Optimal Stabilization using Lyapunov Measures

Numerical solutions for the optimal feedback stabilization of discrete time dynamical systems is the focus of this paper. Set-theoretic notion of almost everywhere stability introduced by the Lyapunov measure, weaker than conventional Lyapunov function-based stabilization methods, is used for optimal stabilization. The linear Perron-Frobenius transfer operator is used to pose the optimal stabilization problem as an infinite dimensional linear program. Set-oriented numerical methods are used to obtain the finite dimensional approximation of the linear program. We provide conditions for the existence of stabilizing feedback controls and show the optimal stabilizing feedback control can be obtained as a solution of a finite dimensional linear program. The approach is demonstrated on stabilization of period two orbit in a controlled standard map

Model Predictive Regulation

We show how optimal nonlinear regulation can be achieved in a model predictive control fashion

Stability Optimization of Positive Semi-Markov Jump Linear Systems via Convex Optimization

In this paper, we study the problem of optimizing the stability of positive semi-Markov jump linear systems. We specifically consider the problem of tuning the coefficients of the system matrices for maximizing the exponential decay rate of the system under a budget-constraint. By using a result from the matrix theory on the log-log convexity of the spectral radius of nonnegative matrices, we show that the stability optimization problem reduces to a convex optimization problem under certain regularity conditions on the system matrices and the cost function. We illustrate the validity and effectiveness of the proposed results by using an example from the population biology

On dual Schur domain decomposition method for linear first-order transient problems

This paper addresses some numerical and theoretical aspects of dual Schur domain decomposition methods for linear first-order transient partial differential equations. In this work, we consider the trapezoidal family of schemes for integrating the ordinary differential equations (ODEs) for each subdomain and present four different coupling methods, corresponding to different algebraic constraints, for enforcing kinematic continuity on the interface between the subdomains. Method 1 (d-continuity) is based on the conventional approach using continuity of the primary variable and we show that this method is unstable for a lot of commonly used time integrators including the mid-point rule. To alleviate this difficulty, we propose a new Method 2 (Modified d-continuity) and prove its stability for coupling all time integrators in the trapezoidal family (except the forward Euler). Method 3 (v-continuity) is based on enforcing the continuity of the time derivative of the primary variable. However, this constraint introduces a drift in the primary variable on the interface. We present Method 4 (Baumgarte stabilized) which uses Baumgarte stabilization to limit this drift and we derive bounds for the stabilization parameter to ensure stability. Our stability analysis is based on the ``energy'' method, and one of the main contributions of this paper is the extension of the energy method (which was previously introduced in the context of numerical methods for ODEs) to assess the stability of numerical formulations for index-2 differential-algebraic equations (DAEs).Comment: 22 Figures, 49 pages (double spacing using amsart