The purpose of this paper is to present an example of an Ordinary Differential Equation $x'=F(x)$ in the infinite-dimensional Hilbert space $\ell^2$ with $F$ being of class $\mathcal{C}^1$ in the Fréchet sense, such that the origin is an asymptotically stable equilibrium point but the spectrum of the linearized operator $DF(0)$ intersects the half-plane $\Re(z)>0$. The possible existence or not of an example of this kind has been an open question until now, to our knowledge. An analogous example, but of a non-invertible map instead of a flow defined by an ODE was recently constructed by the authors in a recent paper. The two examples use different techniques, but both are based on a classical example in Operator Theory due to S. Kakutani.
This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov functions are allowed to be indefinite. The stability analysis is accomplished with the help of the scalar stable functions introduced in our previous study. Both asymptotic stability and input-to-state stability are considered. Particularly, for asymptotic stability, several concepts such as uniform and non-uniform asymptotic stability, and uniform and non-uni…
We use Lyapunov type functions to give new conditions under which a homeomorphism of a compact metric space has the shadowing property. These conditions are applied to establish the topological stability of some homeomorphisms with nonhyperbolic behavior.
This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong sensitivity at a point and in a set, Lyapunov stability, and exponential asymptotical stability. It is shown that the positive Lyapunov exponent at a point implies strong sensitivity for a class of non-autonomous discrete systems. Furthermore, the uniformly positive Lyapunov exponents in a totally invariant set imply strong sensitivity in this set under cert…
Stability analysis plays a crucial role in studying the behavior of dynamical systems with theoretical and engineering applications. Among various kinds of stability, the stability of equilibrium points is of the greatest importance which is mainly studied by Lyapunov's stability theory. This theory requires finding a function with specified properties. Except for a few simple examples, there is no straightforward constructive algorithm to find a Lyapunov function for an arbitrary dynamical system. The goal of this work is proposing a simple yet effective way to approximate this function using…
Generalizing results of Deroin-Dujardin, we introduce the notion of proximal stability for a holomorphic family $ (ρ_λ) $ of representations $ Γ\to \text{SL}(d, \mathbb{C}) $, where $ Γ$ is a finitely generated group, and show that it is equivalent to the pluriharmonicity of Lyapunov exponents of the family (defined using random walks).
In this paper, a necessary and sufficient condition for the stability of Lyapunov exponents of linear differential system are proved in the sense that the equations satisfy the weaker form of integral separation instead of its classical one. Furthermore, the existence of full nonuniform exponential dichotomy spectrum under the condition of weak integral separateness is also presented.
We establish (i) stability of Lyapunov exponents and (ii) convergence in probability of Oseledets spaces for semi-invertible matrix cocycles, subjected to small random perturbations. The first part extends results of Ledrappier and Young to the semi-invertible setting. The second part relies on the study of evolution of subspaces in the Grassmannian.
We investigate discret conditions for stability and asymptotic stability by Lyapunov and the point of equilibrium of autonomous system of differential equations.
In this paper we consider input-to-state stability (ISS) of impulsive control systems with and without time-delays. We prove that if the time-delay system possesses an exponential Lyapunov-Razumikhin function or an exponential Lyapunov-Krasovskii functional, then the system is uniformly ISS provided that the average dwell-time condition is satisfied. Then, we consider large-scale networks of impulsive systems with and without time-delays and we prove that the whole network is uniformly ISS under a small-gain and a dwell-time condition. Moreover, these theorems provide us with tools to construc…
We investigate a broad family of chemical reaction networks (CRNs) assigned with mass action kinetics, called complex-balanced-produced-CRNs (CBP-CRNs), which are generated by any given complex balanced mass action system (MAS) and whose structures depend on the selection of producing matrices. Unluckily, the generally applied pseudoHelmholtz free energy function may fail to act as a Lyapunov function for the CBP-CRNs. Inspired by the method of Lyapunov function partial differential equations (PDEs), we construct one solution of their corresponding Lyapunov function PDEs, termed as the general…
This paper deals with asymptotic stability of a class of dynamical systems in terms of smooth Lyapunov pairs. We point out that well known converse Lyapunov results for differential inclusions cannot be applied to this class of dynamical systems. Following an abstract approach we put an assumption on the trajectories of the dynamical systems which demands for any trajectory the existence of a neighboring trajectory such that their difference grows linearly in time and distance of the starting points. Under this assumption, we prove the existence of a $C^\infty$-smooth Lyapunov pair. We also sh…
We study $C^1$-generic vector fields on closed manifolds without points accumulated by periodic orbits of different indices and prove that they exhibit finitely many sinks and sectional-hyperbolic transitive Lyapunov stable sets with residual basin of attraction. This represents a partial positive answer to conjectures in \cite{am}, the Palis conjecture \cite{pa} and extend the Araujo's thesis to higher dimensions \cite{a}.
