Deductive Stability Proofs for Ordinary Differential Equations

Stability is required for real world controlled systems as it ensures that those systems can tolerate small, real world perturbations around their desired operating states. This paper shows how stability for continuous systems modeled by ordinary differential equations (ODEs) can be formally verified in differential dynamic logic (dL). The key insight is to specify ODE stability by suitably nesting the dynamic modalities of dL with first-order logic quantifiers. Elucidating the logical structure of stability properties in this way has three key benefits: i) it provides a flexible means of formally specifying various stability properties of interest, ii) it yields rigorous proofs of those stability properties from dL’s axioms with dL’s ODE safety and liveness proof principles, and iii) it enables formal analysis of the relationships between various stability properties which, in turn, inform proofs of those properties. These benefits are put into practice through an implementation of stability proofs for several examples in KeYmaera X, a hybrid systems theorem prover based on dL.

[1]  D. Lathrop Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering , 2015 .

[2]  H. Poincaré,et al.  Les méthodes nouvelles de la mécanique céleste , 1899 .

[3]  Yong Kiam Tan,et al.  Differential Equation Invariance Axiomatization , 2019, J. ACM.

[4]  Cyril Cohen,et al.  A Formal Proof in Coq of LaSalle's Invariance Principle , 2017, ITP.

[5]  W. Haddad,et al.  Nonlinear Dynamical Systems and Control: A Lyapunov-Based Approach , 2008 .

[6]  Wpmh Maurice Heemels,et al.  Introduction to hybrid systems , 2009 .

[7]  Damien Rouhling,et al.  A formal proof in Coq of a control function for the inverted pendulum , 2018, CPP.

[8]  Carmen Chicone,et al.  The twisting tennis racket , 1991 .

[9]  A. Liapounoff,et al.  Problème général de la stabilité du mouvement , 1907 .

[10]  Marie-Françoise Roy,et al.  Real algebraic geometry , 1992 .

[11]  P. Parrilo Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization , 2000 .

[12]  Rajeev Alur,et al.  Principles of Cyber-Physical Systems , 2015 .

[13]  Editors , 2003 .

[14]  P. Olver Nonlinear Systems , 2013 .

[15]  Yong Kiam Tan,et al.  An Axiomatic Approach to Existence and Liveness for Differential Equations , 2020, ArXiv.

[16]  Luan Viet Nguyen,et al.  Hyperproperties of real-valued signals , 2017, MEMOCODE.

[17]  Nathan Fulton,et al.  KeYmaera X: An Axiomatic Tactical Theorem Prover for Hybrid Systems , 2015, CADE.

[18]  Aravaipa Canyon Basin,et al.  Volume 3 , 2012, Journal of Diabetes Investigation.

[19]  Daniel Liberzon,et al.  Switching in Systems and Control , 2003, Systems & Control: Foundations & Applications.

[20]  Sriram Sankaranarayanan,et al.  Simulation-guided lyapunov analysis for hybrid dynamical systems , 2014, HSCC.

[21]  K. Fernow New York , 1896, American Potato Journal.

[22]  N. Rouche,et al.  Stability Theory by Liapunov's Direct Method , 1977 .

[23]  Xin Chen,et al.  Lyapunov Function Synthesis Using Handelman Representations , 2013, NOLCOS.

[24]  John Baillieul,et al.  Handbook of Networked and Embedded Control Systems , 2005, Handbook of Networked and Embedded Control Systems.

[25]  Armando Solar-Lezama,et al.  Numerically-Robust Inductive Proof Rules for Continuous Dynamical Systems , 2019, CAV.

[26]  Nathan Fulton,et al.  Bellerophon: Tactical Theorem Proving for Hybrid Systems , 2017, ITP.

[27]  A. Papachristodoulou,et al.  On the construction of Lyapunov functions using the sum of squares decomposition , 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..

[28]  R. Lathe Phd by thesis , 1988, Nature.

[29]  Mandy Eberhart,et al.  Ordinary Differential Equations With Applications , 2016 .

[30]  Johannes Hölzl,et al.  Type Classes and Filters for Mathematical Analysis in Isabelle/HOL , 2013, ITP.

[31]  Ricardo G. Sanfelice,et al.  Hybrid Dynamical Systems: Modeling, Stability, and Robustness , 2012 .

[32]  Stephen Smale,et al.  THE DYNAMICAL SYSTEMS APPROACH TO DIFFERENTIAL EQUATIONS , 2007 .

[33]  Andrea Cantini,et al.  On Formal Proofs , 2008 .

[34]  André Platzer,et al.  The Complete Proof Theory of Hybrid Systems , 2012, 2012 27th Annual IEEE Symposium on Logic in Computer Science.

[35]  André Platzer,et al.  A Complete Uniform Substitution Calculus for Differential Dynamic Logic , 2016, Journal of Automated Reasoning.

[36]  Andreas Podelski,et al.  Model Checking of Hybrid Systems: From Reachability Towards Stability , 2006, HSCC.

[37]  Naijun Zhan,et al.  Automatically Discovering Relaxed Lyapunov Functions for Polynomial Dynamical Systems , 2011, Math. Comput. Sci..

[38]  Alessandro Abate,et al.  Automated and Sound Synthesis of Lyapunov Functions with SMT Solvers , 2020, TACAS.

[39]  K. Forsman,et al.  Construction of Lyapunov functions using Grobner bases , 1991, [1991] Proceedings of the 30th IEEE Conference on Decision and Control.

[40]  Ufuk Topcu,et al.  Local stability analysis using simulations and sum-of-squares programming , 2008, Autom..

[41]  S. Crawford,et al.  Volume 1 , 2012, Journal of Diabetes Investigation.

[42]  André Platzer,et al.  Logical Foundations of Cyber-Physical Systems , 2018, Springer International Publishing.

[43]  Lidia Arroyo Prieto Acm , 2020, Encyclopedia of Cryptography and Security.

[44]  Alexandre M. Bayen,et al.  VERIFICATION OF HYBRID SYSTEMS , 2004 .