Dissipative boundary conditions for nonlinear 1-D hyperbolic systems: sharp conditions through an approach via time-delay systems

We analyse dissipative boundary conditions for nonlinear hyperbolic systems in one space dimension. We show that a previous known sufficient condition for exponential stability with respect to the C^1-norm is optimal. In particular a known weaker sufficient condition for exponential stability with respect to the H^2-norm is not sufficient for the exponential stability with respect to the C^1-norm. Hence, due to the nonlinearity, even in the case of classical solutions, the exponential stability depends strongly on the norm considered. We also give a new sufficient condition for the exponential stability with respect to the W^{2,p}-norm. The methods used are inspired from the theory of the linear time-delay systems and incorporate the characteristic method

Transverse exponential stability and applications

We investigate how the following properties are related to each other: i)-A manifold is "transversally" exponentially stable; ii)-The "transverse" linearization along any solution in the manifold is exponentially stable; iii)-There exists a field of positive definite quadratic forms whose restrictions to the directions transversal to the manifold are decreasing along the flow. We illustrate their relevance with the study of exponential incremental stability. Finally, we apply these results to two control design problems, nonlinear observer design and synchronization. In particular, we provide necessary and sufficient conditions for the design of nonlinear observer and of nonlinear synchronizer with exponential convergence property

Asymptotic stability equals exponential stability, and ISS equals finite energy gain---if you twist your eyes

In this paper we show that uniformly global asymptotic stability for a family of ordinary differential equations is equivalent to uniformly global exponential stability under a suitable nonlinear change of variables. The same is shown for input-to-state stability and input-to-state exponential stability, and for input-to-state exponential stability and a nonlinear $H_\infty$ estimate.Comment: 14 pages, several references added, remarks section added, clarified constructio

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (SDDEs). The important feature of this technique is that it enables us to study the almost sure exponential stability of numerical solutions of SDDEs directly. This is significantly different from most traditional methods by which the almost sure exponential stability is derived from the moment stability by the Chebyshev inequality and the Borel–Cantelli lemma

Global Exponential Stability of Delayed Periodic Dynamical Systems

In this paper, we discuss delayed periodic dynamical systems, compare capability of criteria of global exponential stability in terms of various $L^{p}$ ($1\le p<\infty$) norms. A general approach to investigate global exponential stability in terms of various $L^{p}$ ($1\le p<\infty$) norms is given. Sufficient conditions ensuring global exponential stability are given, too. Comparisons of various stability criteria are given. More importantly, it is pointed out that sufficient conditions in terms of $L^{1}$ norm are enough and easy to implement in practice

Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations

This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in [1] is the global Lipschitz condition. However, we will show in this paper that without this global Lipschitz condition the EM method may not preserve the almost sure exponential stability. We will then show that the backward EM method can capture the almost sure exponential stability for a certain class of highly nonlinear hybrid SDEs