Estimation of statistical characteristics of attainability sets of controllable systems

We study an expansion of the notion of invariance for sets with respect to controllable systems and differential inclusions. Namely, we study statistically invariant sets and statistical characteristics of attainability sets of controllable systems. We obtain a lower bound for the lower relative frequency of the absorption of the attainability set of a system by a given set and establish new sufficient conditions of the statistical invariance of the set with respect to the controllable system. We give examples of the calculation of statistical characteristics for the linear Cauchy problem and a linear controllable system with almost periodic coefficients.     

Weak Invariance of a Cylindrical Set with Smooth Boundary with Respect to a Control System

We consider the problem of constructing resolving sets for a differential game or an optimal control problem based on information on the dynamics of the system, control resources, and boundary conditions. The construction of largest possible sets with such properties (the maximal stable bridge in a differential game or the controllability set in a control problem) is a nontrivial problem due to their complicated geometry; in particular, the boundaries may be nonconvex and nonsmooth. In practical engineering tasks, which permit some tolerance and deviations, it is often admissible to construct a resolving set that is not maximal. The constructed set may possess certain characteristics that would make the formation of control actions easier. For example, the set may have convex sections or a smooth boundary. In this context, we study the property of stability (weak invariance) for one class of sets in the space of positions of a differential game. Using the notion of stability defect of a set introduced by V.N. Ushakov, we derive a criterion of weak invariance with respect to a conflict control dynamic system for cylindrical sets. In a particular case of a linear control system, we obtain easily verified sufficient conditions of weak invariance for cylindrical sets with ellipsoidal sections. The proof of the conditions is based on constructions and facts of subdifferential calculation. An illustrating example is given.     

Reachability analysis of linear systems using support functions

This work is concerned with the algorithmic reachability analysis of continuous-time linear systems with constrained initial states and inputs. We propose an approach for computing an over-approximation of the set of states reachable on a bounded time interval. The main contribution over previous works is that it allows us to consider systems whose sets of initial states and inputs are given by arbitrary compact convex sets represented by their support functions. We actually compute two over-approximations of the reachable set. The first one is given by the union of convex sets with computable support functions. As the representation of convex sets by their support function is not suitable for some tasks, we derive from this first over-approximation a second one given by the union of polyhedrons. The overall computational complexity of our approach is comparable to the complexity of the most competitive available specialized algorithms for reachability analysis of linear systems using zonotopes or ellipsoids. The effectiveness of our approach is demonstrated on several examples.     

On a topological closeness of perturbed Mandelbrot sets

In the present work we propose a numerical and visual tool for the study of the deformation of the Mandelbrot sets of perturbed Mandelbrot maps by noise in comparison with the original Mandelbrot set. Further, by employing these numerical tools, we support the invariance of the Mandelbrot set of a noise-perturbed Mandelbrot map under different noise realizations. Finally, we provide evidence for the non-fractal structure of the Mandelbrot set of a noise-perturbed Mandelbrot map.     

Sets invariant under an integral constraint on controls

In this paper we study the invariance of given sets with respect to a system with distributed parameters. The considered system is described by a heat conductivity equation whose right-hand side written in the additive form contains a control. For the initial data we obtain sufficient conditions for the strong and weak invariance of the set that represents the graph of a given multivalued mapping.     

On a topological closeness of perturbed Julia sets

In the present work we expand our previous work in [1] by introducing the Julia Deviation Distance and the Julia Deviation Plot in order to study the stability of the Julia sets of noise-perturbed Mandelbrot maps. We observe a power-law behaviour of the Julia Deviation Distance of the Julia sets of a family of additive dynamic noise Mandelbrot maps from the Julia set of the Mandelbrot map as a function of the noise level. Additionally, using the above tools, we support the invariance of the Julia set of a noise-perturbed Mandelbrot map under different noise realizations.     

Equi-invariability,bounded invariance complexity and L-stability for control systems

In this paper, we introduce the notions of bounded invariance complexity, bounded invariance complexity in the mean and mean Lyapunov-stability for control systems. Then we characterize these notions by introducing six types of equi-invariability. As a by-product, two new dichotomy theorems for the control system on the control sets are established.     

Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature

Abstract

Thanks to the Stroock and Varadhan “Support Theorem” and under convenient regularity assumptions, stochastic viability problems are equivalent to invariance problems for control systems (also called tychastic viability), as it has been singled out by Doss in 1977 for instance. By the way, it is in this framework of invariance under control systems that problems of stochastic viability in mathematical finance are studied. The Invariance Theorem for control systems characterizes invariance through first‐order tangential and/or normal conditions whereas the stochastic invariance theorem characterizes invariance under second‐order tangential conditions. Doss's Theorem states that these first‐order normal conditions are equivalent to second‐order normal conditions that we expect for invariance under stochastic differential equations for smooth subsets. We extend this result to any subset by defining in an adequate way the concept of contingent curvature of a set and contingent epi‐Hessian of a function, related to the contingent curvature of its epigraph. This allows us to go one step further by characterizing functions the epigraphs of which are invariant under systems of stochastic differential equations. We shall show that they are (generalized) solutions to either a system of first‐order Hamilton‐Jacobi equations or to an equivalent system of second‐order Hamilton‐Jacobi equations.     

Attraction for autonomous mechanical systems with sliding friction

Issues on attraction in autonomous mechanical systems with ideal holonomic bilateral constraints acted upon by potential gyroscopic dissipative forces and forces of sliding friction are considered. In particular, the semi-invariance of ω-limit sets and the conditions for the dichotomy of such systems are established. The investigation is based on the invariance principle using several Lyapunov functions, combining the methods of [1] with the La Salle invariance principle [2, 3] applied to autonomous systems with a discontinuous right-hand side.     

Monotonicity and positive invariance of linear systems over dioids

In this paper, we make connections between two apparently different concepts. The first concept is the (linear) monotonicity of a given matrix which is usually used in order to compare Markov chains. This concept is involved in the simplification of complex stochastic systems in order to control the approximation error made. The second concept is the positive invariance of sets by a (linear) map. The properties of positively invariant sets are involved in many different problems in classical control theory, such as constrained control, robustness analysis, optimisation, and also in aggregation of Markov chains (namely strong lumpability and coherency).

In the context of linear dynamical systems over semirings which play an important role in the study of discrete event systems, we establish links between monotone (or isotone) linear maps and linear maps which admit some special families of positively invariant sets.     

向量场的积分曲线分类和链群与有向同伦不变性

利用积分曲线的极限集,对紧流形M上向量场X所确定的积分曲线进行了分类,在分类的基础上定义了向量场X的链群、极限集闭链群和极限集边缘链群,以及两个同类群,最后还引入了向量场正向同伦和负向同伦的概念,并证明了极限集是正向同伦和负向同伦不变的,链群、极限集闭链群和极限集边缘链群以及两个同类群在向量场双向同伦的情况下是同构的.     

Bi-Lipschitz homeomorphic subanalytic sets have bi-Lipschitz homeomorphic tangent cones

We prove that if there exists a bi-Lipschitz homeomorphism (not necessarily subanalytic) between two subanalytic sets, then their tangent cones are bi-Lipschitz homeomorphic. As a consequence of this result, we show that any Lipschitz regular complex analytic set, i.e., any complex analytic set which is locally bi-Lipschitz homeomorphic to an Euclidean ball must be smooth. Finally, we give an alternative proof of S. Koike and L. Paunescu’s result about the bi-Lipschitz invariance of directional dimensions of subanalytic sets.     

On admissibility in various classes of quadratic estimators

Estimation of variance components in several classes of quadratic estimators is considered. It includes estimation with or without unbiasedness and with or without invariance. Relations between sets of admissible estimators in these classes are investigated. It is shown that the set of admissible estimators among (unbiased) invariant quadratics is included in the set of admissible estimators among all (unbiased) quadratics but the set of admissible among all quadratics is disjoint with the set of all unbiased quadratics.     

Forward attraction in nonautonomous difference equations

Two types of attractors consisting of families of sets that are mapped into each other under the dynamics have been defined for nonautonomous difference equations, one using pullback convergence with information about the system in the past and the other using forward convergence with information about the system in the future. In both cases, the component sets are constructed using a pullback argument within a positively invariant family of sets. The forward attractor so constructed also uses information about the past, which is very restrictive and not essential for determining future behaviour. Here an alternative is investigated, essentially the omega-limit set of the system, which Chepyzhov and Vishik called the uniform attractor. It is shown here that this set is asymptotically positively invariant, thus providing it with an hitherto missing form of invariance, if in somewhat weaker than usual, that one expects an attractor to possess. As a consequence this set provides useful information about the behaviour in current time during the approach to the limit.     

