A Lyapunov approach to stability of positive semigroups: an overview with illustrations

Abstract

The stability analysis of possibly time varying positive semigroups on non-necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety of areas of applied mathematics, including nonlinear filtering, rare event analysis, branching processes, physics and molecular chemistry. This article presents an overview of some recent Lyapunov-based approaches, focusing principally on practical and powerful tools for designing Lyapunov functions. These techniques include semigroup comparisons as well as conjugacy principles on non-necessarily bounded manifolds with locally Lipschitz boundaries. All the Lyapunov methodologies discussed in the article are illustrated in a variety of situations, ranging from conventional Markov semigroups on general state spaces to more sophisticated conditional stochastic processes possibly restricted to some non-necessarily bounded domains, including locally Lipschitz and smooth hypersurface boundaries, Langevin diffusions as well as coupled harmonic oscillators.