We provide explicit closed form expressions for strict Lyapunov functions for time-varying discrete time systems. Our Lyapunov functions are expressed in terms of known nonstrict Lyapunov functions for the dynamics and finite sums of persistency of excitation parameters. This provides a discrete time analog of our previous continuous time Lyapunov function constructions. We also construct expli...

LOW-RANK ITERATIVE METHODS FOR PROJECTED GENERALIZED LYAPUNOV EQUATIONS TATJANA STYKEL Abstract. We generalize an alternating direction implicit method and the Smith method for large-scale projected generalized Lyapunov equations. Such equations arise in model reduction of descriptor systems. Low-rank versions of these methods are also presented, which can be used to compute low-rank approximat...

In this paper, we study the Lyapunov exponents of a micro chaotic mixer to understand the mixing effectiveness under different operating parameters. A simple kinematic micro mixer model is used for the simulated flow visualization and then for the computation of Lyapunov exponents using two different numerical methods. These two methods generate consistent result to corroborate the existence of...

Relative equilibria and relative periodic orbits (RPOs) are ubiquitous in symmetric Hamiltonian systems and occur for example in celestial mechanics, molecular dynamics and rigid body motion. Relative equilibria are equilibria and RPOs are periodic orbits of the symmetry reduced system. Relative Lyapunov centre bifurcations are bifurcations of relative periodic orbits from relative equilibria c...

This paper presents, a preconditioned version of global FOM and GMRES methods for solving Lyapunov matrix equations AX + XA = −BTB. These preconditioned methods are based on the global full orthogonalization and generalized minimal residual methods. For constructing effective preconditioners, we will use ADI spiliting of above lyapunov matrix equations. Numerical experiments show that the solut...

We start with a discussion of coupled algebraic Riccati equations arising in the study of linear-quadratic optimal control problem for Markov jump linear systems. Under suitable assumptions, this system of equations has a unique positive semidefinite solution, which is the solution of practical interest. The coupled equations can be rewritten as a single linearly perturbed matrix Riccati equati...