We present Lyapunov stability and asymptotic stability theorems for steady state solutions of general state-dependent delay differential equations (DDEs) using Lyapunov-Razumikhin methods. Our results apply to DDEs with multiple discrete state-dependent delays, which may be nonautonomous for the Lyapunov stability result, but autonomous (or periodically forced) for the asymptotic stability result. Our main technique is to replace the DDE by a nonautonomous ordinary differential equation (ODE) where the delayed terms become source terms in the ODE. The asymptotic stability result and its proof …
We study cocycles of compact operators acting on a separable Hilbert space, and investigate the stability of the Lyapunov exponents and Oseledets spaces when the operators are subjected to additive Gaussian noise. We show that as the noise is shrunk to 0, the Lyapunov exponents of the perturbed cocycle converge to those of the unperturbed cocycle; and the Oseledets spaces converge in probability to those of the unperturbed cocycle. This is, to our knowledge, the first result of this type with cocycles taking values in operators on infinite-dimensional spaces. The infinite dimensionality gives …
This paper contributes to extending the validity of Lyapunov function PDEs (in-vented by Fang and Gao in [SIAM Journal on Applied Dynamical Systems, 18(2019), pp. 1163-1199]and whose solution is conjectured to be able to behave as a Lyapunov function) in stability analysisto more mass-action chemical reaction networks. By defining a new class of networks, called complexbalanced produced networks, we have proved that the Lyapunov function PDEs method is validin capturing the asymptotic stability of this class of networks, and also to their compound withany 1-dimensional independent network acco…
The Poynting-Robertson(P-R) effect on Lyapunov stability of equilibrium points is being discussed in the the generalized photogravitational Chermnykh's problem when bigger primary is a sours of radiation and smaller primary is an oblate spheriod. We derived the equations of motion, obtained the equilibrium points and examined the linear stability of the equilibrium points for various values of parameter which have been used in the present problem. We have examined the effect of gravitational potential from the belt. The positions of the equilibrium points are different from the position in cla…
In this paper, we study the construction of Lyapunov functions based on first order approximations. In a first part, the study of local exponential stability property of a transverse invariant manifold is considered. This part is mainly a rephrasing of the result of [3]. It is shown with this framework how to construct a Lyapunov function which characterizes this local stability property. In a second part, when considering the global stability property of an equilibrium point it is shown that the study of first order approximation along solutions of the system allows to construct a Lyapunov fu…
Traditional Lyapunov based transient stability assessment approaches focus on identifying the stability region (SR) of the equilibrium point under study. When trying to estimate this region using Lyapunov functions, the shape of the final estimate is often limited by the degree of the function chosen, a limitation that results in conservativeness in the estimate of the SR. More conservative the estimate is in a particular region of state space, smaller is the estimate of the critical clearing time for disturbances that drive the system towards that region. In order to reduce this conservativen…
The purpose of this paper is to present an example of a C1 (in the Fréchet sense) discrete dynamical system in a infinite-dimensional separable Hilbert space for which the origin is an exponentially asymptotically stable fixed point, but such that its derivative at the origin has spectral radius larger than unity, and this means that the origin is unstable in the sense of Lyapunov for the linearized system. The possible existence or not of an example of this kind has been an open question until now, to our knowledge. The construction is based on a classical example in Operator Theory due to Ka…
In this paper, we study random Blaschke products, acting on the unit circle, and consider the cocycle of Perron-Frobenius operators acting on Banach spaces of analytic functions on an annulus. We completely describe the Lyapunov spectrum of these cocycles. As a corollary, we obtain a simple random Blaschke product system where the Perron-Frobenius cocycle has infinitely many distinct Lyapunov exponents, but where arbitrarily small natural perturbations cause a complete collapse of the Lyapunov spectrum, except for the exponent 0 associated with the absolutely continuous invariant measure. That…
We address the classic problem of stability and asymptotic stability in the sense of Lyapunov of the equilibrium point of autonomic differential equations using discrete approach. This new approach includes a consideration of a family of hypersurfaces instead of the Lyapunov functions, and conditions on the right part of the differential equation instead of conditions on a Lyapunov function along trajectories of the equation.
