All Questions
5 questions
1
vote
0
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52
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Stability of Euler discretization
I am looking at the discretization of an ODE:
$$x_{n+1} = x_n + \alpha f(x_n),$$
where $x_n\in R^d$ and $f$ is continuously differentiable and such that $f(0)=0$ and $f'(0)$ is Hurwitz (i.e., the real ...
4
votes
1
answer
118
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almost linear ODE
Let $A,B$ be $n\times n$ matrices. I am interested in the following ODE in $\mathbb{R}^n$
$$ \frac{dx_t}{dt}=Ax_t+Bx^+_t $$
where $x_t^+=(x^+_{1,t},...,x^+_{n,t})$ and $(\cdot)^+$ is the rectifier: $...
3
votes
1
answer
202
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Stability of nonsmooth, Lipschitz continuous, autonomous system of differential equations
Consider the following autonomous system of differential equations:
$$\frac{\mathrm d\mathbf x}{\mathrm dt} = \mathbf v(\mathbf x)$$
where $\mathbf x, \mathbf v \in \mathbb R^n$. Assume that $\...
1
vote
0
answers
176
views
Lyapunov stability, nonlinear system
Please, is there any reference for proposition below or does it perhaps follow from a standard fact? I've got it for some other problem but I actually do not know how to comment it in my article.
...
3
votes
1
answer
278
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Lyapunov stability of linear system
Consider a linear ODE system
$$\dot x_k=\sum_{j=1}^ma_{kj}(t)x_j,\qquad k=1,\ldots, m,\quad a_{kj}(t)\in C[0,\infty).\quad (1)$$
Proposition. Suppose that $$\sup_{t\ge 0}\Big\{\int_0^t\Big(a_{kk}(...