Constructions of strict Lyapunov functions for discrete time and hybrid time-varying systems

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 hybrid systems that contain mixtures of continuous and discrete time evolutions.     

Control vector Lyapunov functions for large-scale impulsive dynamical systems

Vector Lyapunov theory has been developed to weaken the hypothesis of standard Lyapunov theory in order to enlarge the class of Lyapunov functions that can be used for analyzing system stability. In this paper, we provide generalizations to the recent extensions of vector Lyapunov theory for continuous-time systems to address stability and control design of impulsive dynamical systems via vector Lyapunov functions. Specifically, we provide a generalized comparison principle involving hybrid comparison dynamics that are dependent on the comparison system states as well as the nonlinear impulsive dynamical system states. Furthermore, we develop stability results for impulsive dynamical systems that involve vector Lyapunov functions and hybrid comparison inequalities. Based on these results, we show that partial stability for state-dependent impulsive dynamical systems can be addressed via vector Lyapunov functions. Furthermore, we extend the recently developed notion of control vector Lyapunov functions to impulsive dynamical systems. Using control vector Lyapunov functions, we construct a universal hybrid decentralized feedback stabilizer for a decentralized affine in the control nonlinear impulsive dynamical system that possesses guaranteed gain and sector margins in each decentralized input channel. These results are then used to develop hybrid decentralized controllers for large-scale impulsive dynamical systems with robustness guarantees against full modeling and input uncertainty.     

Cycles of two-dimensional systems: Computer calculations,proofs, and experiments

One of the central problems in studying small cycles in the neighborhood of equilibrium involves computation of Lyapunov’s quantities. While Lyapunov’s first and second quantities were computed in the general form in the 1940s–1950s, Lyapunov’s third quantity was calculated only for certain special cases. In the present work, we present general formulas for calculation of Lyapunov’s third quantity. Together with the classical Lyapunov method for calculation of Lyapunov’s quantities, which is based on passing to the polar coordinates, we suggest a method developed for the Euclidian coordinates and for the time domain. The calculation of Lyapunov’s quantities by two different analytic methods involving modern software tools for symbolic computing enables us to justify the formulas obtained for Lyapunov’s third quantity. For quadratic systems in which Lyapunov’s first and second quantities vanish, while the third one does not, large cycles were calculated. In the calculations, the quadratic system was reduced to the Liénard equation, which was used to evaluate the domain of parameters corresponding to the existence of four cycles (three “small” cycles and a “large” one). This domain extends the region of parameters obtained by S.L. Shi in 1980 for a quadratic system with four limit cycles.     

Construction of Lyapunov functionals for delay differential equations in virology and epidemiology

In the present paper, we present a method for constructing a Lyapunov functional for some delay differential equations in virology and epidemiology. Here some delays are incorporated to the original ordinary differential equations, for which a Lyapunov function is already obtained. We present simple and clear explanation of our method using some models whose Lyapunov functionals are already obtained. Moreover, we present several new results for constructing Lyapunov functionals using our method.     

Stabilization of nonlinear switched systems using control Lyapunov functions

In this paper, we study the stabilization of general nonlinear switched systems by using control Lyapunov functions. The concept of control Lyapunov function for nonlinear control systems is generalized to switched control systems. The first part of our contribution provides a necessary and sufficient condition of stabilization. The main idea is to use a common control Lyapunov function; this is achieved with the converse Lyapunov theorem dedicated to switched systems. In the second part, an explicit construction of a common control Lyapunov function is addressed with respect to a finite family of switched systems. The approach uses a family of control Lyapunov functions attached to the subsystems.     

Construction of Lyapunov functions for nonlinear planar systems by linear programming

Recently the authors proved the existence of piecewise affine Lyapunov functions for dynamical systems with an exponentially stable equilibrium in two dimensions (Giesl and Hafstein, 2010 [7]). Here, we extend these results by designing an algorithm to explicitly construct such a Lyapunov function. We do this by modifying and extending an algorithm to construct Lyapunov functions first presented in Marinosson (2002) [17] and further improved in Hafstein (2007) [10]. The algorithm constructs a linear programming problem for the system at hand, and any feasible solution to this problem parameterizes a Lyapunov function for the system. We prove that the algorithm always succeeds in constructing a Lyapunov function if the system possesses an exponentially stable equilibrium. The size of the region of the Lyapunov function is only limited by the region of attraction of the equilibrium and it includes the equilibrium.     

Solution Bounds of the Continuous and Discrete Lyapunov Matrix Equations

A unified approach is proposed to solve the estimation problem for the solution of continuous and discrete Lyapunov equations. Upper and lower matrix bounds and corresponding eigenvalue bounds of the solution of the so-called unified algebraic Lyapunov equation are presented in this paper. From the obtained results, the bounds for the solutions of continuous and discrete Lyapunov equations can be obtained as limiting cases. It is shown that the eigenvalue bounds of the unified Lyapunov equation are tighter than some parallel results and that the lower matrix bounds of the continuous Lyapunov equation are more general than the majority of those which have appeared in the literature.     