The comparison between time-varying hybrid trajectories is crucial for tracking, observer design and synchronisation problems for hybrid systems with state-triggered jumps. In this paper, a systematic way of designing an appropriate distance function is proposed that can be used for this purpose. The so-called "peaking phenomenon", which occurs when using the Euclidean distance to compare two hybrid trajectories, is circumvented by taking the hybrid nature of the system explicitly into account in the design of the distance function. Based on the proposed distance function, we define the stabil…
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.
In this paper we consider an SIRS epidemic model under a general assumption of density-dependent mortality. We prove the global stability of the disease-free equilibrium and propose a Lyapunov function that allows to demonstrate the global stability of the (unique) endemic state under broad conditions.
We prove the necessary and sufficient conditions for practical stability of nonlinear dynamical system at general phase restrictions. In such a case the Lyapunov function is nondifferentiable. But if the set of initial data is starry compact, then it is possible building Lyapunov function which belongs to differentiable functions class. We also estimate the optimal sets of initial conditions in structural forms for linear system and concrete phase restrictions.
This paper presents necessary and sufficient characterizations of several notions of input to output stability. Similar Lyapunov characterizations have been found to play a key role in the analysis of the input to state stability property, and the results given here extend their validity to the case when the output, but not necessarily the entire internal state, is being regulated. The work is related to partial stability of differential equations (the particular case which arises when there are no external inputs).
We introduce a notion of stability for equilibrium measures in holomorphic families of endomorphisms of CP(k) and prove that it is equivalent to the stability of repelling cycles and equivalent to the existence of some measurable holomorphic motion of Julia sets which we call equilibrium lamination. We characterize the corresponding bifurcations by the strict subharmonicity of the sum of Lyapunov exponents or the instability of critical dynamics and analyze how repelling cycles may bifurcate. Our methods deeply exploit the properties of Lyapunov exponents and are based on ergodic theory and on…
We prove that input-to-state stability (ISS) of nonlinear systems over Banach spaces is equivalent to existence of a coercive Lipschitz continuous ISS Lyapunov function for this system. For linear infinite-dimensional systems, we show that ISS is equivalent to existence of a non-coercive ISS Lyapunov function and provide two simpler constructions of coercive and non-coercive ISS Lyapunov functions for input-to-state stable linear systems.
Stability analysis tools are essential to understanding and controlling any engineering system. Recently sum-of-squares (SOS) based methods have been used to compute Lyapunov based estimates for the region-of-attraction (ROA) of polynomial dynamical systems. But for a real-life large scale dynamical system this method becomes inapplicable because of growing computational burden. In such a case, it is important to develop a subsystem based stability analysis approach which is the focus of the work presented here. A parallel and scalable algorithm is used to infer stability of an interconnected …
Forward invariance of a basin of attraction is often overlooked when using a Lyapunov stability theorem to prove local stability; even if the Lyapunov function decreases monotonically in a neighborhood of an equilibrium, the dynamic may escape from this neighborhood. In this note, we fix this gap by finding a smaller neighborhood that is forward invariant. This helps us to prove local stability more naturally without tracking each solution path. Similarly, we prove a transitivity theorem about basins of attractions without requiring forward invariance. Keywords: Lyapunov function, local stabil…
We consider an abstract class of infinite-dimensional dynamical systems with inputs. For this class, the significance of noncoercive Lyapunov functions is analyzed. It is shown that the existence of such Lyapunov functions implies norm-to-integral input-to-state stability. This property in turn is equivalent to input-to-state stability, if the system satisfies certain mild regularity assumptions. For a particular class of linear systems with unbounded admissible input operators, explicit constructions of noncoercive Lyapunov functions are provided. The theory is applied to a heat equation with…
Recently sum-of-squares (SOS) based methods have been used for the stability analysis and control synthesis of polynomial dynamical systems. This analysis framework was also extended to non-polynomial dynamical systems, including power systems, using an algebraic reformulation technique that recasts the system's dynamics into a set of polynomial differential algebraic equations. Nevertheless, for large scale dynamical systems this method becomes inapplicable due to its computational complexity. For this reason we develop a subsystem based stability analysis approach using vector Lyapunov funct…
This paper demonstrates input-to-state stability (ISS) of the SIR model of infectious diseases with respect to the disease-free equilibrium and the endemic equilibrium. Lyapunov functions are constructed to verify that both equilibria are individually robust with respect to perturbation of newborn/immigration rate which determines the eventual state of populations in epidemics. The construction and analysis are geometric and global in the space of the populations. In addition to the establishment of ISS, this paper shows how explicitly the constructed level sets reflect the flow of trajectorie…
An overview of stability conditions in terms of the Lyapunov matrix for time-delay systems is presented. The main results and proof are presented in details for the case of systems with multiple delays. The state of the art, ongoing research and potential extensions to other classes of delay systems are discussed.
