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 equilibria of some constrained systems. Finally, we discuss two situations in which the use of continuous Casimir functions in stability studies is equivalent to the topological stability methods introduced by Patrick {\it et al.}
A new diffusion mechanism from the neighborhood of elliptic equilibria for Hamiltonian flows in three or more degrees of freedom is introduced. We thus obtain explicit real entire Hamiltonians on $\R^{2d}$, $d\geq 4$, that have a Lyapunov unstable elliptic equilibrium with an arbitrary chosen frequency vector whose coordinates are not all of the same sign. For non-resonant frequency vectors, our examples all have divergent Birkhoff normal form at the equilibrium. On $\R^4$, we give explicit examples of real entire Hamiltonians having an equilibrium with an arbitrary chosen non-resonant frequen…
We develop a general stability theory for equilibrium points of Poisson dynamical systems and relative equilibria of Hamiltonian systems with symmetries, including several generalisations of the Energy-Casimir and Energy-Momentum methods. Using a topological generalisation of Lyapunov's result that an extremal critical point of a conserved quantity is stable, we show that a Poisson equilibrium is stable if it is an isolated point in the intersection of a level set of a conserved function with a subset of the phase space that is related to the non-Hausdorff nature of the symplectic leaf space a…
This article concerns arbitrary finite heteroclinic networks in any phase space dimension whose vertices can be a random mixture of equilibria and periodic orbits. In addition, tangencies in the intersection of un/stable manifolds are allowed. The main result is a reduction to algebraic equations of the problem to find all solutions that are close to the heteroclinic network for all time, and their parameter values. A leading order expansion is given in terms of the time spent near vertices and, if applicable, the location on the non-trivial tangent directions. The only difference between a pe…
The paper is devoted to the study of stability of equilibrium solutions of a delay differential equation that models leukemia. The equation was previously studied in [5] and [6], where the emphasis is put on the numerical study of periodic solutions. Some stability results for the equilibria are also presented in these works, but they are incomplete and contain some errors. Our work aims to complete and to bring corrections to those results. Both Lyapunov first order approximation method and second Lyapunov method are used.
For the curved n-body problem in S^3, we show that a regular polygonal configuration for n masses on a geodesic is an equilibrium configuration if and only if n is odd and the masses are equal. The equilibrium configuration is associated with a one-parameter family (depending on the angular velocity) of relative equilibria, which take place on S^1 embedded in S^2. We then study the stability of the associated relative equilibria on two invariant manifolds, T^*((§^1)^n\D) and T^*((§^2)^n\D). We show that they are Lyapunov stable on S^1, they are Lyapunov stable on S^2 if the absolute value of a…
Purely rotational relative equilibria of an ellipsoidal underwater vehicle occur at nongeneric momentum where the symplectic reduced spaces change dimension. The stability these relative equilibria under momentum changing perturbations is not accessible by Lyapunov functions obtained from energy and momentum. A blow-up construction transforms the stability problem to the analysis symmetry-breaking perturbations of Hamiltonian relative equilibria. As such, the stability follows by KAM theory rather than energy-momentum confinement.
Lyapunov functions are used to prove stability of equilibria, or to indicate a gradient-like structure of a dynamical system. Zelenyak (1968) and Matano (1988) constructed a Lyapunov function for quasilinear parabolic equations. We modify Matano's method to construct a Lyapunov function for fully nonlinear parabolic equations under Dirichlet and mixed nonlinear boundary conditions of Robin type.
This is an expository paper on Lyapunov stability of equilibria of autonomous Hamiltonian systems. Our aim is to clarify the concept of weak instability, namely instability without non-constant motions which have the equilibrium as limit point as time goes to minus infinity. This is done by means of some examples. In particular, we show that a weakly unstable equilibrium point can be stable for the linearized vector field.
Double averaged planar restricted elliptic three-body problem has a two-parametric family of stable equilibria. We show that these equilibria are stable in the linear approximation as equilibria of the double averaged spatial restricted elliptic three-body problem. They are Lyapunov stable for all values of parameters but, possibly, parameters from some finite set of analytic curves.
We prove that the fixed points of the curved 3-body problem and their associated relative equilibria are Lyapunov stable if the solutions are restricted to $\mathbb S^1$, but unstable if the bodies are considered in $\mathbb S^2$.
We will further develop the study of the dissipation for a Hamilton-Poisson system introduced in \cite{2}. We will give a tensorial form of this dissipation and show that it preserves the Hamiltonian function but not the Poisson geometry of the initial Hamilton-Poisson system. We will give precise results about asymptotic stabilizability of the stable equilibria of the initial Hamilton-Poisson system.
We present a framework to transform the problem of finding a Lyapunov function of a Chemical Reaction Network (CRN) in concentration coordinates with arbitrary monotone kinetics into finding a common Lyapunov function for a linear parameter varying system in reaction coordinates. Alternative formulations of the proposed Lyapunov function is presented also. This is applied to reinterpret previous results by the authors on Piecewise Linear in Rates Lyapunov functions, and to establish a link with contraction analysis. Persistence and uniqueness of equilibria are discussed also.
