Lyapunov analysis of finite-time differential equations

2005 ◽  
Author(s):  
S.P. Bhat ◽  
D.S. Bernstein
Keyword(s):  
Differential Equations ◽  
Finite Time ◽  
Lyapunov Analysis ◽  
Time Differential

scholarly journals Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

2003 ◽  
Vol 6 ◽  
pp. 297-313 ◽  
Author(s):  
Desmond J. Higham ◽  
Xuerong Mao ◽  
Andrew M. Stuart
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Numerical Method ◽  
Finite Time ◽  
Mean Square ◽  
Convergence Conditions ◽  
Finite Time Convergence ◽  
Mean Square Stability ◽  
Exponential Mean Square Stability ◽  
Positive Results

AbstractPositive results are proved here about the ability of numerical simulations to reproduce the exponential mean-square stability of stochastic differential equations (SDEs). The first set of results applies under finite-time convergence conditions on the numerical method. Under these conditions, the exponential mean-square stability of the SDE and that of the method (for sufficiently small step sizes) are shown to be equivalent, and the corresponding second-moment Lyapunov exponent bounds can be taken to be arbitrarily close. The required finite-time convergence conditions hold for the class of stochastic theta methods on globally Lipschitz problems. It is then shown that exponential mean-square stability for non-globally Lipschitz SDEs is not inherited, in general, by numerical methods. However, for a class of SDEs that satisfy a one-sided Lipschitz condition, positive results are obtained for two implicit methods. These results highlight the fact that for long-time simulation on nonlinear SDEs, the choice of numerical method can be crucial.

scholarly journals MORSE SPECTRUM FOR NONAUTONOMOUS DIFFERENTIAL EQUATIONS

2008 ◽  
Vol 08 (03) ◽  
pp. 351-363 ◽  
Author(s):  
FRITZ COLONIUS ◽  
PETER E. KLOEDEN ◽  
MARTIN RASMUSSEN
Keyword(s):  
Differential Equations ◽  
Finite Time ◽  
Accumulation Point ◽  
Morse Decomposition ◽  
Finite Time Lyapunov Exponents ◽  
The Past ◽  
Accumulation Points ◽  
Morse Spectrum ◽  
Nonautonomous Differential Equations ◽  
Linear Cocycle

The concept of a Morse decomposition consisting of nonautonomous sets is reviewed for linear cocycle mappings w.r.t. the past, future and all-time convergences. In each case, the set of accumulation points of the finite-time Lyapunov exponents corresponding to points in a nonautonomous set is shown to be an interval. For a finest Morse decomposition, the Morse spectrum is defined as the union of all of the above accumulation point intervals over the different nonautonomous sets in such a finest Morse decomposition. In addition, Morse spectrum is shown to be independent of which finest Morse decomposition is used, when more than one exists.

scholarly journals Global Finite-Time Stabilization Problem of Affine Nonlinear Systems with Unknown Functions

2021 ◽  
Author(s):  
Fujin Jia ◽  
Junwei Lu ◽  
Yong-Min Li ◽  
Fangyuan Li
Keyword(s):  
Nonlinear Systems ◽  
Finite Time ◽  
Control Algorithm ◽  
Lyapunov Analysis ◽  
Stabilization Problem ◽  
Analysis Method ◽  
Control Approach ◽  
Affine Nonlinear Systems ◽  
Simulation Results ◽  
Finite Time Stabilization

In this paper, the global finite-time stabilization (FTS) of nonlinear systems with unknown functions (UFs) is studied. Firstly, in order to deal with UFs, a Lemma is proposed to avoid the Assumptions of UFs. Secondly, based on this Lemma, the control algorithm designed by using backstepping has no partial derivative of virtual controllers, so it avoids the “differential explosion” problem of backstepping. Thirdly, by using Lyapunov analysis method, backstepping and FTS method, a global FTS control algorithm of nonlinear systems with UFs is proposed. Finally, the feasibility of developed control approach is illustrated by the simulation results of a manipulator.

scholarly journals Caputo Fractional Differential Equations with Non-Instantaneous Random Erlang Distributed Impulses

2019 ◽  
Vol 3 (2) ◽  
pp. 28 ◽  
Author(s):  
Snezhana Hristova ◽  
Krasimira Ivanova
Keyword(s):  
Differential Equations ◽  
Fractional Differential Equations ◽  
Finite Time ◽  
Lyapunov Functions ◽  
Random Variable ◽  
Time Intervals ◽  
Caputo Fractional Differential Equations ◽  
Fractional Differential ◽  
Dini Derivatives ◽  
Moment Exponential Stability

The p-moment exponential stability of non-instantaneous impulsive Caputo fractional differential equations is studied. The impulses occur at random moments and their action continues on finite time intervals with initially given lengths. The time between two consecutive moments of impulses is the Erlang distributed random variable. The study is based on Lyapunov functions. The fractional Dini derivatives are applied.

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