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October  2012, 32(10): 3539-3565. doi: 10.3934/dcds.2012.32.3539

Existence of piecewise linear Lyapunov functions in arbitrary dimensions

Peter Giesl 1, and  Sigurdur Hafstein 2,

1. 

Department of Mathematics, University of Sussex, Falmer BN1 9QH, United Kingdom
2. 

School of Science and Engineering, Reykjavik University, Menntavegi 1, IS-101 Reykjavik, Iceland

Received  May 2011 Revised  October 2011 Published  May 2012

Lyapunov functions are an important tool to determine the basin of attraction of exponentially stable equilibria in dynamical systems. In Marinósson (2002), a method to construct Lyapunov functions was presented, using finite differences on finite elements and thus transforming the construction problem into a linear programming problem. In Hafstein (2004), it was shown that this method always succeeds in constructing a Lyapunov function, except for a small, given neighbourhood of the equilibrium.
    For two-dimensional systems, this local problem was overcome by choosing a fan-like triangulation around the equilibrium. In Giesl/Hafstein (2010) the existence of a piecewise linear Lyapunov function was shown, and in Giesl/Hafstein (2012) it was shown that the above method with a fan-like triangulation always succeeds in constructing a Lyapunov function, without any local exception. However, the previous papers only considered two-dimensional systems. This paper generalises the existence of piecewise linear Lyapunov functions to arbitrary dimensions.
Keywords: existence, triangulation., piecewise linear, Lyapunov function, exponentially stable equilibrium.
Mathematics Subject Classification: Primary: 37B25; Secondary: 34D20, 37C7.
Citation: Peter Giesl, Sigurdur Hafstein. Existence of piecewise linear Lyapunov functions in arbitrary dimensions. Discrete & Continuous Dynamical Systems, 2012, 32 (10) : 3539-3565. doi: 10.3934/dcds.2012.32.3539
References:
[1]

R. Baier, L. Grüne and S. Hafstein, Linear programming based Lyapunov function computation for differential inclusions, Discrete Contin. Dyn. Syst. Ser. B, 17 (2012), 33-56. doi: 10.3934/dcdsb.2012.17.33.  Google Scholar

[2]

R. Bartels and G. Stewart, Algorithm 432: Solution of the matrix equation $AX + XB = C$, Comm. ACM, 15 (1972), 820-826. doi: 10.1145/361573.361582.  Google Scholar

[3]

F. Clarke, "Optimization and Nonsmooth Analysis,'' Second edition, Classics in Applied Mathematics, 5, SIAM, Philadephia, PA, 1990.  Google Scholar

[4]

A. Garcia and O. Agamennoni, Attraction and stability of nonlinear ODE's using continuous piecewise linear approximations,, submitted., ().   Google Scholar

[5]

P. Giesl, "Construction of Global Lyapunov Functions Using Radial Basis Functions,'' Lecture Notes in Mathematics, 1904, Springer, Berlin, 2007.  Google Scholar

[6]

P. Giesl and S. Hafstein, Existence of piecewise affine Lyapunov functions in two dimensions, J. Math. Anal. Appl., 371 (2010), 233-248. doi: 10.1016/j.jmaa.2010.05.009.  Google Scholar

[7]

P. Giesl and S. Hafstein, Construction of Lyapunov functions for nonlinear planar systems by linear programming, J. Math. Anal. Appl., 388 (2012), 463-479. doi: 10.1016/j.jmaa.2011.10.047.  Google Scholar

[8]

S. Hafstein, A constructive converse Lyapunov theorem on exponential stability, Discrete Contin. Dyn. Syst., 10 (2004), 657-678. doi: 10.3934/dcds.2004.10.657.  Google Scholar

[9]

S. Hafstein, A constructive converse Lyapunov theorem on asymptotic stability for nonlinear autonomous ordinary differential equations, Dynamical Systems, 20 (2005), 281-299. doi: 10.1080/14689360500164873.  Google Scholar

[10]

S. Hafstein, "An Algorithm for Constructing Lyapunov Functions,'' Electron. J. Differential Equ. Monogr., 8, Texas State Univ.-San Marcos, Dep. of Mathematics, San Marcos, TX, 2007. Available from: http://ejde.math.txstate.edu/.  Google Scholar

[11]

T. Johansen, Computation of Lyapunov functions for smooth nonlinear systems using convex optimization, Automatica J. IFAC, 36 (2000), 1617-1626. doi: 10.1016/S0005-1098(00)00088-1.  Google Scholar

[12]

M. Johansson and A. Rantzer, On the computation of piecewise quadratic Lyapunov functions, in "Proceedings of the 36th IEEE Conference on Decision and Control,'' 1997. Google Scholar

[13]

P. Julian, "A High-Level Canonical Piecewise Linear Representation: Theory and Applications,'' Ph.D. thesis, Universidad Nacional del Sur, Bahia Blanca, Argentina, 1999.  Google Scholar

[14]

P. Julián, J. Guivant and A. Desages, A parametrization of piecewise linear Lyapunov function via linear programming. Multiple model approaches to modelling and control, Int. Journal of Control, 72 (1999), 702-715.  Google Scholar

[15]

H. K. Khalil, "Nonlinear Systems,'' 3rd edition, Prentice Hall, New Jersey, 2002. Google Scholar

[16]

S. Marinósson, "Stability Analysis of Nonlinear Systems with Linear Programming: A Lyapunov Functions Based Approach,'' Ph.D. thesis, Gerhard-Mercator-University, Duisburg, Germany, 2002. Google Scholar

[17]

S. Marinósson, Lyapunov function construction for ordinary differential equations with linear programming, Dynamical Systems, 17 (2002), 137-150. doi: 10.1080/0268111011011847.  Google Scholar

[18]

