On the preservation of co-positive Lyapunov functions under Padé discretization for positive systems

In this paper the discretization of switched and non-switched linear positive systems using Padé approximations is considered. We show: 1) first order diagonal Padé approximation preserves both linear and quadratic co-positive Lyapunov functions, higher order transformations need an additional condition on the sampling time1; 2) positivity need not be preserved even for arbitrarily small sampling time for certain Padé approximations. Sufficient conditions on the Padé approximations are given to preserve positivity of the discrete-time system. Finally, some examples are given to illustrate the efficacy of our results

Stability results for constrained dynamical systems

Differential-Algebraic Equations (DAE) provide an appropriate framework to model and analyse dynamic systems with constraints. This framework facilitates modelling of the system behaviour through natural physical variables of the system, while preserving the topological constraints of the system. The main purpose of this dissertation is to investigate stability properties of two important classes of DAEs. We consider some special cases of Linear Time Invariant (LTI) DAEs with control inputs and outputs, and also a special class of Linear switched DAEs. In the first part of the thesis, we consider LTI systems, where we focus on two properties: passivity and a generalization of passivity and small gain theorems called mixed property. These properties play an important role in the control design of large-scale interconnected systems. An important bottleneck for a design based on the aforementioned properties is their verification. Hence we intend to develop easily verifiable conditions to check passivity and mixedness of Single Input Single Output (SISO) and Multiple Input Multiple Output (MIMO) DAEs. For linear switched DAEs, we focus on the Lyapunov stability and this problem forms the basis for the second part of the thesis. In this part, we try to find conditions under which there exists a common Lyapunov function for all modes of the switched system, thus guaranteeing exponential stability of the switched system. These results are primarily developed for continuous-time systems. However, simulation and control design of a dynamic system requires a discrete-time representation of the system that we are interested in. Thus, it is critical to establish whether discrete-time systems, inherit fundamental properties of the continuous-time systems from which they are derived. Hence, the third part of our thesis is dedicated to the problems of preserving passivity, mixedness and Lyapunov stability under discretization. In this part, we examine several existing discretization methods and find conditions under which they preserve the stability properties discussed in the thesis

Stability results for constrained dynamical systems

Differential-Algebraic Equations (DAE) provide an appropriate framework to model and analyse dynamic systems with constraints. This framework facilitates modelling of the system behaviour through natural physical variables of the system, while preserving the topological constraints of the system. The main purpose of this dissertation is to investigate stability properties of two important classes of DAEs. We consider some special cases of Linear Time Invariant (LTI) DAEs with control inputs and outputs, and also a special class of Linear switched DAEs. In the first part of the thesis, we consider LTI systems, where we focus on two properties: passivity and a generalization of passivity and small gain theorems called mixed property. These properties play an important role in the control design of large-scale interconnected systems. An important bottleneck for a design based on the aforementioned properties is their verification. Hence we intend to develop easily verifiable conditions to check passivity and mixedness of Single Input Single Output (SISO) and Multiple Input Multiple Output (MIMO) DAEs. For linear switched DAEs, we focus on the Lyapunov stability and this problem forms the basis for the second part of the thesis. In this part, we try to find conditions under which there exists a common Lyapunov function for all modes of the switched system, thus guaranteeing exponential stability of the switched system. These results are primarily developed for continuous-time systems. However, simulation and control design of a dynamic system requires a discrete-time representation of the system that we are interested in. Thus, it is critical to establish whether discrete-time systems, inherit fundamental properties of the continuous-time systems from which they are derived. Hence, the third part of our thesis is dedicated to the problems of preserving passivity, mixedness and Lyapunov stability under discretization. In this part, we examine several existing discretization methods and find conditions under which they preserve the stability properties discussed in the thesis

Essentially Negative News About Positive Systems

In this paper the discretisation of switched and non-switched linear positive systems using Padé approximations is considered. Padé approximations to the matrix exponential are sometimes used by control engineers for discretising continuous time systems and for control system design. We observe that this method of approximation is not suited for the discretisation of positive dynamic systems, for two key reasons. First, certain types of Lyapunov stability are not, in general, preserved. Secondly, and more seriously, positivity need not be preserved, even when stability is. Finally we present an alternative approximation to the matrix exponential which preserves positivity, and linear and quadratic stability

