2 papers
math.NA2026
Kernel Methods for the Construction of Certified Lyapunov Functions via Approximate Koopman Eigenfunctions
P. Giesl, S. Hafstein, B. Hamzi +4
We present a kernel-based methodology for constructing Lyapunov functions for nonlinear dynamical systems using approximate Koopman eigenfunctions. Our approach decomposes principa…
math.PR2024
The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem
Gerardo Barrera, Eyleifur Bjarkason, Sigurdur Hafstein
In this manuscript, we study the stability of the origin for the multivariate geometric Brownian motion. More precisely, under suitable sufficient conditions, we construct a Lyapun…