A. Papachristodoulou and S. Prajna, The construction of Lyapunov functions using the sum of squares decomposition, in "Proceedings of the 41st IEEE Conference on Decision and Control,'' (2002), 3482-3487. Google Scholar

[19]

P. Parrilo, "Structured Semidefinite Programs and Semialgebraic Geometry Methods in Robustness and Optimization,'' Ph.D. thesis, Caltech, Pasadena, USA, 2000. Google Scholar

[20]

M. Peet, Exponentially stable nonlinear systems have polynomial Lyapunov functions on bounded regions, IEEE Trans. Automatic Control, 54 (2009), 979-987. doi: 10.1109/TAC.2009.2017116.  Google Scholar

[21]

V. Zubov, "Methods of A. M. Lyapunov and Their Application,'' Translation prepared under the auspices of the United States Atomic Energy Commission, edited by Leo F. Boron, P. Noordhoff Ltd, Groningen, 1964.  Google Scholar

show all references

References:
[1]

R. Baier, L. Grüne and S. Hafstein, Linear programming based Lyapunov function computation for differential inclusions, Discrete Contin. Dyn. Syst. Ser. B, 17 (2012), 33-56. doi: 10.3934/dcdsb.2012.17.33.  Google Scholar

[2]

R. Bartels and G. Stewart, Algorithm 432: Solution of the matrix equation $AX + XB = C$, Comm. ACM, 15 (1972), 820-826. doi: 10.1145/361573.361582.  Google Scholar

[3]

F. Clarke, "Optimization and Nonsmooth Analysis,'' Second edition, Classics in Applied Mathematics, 5, SIAM, Philadephia, PA, 1990.  Google Scholar

[4]

A. Garcia and O. Agamennoni, Attraction and stability of nonlinear ODE's using continuous piecewise linear approximations,, submitted., ().   Google Scholar

[5]

P. Giesl, "Construction of Global Lyapunov Functions Using Radial Basis Functions,'' Lecture Notes in Mathematics, 1904, Springer, Berlin, 2007.  Google Scholar

[6]

P. Giesl and S. Hafstein, Existence of piecewise affine Lyapunov functions in two dimensions, J. Math. Anal. Appl., 371 (2010), 233-248. doi: 10.1016/j.jmaa.2010.05.009.  Google Scholar

[7]

P. Giesl and S. Hafstein, Construction of Lyapunov functions for nonlinear planar systems by linear programming, J. Math. Anal. Appl., 388 (2012), 463-479. doi: 10.1016/j.jmaa.2011.10.047.  Google Scholar

[8]

S. Hafstein, A constructive converse Lyapunov theorem on exponential stability, Discrete Contin. Dyn. Syst., 10 (2004), 657-678. doi: 10.3934/dcds.2004.10.657.  Google Scholar

[9]

S. Hafstein, A constructive converse Lyapunov theorem on asymptotic stability for nonlinear autonomous ordinary differential equations, Dynamical Systems, 20 (2005), 281-299. doi: 10.1080/14689360500164873.  Google Scholar

[10]

S. Hafstein, "An Algorithm for Constructing Lyapunov Functions,'' Electron. J. Differential Equ. Monogr., 8, Texas State Univ.-San Marcos, Dep. of Mathematics, San Marcos, TX, 2007. Available from: http://ejde.math.txstate.edu/.  Google Scholar

[11]

T. Johansen, Computation of Lyapunov functions for smooth nonlinear systems using convex optimization, Automatica J. IFAC, 36 (2000), 1617-1626. doi: 10.1016/S0005-1098(00)00088-1.  Google Scholar

[12]

M. Johansson and A. Rantzer, On the computation of piecewise quadratic Lyapunov functions, in "Proceedings of the 36th IEEE Conference on Decision and Control,'' 1997. Google Scholar

[13]

P. Julian, "A High-Level Canonical Piecewise Linear Representation: Theory and Applications,'' Ph.D. thesis, Universidad Nacional del Sur, Bahia Blanca, Argentina, 1999.  Google Scholar

[14]

P. Julián, J. Guivant and A. Desages, A parametrization of piecewise linear Lyapunov function via linear programming. Multiple model approaches to modelling and control, Int. Journal of Control, 72 (1999), 702-715.  Google Scholar

[15]

H. K. Khalil, "Nonlinear Systems,'' 3rd edition, Prentice Hall, New Jersey, 2002. Google Scholar

[16]

S. Marinósson, "Stability Analysis of Nonlinear Systems with Linear Programming: A Lyapunov Functions Based Approach,'' Ph.D. thesis, Gerhard-Mercator-University, Duisburg, Germany, 2002. Google Scholar

[17]

S. Marinósson, Lyapunov function construction for ordinary differential equations with linear programming, Dynamical Systems, 17 (2002), 137-150. doi: 10.1080/0268111011011847.  Google Scholar

[18]

A. Papachristodoulou and S. Prajna, The construction of Lyapunov functions using the sum of squares decomposition, in "Proceedings of the 41st IEEE Conference on Decision and Control,'' (2002), 3482-3487. Google Scholar

[19]

P. Parrilo, "Structured Semidefinite Programs and Semialgebraic Geometry Methods in Robustness and Optimization,'' Ph.D. thesis, Caltech, Pasadena, USA, 2000. Google Scholar

[20]

M. Peet, Exponentially stable nonlinear systems have polynomial Lyapunov functions on bounded regions, IEEE Trans. Automatic Control, 54 (2009), 979-987. doi: 10.1109/TAC.2009.2017116.  Google Scholar

[21]

V. Zubov, "Methods of A. M. Lyapunov and Their Application,'' Translation prepared under the auspices of the United States Atomic Energy Commission, edited by Leo F. Boron, P. Noordhoff Ltd, Groningen, 1964.  Google Scholar

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