Singular difference equations: an overview
Floquet theoryFurstenberg-Kifer decompositionimplicit difference equationLyapunov functionsmultiplicative ergodic theoremrobust stabilitystabilitystochastic difference equation
Implicit ordinary differential equations, differential-algebraic equations (34A09) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Discrete version of topics in analysis (39A12)
This nicely written paper surveys the recent development in the theory of linear and nonlinear singular (i.e., implicit) difference equations (SDEs), as well as singular stochastic difference equations (SSDEs). It focusses on the author's work, where the following aspects are covered: (1) Index-\(1\) tractable SDEs: For linear and specific nonlinear problems, the property of being index-\(1\) tractable is preserved under explicit Euler discretization with sufficiently small stepsize. Moreover, a variety of conditions is given for the existence of forward solutions to initial values problems for (nonlinear) SDEs. Finally, also the solvability of multipoint boundary value problems for linear SDEs is studied, as well as their persistence under discretization. (2) Qualitative behavior of SDEs: A Floquet theory for index-\(1\) problems is presented. Moreover, using Lyapunov functions the authors deduce conditions for (asymptotic) stability of solutions for semilinear SDEs. (3) The final section deals with SSDEs, and in particular features a multiplicative ergodic theorem, as well as a Furstenberg-Kifer decomposition.
- Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-\(\nu\)
- Stability of stochastic singular difference equations with delay
- Stability of a class of singular difference equations
- On \(\phi_0\)-stability of a class of singular difference equations
- Stochastic implicit difference equations of index-1
- On \(\phi_0\)-stability of a class of singular difference equations
- Subadjoint equations of index-1 linear singular difference equations
- Stability analysis for switched discrete-time linear singular systems
- Exponential stability and robust stability for linear time-varying singular systems of second order difference equations
- Stochastic implicit difference equations of index-1
- Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-\(\nu\)
- Stability of stochastic singular difference equations with delay
- Switched linear singular systems in discrete time: solution theory and observability notions
- Bohl-Perron type stability theorems for linear singular difference equations
- Survey of recent results on abstract Volterra difference inclusions and their almost periodic type solutions
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