Global analysis of piecewise linear systems using impact maps and surface Lyapunov functions

This paper presents an entirely new constructive global analysis methodology for a class of hybrid systems known as piecewise linear systems (PLS). This methodology infers global properties of PLS solely by studying the behavior at switching surfaces associated with PLS. The main idea is to analyze impact maps, i.e., maps from one switching surface to the next switching surface. Such maps are known to be "unfriendly" maps in the sense that they are highly nonlinear, multivalued, and not continuous. We found, however, that an impact map induced by an linear time-invariant flow between two switching surfaces can be represented as a linear transformation analytically parametrized by a scalar function of the state. This representation of impact maps allows the search for surface Lyapunov functions (SuLF) to be done by simply solving a semidefinite program, allowing global asymptotic stability, robustness, and performance of limit cycles and equilibrium points of PLS to be efficiently checked. This new analysis methodology has been applied to relay feedback, on/off and saturation systems, where it has shown to be very successful in globally analyzing a large number of examples. In fact, it is still an open problem whether there exists an example with a globally stable limit cycle or equilibrium point that cannot be successfully analyzed with this new methodology. Examples analyzed include systems of relative degree larger than one and of high dimension, for which no other analysis methodology could be applied. This success in globally analyzing certain classes of PLS has shown the power of this new methodology, and suggests its potential toward the analysis of larger and more complex PLS

Towards an Algebra for Cascade Effects

We introduce a new class of (dynamical) systems that inherently capture cascading effects (viewed as consequential effects) and are naturally amenable to combinations. We develop an axiomatic general theory around those systems, and guide the endeavor towards an understanding of cascading failure. The theory evolves as an interplay of lattices and fixed points, and its results may be instantiated to commonly studied models of cascade effects. We characterize the systems through their fixed points, and equip them with two operators. We uncover properties of the operators, and express global systems through combinations of local systems. We enhance the theory with a notion of failure, and understand the class of shocks inducing a system to failure. We develop a notion of mu-rank to capture the energy of a system, and understand the minimal amount of effort required to fail a system, termed resilience. We deduce a dual notion of fragility and show that the combination of systems sets a limit on the amount of fragility inherited.Comment: 31 page

On the behavior of threshold models over finite networks

We study a model for cascade effects over finite networks based on a deterministic binary linear threshold model. Our starting point is a networked coordination game where each agent's payoff is the sum of the payoffs coming from pairwise interaction with each of the neighbors. We first establish that the best response dynamics in this networked game is equivalent to the linear threshold dynamics with heterogeneous thresholds over the agents. While the previous literature has studied such linear threshold models under the assumption that each agent may change actions at most once, a study of best response dynamics in such networked games necessitates an analysis that allows for multiple switches in actions. In this paper, we develop such an analysis. We establish that agent behavior cycles among different actions in the limit, we characterize the length of such limit cycles, and reveal bounds on the time steps required to reach them. We finally propose a measure of network resilience that captures the nature of the involved dynamics. We prove bounds and investigate the resilience of different network structures under this measure.Irwin Mark Jacobs and Joan Klein Jacobs Presidential FellowshipSiebel ScholarshipUnited States. Air Force Office of Scientific Research (Grant FA9550-09-1-0420)United States. Army Research Office (Grant W911NF-09-1-0556

Beable trajectories for revealing quantum control mechanisms

The dynamics induced while controlling quantum systems by optimally shaped laser pulses have often been difficult to understand in detail. A method is presented for quantifying the importance of specific sequences of quantum transitions involved in the control process. The method is based on a ``beable'' formulation of quantum mechanics due to John Bell that rigorously maps the quantum evolution onto an ensemble of stochastic trajectories over a classical state space. Detailed mechanism identification is illustrated with a model 7-level system. A general procedure is presented to extract mechanism information directly from closed-loop control experiments. Application to simulated experimental data for the model system proves robust with up to 25% noise.Comment: Latex, 20 pages, 13 figure

Quantum control and the Strocchi map

Identifying the real and imaginary parts of wave functions with coordinates and momenta, quantum evolution may be mapped onto a classical Hamiltonian system. In addition to the symplectic form, quantum mechanics also has a positive-definite real inner product which provides a geometrical interpretation of the measurement process. Together they endow the quantum Hilbert space with the structure of a K\"{a}ller manifold. Quantum control is discussed in this setting. Quantum time-evolution corresponds to smooth Hamiltonian dynamics and measurements to jumps in the phase space. This adds additional power to quantum control, non unitarily controllable systems becoming controllable by ``measurement plus evolution''. A picture of quantum evolution as Hamiltonian dynamics in a classical-like phase-space is the appropriate setting to carry over techniques from classical to quantum control. This is illustrated by a discussion of optimal control and sliding mode techniques.Comment: 16 pages Late

Quantum feedback with weak measurements

The problem of feedback control of quantum systems by means of weak measurements is investigated in detail. When weak measurements are made on a set of identical quantum systems, the single-system density matrix can be determined to a high degree of accuracy while affecting each system only slightly. If this information is fed back into the systems by coherent operations, the single-system density matrix can be made to undergo an arbitrary nonlinear dynamics, including for example a dynamics governed by a nonlinear Schr\"odinger equation. We investigate the implications of such nonlinear quantum dynamics for various problems in quantum control and quantum information theory, including quantum computation. The nonlinear dynamics induced by weak quantum feedback could be used to create a novel form of quantum chaos in which the time evolution of the single-system wave function depends sensitively on initial conditions.Comment: 11 pages, TeX, replaced to incorporate suggestions of Asher Pere

Deconvolution of Serum Cortisol Levels by Using Compressed Sensing

The pulsatile release of cortisol from the adrenal glands is controlled by a hierarchical system that involves corticotropin releasing hormone (CRH) from the hypothalamus, adrenocorticotropin hormone (ACTH) from the pituitary, and cortisol from the adrenal glands. Determining the number, timing, and amplitude of the cortisol secretory events and recovering the infusion and clearance rates from serial measurements of serum cortisol levels is a challenging problem. Despite many years of work on this problem, a complete satisfactory solution has been elusive. We formulate this question as a non-convex optimization problem, and solve it using a coordinate descent algorithm that has a principled combination of (i) compressed sensing for recovering the amplitude and timing of the secretory events, and (ii) generalized cross validation for choosing the regularization parameter. Using only the observed serum cortisol levels, we model cortisol secretion from the adrenal glands using a second-order linear differential equation with pulsatile inputs that represent cortisol pulses released in response to pulses of ACTH. Using our algorithm and the assumption that the number of pulses is between 15 to 22 pulses over 24 hours, we successfully deconvolve both simulated datasets and actual 24-hr serum cortisol datasets sampled every 10 minutes from 10 healthy women. Assuming a one-minute resolution for the secretory events, we obtain physiologically plausible timings and amplitudes of each cortisol secretory event with R[superscript 2] above 0.92. Identification of the amplitude and timing of pulsatile hormone release allows (i) quantifying of normal and abnormal secretion patterns towards the goal of understanding pathological neuroendocrine states, and (ii) potentially designing optimal approaches for treating hormonal disorders.National Science Foundation (U.S.). Graduate Research Fellowship ProgramNational Institutes of Health (U.S.) (NIH DP1 OD003646)National Science Foundation (U.S.) (0836720)National Science Foundation (U.S.). Office of Emerging Frontiers in Research and Innovation (EFRI-0735956