Stability analysis of linear ODE-PDE interconnected systems

Les systèmes de dimension infinie permettent de modéliser un large spectre de phénomènes physiques pour lesquels les variables d'états évoluent temporellement et spatialement. Ce manuscrit s'intéresse à l'évaluation de la stabilité de leur point d'équilibre. Deux études de cas seront en particulier traitées : l'analyse de stabilité des systèmes interconnectés à une équation de transport, et à une équation de réaction-diffusion. Des outils théoriques existent pour l'analyse de stabilité de ces systèmes linéaires de dimension infinie et s'appuient sur une algèbre d'opérateurs plutôt que matricielle. Cependant, ces résultats d'existence soulèvent un problème de constructibilité numérique. Lors de l'implémentation, une approximation est réalisée et les résultats sont conservatifs. La conception d'outils numériques menant à des garanties de stabilité pour lesquelles le degré de conservatisme est évalué et maîtrisé est alors un enjeu majeur. Comment développer des critères numériques fiables permettant de statuer sur la stabilité ou l'instabilité des systèmes linéaires de dimension infinie ? Afin de répondre à cette question, nous proposons ici une nouvelle méthode générique qui se décompose en deux temps. D'abord, sous l'angle de l'approximation sur les polynômes de Legendre, des modèles augmentés sont construits et découpent le système original en deux blocs : d'une part, un système de dimension finie approximant est isolé, d'autre part, l'erreur de troncature de dimension infinie est conservée et modélisée. Ensuite, des outils fréquentiels et temporels de dimension finie sont déployés afin de proposer des critères de stabilité plus ou moins coûteux numériquement en fonction de l'ordre d'approximation choisi. En fréquentiel, à l'aide du théorème du petit gain, des conditions suffisantes de stabilité sont obtenues. En temporel, à l'aide du théorème de Lyapunov, une sous-estimation des régions de stabilité est proposée sous forme d'inégalité matricielle linéaire et une sur-estimation sous forme de test de positivité. Nos deux études de cas ont ainsi été traitées à l'aide de cette méthodologie générale. Le principal résultat obtenu concerne le cas des systèmes EDO-transport interconnectés, pour lequel l'approximation et l'analyse de stabilité à l'aide des polynômes de Legendre mène à des estimations des régions de stabilité qui convergent exponentiellement vite. La méthode développée dans ce manuscrit peut être adaptée à d'autres types d'approximations et exportée à d'autres systèmes linéaires de dimension infinie. Ce travail ouvre ainsi la voie à l'obtention de conditions nécessaires et suffisantes de stabilité de dimension finie pour les systèmes de dimension infinie.Infinite dimensional systems allow to model a large panel of physical phenomena for which the state variables evolve both temporally and spatially. This manuscript deals with the evaluation of the stability of their equilibrium point. Two case studies are treated in particular: the stability analysis of ODE-transport, and ODE-reaction-diffusion interconnected systems. Theoretical tools exist for the stability analysis of these infinite-dimensional linear systems and are based on an operator algebra rather than a matrix algebra. However, these existence results raise a problem of numerical constructibility. During implementation, an approximation is performed and the results are conservative. The design of numerical tools leading to stability guarantees for which the degree of conservatism is evaluated and controlled is then a major issue. How can we develop reliable numerical criteria to rule on the stability or instability of infinite-dimensional linear systems? In order to answer this question, one proposes here a new generic method, which is decomposed in two steps. First, from the perspective of Legendre polynomials approximation, augmented models are built and split the original system into two blocks: on the one hand, a finite-dimensional approximated system is isolated, on the other hand, the infinite-dimensional truncation error is preserved and modeled. Then, frequency and time tools of finite dimension are deployed in order to propose stability criteria that have high or low numerical load depending on the approximated order. In frequencies, with the aid of the small gain theorem, sufficient stability conditions are obtained. In temporal, with the aid of the Lyapunov theorem, an under estimate of the stability regions is proposed as a linear matrix inequality and an over estimate as a positivity test. Our two case studies have been treated with this general methodology. The main result concerns the case of ODE-transport interconnected systems, for which the approximation and stability analysis using Legendre polynomials leads to exponentially fast converging estimates of stability regions. The method developed in this manuscript can be adapted to other types of approximations and exported to other infinite-dimensional linear systems. Thus, this work opens the way to obtain necessary and sufficient finite-dimensional conditions of stability for infinite-dimensional systems

Modeling of ultrashort optical pulses in nonlinear fibers

This work deals with theoretical aspects of pulse propagation. The core focus is on extreme, few-cycle pulses in optical fibers, pulses that are strongly affected by both dispersion and nonlinearity. Using Hamil- tonian methods, we discuss how the meaning of pulse envelope changes, as pulses become shorter and shorter, and why an envelope equation can still be used. We also discuss how the standard set of dispersion coefficients yields useful rational approximations for the chromatic dispersion in optical fibers. Three more specific problems are addressed thereafter. First, we present an alternative framework for ultra- short pulses in which non-envelope propagation models are used. The approach yields the limiting, shortest solitons and reveals their universal features. Second, we describe how one can manipulate an ultrashort pulse, i.e., to change its amplitude and duration in a predictable manner. Quantitative theory of the manipu- lation is presented based on perturbation theory for solitons and analogy between classical fiber optics and quantum mechanics. Last but not least, we consider a recently found alternative to the standard split-step approach for numerical solutions of the pulse propagation equations

