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Finding positively invariant sets and proving exponential stability of limit cycles using Sum-of-Squares decompositions

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  • The dynamics of many systems from physics, economics, chemistry, and biology can be modelled through polynomial functions. In this paper, we provide a computational means to find positively invariant sets of polynomial dynamical systems by using semidefinite programming to solve sum-of-squares (SOS) programmes. With the emergence of SOS programmes, it is possible to efficiently search for Lyapunov functions that guarantee stability of polynomial systems. Yet, SOS computations often fail to find functions, such that the conditions hold in the entire state space. We show here that restricting the SOS optimisation to specific domains enables us to obtain positively invariant sets, thus facilitating the analysis of the dynamics by considering separately each positively invariant set. In addition, we go beyond classical Lyapunov stability analysis and use SOS decompositions to computationally implement sufficient positivity conditions that guarantee existence, uniqueness, and exponential stability of a limit cycle. Importantly, this approach is applicable to systems of any dimension and, thus, goes beyond classical methods that are restricted to two-dimensional phase space. We illustrate our different results with applications to classical systems, such as the van der Pol oscillator, the Fitzhugh-Nagumo neuronal equation, and the Lorenz system.

    Mathematics Subject Classification: 93D05, 90-08, 34A34, 90C22.


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  • Figure 1.  Finding positively invariant sets

    Figure 2.  The Lorenz attractor of the system (13) and the classic absorbing set given by (15)

    Figure 3.  The two positively invariant sets of the Lorenz system

    Figure 4.  Positively invariant sets of the FitzHugh-Nagumo model (20) with $ I = 0 $

    Figure 5.  Change of the positively invariant sets of the FitzHugh-Nagumo model (20) with $ I $

    Figure 6.  Positively invariant set and trajectories of the van der Pol oscillator

    Figure 7.  Exponential stability of the limit cycle of the van der Pol oscillator

    Figure 8.  Exponential stability of the limit cycle of the system (38)

    Figure 9.  Exponentially stable limit cycle of the system (41)

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