Lyapunov coupled equations for continuous-time infinite Markov jump linear systems

This paper deals with Lyapunov equations for continuous-time Markov jump linear systems (MJLS). Out of the bent which wends most of the literature on MJLS, we focus here on the case in which the Markov chain has a countably infinite state space. It is shown that the infinite MJLS is stochastically stabilizable (SS) if and only if the associated countably infinite coupled Lyapunov equations have a unique norm bounded strictly positive solution. It is worth mentioning here that this result do not hold for mean square stabilizability (MSS), since SS and MSS are no longer equivalent in our set up (see, e.g., [J. Baczynski, Optimal control for continuous time LQ-problems with infinite Markov jump parameters, Ph.D. Thesis, Federal University of Rio de Janeiro, UFRJ/COPPE, 2000]). To some extent, a decomplexification technique and tools from operator theory in Banach space and, in particular, from semigroup theory are the very technical underpinning of the paper.     

Homogeneity equation almost everywhere

Summary In the paper the <InlineEquation ID=IE"3"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"4"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"5"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"6"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"7"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"8"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"9"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"10"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"11"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"12"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"13"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"14"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"15"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"16"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"17"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"18"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"19"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"20"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"21"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"22"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"23"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"24"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"25"><EquationSource Format="TEX"><![CDATA[$]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>\phi$-homogeneity equation almost everywhere is studied. Let $G$ and $H$ be groups with zero. Assume that $(X,G)$ is a $G$-space and $(Y,H)$ is an $H$-space. We prove, under some assumption on $(Y,H)$, that if the functions $\phi\: G\to H$ and $F\: X\to Y$ satisfy the equation of $\phi$-homogeneity $F(\alpha x)\eg \phi(\alpha)F(x)$ almost everywhere in $G\times X$ then either $F$ is a zero function or there exists a homomorphism $\widetilde{\phi}\: G\to H$ such that $\phi=\widetilde{\phi}$ almost everywhere in $G$ and there exists a function $\overline{F}\: X\to Y$ such that <InlineEquation ID=IE"1"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"2"><EquationSource Format="TEX"><![CDATA[$$]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation> \overline{F}(\alpha x)=\widetilde{\phi}(\alpha)\overline{F}(x) \szo{for} \alpha\in G\setminus\{0\},\quad x\in X, $$ and $F=\overline{F}$ almost everywhere in $X$.     

Stability in the almost everywhere sense: A linear transfer operator approach

The problem of almost everywhere stability of a nonlinear autonomous ordinary differential equation is studied using a linear transfer operator framework. The infinitesimal generator of a linear transfer operator (Perron-Frobenius) is used to provide stability conditions of an autonomous ordinary differential equation. It is shown that almost everywhere uniform stability of a nonlinear differential equation, is equivalent to the existence of a non-negative solution for a steady state advection type linear partial differential equation. We refer to this non-negative solution, verifying almost everywhere global stability, as Lyapunov density. A numerical method using finite element techniques is used for the computation of Lyapunov density.     

无穷维空间中的Lyapunov函数方法和随机稳定性

在本文中,我们对Hilbert空间中随机发展方程的渐近稳定性问题的最新进展作一综述。     

一类具时滞生态系统的概周期解

对具有限时滞和带扩散效应的Lotka—Volterra系统进行了研究，证明了在一定条件下系统是一致持久的，并利用建立Lyapunov函数的方法得到了系统的概周期解存在惟一和全局渐近稳定的充分条件。     

Revised CPA method to compute Lyapunov functions for nonlinear systems

The CPA method uses linear programming to compute Continuous and Piecewise Affine Lyapunov functions for nonlinear systems with asymptotically stable equilibria. In [14] it was shown that the method always succeeds in computing a CPA Lyapunov function for such a system. The size of the domain of the computed CPA Lyapunov function is only limited by the equilibrium?s basin of attraction. However, for some systems, an arbitrary small neighborhood of the equilibrium had to be excluded from the domain a priori. This is necessary, if the equilibrium is not exponentially stable, because the existence of a CPA Lyapunov function in a neighborhood of the equilibrium is equivalent to its exponential stability as shown in [11]. However, if the equilibrium is exponentially stable, then this was an artifact of the method. In this paper we overcome this artifact by developing a revised CPA method. We show that this revised method is always able to compute a CPA Lyapunov function for a system with an exponentially stable equilibrium. The only conditions on the system are that it is C²$C^2$ and autonomous. The domain of the CPA Lyapunov function can be any a priori given compact neighborhood of the equilibrium which is contained in its basin of attraction. Whereas in a previous paper [10] we have shown these results for planar systems, in this paper we cover general n-dimensional systems.     

Nonlinear stability in reaction-diffusion systems via optimal Lyapunov functions

We define optimal Lyapunov functions to study nonlinear stability of constant solutions to reaction-diffusion systems. A computable and finite radius of attraction for the initial data is obtained. Applications are given to the well-known Brusselator model and a three-species model for the spatial spread of rabies among foxes.     

