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arXiv math/0607144math.DScs.NAmath.NA
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泛函微分方程的稳定性与控制

Stability and Control of Functional Differential Equations

Matthew M. Peet

AI总结:

本文通过半定规划方法分析含非线性和时滞的微分方程系统的稳定性,并应用于互联网拥塞控制协议。

摘要:

本论文研究由包含非线性和时滞的微分方程定义的系统的稳定性问题。特别地,我们分析了某个已知的互联网拥塞控制协议的延迟非线性实现的稳定性。我们还描述了一种通过半定规划证明时滞系统稳定性的通用方法。在第4章和第5章中,我们考虑基于分散梯度投影算法的互联网拥塞控制协议。对于某类效用函数,该算法被证明对于某个足够小的增益参数是全局收敛的。后续工作给出了线性化版本系统增益的显式界。本论文证明该界也意味着原系统的稳定性。在第7章中,我们描述了一种通过半定规划计算李雅普诺夫不等式的算子理论版本来证明线性时滞系统稳定性的通用方法。结果以一组精度递增的嵌套充分条件的形式给出。通过考虑参数依赖的李雅普诺夫泛函,该方法被推广到参数不确定的情况。给出了数值例子以证明算法的收敛性。在第8章中,通过使用非二次李雅普诺夫泛函,该方法被推广到非线性时滞系统。

英文摘要:

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain Internet congestion control protocol. We also describe a generalized methodology for proving stability of time-delay systems through the use of semidefinite programming. In Chapters 4 and 5, we consider an Internet congestion control protocol based on the decentralized gradient projection algorithm. For a certain class of utility function, this algorithm was shown to be globally convergent for some sufficiently small value of a gain parameter. Later work gave an explicit bound on this gain for a linearized version of the system. This thesis proves that this bound also implies stability of the original system. In Chapter 7, we describe a general methodology for proving stability of linear time-delay systems by computing solutions to an operator-theoretic version of the Lyapunov inequality via semidefinite programming. The result is stated in terms of a nested sequence of sufficient conditions which are of increasing accuracy. This approach is generalized to the case of parametric uncertainty by considering parameter-dependent Lyapunov functionals. Numerical examples are given to demonstrate convergence of the algorithm. In Chapter 8, this approach is generalized to nonlinear time-delay systems through the use of non-quadratic Lyapunov functionals.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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