Computation of Lyapunov functions for nonlinear discrete systems by linear programming

Given an autonomous discrete time system with an equilibrium at the origin and a hypercube D containing the origin, we state a linear programming problem, of which any feasible solution parameterizes a continuous and piecewise affine (CPA) Lyapunov function V : D -> R for the system. The linear programming problem depends on a triangulation of the hypercube. We prove that if the equilibrium at the origin is exponentially stable, the hypercube is a subset of its basin of attraction, and the triangulation fulfils certain properties, then such a linear programming problem possesses a feasible solution. We present an algorithm that generates such linear programming problems for a system, using more and more refined triangulations of the hypercube. In each step the algorithm checks the feasibility of the linear programming problem. This results in an algorithm that is always able to compute a Lyapunov function for a discrete time system with an exponentially stable equilibrium. The domain of the Lyapunov function is only limited by the size of the equilibrium's basin of attraction. The system is assumed to have a right-hand side, but is otherwise arbitrary. Especially, it is not assumed to be of any specific algebraic type such as linear, piecewise affine and so on. Our approach is a non-trivial adaptation of the CPA method to compute Lyapunov functions for continuous time systems to discrete time systems

Computation and verification of Lyapunov functions

Lyapunov functions are an important tool to determine the basin of attraction of equilibria in Dynamical Systems through their sublevel sets. Recently, several numerical construction methods for Lyapunov functions have been proposed, among them the RBF (Radial Basis Function) and CPA (Continuous Piecewise Affine) methods. While the first method lacks a verification that the constructed function is a valid Lyapunov function, the second method is rigorous, but computationally much more demanding. In this paper, we propose a combination of these two methods, using their respective strengths: we use the RBF method to compute a potential Lyapunov function. Then we interpolate this function by a CPA function. Checking a finite number of inequalities, we are able to verify that this interpolation is a Lyapunov function. Moreover, sublevel sets are arbitrarily close to the basin of attraction. We show that this combined method always succeeds in computing and verifying a Lyapunov function, as well as in determining arbitrary compact subsets of the basin of attraction. The method is applied to two examples

Linear Programming based Lower Bounds on Average Dwell-Time via Multiple Lyapunov Functions

With the objective of developing computational methods for stability analysis of switched systems, we consider the problem of finding the minimal lower bounds on average dwell-time that guarantee global asymptotic stability of the origin. Analytical results in the literature quantifying such lower bounds assume existence of multiple Lyapunov functions that satisfy some inequalities. For our purposes, we formulate an optimization problem that searches for the optimal value of the parameters in those inequalities and includes the computation of the associated Lyapunov functions. In its generality, the problem is nonconvex and difficult to solve numerically, so we fix some parameters which results in a linear program (LP). For linear vector fields described by Hurwitz matrices, we prove that such programs are feasible and the resulting solution provides a lower bound on the average dwell-time for exponential stability. Through some experiments, we compare our results with the bounds obtained from other methods in the literature and we report some improvements in the results obtained using our method.Comment: Accepted for publication in Proceedings of European Control Conference 202

Common Lyapunov functions for switched linear systems: linear programming based approach

We study the stability of an equilibrium of arbitrarily switched, autonomous, continuous-time systems through the computation of a common Lyapunov function (CLF). The switching occurs between a finite number of individual subsystems, each of which is assumed to be linear. We present a linear programming (LP) based approach to compute a continuous and piecewise affine (CPA) CLF and compare this approach with different methods in the literature. In particular we compare it with the prevalent use of linear matrix inequalities (LMIs) and semidefinite optimization to parameterize a quadratic common Lyapunov function (QCLF) for the linear subsystems

Grid refinement and verification estimates for the RBF construction method of Lyapunov functions

Lyapunov functions are functions with negative orbital derivative, whose existence guarantee the stability of an equilibrium point of an ODE. Moreover, sub-level sets of a Lyapunov function are subsets of the domain of attraction of the equilibrium. In this thesis, we improve an established numerical method to construct Lyapunov functions using the radial basis functions (RBF) collocation method. The RBF collocation method approximates the solution of linear PDE's using scattered collocation points, and one of its applications is the construction of Lyapunov functions. More precisely, we approximate Lyapunov functions, that satisfy equations for their orbital derivative, using the RBF collocation method. Then, it turns out that the RBF approximant itself is a Lyapunov function. Our main contributions to improve this method are firstly to combine this construction method with a new grid refinement algorithm based on Voronoi diagrams. Starting with a coarse grid and applying the refinement algorithm, we thus manage to reduce the number of collocation points needed to construct Lyapunov functions. Moreover, we design two modified refinement algorithms to deal with the issue of the early termination of the original refinement algorithm without constructing a Lyapunov function. These algorithms uses cluster centres to place points where the Voronoi vertices failed to do so. Secondly, we derive two verification estimates, in terms of the first and second derivatives of the orbital derivative, to verify if the constructed function, with either a regular grid of collocation points or with one of the refinement algorithms, is a Lyapunov function, i.e., has negative orbital derivative over a given compact set. Finally, the methods are applied to several numerical examples up to 3 dimensions

International Congress of Mathematicians: 2022 July 6–14: Proceedings of the ICM 2022

Following the long and illustrious tradition of the International Congress of Mathematicians, these proceedings include contributions based on the invited talks that were presented at the Congress in 2022. Published with the support of the International Mathematical Union and edited by Dmitry Beliaev and Stanislav Smirnov, these seven volumes present the most important developments in all fields of mathematics and its applications in the past four years. In particular, they include laudations and presentations of the 2022 Fields Medal winners and of the other prestigious prizes awarded at the Congress. The proceedings of the International Congress of Mathematicians provide an authoritative documentation of contemporary research in all branches of mathematics, and are an indispensable part of every mathematical library

Aerial Vehicles

This book contains 35 chapters written by experts in developing techniques for making aerial vehicles more intelligent, more reliable, more flexible in use, and safer in operation.It will also serve as an inspiration for further improvement of the design and application of aeral vehicles. The advanced techniques and research described here may also be applicable to other high-tech areas such as robotics, avionics, vetronics, and space

Implementation of a fan-like triangulation for the CPA method to compute Lyapunov functions

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Complexity in Economic and Social Systems

There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the collective, herding processes that reshape whole societies, all these features share the property of irreducibility, i.e., they require a holistic, multi-level approach formed by researchers from different disciplines. This Special Issue aims to collect research studies that, by exploiting the latest advances in physics, economics, complex networks, and data science, make a step towards understanding these economic and social systems. The majority of submissions are devoted to financial market analysis and modeling, including the stock and cryptocurrency markets in the COVID-19 pandemic, systemic risk quantification and control, wealth condensation, the innovation-related performance of companies, and more. Looking more at societies, there are papers that deal with regional development, land speculation, and the-fake news-fighting strategies, the issues which are of central interest in contemporary society. On top of this, one of the contributions proposes a new, improved complexity measure