Converse Lyapunov Theorems for Switched Systems in Banach and Hilbert Spaces

We consider switched systems on Banach and Hilbert spaces governed by strongly continuous one-parameter semigroups of linear evolution operators. We provide necessary and sufficient conditions for their global exponential stability, uniform with respect to the switching signal, in terms of the existence of a Lyapunov function common to all modes

Robust stability theory for stochastic dynamical systems

In this work, we focus on developing analysis tools related to stability theory forcertain classes of stochastic dynamical systems that permit non-unique solutions. Thenon-unique nature of solutions arise primarily due to the system dynamics that aremodeled by set-valued mappings. There are two main motivations for studying suchclasses of systems. Firstly, understanding such systems is crucial to developing a robuststability theory. Secondly, such system models allow flexibility in control design problems.We begin by developing analysis tools for a simple class of discrete-time stochasticsystem modeled by set-valued maps and then extend the results to a larger class ofstochastic hybrid systems. Stochastic hybrid systems are a class of dynamical systemsthat combine continuous-time dynamics, discrete-time dynamics and randomness. Theanalysis tools are established for properties like global asymptotic stability in probabilityand global recurrence. We focus on establishing results related to sufficient conditions for stability, weak sufficient conditions for stability, robust stability conditions and converse Lyapunov theorems. In this work a primary assumption is that the stochastic system satisfies some mild regularity properties with respect to the state variable and random input. The regularity properties are needed to establish the existence of random solutions and results on sequential compactness for the solution set of the stochastic system.We now explain briefly the four main types of analysis tools studied in this work.Sufficient conditions for stability establish conditions involving Lyapunov-like functionssatisfying strict decrease properties along solutions that are needed to verify stability properties. Weak sufficient conditions relax the strict decrease nature of the Lyapunov like function along solutions and rely on either knowledge about the behavior of thesolutions on certain level sets of the Lyapunov-like function or use multiple nested non-strict Lyapunov-like functions to conclude stability properties. The invariance principleand Matrosov function theory fall in to this category. Robust stability conditions determinewhen stability properties are robust to sufficiently small perturbations of thenominal system data. Robustness of stability is an important concept in the presenceof measurement errors, disturbances and parametric uncertainty for the nominal system.We study two approaches to verify robustness. The first approach to establish robustnessrelies on the regularity properties of the system data and the second approach isthrough the use of Lyapunov functions. Robustness analysis is an area where the notionof set-valued dynamical systems arise naturally and it emphasizes the reason for ourstudy of such systems. Finally, we focus on developing converse Lyapunov theorems forstochastic systems. Converse Lyapunov theorems are used to illustrate the equivalencebetween asymptotic properties of a system and the existence of a function that satisfiesa decrease condition along the solutions. Strong forms of the converse theorem implythe existence of smooth Lyapunov functions. A fundamental way in which our resultsdiffer from the results in the literature on converse theorems for stochastic systems isthat we exploit robustness of the stability property to establish the existence of a smoothLyapunov function

Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions

We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle control problems. This result is applied to extend the Lyapunov direct method for stability to controlled Ito stochastic differential equations. We define the appropriate concept of Lyapunov function to study the stochastic open loop stabilizability in probability and the local and global asymptotic stabilizability (or asymptotic controllability). Finally we illustrate the theory with some examples.Comment: 22 page

Rate of Converrgence for ergodic continuous Markov processes : Lyapunov versus Poincare

We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of Poincar\'e type). We show that they can be linked through new inequalities (Lyapunov-Poincar\'e inequalities). Explicit examples for diffusion processes are studied, improving some results in the literature. The example of the kinetic Fokker-Planck equation recently studied by H\'erau-Nier, Helffer-Nier and Villani is in particular discussed in the final section