动力系统实测数据的Lyapunov指数的矩阵算法

Lyapunov指数l是定量描述混沌吸引子的重要指标,自从1985年Wolf提出Lyapunov指数l的轨线算法以来,如何准确、快速地计算正的、最大的Lyapunov指数l_max便成为人们关注的问题,虽有不少成功计算的报导,但一般并不公开交流.在Zuo Bingwu理论算法的基础上,给出了Lyapunov指数l的具体的矩阵算法,并与Wolf的算法进行了比较,计算结果表明:算法能快速、准确地计算(主要是正的、最大的)Lyapunov指数l_max.并对Lyapunov指数l的大小所反应的吸引子的特性进行了分析,并得出了相应的结论.     

Numerical justification of Leonov conjecture on Lyapunov dimension of Rossler attractor

Exact Lyapunov dimension of attractors of many classical chaotic systems (such as Lorenz, Henon, and Chirikov systems) is obtained. While exact Lyapunov dimension for Rössler system is not known, Leonov formulated the following conjecture: Lyapunov dimension of Rössler attractor is equal to local Lyapunov dimension in one of its stationary points. In the present work Leonov’s conjecture on Lyapunov dimension of various Rössler systems with standard parameters is checked numerically.     

Stability analysis of time-varying switched systems via indefinite difference Lyapunov functions

Asymptotic stability of time-varying switched systems is investigated in this paper. The less conservative sufficient criteria for asymptotic stability of time-varying discrete-time switched systems are proposed via common indefinite difference Lyapunov functions and multiple indefinite difference Lyapunov functions introduced in this note, respectively. Common indefinite difference Lyapunov functions can be used to analyze stability of a switched system with asymptotic stable subsystems and arbitrary switching signal. Multiple indefinite difference Lyapunov functions can be used to investigate stability of a switched system with unstable subsystems and a given switching signal. The difference of the proposed Lyapunov function may be positive at some instants for an asymptotically stable subsystem. We compare these main results and illustrate the effectiveness of the obtained theorems by three numerical examples.     

Lyapunov sequences for exponential dichotomies

For a linear nonautonomous dynamics with discrete time, we study the relation between nonuniform exponential dichotomies and strict Lyapunov sequences. Given such a sequence, we obtain the stable and unstable subspaces from the intersection of the images and preimages of the cones defined by each element of the sequence. The main difficulty is to extract some information about the angles between the stable and unstable subspaces (or some appropriate notion in the case of Banach spaces) from the Lyapunov sequence. In particular, for a large class of nonuniform exponential dichotomies we give a complete characterization in terms of strict quadratic Lyapunov sequences, that is, strict Lyapunov sequences defined by quadratic forms. We also construct explicitly families of strict Lyapunov sequences for each nonuniform exponential dichotomy, in terms of Lyapunov norms.     

Lyapunov exponents of free operators

Lyapunov exponents of a dynamical system are a useful tool to gauge the stability and complexity of the system. This paper offers a definition of Lyapunov exponents for a sequence of free linear operators. The definition is based on the concept of the extended Fuglede-Kadison determinant. We establish the existence of Lyapunov exponents, derive formulas for their calculation, and show that Lyapunov exponents of free variables are additive with respect to operator product. We illustrate these results using an example of free operators whose singular values are distributed by the Marchenko-Pastur law, and relate this example to C.M. Newman's “triangle” law for the distribution of Lyapunov exponents of large random matrices with independent Gaussian entries. As an interesting by-product of our results, we derive a relation between the extended Fuglede-Kadison determinant and Voiculescu's S-transform.     

On converse Lyapunov theorems for fluid network models

We consider the class of closed generic fluid network (GFN) models, which provides an abstract framework containing a wide variety of fluid networks. Within this framework a Lyapunov method for stability of GFN models was proposed by Ye and Chen. They proved that stability of a GFN model is equivalent to the existence of a functional on the set of paths that is decaying along paths. This result falls short of a converse Lyapunov theorem in that no state-dependent Lyapunov function is constructed. In this paper we construct state-dependent Lyapunov functions in contrast to path-wise functionals. We first show by counterexamples that closed GFN models do not provide sufficient information that allow for a converse Lyapunov theorem. To resolve this problem we introduce the class of strict GFN models by forcing closed GFN models to satisfy a concatenation and a semicontinuity condition. For the class of strict GFN models we define a state-dependent Lyapunov function and show that a converse Lyapunov theorem holds. Finally, it is shown that common fluid network models, like general work-conserving and priority fluid network models as well as certain linear Skorokhod problems define strict GFN models.     

