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Minimization with differential inequality and equality constraints applied to complete Lyapunov functions

  • *Corresponding author: Peter Giesl

    *Corresponding author: Peter Giesl 

The third author is supported by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) - Project-ID 281071066 - TRR 191.

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  • 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.

    Mathematics Subject Classification: Primary: 37M22, 37B35, 90C20; Secondary: 35A23, 46N20.

    Citation:

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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 3.  The CLF $ v(x, y) $ (left) as well as $ { \dot{v}}(x, y) $ (right). We have used $ { \dot{v}}(x) = -1 $ for $ x\in I $ and $ v(x) \le 0 $ for $ x\in X\setminus I $

    Figure 4.  The CLF $ v(x, y) $ (left) as well as $ { \dot{v}}(x, y) $ (right) when using the conditions $ { \dot{v}}(x) = -1 $ for $ x\in M $ and $ { \dot{v}}(x) \le 0 $ for $ x\in X\setminus M $

    Figure 5.  The CLF $ v(x, y) $ (left) as well as $ { \dot{v}}(x, y) $ (right) when using the conditions $ { \dot{v}}(x) = -1 $ for $ x\in O $ and $ { \dot{v}}(x) \le 0 $ for $ x\in X\setminus O $

    Figure 6.  The CLF $ v(x, y) $ (left) as well as $ { \dot{v}}(x, y) $ (right) when using the conditions $ { \dot{v}}(x) = -1 $ for $ x\in I\cup M \cup O $ and $ { \dot{v}}(x) \le 0 $ for $ x\in X\setminus (I\cup M \cup O) $

    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 9.  Ordering the coefficients $ |\beta_i| $ in decreasing order and plotting $ \log_{10}(|\beta_i|) $ gives the following result for points 320 to 335; this shows that there is a sharp decline between points close to zero and negative points

    Figure 10.  The CLF candidate $ v(x, y) $ (left) as well as $ {\dot{v}}(x, y) $ (right) in the second step. From top to bottom we started using the conditions $ {\dot{v}}(x) = -1 $ for $ x\in I $, $ x\in M $, $ x\in O $, and $ x\in I\cup M \cup O $ and $ {\dot{v}}(x) \le 0 $ for the rest

    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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