Certifying trajectories of dynamical systems

This paper concerns the reliable integration of dynamical systems with a focus on the computation of one specific trajectory for a given initial condition at high precision. We describe several algorithmic tricks which allow for faster parallel computations and better error estimates. We also introduce so called "Lagrange models". These serve a similar purpose as the more classical Taylor models, but we will show that they allow for larger step sizes, especially when the truncation orders get large

Strong Stationarity Conditions for Optimal Control of Hybrid Systems

We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general due to the presence of complementarity constraints, we provide a set of structural assumptions ensuring that the tangent cone of the constraints possesses geometric regularity properties. These imply that the classical Karush-Kuhn-Tucker conditions of nonlinear programming theory are both necessary and sufficient for local optimality, which is not the case for general mathematical programs with complementarity constraints. We also present sufficient conditions for global optimality. We proceed to show that the dynamics of every continuous piecewise affine system can be written as the optimizer of a mathematical program which results in a linear complementarity model satisfying our structural assumptions. Hence, our stationarity results apply to a large class of hybrid systems with piecewise affine dynamics. We present simulation results showing the substantial benefits possible from using a nonlinear programming approach to the optimal control problem with complementarity constraints instead of a more traditional mixed-integer formulation.Comment: 30 pages, 4 figure

Robust Region-of-Attraction Estimation

We propose a method to compute invariant subsets of the region-of-attraction for asymptotically stable equilibrium points of polynomial dynamical systems with bounded parametric uncertainty. Parameter-independent Lyapunov functions are used to characterize invariant subsets of the robust region-of-attraction. A branch-and-bound type refinement procedure reduces the conservatism. We demonstrate the method on an example from the literature and uncertain controlled short-period aircraft dynamics

Some Applications of Polynomial Optimization in Operations Research and Real-Time Decision Making

We demonstrate applications of algebraic techniques that optimize and certify polynomial inequalities to problems of interest in the operations research and transportation engineering communities. Three problems are considered: (i) wireless coverage of targeted geographical regions with guaranteed signal quality and minimum transmission power, (ii) computing real-time certificates of collision avoidance for a simple model of an unmanned vehicle (UV) navigating through a cluttered environment, and (iii) designing a nonlinear hovering controller for a quadrotor UV, which has recently been used for load transportation. On our smaller-scale applications, we apply the sum of squares (SOS) relaxation and solve the underlying problems with semidefinite programming. On the larger-scale or real-time applications, we use our recently introduced "SDSOS Optimization" techniques which result in second order cone programs. To the best of our knowledge, this is the first study of real-time applications of sum of squares techniques in optimization and control. No knowledge in dynamics and control is assumed from the reader

A geometric and structural approach to the analysis and design of biological circuit dynamics: a theory tailored for synthetic biology

Much of the progress in developing our ability to successfully design genetic circuits with predictable dynamics has followed the strategy of molding biological systems to fit into conceptual frameworks used in other disciplines, most notably the engineering sciences. Because biological systems have fundamental differences from systems in these other disciplines, this approach is challenging and the insights obtained from such analyses are often not framed in a biologically-intuitive way. Here, we present a new theoretical framework for analyzing the dynamics of genetic circuits that is tailored towards the unique properties associated with biological systems and experiments. Our framework approximates a complex circuit as a set of simpler circuits, which the system can transition between by saturating its various internal components. These approximations are connected to the intrinsic structure of the system, so this representation allows the analysis of dynamics which emerge solely from the system's structure. Using our framework, we analyze the presence of structural bistability in a leaky autoactivation motif and the presence of structural oscillations in the Repressilator