The variational Lyapunov function and strict stability theory for differential systems

In this paper, we investigate strict stability of differential systems by variational Lyapunov function. We obtain some sufficient conditions and comparison theorems.     

The Method of Lyapunov Functionals for Neutral Type Linear Difference-Differential Systems with Almost Periodic Coefficients

A version of the direct Lyapunov method is suggested for the systems under study with the condition weakened on the derivative of the functional along the trajectories of the system as compared with the familiar results for equations with arbitrary continuous coefficients.     

Fuzzy值函数的Sugeno积分性质

在Fuzzy值函数的Sugeno积分基础上,研究了几乎处处收敛的Fuzzy值函数及其序列的积分收敛性,得到了一些新的积分性质．     

Non-coercive Lyapunov functions for infinite-dimensional systems

We show that the existence of a non-coercive Lyapunov function is sufficient for uniform global asymptotic stability (UGAS) of infinite-dimensional systems with external disturbances provided the speed of decay is measured in terms of the norm of the state and an additional mild assumption is satisfied. For evolution equations in Banach spaces with Lipschitz continuous nonlinearities these additional assumptions become especially simple. The results encompass some recent results on linear switched systems on Banach spaces. Finally, we derive new non-coercive converse Lyapunov theorems and give some examples showing the necessity of our assumptions.     

Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients

In this paper we extend recent results on the existence and uniqueness of solutions of ODEs with non-smooth vector fields to the case of martingale solutions, in the Stroock-Varadhan sense, of SDEs with non-smooth coefficients. In the first part we develop a general theory, which roughly speaking allows to deduce existence, uniqueness and stability of martingale solutions for Ld-almost every initial condition x whenever existence and uniqueness is known at the PDE level in the L^∞-setting (and, conversely, if existence and uniqueness of martingale solutions is known for Ld-a.e. initial condition, then existence and uniqueness for the PDE holds). In the second part of the paper we consider situations where, on the one hand, no pointwise uniqueness result for the martingale problem is known and, on the other hand, well-posedness for the Fokker-Planck equation can be proved. Thus, the theory developed in the first part of the paper is applicable. In particular, we will study the Fokker-Planck equation in two somehow extreme situations: in the first one, assuming uniform ellipticity of the diffusion coefficients and Lipschitz regularity in time, we are able to prove existence and uniqueness in the L²-setting; in the second one we consider an additive noise and, assuming the drift b to have BV regularity and allowing the diffusion matrix a to be degenerate (also identically 0), we prove existence and uniqueness in the L^∞-setting. Therefore, in these two situations, our theory yields existence, uniqueness and stability results for martingale solutions.     

Rates of strong uniform consistency for multivariate kernel density estimators

Let f_n denote the usual kernel density estimator in several dimensions. It is shown that if {a_n} is a regular band sequence, K is a bounded square integrable kernel of several variables, satisfying some additional mild conditions ((K₁) below), and if the data consist of an i.i.d. sample from a distribution possessing a bounded density f with respect to Lebesgue measure on R^d, then for some absolute constant C that depends only on d. With some additional but still weak conditions, it is proved that the above sequence of normalized suprema converges a.s. to . Convergence of the moment generating functions is also proved. Neither of these results require f to be strictly positive. These results improve upon, and extend to several dimensions, results by Silverman [13] for univariate densities.     

一致概周期矩阵函数的一些性质

利用纯量概周期函数性质讨论了一致概周期矩阵函数的一些性质.     

Lyapunov stability for impulsive control affine systems

This article studies several notions of Lyapunov stability for impulsive control affine systems in the setting of nonautonomous dynamical systems. It presents some relations between the stability of an impulsive control affine system and the stability of its adjacent control system. Stability of compact sets and their components are specially investigated. Lyapunov functionals are employed to characterize each type of stability of closed sets.     

A spectral countability condition for almost automorphy of solutions of differential equations

We consider the almost automorphy of bounded mild solutions to equations of the form

with (generally unbounded) -periodic and almost automorphic in a Banach space . Under the assumption that does not contain , the part of the spectrum of the monodromy operator associated with the evolutionary process generated by on the unit circle is countable. We prove that every bounded mild solution of on the real line is almost automorphic.

     

Composition of pseudo almost periodic and pseudo almost automorphic functions and applications to evolution equations

We establish new theorems for the composition of pseudo almost periodic and pseudo almost automorphic functions in Banach spaces. Our results extend the recent ones [H. Li, F. Huang and J. Li, Composition of pseudo almost-periodic functions and semilinear differential equations, J. Math. Anal. Appl. 255 (2001), pp. 436–446; J. Liang, J. Zhang, T.J. Xiao, Composition of pseudo almost automorphic and asymptotically almost automorphic functions, J. Math. Anal. Appl. 340 (2001), pp. 1493–1499]. We also study some sufficient conditions for the continuity of the superposition operator. As an application to the abstract results, we give some existence theorems of pseudo almost periodic/automorphic solutions for some semilinear evolution equations and examples with the heat equation.