Optimality of the Lax-Wendroff condition

We show that any spectrally dominant vector norm on the vector space of matrices which is invariant under isometries dominates the numerical radius r(·). Thus, the celebrated Lax-Wendroff stability condition, r(·)?1, defines a maximal isometrically invariant stable set.     

Robust stabilization of some class of uncertain systems

Consider an uncertain system $$ \dot x = A( \cdot )x + B( \cdot )u, $$ where A(·) ∈ ? ^{n × n} , B(·) ∈ ? ^{n × m} , and the elements of matrices A(·) and B(·) are arbitrary functionals. It is assumed that all elements are uniformly bounded, and that the first r elements counted from above and situated on a certain fixed upper superdiagonal are alternating. It is also assumed that m = n ? r, and that a matrix formed by the last m rows of matrix B(·) is nonsingular. The control u = S(·)x is synthesized, and conditions on the admissible matrix B(·) ensuring the global asymptotical stability of the system are obtained. We consider the case when modulation of the components of the vector u is realized by means of synchronous amplitude-frequency pulse modulators of the first kind. A lower estimate for the pulse frequency under which the pulse system is globally asymptotically stable is obtained.     

Conley index of nontrivial invariant sets in a Hilbert space

We study flows defined in a Hilbert space by potential completely continuous fields Id-K(·), where K(·) is an operator close to a homogeneous one. The Conley index of the set of fixed points and separatrices joining them (a nontrivial invariant set) is defined for such flows. By using this index, we prove that the equation K(x) = x has infinitely many solutions of arbitrarily large norm provided that the potential φ: ?φ(·) = K(·) is coercive and has an even leading part. As a corollary, we justify the stability of an arbitrary finite number of solutions under small perturbations of the field. We show that the Conley index differs from the classical rotation theory of vector fields when proving existence theorems.     

Stability of Stochastic Delay Differential Equation with a Small Parameter

Abstract

Stochastic delay differential equations with wideband noise perturbations is considered. First it is shown that the perturbed system converges weakly to a stochastic delay differential equation driven by a Brownian motion. Stability and asymptotic properties of stochastic delay differential equations with a small parameter are developed. It is shown that the properties such as stability, recurrence, etc., of the limit system with time lag is preserved for the solution x ^?(·) of the underlying delay equation for ? > 0 small enough. Perturbed Liapunov function method is used in the analysis.     

Stability of the Feasible Set Mapping of Linear Systems with an Exact Constraint Set

This paper deals with the stability of the feasible set mapping of linear systems of an arbitrary number (possibly infinite) of equations and inequalities such that the variable x ranges on a certain fixed constraint set X?? ⁿ (X could represent the solution set of a given constraint system, e.g., the positive cone of ? ⁿ in the case of sign constraints). More in detail, the paper provides necessary as well as sufficient conditions for the lower and upper semicontinuity (in Berge sense), and the closedness, of the set-valued mapping which associates, with any admissible perturbation of the given (nominal) system its feasible set. The parameter space is formed by all the systems having the same structure (i.e., the same number of variables, equations and inequalities) as the nominal one, and the perturbations are measured by means of the pseudometric of the uniform convergence.     

The Complexity and Effectiveness of Prediction Algorithms

The problem of predicting an arbitrary sequence x₁x₂x₃ · · · is considered with x_{t + 1} being predicted from an analysis of the word x₁x₂ · · · x_t. There are no presumptions concerning the probability structure on this process. The relation between prediction effectiveness and Kolmogorov complexity is established. Then the Hausdorff dimension of sets of sequences for which effective methods of prediction exist is estimated. The prediction method which is asymptotically superior to other arbitrary ones realized by finite automata is constructed.     

Reconstructeurs d'état

In contrast to Kalman filters and asymptotic observers, the state reconstructors do not need the integration of differential equations. They eliminate structured perturbations and are robust with respect to noises without any precise knowledge of their statistical properties. The techniques used are, primarily, of algebraic nature. To cite this article: M. Fliess, H. Sira-Ram??rez, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Center manifolds for infinite delay

We obtain a C¹ center manifold theorem for perturbations of delay difference equations in Banach spaces with infinite delay. Our results extend in several directions the existing center manifold theorems. Besides considering infinite delay equations, we consider perturbations of nonuniform exponential trichotomies and generalized trichotomies that may exhibit stable, unstable and central behaviors with respect to arbitrary asymptotic rates ecρ(n) for some diverging sequence ρ(n). This includes as a very special case the usual exponential behavior with ρ(n)=n.     

