Meshfree collocation in reproducing kernel Hilbert spaces is an established method to solve generalized interpolation problems such as PDEs. It can be formulated as an optimization problem with equality constraints. In this paper, we consider optimization problems with both inequality and equality constraints for general linear operators, and develop a general theory of discretizing such problems. The unique solution of these discretized problems is obtained using quadratic optimization, and we show that the solutions of the discretized problems strongly converge to the unique solution of the original problem. The general theory is applied to compute complete Lyapunov functions for autonomous ordinary differential equations.
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Figure 1. We use the algorithm for the system $ \dot{x} = 1 $ with only two points $ \Gamma = \{-1, 1\} $ with equality condition $ { \dot{v}}(\pm 1) = -1 $ and support radius $ 1/c = 1/2 $ of the Radial Basis function. Top left: $ v(x) $, top right $ { \dot{v}}(x) $. The function $ v $ is constant apart from small neighborhoods around $ \pm 1 $. Bottom left: the values $ \beta_i $ at each collocation point, bottom right: the values $ { \dot{v}}(x_i) $ at each collocation point. The coefficients $ \beta_i $ are only zero around $ \pm 1 $ and at the boundary of the interval; in the areas where they are strictly negative, the function is constant
Figure 2. We use the algorithm for the system $ \dot{x} = 1 $ with only two points $ \Gamma = \{-1, 1\} $ with equality condition $ { \dot{v}}(\pm 1) = -1 $ and support radius $ 1/c = 1/0.3 $ of the Radial Basis function. Top left: $ v(x) $, top right $ { \dot{v}}(x) $. The function $ v $ is strictly decreasing apart from $ 0 $ and the boundary. Bottom left: the values $ \beta_i $ at each collocation point, bottom right: the values $ { \dot{v}}(x_i) $ at each collocation point. The coefficients $ \beta_i $ are mostly zero apart from at $ 0 $ and at the boundary of the interval; this is a consequence of the proof of Proposition 3.3
Figure 7. The area where the orbital derivative of the CPA interpolation of the computed CLF candidate fails to have a negative orbital derivative, when using the condition $ { \dot{v}}(x) = -1 $ for $ x\in I $ and $ v(x) \le 0 $ for $ x\in X\setminus I $ (upper left), $ { \dot{v}}(x) = -1 $ for $ x\in M $ and $ v(x) \le 0 $ for $ x\in X\setminus M $ (upper right), $ { \dot{v}}(x) = -1 $ for $ x\in O $ and $ v(x) \le 0 $ for $ x\in X\setminus O $ (lower left), and $ { \dot{v}}(x) = -1 $ for $ x\in I\cup M \cup O $ and $ v(x) \le 0 $ for $ x\in X\setminus (I\cup M \cup O) $ (lower right)
Figure 8. The area where $ \beta_i $ corresponding to the collocation point $ x_i $ fulfills $ \beta_i \le -10^{-5} $. $ {\dot{v}}(x) = -1 $ for $ x\in I $ and $ v(x) \le 0 $ for $ x\in X\setminus I $ (upper left), $ {\dot{v}}(x) = -1 $ for $ x\in M $ and $ v(x) \le 0 $ for $ x\in X\setminus M $ (upper right), $ {\dot{v}}(x) = -1 $ for $ x\in O $ and $ v(x) \le 0 $ for $ x\in X\setminus O $ (lower left), and $ {\dot{v}}(x) = -1 $ for $ x\in I\cup M \cup O $ and $ v(x) \le 0 $ for $ x\in X\setminus (I\cup M \cup O) $ (lower right)
Figure 11. Second step. The area where the orbital derivative of the CPA interpolation of the computed CLF fails to have a negative orbital derivative, when using the condition $ { \dot{v}}(x) = -1 $ for $ x\in I $ and $ v(x) \le 0 $ for $ x\in X\setminus I $ (upper left), $ { \dot{v}}(x) = -1 $ for $ x\in M $ and $ v(x) \le 0 $ for $ x\in X\setminus M $ (upper right), $ { \dot{v}}(x) = -1 $ for $ x\in O $ and $ v(x) \le 0 $ for $ x\in X\setminus O $ (lower left), and $ { \dot{v}}(x) = -1 $ for $ x\in I\cup M \cup O $ and $ v(x) \le 0 $ for $ x\in X\setminus (I\cup M \cup O) $ (lower right)
Figure 12. Second step with $ \alpha = 0.18 $. Top: The area in $ \Omega $ where the orbital derivative of the CPA interpolation of the computed CLF fails to have a negative orbital derivative. Bottom: The collocation points $ x_i $, such that the corresponding coefficients satisfy $ \beta_i \le -10^{-5} $. Both sets indicate the chain-recurrent set, in this case a periodic orbit. The approximation is poor due to only $ 668 $ collocation points
Figure 13. Second step with $ \alpha = 0.12 $. Top: The area in $ \Omega $ where the orbital derivative of the CPA interpolation of the computed CLF fails to have a negative orbital derivative. Bottom: The collocation points $ x_i $, such that the corresponding coefficients satisfy $ \beta_i \le -10^{-5} $. Both sets indicate the chain-recurrent set, in this case a periodic orbit. The approximation uses $ 2532 $ collocation points and is much better than with $ \alpha = 0.18 $ and $ 668 $ collocation points, in particular when using the orbital derivative
Figure 14. Second step with $ \alpha = 0.06 $. Top: The area in $ \Omega $ where the orbital derivative of the CPA interpolation of the computed CLF fails to have a negative orbital derivative. Bottom: The collocation points $ x_i $, such that the corresponding coefficients satisfy $ \beta_i \le -10^{-5} $. Both sets indicate the chain-recurrent set, in this case a periodic orbit. The approximation uses $ 18133 $ collocation points and is far better than with $ \alpha = 0.12 $ and $ 668 $ collocation points, both when using the orbital derivative and the $ \beta_i $
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We use the algorithm for the system
We use the algorithm for the system
The CLF
The CLF
The CLF
The CLF
The area where the orbital derivative of the CPA interpolation of the computed CLF candidate fails to have a negative orbital derivative, when using the condition
The area where
Ordering the coefficients
The CLF candidate
Second step. The area where the orbital derivative of the CPA interpolation of the computed CLF fails to have a negative orbital derivative, when using the condition
Second step with
Second step with
Second step with