Two New Recurrent Levels for <Emphasis Type="Italic">C</Emphasis><Superscript>0</Superscript>-Flows

The central problem in dynamical systems is the asymptotic behavior or topological structure of the orbits. Nevertheless only orbits of points with certain recurrence and form a set of full measure are truly of importance. Of course, such a set is desired to be as small (in the sense of set inclusion) as possible. In this paper we discuss such two sets: the set of weakly almost periodic points and the set of quasi-weakly almost periodic points. While the two sets are different from each other by definitions, we prove that their closures both coincide with the measure center (or the minimal center of attraction) of the dynamical systems. Generally, a point may have three levels of orbit-structure: the support of an invariant measure generated by the point, its minimal center of attraction and its ω-limit set. We study the three levels of orbit-structure for weakly almost periodic points and quasi-weakly almost periodic points. We prove that quasi-weakly almost periodic points possess especially rich topological orbit-structures. We also present a necessary and sufficient condition for a point to belong to its own minimal center of attraction.     

Invariant convex bodies for strongly elliptic systems

We consider uniformly strongly elliptic systems of the second order with bounded coefficients. First, sufficient conditions for the invariance of convex bodies are obtained for linear systems without zero order term on bounded domains and quasilinear systems of special form on bounded domains and on a class of unbounded domains. These conditions are formulated in algebraic form. They describe relation between the geometry of the invariant convex body and the coefficients of the system. Next, necessary conditions, which are also sufficient, for the invariance of some convex bodies are found for elliptic homogeneous systems with constant coefficients in a half-space. The necessary conditions are derived by using a criterion on the invariance of convex bodies for normalized matrix-valued integral transforms also obtained in the paper. In contrast with the previous studies of invariant sets for elliptic systems, no a priori restrictions on the coefficient matrices are imposed.     

Extremality of convex sets with some applications

In this paper we introduce an enhanced notion of extremal systems for sets in locally convex topological vector spaces and obtain efficient conditions for set extremality in the convex case. Then we apply this machinery to deriving new calculus results on intersection rules for normal cones to convex sets and on infimal convolutions of support functions.     

Statistical characteristics of attainability set of controllable systems with random coefficients

For controllable systems with random coefficients we study a property of statistical invariance, satisfied with given probability. We obtain sufficient conditions for invariance of a set with respect to controllable system expressed in terms of Lyapunov functions and shift dynamic system. We study the statistical characteristics of attainability set of a controllable system which is parameterized by metric dynamic system.     

Omega-limit sets and invariant chaos in dimension one

Omega-limit sets play an important role in one-dimensional dynamics. During last fifty year at least three definitions of basic set has appeared. Authors often use results with different definition. Here we fill in the gap of missing proof of equivalency of these definitions. Using results on basic sets we generalize results in paper [P. Oprocha, Invariant scrambled sets and distributional chaos, Dyn. Syst. 24 (2009), no. 1, 31–43.] to the case continuous maps of finite graphs. The Li-Yorke chaos is weaker than positive topological entropy. The equivalency arises when we add condition of invariance to Li-Yorke scrambled set. In this note we show that for a continuous graph map properties positive topological entropy; horseshoe; invariant Li-Yorke scrambled set; uniform invariant distributional chaotic scrambled set and distributionaly chaotic pair are mutually equivalent.     

Characterizations of strictly convex sets by the uniqueness of support points

Abstract

This short paper characterizes strictly convex sets by the uniqueness of support points (such points are called unique support points or exposed points) under appropriate assumptions. A class of so-called regular sets, for which every extreme point is a unique support point, is introduced. Closed strictly convex sets and their intersections with some other sets are shown to belong to this class. The obtained characterizations are then applied to set-valued maps and to the separation of a convex set and a strictly convex set. Under suitable assumptions, so-called set-valued maps with path property are characterized by strictly convex images of the considered set-valued map.