Correspondence theorems for hierarchies of equations of pseudo-spherical type

Hierarchies of evolution equations of pseudo-spherical type are introduced, thereby generalizing the notion of a single equation describing pseudo-spherical surfaces due to S.S. Chern and K. Tenenblat, and providing a connection between differential geometry and the study of hierarchies of equations which are the integrability condition of sl(2,R)-valued linear problems. As an application, it is shown that there exist local correspondences between any two (suitably generic) solutions of arbitrary hierarchies of equations of pseudo-spherical type.     

A geometric computing method for nonlinear optimal regulator problems with singular arcs

A computing algorithm, based on the geometry of certain reachable sets, is presented for fixed terminal time optimal regular problems having differential equations \(\dot x = f(x ,u , t)\) . Admissible controls must be measurable and have values in a setU, which must be compact, but need not be convex. Functionsf(x, u, t) andf _x (x, u, t) must be continuous and Lipschitz inx andu, but existence off _u (x, u, t) or second derivatives is not required. The algorithm is based on taking a sequence of nonlinear steps, each of which linearizes \(\dot x = f(x ,u , t)\) in state only, about a current nominal control and trajectory. Small perturbations are assured by keeping the perturbed controlclose to the nominal control. In each nonlinear step, a regulator problem,linear in state, is solved by a convexity method of Barr and Gilbert (Refs. 1–2), which is undeterred by the possibility of singular arcs. The resulting control function is substituted into the original nonlinear differential equations, producing an improved trajectory. Convergence of the algorithm is not proved, but demonstrated by a computing example, known to be singular. In addition, procedures are described for choosing parameters in the algorithm and for testing for theplausibility of convergence.     

Contractive properties for the heat equation in Sobolev spaces

Consider the heat equation ?_ru ? Δ_xu = 0 in a cylinder Ω × [0,T] ? $\text{R}$ⁿ⁺¹ smooth lateral boundary under zero Neumann or Dirichlet conditions. Geometric conditions for Ω are given that guarantee that for a given P, 6▽_xu(·, t)6_L^p will be non-increasing for any solution. Decay rates are also given. For arbitrary Ω and p, it is shown how to construct an equivalent L^p-norm, such that ▽_x(·, t) is non-increasing in this norm.     

Positivity and stabilisation for nonlinear stochastic delay differential equations

We use state dependent Gaussian perturbations to stabilise the solutions of differential equations with coefficients that take, as arguments, averaged sets of information from the history of the solution, as well as isolated past and present states. The properties that guarantee stability also guarantee positivity of solutions as long as the initial value is nonzero.

We do not require that any component of the coefficients of the equations satisfy Lipschitz conditions. Instead, we require that the functional part of each coefficient which feeds back the present state of the process admit to bounds imposed by a member of a particular class of concave functions. Lipschitz conditions are included as a special case of these bounds.

We generalise these results to the finite dimensional case, also constructing perturbations that can destabilise the otherwise stable solutions of a deterministic system of equations.     

Nonoscillation and oscillation of second order half-linear differential equations

We study the oscillation problems for the second order half-linear differential equation ^′[p(t)Φ(x^′)]+q(t)Φ(x)=0, where Φ(u)=|u|^r−1u with r>0, 1/p and q are locally integrable on R₊; p>0, q?0 a.e. on R₊, and . We establish new criteria for this equation to be nonoscillatory and oscillatory, respectively. When p≡1, our results are complete extensions of work by Huang [C. Huang, Oscillation and nonoscillation for second order linear differential equations, J. Math. Anal. Appl. 210 (1997) 712-723] and by Wong [J.S.W. Wong, Remarks on a paper of C. Huang, J. Math. Anal. Appl. 291 (2004) 180-188] on linear equations to the half-linear case for all r>0. These results provide corrections to the wrongly established results in [J. Jiang, Oscillation and nonoscillation for second order quasilinear differential equations, Math. Sci. Res. Hot-Line 4 (6) (2000) 39-47] on nonoscillation when 0<r<1 and on oscillation when r>1. The approach in this paper can also be used to fully extend Elbert's criteria on linear equations to half-linear equations which will cover and improve a partial extension by Yang [X. Yang, Oscillation/nonoscillation criteria for quasilinear differential equations, J. Math. Anal. Appl. 298 (2004) 363-373].     