We analyze a continuous time multidimensional opinion model where agents have heterogeneous but symmetric and compactly supported interaction functions. We consider Filippov solutions of the resulting dynamics and show strong Lyapunov stability of all equilibria in the relative interior of the set of equilibria. We investigate robustness of equilibria when a new agent with arbitrarily small weight is introduced to the system in equilibrium. Assuming the interaction functions to be indicators, we provide a necessary condition and a sufficient condition for robustness of the equilibria. Our nece…
We provide several characterizations of convergence to unstable equilibria in nonlinear systems. Our current contribution is three-fold. First we present simple algebraic conditions for establishing local convergence of non-trivial solutions of nonlinear systems to unstable equilibria. The conditions are based on the earlier work (A.N. Gorban, I.Yu. Tyukin, E. Steur, and H. Nijmeijer, SIAM Journal on Control and Optimization, Vol. 51, No. 3, 2013) and can be viewed as an extension of the Lyapunov's first method in that they apply to systems in which the corresponding Jacobian has one zero eige…
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…
We consider the orbital stability of relative equilibria of Hamiltonian dynamical systems on Banach spaces, in the presence of a multi-dimensional invariance group for the dynamics. We prove a persistence result for such relative equilibria, present a generalization of the Vakhitov-Kolokolov slope condition to this higher dimensional setting, and show how it allows to prove the local coercivity of the Lyapunov function, which in turn implies orbital stability. The method is applied to study the orbital stability of relative equilibria of nonlinear Schr{ö}dinger and Manakov equations. We provid…
The stability for all generic equilibria of the Lie-Poisson dynamics of the $\mathfrak{so}(4)$ rigid body dynamics is completely determined. It is shown that for the generalized rigid body certain Cartan subalgebras (called of coordinate type) of $\mathfrak{so}(n)$ are equilibrium points for the rigid body dynamics. In the case of $\mathfrak{so}(4)$ there are three coordinate type Cartan subalgebras whose intersection with a regular adjoint orbit give three Weyl group orbits of equilibria. These coordinate type Cartan subalgebras are the analogues of the three axes of equilibria for the classi…
We consider the relationship between stationary distributions for stochastic models of reaction systems and Lyapunov functions for their deterministic counterparts. Specifically, we derive the well known Lyapunov function of reaction network theory as a scaling limit of the non-equilibrium potential of the stationary distribution of stochastically modeled complex balanced systems. We extend this result to general birth-death models and demonstrate via example that similar scaling limits can yield Lyapunov functions even for models that are not complex or detailed balanced, and may even have mu…
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…
A class of chemical reaction networks is described with the property that each positive equilibrium is locally asymptotically stable relative to its stoichiometry class, an invariant subspace on which it lies. The reaction systems treated are characterised primarily by the existence of a certain factorisation of their stoichiometric matrix, and strong connectedness of an associated graph. Only very mild assumptions are made about the rates of reactions, and in particular, mass action kinetics are not assumed. In many cases, local asymptotic stability can be extended to global asymptotic stabil…
For the $\mathfrak{so}(4)$ free rigid body the stability problem for the isolated equilibria has been completely solved using Lie-theoretical and topological arguments. For each case of nonlinear stability previously found we construct a Lyapunov function. These Lyapunov functions are linear combinations of Mishchenko's constants of motion.
On the construction of Lyapunov functions with computer assistance
The Institute of Statistical Mathematics（统计数学研究所）；Graduate School of Informatics and Engineering The University of Electro-Communications（电气通信大学信息工程研究生院）
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…
Electrical Engineering and Computer Sciences, University of California, Berkeley（加利福尼亚大学伯克利分校电气工程与计算机科学系）
While training error of most deep neural networks degrades as the depth of the network increases, residual networks appear to be an exception. We show that the main reason for this is the Lyapunov stability of the gradient descent algorithm: for an arbitrarily chosen step size, the equilibria of the gradient descent are most likely to remain stable for the parametrization of residual networks. We then present an architecture with a pair of residual networks to approximate a large class of functions by decomposing them into a convex and a concave part. Some parameters of this model are shown to…
For switched systems that switch between distinct globally stable equilibria, we offer closed-form formulas that lock oscillations in the required neighborhood of the equilibria. Motivated by non-spiking neuron models, the main focus of the paper is on the case of planar switched affine systems, where we use properties of nested cylinders coming from quadratic Lyapunov functions. In particular, for the first time ever, we use the dwell-time concept in order to give an explicit condition for non-spiking of linear neuron models with periodically switching current. An extension to the general non…
By using, the Vlasov-Poisson equation defined in either a Riemannian or a semi-Riemannian space $\mathbb{R}^k_g$, and a Dirac distribution function, we re-obtain the well known and classical equations of motion of a mechanical system with a pairwise acting potential function. We apply this result to the study of an $n$--body problem in a two dimensional negative space form with the hyperbolic cotangent potential. Following the Klein's geometric Erlangen program, with methods of Möbius geometry and using the Iwasawa decomposition of the Möbius isometric group $SL(2,\mathbb{R})$ via its represen…
We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the addition of additive noise in the vertical direction leads to a unique invariant probability measure to which the system converges at a uniform, exponential rate. These facts are established primarily through the construction of a Lyapunov function which we generate as the solution to a sequence of Poisson equations. Unlike a number of other works, however, o…
This article discusses the search procedure for the Poincaré recurrences to classify solutions on an attractor of a fourth-order nonlinear dynamical system using a previously developed high-precision numerical method. For the resulting limiting solution, the Lyapunov exponents are calculated using the modified Benettin's algorithm to study the stability of the found regime and confirm the type of attractor.
We study a competitive infection-age structured SI model between two diseases. The well-posedness of the system is handled by using integrated semigroups theory, while the existence and the stability of disease-free or endemic equilibria are ensured, depending on the basic reproduction number $R_0^x$ and $R_0^y$ of each strain. We then exhibit Lyapunov functionals to analyse the global stability and we prove that the disease-free equilibrium is globally asymptotically stable whenever $\max\{R_0^x, R_0^y\}\leq 1$. With respect to explicit basin of attraction, the competitive exclusion principle…
