Asymptotic and Lyapunov stability of Poisson equilibria

This paper includes results centered around three topics, all of them related with the nonlinear stability of equilibria in Poisson dynamical systems. Firstly, we prove an energy-Casimir type sufficient condition for stability that uses functions that are not necessarily conserved by the flow and that takes into account certain asymptotically stable behavior that may occur in the Poisson category. This method is adapted to Poisson systems obtained via a reduction procedure and we show in examples that the kind of stability that we propose is appropriate when dealing with the stability of the equilibria of some constrained systems. Finally, we discuss two situations in which the use of continuous Casimir functions in stability studies is equivalent to the topological stability methods introduced by Patrick {\it et al.}Comment: 23 pages, 2 figure

Multilevel convergence analysis of multigrid-reduction-in-time

This paper presents a multilevel convergence framework for multigrid-reduction-in-time (MGRIT) as a generalization of previous two-grid estimates. The framework provides a priori upper bounds on the convergence of MGRIT V- and F-cycles, with different relaxation schemes, by deriving the respective residual and error propagation operators. The residual and error operators are functions of the time stepping operator, analyzed directly and bounded in norm, both numerically and analytically. We present various upper bounds of different computational cost and varying sharpness. These upper bounds are complemented by proposing analytic formulae for the approximate convergence factor of V-cycle algorithms that take the number of fine grid time points, the temporal coarsening factors, and the eigenvalues of the time stepping operator as parameters. The paper concludes with supporting numerical investigations of parabolic (anisotropic diffusion) and hyperbolic (wave equation) model problems. We assess the sharpness of the bounds and the quality of the approximate convergence factors. Observations from these numerical investigations demonstrate the value of the proposed multilevel convergence framework for estimating MGRIT convergence a priori and for the design of a convergent algorithm. We further highlight that observations in the literature are captured by the theory, including that two-level Parareal and multilevel MGRIT with F-relaxation do not yield scalable algorithms and the benefit of a stronger relaxation scheme. An important observation is that with increasing numbers of levels MGRIT convergence deteriorates for the hyperbolic model problem, while constant convergence factors can be achieved for the diffusion equation. The theory also indicates that L-stable Runge-Kutta schemes are more amendable to multilevel parallel-in-time integration with MGRIT than A-stable Runge-Kutta schemes.Comment: 26 pages; 17 pages Supplementary Material

On the Method of Interconnection and Damping Assignment Passivity-Based Control for the Stabilization of Mechanical Systems

Interconnection and damping assignment passivity-based control (IDA-PBC) is an excellent method to stabilize mechanical systems in the Hamiltonian formalism. In this paper, several improvements are made on the IDA-PBC method. The skew-symmetric interconnection submatrix in the conventional form of IDA-PBC is shown to have some redundancy for systems with the number of degrees of freedom greater than two, containing unnecessary components that do not contribute to the dynamics. To completely remove this redundancy, the use of quadratic gyroscopic forces is proposed in place of the skew-symmetric interconnection submatrix. Reduction of the number of matching partial differential equations in IDA-PBC and simplification of the structure of the matching partial differential equations are achieved by eliminating the gyroscopic force from the matching partial differential equations. In addition, easily verifiable criteria are provided for Lyapunov/exponential stabilizability by IDA-PBC for all linear controlled Hamiltonian systems with arbitrary degrees of underactuation and for all nonlinear controlled Hamiltonian systems with one degree of underactuation. A general design procedure for IDA-PBC is given and illustrated with examples. The duality of the new IDA-PBC method to the method of controlled Lagrangians is discussed. This paper renders the IDA-PBC method as powerful as the controlled Lagrangian method

Some Preconditioning Techniques for Saddle Point Problems

Saddle point problems arise frequently in many applications in science and engineering, including constrained optimization, mixed finite element formulations of partial differential equations, circuit analysis, and so forth. Indeed the formulation of most problems with constraints gives rise to saddle point systems. This paper provides a concise overview of iterative approaches for the solution of such systems which are of particular importance in the context of large scale computation. In particular we describe some of the most useful preconditioning techniques for Krylov subspace solvers applied to saddle point problems, including block and constrained preconditioners.\ud \ud The work of Michele Benzi was supported in part by the National Science Foundation grant DMS-0511336