Stability of nonautonomous differential equations in Hilbert spaces

We introduce a large class of nonautonomous linear differential equations v^′=A(t)v in Hilbert spaces, for which the asymptotic stability of the zero solution, with all Lyapunov exponents of the linear equation negative, persists in v^′=A(t)v+f(t,v) under sufficiently small perturbations f. This class of equations, which we call Lyapunov regular, is introduced here inspired in the classical regularity theory of Lyapunov developed for finite-dimensional spaces, that is nowadays apparently overlooked in the theory of differential equations. Our study is based on a detailed analysis of the Lyapunov exponents. Essentially, the equation v^′=A(t)v is Lyapunov regular if for every k the limit of Γ(t)^1/t as t→∞ exists, where Γ(t) is any k-volume defined by solutions v₁(t),…,v_k(t). We note that the class of Lyapunov regular linear equations is much larger than the class of uniformly asymptotically stable equations.     

Backward stochastic differential equations and applications to optimal control

We study the existence and uniqueness of the following kind of backward stochastic differential equation, $$x(t) + \int_t^T {f(x(s),y(s),s)ds + \int_t^T {y(s)dW(s) = X,} }$$ under local Lipschitz condition, where (Ω, ?,P, W(·), ?_t) is a standard Wiener process, for any given (x, y),f(x, y, ·) is an ?_t-adapted process, andX is ?_t-measurable. The problem is to look for an adapted pair (x(·),y(·)) that solves the above equation. A generalized matrix Riccati equation of that type is also investigated. A new form of stochastic maximum principle is obtained.     

On the Constructive Inverse Problem in Differential Galois Theory#

We give sufficient conditions for a differential equation to have a given semisimple group as its Galois group. For any group G with G ⁰ = G ₁ · ··· · G _r , where each G _i is a simple group of type A_?, C_?, D_?, E₆, or E₇, we construct a differential equation over C(x) having Galois group G.     

Optimal regularity of robustness for parameterized perturbations

For exponential dichotomies defined by nonautonomous linear equations, we show that sufficiently small C¹-parameterized perturbations originate a family of exponential dichotomies of class C¹ in the parameter. We consider the general case of nonuniform exponential dichotomies, and also the general case of arbitrary growth rates of the form eλρ(t) where ρ is an arbitrary function. This includes the usual exponential behavior as a very special case when ρ(t)=t.     

Periodic lattice-ordered pregroups are distributive

It is proved that any lattice-ordered pregroup that satisfies an identity of the form x ^ll···l = x ^rr···r (for the same number of ^l,r -operations on each side) has a lattice reduct that is distributive. It follows that every such ?-pregroup is embedded in an ?-pregroup of residuated and dually residuated maps on a chain.     

Necessary and sufficient conditions for quadratic stabilizability of an uncertain system

Consider an uncertain system (Σ) described by the equationx(t)=A(r(t))x(t)+B(s(t))u(t), wherex(t) ∈R ⁿ is the state,u(t) ∈R ^m is the control,r(t) ∈ ? ?R ^p represents the model parameter uncertainty, ands(t) ∈L ?R ^l represents the input connection parameter uncertainty. The matrix functionsA(·),B(·) are assumed to be continuous and the restraint sets ?,L are assumed to be compact. Within this framework, a notion of quadratic stabilizability is defined. It is important to note that this type of stabilization is robust in the following sense: The Lyapunov function and the control are constructed using only the bounds ?,L. Much of the previous literature has concentrated on a fundamental question: Under what conditions onA(·),B(·), ?,L can quadratic stabilizability be assured? In dealing with this question, previous authors have shown that, if (Σ) satisfies certain matching conditions, then quadratic stabilizability is indeed assured (e.g., Refs. 1–2). Given the fact that matching is only a sufficient condition for quadratic stabilizability, the objective here is to characterize the class of systems for which quadratic stabilizability can be guaranteed.