Nonlinear Analysis and Optimization with Applications

Nonlinear analysis has wide and significant applications in many areas of mathematics, including functional analysis, variational analysis, nonlinear optimization, convex analysis, nonlinear ordinary and partial differential equations, dynamical system theory, mathematical economics, game theory, signal processing, control theory, data mining, and so forth. Optimization problems have been intensively investigated, and various feasible methods in analyzing convergence of algorithms have been developed over the last half century. In this Special Issue, we will focus on the connection between nonlinear analysis and optimization as well as their applications to integrate basic science into the real world

Development of a high-order parallel solver for direct and large eddy simulations of turbulent flows

Turbulence is inherent in fluid dynamics, in that laminar flows are rather the exception than the rule, hence the longstanding interest in the subject, both within the academic community and the industrial R&D laboratories. Since 1883, much progress has been made, and statistics applied to turbulence have provided understanding of the scaling laws which are peculiar to several model flows, whereas experiments have given insight on the structure of real-world flows, but, soon enough, numerical approaches to the matter have become the most promising ones, since they lay the ground for the solution of high Reynolds number unsteady Navier-Stokes equations by means of computer systems. Nevertheless, despite the exponential rise in computational capability over the last few decades, the more computer technology advances, the higher the Reynolds number sought for test-cases of industrial interest: there is a natural tendency to perform simulations as large as possible, a habit that leaves no room for wasting resources. Indeed, as the scale separation grows with Re, the reduction of wall clock times for a high-fidelity solution of desired accuracy becomes increasingly important. To achieve this task, a CFD solver should rely on the use of appropriate physical models, consistent numerical methods to discretize the equations, accurate non-dissipative numerical schemes, efficient algorithms to solve the numerics, and fast routines implementing those algorithms. Two archetypal approaches to CFD are direct and large-eddy simulation (DNS and LES respectively), which profoundly differ in several aspects but are both “eddy-resolving” methods, meant to resolve the structures of the flow-field with the highest possible accuracy and putting in as little spurious dissipation as possible. These two requirements of accurate resolution of scales, and energy conservation, should be addressed by any numerical method, since they are essential to many real-world fluid flows of industrial interest. As a consequence, high order numerical schemes, and compact schemes among them, have received much consideration, since they address both goals, at the cost of a lower ease of application of the boundary condition, and a higher computational cost. The latter problem is tackled with parallel computing, which also allows to take advantage of the currently available computer power at the best possible extent. The research activity conducted by the present author has concerned the development, from scratch, of a three-dimensional, unsteady, incompressible Navier-Stokes parallel solver, which uses an advanced algorithm for the process-wise solution of the linear systems arising from the application of high order compact finite difference schemes, and hinges upon a three-dimensional decomposition of the cartesian computational space. The code is written in modern Fortran 2003 — plus a few features which are unique to the 2008 standard — and is parallelized through the use of MPI 3.1 standard’s advanced routines, as implemented by the OpenMPI library project. The coding was carried out with the objective of creating an original CFD high-order parallel solver which is maintainable and extendable, of course within a well-defined range of possibilities. With this main priority being outlined, particular attention was paid to several key concepts: modularity and readability of the source code and, in turn, its reusability; ease of implementation of virtually any new explicit or implicit finite difference scheme; modern programming style and avoidance of deprecated old legacy Fortran constructs and features, so that the world wide web is a reliable and active means to the quick solution of coding problems arising from the implementation of new modules in the code; last but not least, thorough comments, especially in critical sections of the code, explaining motives and possible expected weak links. Design, production, and documentation of a program from scratch is almost never complete. This is certainly true for the present effort. The method and the code are verified against the full three-dimensional Lid-Driven Cavity and Taylor-Green Vortex flows. The latter test is used also for the assessment of scalability and parallel efficiency

Digital Filters

The new technology advances provide that a great number of system signals can be easily measured with a low cost. The main problem is that usually only a fraction of the signal is useful for different purposes, for example maintenance, DVD-recorders, computers, electric/electronic circuits, econometric, optimization, etc. Digital filters are the most versatile, practical and effective methods for extracting the information necessary from the signal. They can be dynamic, so they can be automatically or manually adjusted to the external and internal conditions. Presented in this book are the most advanced digital filters including different case studies and the most relevant literature