We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting dynamics which we assume are uniformly globally asymptotically stable. This leads to new sufficient conditions for uniform global exponential, uniform global asymptotic, and input-to-state stability of fast time-varying dynamics. We also construct strict Lyapunov functions for our systems using a strictification approach. We illustrate our results using a friction control example.
We provide explicit closed form expressions for strict Lyapunov functions for time-varying discrete time systems. Our Lyapunov functions are expressed in terms of known nonstrict Lyapunov functions for the dynamics and finite sums of persistency of excitation parameters. This provides a discrete time analog of our previous continuous time Lyapunov function constructions. We also construct explicit strict Lyapunov functions for systems satisfying nonstrict discrete time analogs of the conditions from Matrosov's Theorem. We use our methods to build strict Lyapunov functions for time-varying hybr…
We study the stability properties of a class of time-varying nonlinear systems. We assume that non-strict input-to-state stable (ISS) Lyapunov functions for our systems are given and posit a mild persistency of excitation condition on our given Lyapunov functions which guarantee the existence of strict ISS Lyapunov functions for our systems. Next, we provide simple direct constructions of explicit strict ISS Lyapunov functions for our systems by applying an integral smoothing method. We illustrate our constructions using a tracking problem for a rotating rigid body.
For a system that is governed by the isothermal Euler equations with friction for ideal gas, the corresponding field of characteristic curves is determined by the velocity of the flow. This velocity is determined by a second-order quasilinear hyperbolic equation. For the corresponding initial-boundary value problem with Neumann-boundary feedback, we consider non-stationary solutions locally around a stationary state on a finite time interval and discuss the well-posedness of this kind of problem. We introduce a strict $H^2$-Lyapunov function and show that the boundary feedback constant can be …
We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily exponentially stable. This complements our previous Lyapunov function constructions for rapidly time-varying dynamics. We also explicitly construct input-to-state stable Lyapunov functions for slowly time-varying control systems. We illustrate our findings by constructing explicit Lyapunov functions for a pendulum model, an example from identification theory, an…
We analyze strict dissipativity of generalized linear quadratic optimal control problems on Hilbert spaces. Here, the term ``generalized'' refers to cost functions containing both quadratic and linear terms. We characterize strict pre-dissipativity with a quadratic storage function via coercivity of a particular Lyapunov-like quadratic form. Further, we show that under an additional algebraic assumption, strict pre-dissipativity can be strengthened to strict dissipativity. Last, we relate the obtained characterizations of dissipativity with exponential detectability.
We extend results on backstepping hybrid feedbacks by exploiting synergistic Lyapunov function and feedback (SLFF) pairs in a generalized form. Compared to existing results, we delineate SLFF pairs that are ready-made and do not require extra dynamic variables for backstepping. From an (weak) SLFF pair for an affine control system, we construct an SLFF pair for an extended system where the control input is produced through an integrator. The resulting hybrid feedback asymptotically stabilizes the extended system when the synergy gap for the original system is strictly positive. To highlight th…
Incremental stability is a property of dynamical and control systems, requiring the uniform asymptotic stability of every trajectory, rather than that of an equilibrium point or a particular time-varying trajectory. Similarly to stability, Lyapunov functions and contraction metrics play important roles in the study of incremental stability. In this paper, we provide characterizations and descriptions of incremental stability in terms of existence of coordinate-invariant notions of incremental Lyapunov functions and contraction metrics, respectively. Most design techniques providing controllers…
Complete Lyapunov functions for a dynamical system, given by an autonomous ordinary differential equation, are scalar-valued functions that are strictly decreasing along orbits outside the chain-recurrent set. In this paper we show that we can prescribe the (negative) values of the derivative along orbits in any compact set, which is contained in the complement of the chain-recurrent set. Further, the complete Lyapunov function is as smooth as the vector field defining the dynamics. This delivers a theoretical foundation for numerical methods to construct complete Lyapunov functions and render…
This paper demonstrates input-to-state stability (ISS) of the SIR model of infectious diseases with respect to the disease-free equilibrium and the endemic equilibrium. Lyapunov functions are constructed to verify that both equilibria are individually robust with respect to perturbation of newborn/immigration rate which determines the eventual state of populations in epidemics. The construction and analysis are geometric and global in the space of the populations. In addition to the establishment of ISS, this paper shows how explicitly the constructed level sets reflect the flow of trajectorie…
This paper studies the projected saddle-point dynamics associated to a convex-concave function, which we term saddle function. The dynamics consists of gradient descent of the saddle function in variables corresponding to convexity and (projected) gradient ascent in variables corresponding to concavity. We examine the role that the local and/or global nature of the convexity-concavity properties of the saddle function plays in guaranteeing convergence and robustness of the dynamics. Under the assumption that the saddle function is twice continuously differentiable, we provide a novel character…
For discrete-time systems, governed by Kraus maps, the work of D. Petz has characterized the set of universal contraction metrics. In the present paper, we use this characterization to derive a set of quadratic Lyapunov functions for continuous-time systems, governed by Lindblad differential equations, that have a steady-state with full rank. An extremity of this set is given by the Bures metric, for which the quadratic Lyapunov function is obtained by inverting a Sylvester equation. We illustrate the method by providing a strict Lyapunov function for a Lindblad equation designed to stabilize …
In this article, we investigate the BV stability of $2\times 2$ hyperbolic systems of conservation laws with strictly positive velocities under dissipative boundary conditions. More precisely, we derive sufficient conditions guaranteeing the exponential stability of the system under consideration for entropy solutions in BV. Our proof is based on a front tracking algorithm used to construct approximate piecewise constants solutions whose BV norms are controlled through a Lyapunov functional. This Lyapunov functional is inspired by the one proposed in J. Glimm's seminal work [J. Glimm, Comm. Pu…
We present a frequency-domain method for computing the sensitivities of time-averaged quantities of chaotic systems with respect to input parameters. Such sensitivities cannot be computed by conventional adjoint analysis tools, because the presence of positive Lyapunov exponents leads to exponential growth of the adjoint variables. The proposed method is based on the least-square shadowing (LSS) approach [1], that formulates the evaluation of sensitivities as an optimisation problem, thereby avoiding the exponential growth of the solution. However, all existing formulations of LSS (and its var…
