Review on computational methods for Lyapunov functions

Lyapunov functions are an essential tool in the stability analysis of dynamical systems, both in theory and applications. They provide sufficient conditions for the stability of equilibria or more general invariant sets, as well as for their basin of attraction. The necessity, i.e. the existence of Lyapunov functions, has been studied in converse theorems, however, they do not provide a general method to compute them. Because of their importance in stability analysis, numerous computational construction methods have been developed within the Engineering, Informatics, and Mathematics community. They cover different types of systems such as ordinary differential equations, switched systems, non-smooth systems, discrete-time systems etc., and employ di_erent methods such as series expansion, linear programming, linear matrix inequalities, collocation methods, algebraic methods, set-theoretic methods, and many others. This review brings these different methods together. First, the different types of systems, where Lyapunov functions are used, are briefly discussed. In the main part, the computational methods are presented, ordered by the type of method used to construct a Lyapunov function

Existence of piecewise linear Lyapunov functions in arbitrary dimensions

Lyapunov functions are an important tool to determine the basin of attraction of exponentially stable equilibria in dynamical systems. In Marinósson (2002), a method to construct Lyapunov functions was presented, using finite differences on finite elements and thus transforming the construction problem into a linear programming problem. In Hafstein (2004), it was shown that this method always succeeds in constructing a Lyapunov function, except for a small, given neighbourhood of the equilibrium. For two-dimensional systems, this local problem was overcome by choosing a fan-like triangulation around the equilibrium. In Giesl/Hafstein (2010) the existence of a piecewise linear Lyapunov function was shown, and in Giesl/Hafstein (2012) it was shown that the above method with a fan-like triangulation always succeeds in constructing a Lyapunov function, without any local exception. However, the previous papers only considered two-dimensional systems. This paper generalises the existence of piecewise linear Lyapunov functions to arbitrary dimensions

Complete Lyapunov functions: computation and applications

Many phenomena in disciplines such as engineering, physics and biology can be represented as dynamical systems given by ordinary differential equations (ODEs). For their analysis as well as for modelling purposes it is desirable to obtain a complete description of a dynamical system. Complete Lyapunov functions, or quasi-potentials, describe the dynamical behaviour without solving the ODE for many initial conditions. In this paper, we use mesh-free numerical approximation to compute a complete Lyapunov function and to determine the chain-recurrent set, containing the attractors and repellers of the system. We use a homogeneous evaluation grid for the iterative construction, and thus improve a previous method. Finally, we apply our methodology to several examples, including one to compute an epigenetic landscape, modelling a bistable network of two genes. This illustrates the capability of our method to solve interdisciplinary problems