euler discretization. It is well-known that the existence of a positive {\tau} for which the corresponding discrete time…

最优化与控制 · 数学 2014-07-16 Vladimir Yu. Protasov , Raphael M. Jungers

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

统计力学 · 物理学 2017-03-22 Tamás Biró , Zoltán Néda

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

动力系统 · 数学 2007-05-23 Matthew M. Peet

In this paper, we establish some sufficient conditions for the existence of stable random periodic solutions of stochastic differential equations and ergodicity in the random periodic regime. The techniques involve the existence of Lyapunov…

概率论 · 数学 2018-11-15 Kenneth Uda , Huaizhong Zhao

We study linear stability of exponential periodic solutions of a system of singular amplitude equations associated with convective Turing bifurcation in the presence of conservation laws, as arises in modern biomorphology models, binary…

偏微分方程分析 · 数学 2025-07-01 Aric Wheeler , Kevin Zumbrun

We consider Mc Kean-Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process but also on its probability distribution. This type of SDEs…

概率论 · 数学 2019-02-12 Khaled Bahlali , Mohamed Amine Mezerdi , Brahim Mezerdi

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

概率论 · 数学 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…

最优化与控制 · 数学 2024-09-19 Ibrahim K. Ozaslan , Mihailo R. Jovanović

This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…

系统与控制 · 计算机科学 2014-10-09 Andrew Lamperski

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…

动力系统 · 数学 2019-08-15 Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…

概率论 · 数学 2023-04-18 Marc Arnaudon , Pierre Del Moral , El Maati Ouhabaz

This article provides a characterization of stability for switched nonlinear systems under average dwell-time constraints, in terms of necessary and sufficient conditions involving multiple Lyapunov functions. Earlier converse results focus…

最优化与控制 · 数学 2025-01-08 Matteo Della Rossa , Aneel Tanwani