In this paper, a class of abstract dynamical systems is considered which encompasses a wide range of nonlinear finite- and infinite-dimensional systems. We show that the existence of a non-coercive Lyapunov function without any further requirements on the flow of the forward complete system ensures an integral version of uniform global asymptotic stability. We prove that also the converse statement holds without any further requirements on regularity of the system. Furthermore, we give a characterization of uniform global asymptotic stability in terms of the integral stability properties and a…
Propagation of rays in 2D and 3D corrugated waveguides is performed in the general framework of stability indicators. The analysis of stability is based on the Lyapunov and Reversibility error. It is found that the error growth follows a power law for regular orbits and an exponential law for chaotic orbits. A relation with the Shannon channel capacity is devised and an approximate scaling law found for the capacity increase with the corrugation depth.
This study presents new estimates for fractional derivatives without singular kernels defined by some specific functions. Based on obtained inequalities, we give a useful method to establish the global stability of steady states for fractional-order systems and generalize some works existing in the literature. Finally, we apply our results to prove the global stability of a fractional-order SEIR model with a general incidence rate.
Piecewise-Linear in Rates (PWLR) Lyapunov functions are introduced for a class of Chemical Reaction Networks (CRNs). In addition to their simple structure, these functions are robust with respect to arbitrary monotone reaction rates, of which mass-action is a special case. The existence of such functions ensures the convergence of trajectories towards equilibria, and guarantee their asymptotic stability with respect to the corresponding stoichiometric compatibility class. We give the definition of these Lyapunov functions, prove their basic properties, and provide algorithms for constructing t…
This paper includes results centered around three topics, all of them related with the nonlinear stability of equilibria in Poisson dynamical systems. Firstly, we prove an energy-Casimir type sufficient condition for stability that uses functions that are not necessarily conserved by the flow and that takes into account certain asymptotically stable behavior that may occur in the Poisson category. This method is adapted to Poisson systems obtained via a reduction procedure and we show in examples that the kind of stability that we propose is appropriate when dealing with the stability of the e…
Stability Analysis of Monotone Systems via Max-separable Lyapunov Functions
ACCESS Linnaeus Centre（ACCESS林奈乌斯中心）；Department of Automatic Control, School of Electrical Engineering, KTH Royal Institute of Technology（瑞典皇家理工学院电气工程学院自动控制系）
In this paper we show that the existence of a Lyapunov-Krasovskii functional is necessary and sufficient condition for the uniform global asymptotic stability and the global exponential stability of time-invariant systems described by neutral functional differential equations in Hale's form. It is assumed that the difference operator is linear and strongly stable, and that the map in the right-hand side of the equation is Lipschitz on bounded sets. A link between global exponential stability and input-to-state stability is also provided. @ The extended version of this paper has been submitted …
We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on the space of continuous functions. We give an explicit parametrization of a sequence of finite-dimensional subsets of the cone of positive Lyapunov functions using positive semidefinite matrices. This allows stability analysis of linear time-delay systems to be formulated as a semidefinite program.
We develop tools for investigation of input-to-state stability (ISS) of infinite-dimensional control systems. We show that for certain classes of admissible inputs the existence of an ISS-Lyapunov function implies the input-to-state stability of a system. Then for the case of systems described by abstract equations in Banach spaces we develop two methods of construction of local and global ISS-Lyapunov functions. We prove a linearization principle that allows a construction of a local ISS-Lyapunov function for a system which linear approximation is ISS. In order to study interconnections of no…
We present a method for determining the local stability of equilibrium points of conservative generalizations of the Lotka-Volterra equations. These generalizations incorporate both an arbitrary number of species -including odd-dimensional systems- and nonlinearities of arbitrarily high order in the interspecific interaction terms. The method combines a reformulation of the equations in terms of a Poisson structure and the construction of their Lyapunov functionals via the energy-Casimir method. These Lyapunov functionals are a generalization of those traditionally known for Lotka-Volterra sys…
