Further Results on Lyapunov Functions for Slowly Time-Varying Systems

We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily exponentially stable. This complements our previous Lyapunov function constructions for rapidly time-varying dynamics. We also explicitly construct input-to-state stable Lyapunov functions for slowly time-varying control systems. We illustrate our findings by constructing explicit Lyapunov functions for a pendulum model, an example from identification theory, and a perturbed friction model.Comment: Accepted for publication in Mathematics of Control, Signals, and Systems (MCSS) on November 20, 200

A class of robust numerical methods for solving dynamical systems with multiple time scales

In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then, under the scale separation assumption, we provide a systematic way to construct the transformation map and derive the dynamic equation for the slowly varying solution. We also provide the convergence analysis of the proposed method. Finally, we present several numerical examples, including ODE system with three and four separated time scales to demonstrate the accuracy and efficiency of the proposed method. Numerical results verify that our method is robust in solving ODE systems with multiple time scale, where the time step does not depend on the multiscale parameters

Spontaneous supersymmetry breaking in large-NN matrix models with slowly varying potential

We construct a class of matrix models, where supersymmetry (SUSY) is spontaneously broken at the matrix size $N$ infinite. The models are obtained by dimensional reduction of matrix-valued SUSY quantum mechanics. The potential of the models is slowly varying, and the large-$N$ limit is taken with the slowly varying limit. First, we explain our formalism, introducing an external field to detect spontaneous SUSY breaking, analogously to ordinary (bosonic) symmetry breaking. It is observed that SUSY is possibly broken even in systems in less than one-dimension, for example, discretized quantum mechanics with a finite number of discretized time steps. Then, we consider spontaneous SUSY breaking in the SUSY matrix models with slowly varying potential, where the external field is turned off after the large-$N$ and slowly varying limit, analogously to the thermodynamic limit in statistical systems. On the other hand, without taking the slowly varying limit, in the SUSY matrix model with a double-well potential whose SUSY is broken due to instantons for finite $N$, a number of supersymmetric behavior is explicitly seen at large $N$. It convinces us that the instanton effect disappears and the SUSY gets restored in the large-$N$ limit.Comment: 46 pages, LaTe

From efficient symplectic exponentiation of matrices to symplectic integration of high-dimensional Hamiltonian systems with slowly varying quadratic stiff potentials

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based on the highly-non-trivial introduction of two efficient symplectic schemes for exponentiations of matrices that only require O(n) matrix multiplications operations at each coarse time step for a preset small number n. The proposed integrator is shown to be (i) uniformly convergent on positions; (ii) symplectic in both slow and fast variables; (iii) well adapted to high dimensional systems. Our framework also provides a general method for iteratively exponentiating a slowly varying sequence of (possibly high dimensional) matrices in an efficient way

Adiabatic Invariants in Stellar Dynamics: I. Basic concepts

The adiabatic criterion, widely used in astronomical dynamics, is based on the harmonic oscillator. It asserts that the change in action under a slowly varying perturbation is exponentially small. Recent mathematical results precisely define the conditions for invariance show that this model does not apply in general. In particular, a slowly varying perturbation may cause significant evolution stellar dynamical systems even if its time scale is longer than any internal orbital time scale. This additional `heating' may have serious implications for the evolution of star clusters and dwarf galaxies which are subject to long-term environmental forces. The mathematical developments leading to these results are reviewed, and the conditions for applicability to and further implications for stellar systems are discussed. Companion papers present a computational method for a general time-dependent disturbance and detailed example.Comment: uuencoded compressed PostScript, Preprint 94-

Time-Varying Input and State Delay Compensation for Uncertain Nonlinear Systems

A robust controller is developed for uncertain, second-order nonlinear systems subject to simultaneous unknown, time-varying state delays and known, time-varying input delays in addition to additive, sufficiently smooth disturbances. An integral term composed of previous control values facilitates a delay-free open-loop error system and the development of the feedback control structure. A stability analysis based on Lyapunov-Krasovskii (LK) functionals guarantees uniformly ultimately bounded tracking under the assumption that the delays are bounded and slowly varying

Time-scale separation based design of biomolecular feedback controllers (extended version)

Time-scale separation is a powerful property that can be used to simplify control systems design. In this work, we consider the problem of designing biomolecular feedback controllers that provide tracking of slowly varying references and rejection of slowly varying disturbances for nonlinear systems. We propose a design methodology that uses time-scale separation to accommodate physical constraints on the implementation of integral control in cellular systems. The main result of this paper gives sufficient conditions under which controllers designed using our time-scale separation methodology have desired asymptotic performance when the reference and disturbance are constant or slowly varying. Our analysis is based on construction of Lyapunov functions for a class of singularly perturbed systems that are dependent on an additional parameter that perturbs the system regularly. When the exogenous inputs are slowly varying, this approach allows us to bound the system trajectories by a function of the regularly perturbing parameter. This bound decays to zero as the parameter's value increases, while an inner-estimate of the region of attraction stays unchanged as this parameter is varied. These results cannot be derived using standard singular perturbation results. We apply our results to an application demonstrating a physically realizable parameter tuning that controls performance.This work was supported in part by the National Science Foundation through grant NSF-CMMI 1727189

On the accuracy of conservation of adiabatic invariants in slow-fast systems

Let the adiabatic invariant of action variable in slow-fast Hamiltonian system with two degrees of freedom have two limiting values along the trajectories as time tends to infinity. The difference of two limits is exponentially small in analytic systems. An iso-energetic reduction and canonical transformations are applied to transform the slow-fast systems to form of systems depending on slowly varying parameters in a complexified phase space. On the basis of this method an estimate for the accuracy of conservation of adiabatic invariant is given for such systems.Comment: 27 pages, 14 figure

Slowly modulated oscillations in nonlinear diffusion processes

It is shown here that certain systems of nonlinear (parabolic) reaction-diffusion equations have solutions which are approximated by oscillatory functions in the form R(ξ - cτ)P(t^*) where P(t^*) represents a sinusoidal oscillation on a fast time scale t* and R(ξ - cτ) represents a slowly-varying modulating amplitude on slow space (ξ) and slow time (τ) scales. Such solutions describe phenomena in chemical reactors, chemical and biological reactions, and in other media where a stable oscillation at each point (or site) undergoes a slow amplitude change due to diffusion