Unlike ordinary differential equations (ODEs), linear partial differential equations (PDEs) admit multiple non-equivalent notions of stability. This variety makes interpretation of Lyapunov stability results challenging. \blue{To simplify this interpretation, we propose a unified framework for hierarchical classification of notions of stability and Lyapunov conditions. To do this, for classically well-posed PDEs with admissible boundary conditions}, we define a fundamental state on $L_2$ corresponding to the minimal information needed to uniquely forward propagate the solution. Stability notions and Lyapunov functions are then defined in terms of this fundamental state. This gives rise to a hierarchy of stability notions, the weakest being fundamental state to PDE state stability. Other stability notions and Lyapunov conditions may then be interpreted relative to this weakest notion. Hierarchies are established for: Lyapunov, exponential and finite-energy stability. Sufficient Lyapunov conditions are defined in terms of operator inequalities. Illustrative examples and computational tools are provided.
In this paper, we address stability of parabolic linear Partial Differential Equations (PDEs). We consider PDEs with two spatial variables and spatially dependent polynomial coefficients. We parameterize a class of Lyapunov functionals and their time derivatives by polynomials and express stability as optimization over polynomials. We use Sum-of-Squares and Positivstellensatz results to numerically search for a solution to the optimization over polynomials. We also show that our algorithm can be used to estimate the rate of decay of the solution to PDE in the L2 norm. Finally, we validate the …
The optimal stochastic control problem with a quadratic cost functional for linear partial differential equations (PDEs) driven by a state-and control-dependent white noise is formulated and studied. Both finite-and infinite-time horizons are considered. The multi-plicative white noise dynamics of the system give rise to a new phenomenon of singularity to the associated Riccati equation and even to the Lyapunov equation. Well-posedness of both Riccati equation and Lyapunov equation are obtained for the first time. The linear feedback coefficient of the optimal control turns out to be singular …
In this paper, we make a review of the controlled Hamiltonians (CH) method and its related matching conditions, focusing on an improved version recently developed by D.E. Chang. Also, we review the general ideas around the Lyapunov constraint based (LCB) method, whose related partial differential equations (PDEs) were originally studied for underactuated systems with only one actuator, and then we study its PDEs for an arbitrary number of actuators. We analyze and compare these methods within the framework of Differential Geometry, and from a purely theoretical point of view. We show, in the c…
The synthesis of suboptimal feedback laws for controlling nonlinear dynamics arising from semi-discretized PDEs is studied. An approach based on the State-dependent Riccati Equation (SDRE) is presented for H2 and Hinf control problems. Depending on the nonlinearity and the dimension of the resulting problem, offline, online, and hybrid offline-online alternatives to the SDRE synthesis are proposed. The hybrid offline-online SDRE method reduces to the sequential solution of Lyapunov equations, effectively enabling the computation of suboptimal feedback controls for two-dimensional PDEs. Numeric…
For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying coefficients in the absence of a Gevrey-like condition, which is often imposed on time-varying coefficients of PDEs and used to guarantee the existence of smooth (w.r.t. the time variable) kernel functions in the literature. Then, based on the obtained exponential stabilities, we show that the solution of the considered system depends continuously on the $L^{p}$…
A De Giorgi Iteration-based Approach for the Establishment of ISS Properties of a Class of Semi-linear Parabolic PDEs with Boundary and In-domain Disturbances
This paper studies the input-to-state stability (ISS) properties based on the method of Lyapunov functionals for a class of semi-linear parabolic partial differential equations (PDEs) with respect to boundary disturbances. In order to avoid the appearance of time derivatives of the disturbances in ISS estimates, some technical inequalities are first developed, which allow directly dealing with the boundary conditions and establishing the ISS based on the method of Lyapunov functionals. The well-posedness analysis of the considered problem is carried out and the conditions for ISS are derived. …
H$_1$-ISS Analysis and Boundary Control Design for Coupled Linear ODEs and Hyperbolic PDEs
Universidade Federal de Santa Catarina(圣卡塔琳娜联邦大学);Université Grenoble Alpes, CNRS, Grenoble-INP, GIPSA-lab(格勒诺布尔阿尔卑斯大学,法国国家科学研究中心,格勒诺布尔国立理工学院,GIPSA实验室)
In this work, we present a scalable Linear Matrix Inequality (LMI) based framework to verify the stability of a set of linear Partial Differential Equations (PDEs) in one spatial dimension coupled with a set of Ordinary Differential Equations (ODEs) via input-output based interconnection. Our approach extends the newly developed state space representation and stability analysis of coupled PDEs that allows parametrizing the Lyapunov function on $L_2$ with multipliers and integral operators using polynomial kernels of semi-separable class. In particular, under arbitrary well-posed boundary condi…
We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration are spatial discretizations of non linear parabolic partial differential equations (PDE), which means that the HJB is non linear and suffers from the curse of dimensionality. Its non linearity is handled by the Policy Iteration algorithm, where the problem is reduced to a sequence of linear, hyperbolic PDEs. These equations remain the computational bottlenec…
Goal-driven selective attention (GDSA) is a remarkable function that allows the complex dynamical networks of the brain to support coherent perception and cognition. Part I of this two-part paper proposes a new control-theoretic framework, termed hierarchical selective recruitment (HSR), to rigorously explain the emergence of GDSA from the brain's network structure and dynamics. This part completes the development of HSR by deriving conditions on the joint structure of the hierarchical subnetworks that guarantee top-down recruitment of the task-relevant part of each subnetwork by the subnetwor…