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1.
Numerical solution of generalized Lyapunov equations   总被引:4,自引:0,他引:4  
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2.
The stability analysis introduced by Lyapunov and extended by Oseledec provides an excellent tool to describe the character of nonlinear n-dimensional flows by n global exponents if these flows are stationary in time. However, here we discuss two shortcomings: (a) the local exponents fail to indicate the origin of instability where trajectories start to diverge. Instead, their time evolution contains a much stronger chaos than the trajectories, which is only eliminated by integrating over a long time. Therefore, shorter time intervals cannot be characterized correctly, which would be essential to analyse changes of chaotic character as in transients. (b) Although Oseledec uses an n dimensional sphere around a point x to be transformed into an n dimensional ellipse in first order, this local ellipse has not yet been evaluated. The aim of this contribution is to eliminate these two shortcomings. Problem (a) disappears if the Oseledec method is replaced by a frame with a ‘constraint’ as performed by Rateitschak and Klages (RK) [Rateitschak K, Klages R, Lyapunov instability for a periodic Lorentz gas thermostated by deterministic scattering. Phys Rev E 2002;65:036209/1–11]. The reasons why this method is better will be illustrated by comparing different systems. In order to analyze shorter time intervals, integrals between consecutive Poincaré points will be evaluated. The local problem (b) will be solved analytically by introducing the ‘symmetric Jacobian for local Lyapunov exponents’ and its orthogonal submatrix, which enable to search in the full phase space for extreme local separation exponents. These are close to the RK exponents but need no time integration of the RK frame. Finally, four sets of local exponents are compared: Oseledec frame, RK frame, symmetric Jacobian for local Lyapunov exponents and its orthogonal submatrix.  相似文献   

3.
This paper focuses on the stability of the zero solution for the impulsive differential system at fixed times by the method of perturbing Lyapunov functions. Based on the method, some sufficient conditions for the above stability to hold are given.  相似文献   

4.
The stability of closed invariant sets of semidynamical systems defined on an arbitrary metric space is analyzed. The main theorems of Lyapunov’s second method for the uniform stability and uniform asymptotic stability (local and global) are stated. Illustrative examples are given.  相似文献   

5.
Chetayev's effective method [1] for constructing Lyapunov functions in the form of a set of first integrals of the equations of perturbed motion has been widely used since the 1950s in Russia. In the 1980s the energy-Casimir method [2] was developed in the U.S.A. as well as the energy-momentum method [3], employed for Hamiltonian systems. A comparison of these methods for systems with a finite number of degrees of freedom has shown that the energy-Casimir method is a more complicated version of Chetayev's method, while the energy-momentum method is essentially the Routh-Lyapunov method [4,5], stated in modern geometrical language. Some examples are considered.  相似文献   

6.
广义大系统的Lyapunov稳定性分析   总被引:4,自引:0,他引:4  
广义大系统的稳定性是一个非常重要的问题 ,由于广义大系统的复杂性 ,对其稳定性的研究也是一件相当困难的事情 .本文利用 Lyapunov方程 ,应用 Lyapunov函数法 ,研究了广义线性大系统和广义非线性大系统的稳定性和不稳定性 ,得到了系统的关联稳定参数域和不稳定域 .给出例子说明该方法的可行性 .  相似文献   

7.
We transfer here basic univariate Lyapunov inequalities to the multivariate setting of a shell by using the polar method.  相似文献   

8.
This paper is devoted to stability properties of solutions to stochastic differential equations obtained by a stochastic Lyapunov method.  相似文献   

9.
A Modified Low-Rank Smith Method for Large-Scale Lyapunov Equations   总被引:1,自引:0,他引:1  
In this note we present a modified cyclic low-rank Smith method to compute low-rank approximations to solutions of Lyapunov equations arising from large-scale dynamical systems. Unlike the original cyclic low-rank Smith method introduced by Penzl in [20], the number of columns required by the modified method in the approximate solution does not necessarily increase at each step and is usually much lower than in the original cyclic low-rank Smith method. The modified method never requires more columns than the original one. Upper bounds are established for the errors of the low-rank approximate solutions and also for the errors in the resulting approximate Hankel singular values. Numerical results are given to verify the efficiency and accuracy of the new algorithm.  相似文献   

10.
Summary We develop methods for determining local Lyapunov exponents from observations of a scalar data set. Using average mutual information and the method of false neighbors, we reconstruct a multivariate time series, and then use local polynomial neighborhood-to-neighborhood maps to determine the phase space partial derivatives required to compute Lyapunov exponents. In several examples we demonstrate that the methods allow one to accurately reproduce results determined when the dynamics is known beforehand. We present a new recursive QR decomposition method for finding the eigenvalues of products of matrices when that product is severely ill conditioned, and we give an argument to show that local Lyapunov exponents are ambiguous up to order 1/L in the number of steps due to the choice of coordinate system. Local Lyapunov exponents are the critical element in determining the practical predictability of a chaotic system, so the results here will be of some general use.  相似文献   

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