The upper semicontinuity of senior generalized Lyapunov exponents of systems of differential equations

We study the generalized Lyapunov exponents, i.e., the Lyapunov exponents in a more general scale, and apply them for studying the asymptotics of the growth of solutions to differential systems. We obtain necessary and sufficient conditions for the upper semicontinuity of the senior generalized Lyapunov exponents in a class of systems of differential equations.     

Stability results involving time-averaged Lyapunov function derivatives

The stability results which comprise the Direct Method of Lyapunov involve the existence of auxiliary functions (Lyapunov functions) endowed with certain definiteness properties. Although the Direct Method is very general and powerful, it has some limitations: there are dynamical systems with known stability properties for which there do not exist Lyapunov functions which satisfy the hypotheses of a Lyapunov stability theorem.In the present paper we identify a scalar switched dynamical system whose equilibrium (at the origin) has known stability properties (e.g., uniform asymptotic stability) and we prove that there does not exist a Lyapunov function which satisfies any one of the Lyapunov stability theorems (e.g., the Lyapunov theorem for uniform asymptotic stability). Using this example as motivation, we establish stability results which eliminated some of the limitations of the Direct Method alluded to. These results involve time-averaged Lyapunov function derivatives (TALFD’s). We show that these results are amenable to the analysis of the same dynamical systems for which the Direct Method fails. Furthermore, and more importantly, we prove that the stability results involving TALFD’s are less conservative than the results which comprise the Direct Method (which henceforth, we refer to as the classical Lyapunov stability results).While we confine our presentation to continuous finite-dimensional dynamical systems, the results presented herein can readily be extended to arbitrary continuous dynamical systems defined on metric spaces. Furthermore, with appropriate modifications, stability results involving TALFD’s can be generalized to discontinuous dynamical systems (DDS).     

Lyapunov direct method in the analysis of Lagrange instability with respect to part of the variables

We obtain a sufficient condition using two Lyapunov functions for the Lagrange instability with respect to part of the variables. We also obtain another sufficient condition for the Lagrange instability with respect to part of the variables; this condition uses one Lyapunov function and is an analog of the Chetaev theorem on the instability with respect to part of the variables. If the considered part of the variables coincides with the set of all variables, then the sufficient criterion with one Lyapunov function is a corollary of the sufficient criterion with two Lyapunov functions.     

Stability of interconnected impulsive systems with and without time delays,using Lyapunov methods

In this paper, we consider the input-to-state stability (ISS) of impulsive control systems with and without time delays. We prove that, if the time-delay system possesses an exponential Lyapunov–Razumikhin function or an exponential Lyapunov–Krasovskii functional, then the system is uniformly ISS provided that the average dwell-time condition is satisfied. Then, we consider large-scale networks of impulsive systems with and without time delays and prove that the whole network is uniformly ISS under the small-gain and the average dwell-time condition. Moreover, these theorems provide us with tools to construct a Lyapunov function (for time-delay systems, a Lyapunov–Krasovskii functional or a Lyapunov–Razumikhin function) and the corresponding gains of the whole system, using the Lyapunov functions of the subsystems and the internal gains, which are linear and satisfy the small-gain condition. We illustrate the application of the main results on examples.     

Localization of limit sets and stability of systems of the neutral type with nonmonotone Lyapunov functionals

We suggest new approaches to the study of the asymptotic stability of equilibria for equations of the neutral type. Nonmonotone indefinite Lyapunov functionals are used. We investigate the localization of solutions with respect to the level surfaces of a Lyapunov functional and a functional estimating the derivative of the Lyapunov functional along the solutions. By using solution localization tests, we obtain new conditions for the asymptotic stability of equilibria for equations of the neutral type with bounded right-hand side. We present asymptotic stability tests that do not impose any a priori stability condition on the difference operator. A generalization of the Barbashin–Krasovskii theorem for nonmonotone indefinite Lyapunov functionals is proved for autonomous equations.     

基于符号数值混合计算的混成系统Lyapunov函数构造

基于平方和松弛和有理向量恢复,提出了一种符号数值混合计算方法来构造多项式Lyapunov函数以判定非线性混成系统的稳定性,首先,为Lyapunov函数预定一个给定次数的多项式模板,则Lyapunov函数构造问题可转化为相应的带参数的多项式优化问题,然后运用平方和松弛方法求得一个近似的数值多项式Lyapunov函数,再应用高斯-牛顿精化和有理向量恢复将数值多项式转化为验证的有理多项式Lyapunov函数.     

利用分数维微积分推广Lyapunov第二方法

利用分数维微积分(Fractional Calculus,简记为FC)理论,推广了Lyapunov第二方法,得到了类Lyapunov判据,给出了一种新的构造Lyapunov函数的方法和途径,并且把此判据推广到分数维系统,给出了一种分数维系统的Lyapunov稳定性问题的判别方法.