Lyapunov functions for strong exponential contractions (Q2636652)

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Lyapunov functions for strong exponential contractions
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    Lyapunov functions for strong exponential contractions (English)
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    30 January 2014
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    Consider a sequence \((A_m)_{m\in\mathbb Z}\) of \(p\times p\) invertible matrices. Define \(\mathcal A_{m,n}\) as follows: \[ \begin{aligned} &\mathcal A_{m,n}=A_{m-1}\dots A_n \text{ if } m>n, \\ &\mathcal A_{m,n}=A^{-1}_m\dots A^{-1}_{n-1} \text{ if } m<n, \\& \mathcal A_{m,n}= \mathrm{Id} \text{ if } m=n \end{aligned} \] The sequence \((A_m)_{m\in\mathbb Z}\) is said to admit a non-uniform exponential contraction if there exist constants \(\bar a<0\), \(\varepsilon\geq 0\) and \(D\geq 1\) such that for every \(m,n\in\mathbb Z\) with \(m\geq n\) we have \(\|\mathcal A(m, n)\|\leq De^{\bar a(m-n)+\varepsilon|n|}\). If in addition there is \(\underline a\) so that \(\underline{a}\leq \bar{a}<0\) and \(\|\mathcal A(m, n)\|\leq De^{-\underline {a}(m-n)+\varepsilon|m|}\) for \(m\geq n\), we say that the contraction is strong. Consider non-positive continuous functions \(V_m\) defined on \(\mathbb R^p\) for \(m\in\mathbb Z\) and assume that there exist \(C>0\) and \(\delta>0\) such that \(\| x\|\leq |V_m(x)| \leq Ce^{\delta|m|}\| x\|\) for \(m\in\mathbb Z\) and \(x\in\mathbb R^p\). We say that \((V_m)_{m\in\mathbb Z}\) is a Lyapunov sequence for \((A_m)_{m\in\mathbb Z}\) if \(V_{m+1}(A_m(x)) \geq V_m(x)\) for \(m\in\mathbb Z\) and \(x\in\mathbb R^p\). A Lyapunov sequence \((V_m)_{m\in \mathbb Z}\) is said to be strict if there exists \(\gamma\in (0, 1)\) such that \(V_{m+1}(A_m x)-V_m(x) \geq \gamma |V_m(x)|\) for \(m \in \mathbb Z\) and \(x \in \mathbb R^p\). If in addition there is \(\mu\in (0,1)\) such that \(\mu |V_m(x)|\geq V_{m+1}(A_m x)-V_m(x) \geq \gamma |V_m(x)|\) for \(m \in \mathbb Z\) and \(x \in \mathbb R^p\) we say that the sequence is strongly strict. A Lyapunov sequence \((V_m)_{m\in \mathbb Z}\) is said to be quadratic if there exists a sequence of positive-definite symmetric \(p \times p\) matrices \((S_m)_{m\in \mathbb Z}\) such that \(V_m(x) = - \sqrt{\langle S_m x, x\rangle}\) for \(m \in \mathbb Z\) and \(x \in R^p\). It was shown in a previous paper by the first and third authors that \(( A_m)_{m\in \mathbb{Z}}\) admits a non-uniform exponential contraction if and only if there exists a strict quadratic Lyapunov sequence for \((A_m)_{m\in \mathbb{Z}}\). In the article under review the authors show that \((A_m)_{m\in \mathbb{Z}}\) admits a strong non-uniform exponential contraction if and only if there exists a strongly strict quadratic Lyapunov sequence for \((A_m)_{m\in \mathbb{Z}}\). A noteworthy result of the article under review is the persistence of strong non-uniform exponential contractions under sufficiently small linear perturbations. The authors also consider analogous results for continuous time systems.
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    exponential contractions
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    Lyapunov functions
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    robustness
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