Stability and Performance Verification of Optimization-based Controllers

This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed technique include global and local stability, performance with respect to a given cost function (both in a deterministic and stochastic setting) and the $\mathcal{L}_2$ gain. The method applies to a wide range of practical control problems: For instance, a dynamical controller (e.g., a PID) plus input saturation, model predictive control with state estimation, inexact model and soft constraints, or a general optimization-based controller where the underlying problem is solved with a fixed number of iterations of a first-order method are all amenable to the proposed approach. The approach is based on the observation that the control input generated by an optimization-based controller satisfies the associated Karush-Kuhn-Tucker (KKT) conditions which, provided all data is polynomial, are a system of polynomial equalities and inequalities. The closed-loop properties can then be analyzed using sum-of-squares (SOS) programming

Spectral Analysis for Matrix Hamiltonian Operators

In this work, we study the spectral properties of matrix Hamiltonians generated by linearizing the nonlinear Schr\"odinger equation about soliton solutions. By a numerically assisted proof, we show that there are no embedded eigenvalues for the three dimensional cubic equation. Though we focus on a proof of the 3d cubic problem, this work presents a new algorithm for verifying certain spectral properties needed to study soliton stability. Source code for verification of our comptuations, and for further experimentation, are available at http://www.math.toronto.edu/simpson/files/spec_prop_code.tgz.Comment: 57 pages, 22 figures, typos fixe

Approximations of pseudo-differential flows

Given a classical symbol $M$ of order zero, and associated semiclassical operators ${\rm op}_\varepsilon(M),$ we prove that the flow of ${\rm op}_\varepsilon(M)$ is well approximated, in time $O(|\ln \varepsilon|),$ by a pseudo-differential operator, the symbol of which is the flow $\exp(t M)$ of the symbol $M.$ A similar result holds for non-autonomous equations, associated with time-dependent families of symbols $M(t).$ This result was already used, by the author and co-authors, to give a stability criterion for high-frequency WKB approximations, and to prove a strong Lax-Mizohata theorem. We give here two further applications: sharp semigroup bounds, implying nonlinear instability under the assumption of spectral instability at the symbolic level, and a new proof of sharp G\r{a}rding inequalities.Comment: Final version, to appear in Indiana Univ. Math.

Control Strategies for the Fokker-Planck Equation

Using a projection-based decoupling of the Fokker-Planck equation, control strategies that allow to speed up the convergence to the stationary distribution are investigated. By means of an operator theoretic framework for a bilinear control system, two different feedback control laws are proposed. Projected Riccati and Lyapunov equations are derived and properties of the associated solutions are given. The well-posedness of the closed loop systems is shown and local and global stabilization results, respectively, are obtained. An essential tool in the construction of the controls is the choice of appropriate control shape functions. Results for a two dimensional double well potential illustrate the theoretical findings in a numerical setup

A stability criterion for high-frequency oscillations

We show that a simple Levi compatibility condition determines stability of WKB solutions to semilinear hyperbolic initial-value problems issued from highly-oscillating initial data with large amplitudes. The compatibility condition involves the hyperbolic operator, the fundamental phase associated with the initial oscillation, and the semilinear source term; it states roughly that hyperbolicity is preserved around resonances. If the compatibility condition is satisfied, the solutions are defined over time intervals independent of the wavelength, and the associated WKB solutions are stable under a large class of initial perturbations. If the compatibility condition is not satisfied, resonances are exponentially amplified, and arbitrarily small initial perturbations can destabilize the WKB solutions in small time. The amplification mechanism is based on the observation that in frequency space, resonances correspond to points of weak hyperbolicity. At such points, the behavior of the system depends on the lower order terms through the compatibility condition. The analysis relies, in the unstable case, on a short-time Duhamel representation formula for solutions of zeroth-order pseudo-differential equations. Our examples include coupled Klein-Gordon systems, and systems describing Raman and Brillouin instabilities.Comment: Final version, to appear in M\'em. Soc. Math. F

Sharp well-posedness and ill-posedness results for a quadratic non-linear Schr\"odinger equation

We establish that the quadratic non-linear Schr\"odinger equation $$iu_t + u_{xx} = u^2$$ where u: \R \times \R \to \C, is locally well-posed in $H^s(\R)$ when $s \geq -1$ and ill-posed when $s < -1$. Previous work of Kenig, Ponce and Vega had established local well-posedness for $s > -3/4$. The local well-posedness is achieved by an iteration using a modification of the standard $X^{s,b}$ spaces. The ill-posedness uses an abstract and general argument relying on the high-to-low frequency cascade present in the non-linearity, and a computation of the first non-linear iterate.Comment: 28 pages, no figures, to appear, J.Func. Anal. Some minor gaps filled i