Providing a Basin of Attraction to a Target Region of Polynomial Systems by Computation of Lyapunov-Like Functions

In this paper, we present a method for computing a basin of attraction to a target region for polynomial ordinary differential equations. This basin of attraction is ensured by a Lyapunov-like polynomial function that we compute using an interval based branch-and-relax algorithm. This algorithm relaxes the necessary conditions on the coefficients of the Lyapunov-like function to a system of linear interval inequalities that can then be solved exactly. It iteratively refines these relaxations in order to ensure that, whenever a nondegenerate solution exists, it will eventually be found by the algorithm. Application of an implementation to a range of benchmark problems shows the usefulness of the approach.

[1]  MethodsT. Csendes,et al.  A Posteriori Dire tion Sele tion Rules forInterval Optimization , 2000 .

[2]  G. Sacks A DECISION METHOD FOR ELEMENTARY ALGEBRA AND GEOMETRY , 2003 .

[3]  P. Giesl Construction of Global Lyapunov Functions Using Radial Basis Functions , 2007 .

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

[5]  Markus Müller-Olm,et al.  Computing polynomial program invariants , 2004, Inf. Process. Lett..

[6]  Stefan Ratschan,et al.  Continuous First-Order Constraint Satisfaction , 2002, AISC.

[7]  Anders Rantzer,et al.  Primal-dual tests for safety and reachability , 2005 .

[8]  Ramon E. Moore,et al.  Inclusion functions and global optimization II , 1988, Math. Program..

[9]  J. Worrell Decidable Theories , 2007 .

[10]  Stefan Ratschan,et al.  Quantified Constraints Under Perturbation , 2002, J. Symb. Comput..

[11]  Tor Arne Johansen,et al.  Computation of Lyapunov functions for smooth nonlinear systems using convex optimization , 2000, Autom..

[12]  Stefan Ratschan,et al.  Efficient solving of quantified inequality constraints over the real numbers , 2002, TOCL.

[13]  Enric Rodríguez-Carbonell,et al.  Automatic Generation of Polynomial Loop Invariants: Algebraic Foundations , 2004, ISSAC '04.

[14]  V. Lakshmikantham,et al.  Practical Stability Of Nonlinear Systems , 1990 .

[15]  Sigurdur Hafstein,et al.  A CONSTRUCTIVE CONVERSE LYAPUNOV THEOREM ON EXPONENTIAL STABILITY , 2004 .

[16]  A. Vicino,et al.  On the estimation of asymptotic stability regions: State of the art and new proposals , 1985 .

[17]  Christopher W. Brown QEPCAD B: a system for computing with semi-algebraic sets via cylindrical algebraic decomposition , 2004, SIGS.

[18]  Stefan Ratschan,et al.  Search Heuristics for Box Decomposition Methods , 2002, J. Glob. Optim..

[19]  Frédéric Benhamou,et al.  Continuous and Interval Constraints , 2006, Handbook of Constraint Programming.

[20]  Mark R. Greenstreet,et al.  Hybrid Systems: Computation and Control , 2002, Lecture Notes in Computer Science.

[21]  Ali Jadbabaie,et al.  Safety Verification of Hybrid Systems Using Barrier Certificates , 2004, HSCC.

[22]  Pablo A. Parrilo,et al.  Semidefinite Programming Relaxations and Algebraic Optimization in Control , 2003, Eur. J. Control.

[23]  Hiromasa Haneda,et al.  Computer generated Lyapunov functions for a class of nonlinear systems , 1993 .

[24]  T. Csendes,et al.  A review of subdivision direction selection in interval methods for global optimization , 1997 .

[25]  Y. Ohta,et al.  Stability analysis by using piecewise linear Lyapunov functions , 1999 .

[26]  D. N. Shields The behaviour of optimal Lyapunov functions , 1975 .

[27]  Christian Jansson,et al.  Rigorous Lower and Upper Bounds in Linear Programming , 2003, SIAM J. Optim..

[28]  Wolfgang Hahn,et al.  Stability of Motion , 1967 .

[29]  Thomas Sturm,et al.  REDLOG: computer algebra meets computer logic , 1997, SIGS.

[30]  Tomás Vejchodský,et al.  Discrete maximum principle for higher-order finite elements in 1D , 2007, Math. Comput..

[31]  Ashish Tiwari,et al.  Generating Polynomial Invariants for Hybrid Systems , 2005, HSCC.

[32]  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..

[33]  J. Rohn,et al.  Linear interval inequalities , 1994 .

[34]  Zhikun She,et al.  Providing a Basin of Attraction to a Target Region by Computation of Lyapunov-like Functions , 2006, 2006 IEEE International Conference on Computational Cybernetics.

[35]  Arnold Neumaier,et al.  Safe bounds in linear and mixed-integer linear programming , 2004, Math. Program..

[36]  H. Burchardt,et al.  Estimating the region of attraction of ordinary differential equations by quantified constraint solving , 2007 .

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

[38]  Henny B. Sipma,et al.  Constructing invariants for hybrid systems , 2004, Formal Methods Syst. Des..

[39]  B. F. Caviness,et al.  Quantifier Elimination and Cylindrical Algebraic Decomposition , 2004, Texts and Monographs in Symbolic Computation.