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Computing complete Lyapunov functions for discrete-time dynamical systems
1. | Department of Mathematics, University of Sussex, Falmer BN1 9QH, United Kingdom |
2. | Faculty of Physical Sciences, University of Iceland, 107 Reykjavik, Iceland |
A complete Lyapunov function characterizes the behaviour of a general discrete-time dynamical system. In particular, it divides the state space into the chain-recurrent set where the complete Lyapunov function is constant along trajectories and the part where the flow is gradient-like and the complete Lyapunov function is strictly decreasing along solutions. Moreover, the level sets of a complete Lyapunov function provide information about attractors, repellers, and basins of attraction.
We propose two novel classes of methods to compute complete Lyapunov functions for a general discrete-time dynamical system given by an iteration. The first class of methods computes a complete Lyapunov function by approximating the solution of an ill-posed equation for its discrete orbital derivative using meshfree collocation. The second class of methods computes a complete Lyapunov function as solution of a minimization problem in a reproducing kernel Hilbert space. We apply both classes of methods to several examples.
References:
[1] |
E. Akin, The General Topology of Dynamical Systems, American Mathematical Society, 1993.
doi: 10.1090/gsm/001. |
[2] |
C. Argáez, P. Giesl and S. Hafstein, Analysing dynamical systems towards computing complete Lyapunov functions, In Proceedings of the 7th International Conference on Simulation and Modeling Methodologies, Technologies and Applications, Madrid, Spain, pages 323–330, 2017. Google Scholar |
[3] |
C. Argáez, P. Giesl and S. Hafstein, Computation of complete Lyapunov functions for three-dimensional systems, In Proceedings of the 57rd IEEE Conference on Decision and Control (CDC), pages 4059–4064, 2018. Google Scholar |
[4] |
C. Argáez, P. Giesl and S. Hafstein, Dynamical systems in theoretical perspective, Chapter Computational Approach for Complete Lyapunov Functions, 248 (2018), 1–11. Springer, Springer Proceedings in Mathematics and Statistics.
doi: 10.1007/978-3-319-96598-7_1. |
[5] |
C. Argáez, P. Giesl and S. Hafstein, Iterative construction of complete Lyapunov functions, In Proceedings of the 8th International Conference on Simulation and Modeling Methodologies, Technologies and Applications, (2018), 211–222. Google Scholar |
[6] |
N. Aronszajn,
Theory of reproducing kernels, Trans. Amer. Math. Soc., 68 (1950), 337-404.
doi: 10.1090/S0002-9947-1950-0051437-7. |
[7] |
J. Auslander,
Generalized recurrence in dynamical systems, Contributions to Differential Equations, 3 (1964), 65-74.
|
[8] |
H. Ban and W. D. Kalies,
A computational approach to Conley's decomposition theorem, J. Comput. Nonlinear Dynam, 1 (2006), 312-319.
doi: 10.1115/1.2338651. |
[9] |
P. Bernard and S. Suhr,
Lyapunov functions of closed cone fields: From Conley theory to time functions, Commun. Math. Phys., 359 (2018), 467-498.
doi: 10.1007/s00220-018-3127-7. |
[10] |
J. Björnsson, P. Giesl, S. F. Hafstein and C. M. Kellett,
Computation of Lyapunov functions for systems with multiple attractors, Discrete Contin. Dyn. Syst., 35 (2015), 4019-4039.
doi: 10.3934/dcds.2015.35.4019. |
[11] |
S. C. Brenner and L. R. Scott, The Mathematical Theory of Finite Element Methods, Texts in Applied Mathematics. Springer New York, 2008.
doi: 10.1007/978-0-387-75934-0. |
[12] |
H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Spinger, 2011. |
[13] |
C. Conley, Isolated Invariant Sets and the Morse Index, CBMS Regional Conference Series in Mathematics, 38. American Mathematical Society, 1978. |
[14] |
M. Dellnitz, G. Froyland and O. Junge, The algorithms behind GAIO – set oriented numerical methods for dynamical systems, Ergodic theory, Analysis, and Efficient Simulation of Dynamical Systems, (2001), 145–174,805–807. |
[15] |
A. Fathi and P. Pageault,
Smoothing Lyapunov functions, Trans. Amer. Math. Soc., 371 (2019), 1677-1700.
doi: 10.1090/tran/7329. |
[16] |
J. Franks, Generalizations of the Poincaré-Birkhoff theorem, Ann. of Math., 128 (1998), 139–151. Erratum: arXiv: math/0410316.
doi: 10.2307/1971464. |
[17] |
P. Giesl, Construction of Global Lyapunov Functions Using Radial Basis Functions, Lecture Notes in Math. 1904, Springer, 2007. |
[18] |
P. Giesl, C. Argáez, S. Hafstein and H. Wendland, Construction of a complete Lyapunov function using quadratic programming, Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics, 1 (2018), 560-568. Google Scholar |
[19] |
P. Giesl, C. Argáez, S. Hafstein and H. Wendland, Convergence of discretized minimization problems with applications to complete Lyapunov functions, submitted, 2020. Google Scholar |
[20] |
P. Giesl and H. Wendland,
Meshless collocation: Error estimates with application to dynamical systems, SIAM J. Numer. Anal., 45 (2007), 1723-1741.
doi: 10.1137/060658813. |
[21] |
S. V. Gonchenko, I. I. Ovsyannikov, C. Simó and D. Turaev,
Three-dimensional Hénon-like maps and wild Lorenz-like attractors, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 15 (2005), 3493-3508.
doi: 10.1142/S0218127405014180. |
[22] |
A. Goullet, S. Harker, K. Mischaikow, W. D. Kalies and D. Kasti,
Efficient computation of Lyapunov functions for Morse decompositions, Discrete Contin. Dyn. Syst. Ser. B, 20 (2015), 2418-2451.
doi: 10.3934/dcdsb.2015.20.2419. |
[23] |
M. Hurley,
Chain recurrence and attraction in non-compact spaces, Ergodic Theory Dynam. Systems, 11 (1991), 709-729.
doi: 10.1017/S014338570000643X. |
[24] |
M. Hurley,
Noncompact chain recurrence and attraction, Proc. Amer. Math. Soc., 115 (1992), 1139-1148.
doi: 10.1090/S0002-9939-1992-1098401-X. |
[25] |
M. Hurley,
Chain recurrence, semiflows, and gradients, J. Dynam. Differential Equations, 7 (1995), 437-456.
doi: 10.1007/BF02219371. |
[26] |
M. Hurley,
Lyapunov functions and attractors in arbitrary metric spaces, Proc. Amer. Math. Soc., 126 (1998), 245-256.
doi: 10.1090/S0002-9939-98-04500-6. |
[27] |
A. Iske, Perfect centre placement for radial basis function methods, Technical Report TUM-M9809, TU Munich, Germany, 1998. Google Scholar |
[28] |
W. D. Kalies, K. Mischaikow and R. C. A. M. VanderVorst,
An algorithmic approach to chain recurrence, Found. Comput. Math., 5 (2005), 409-449.
doi: 10.1007/s10208-004-0163-9. |
[29] |
D. E. Norton,
The fundamental theorem of dynamical systems, Comment. Math. Univ. Carolin., 36 (1995), 585-597.
|
[30] |
M. Patrão,
Existence of complete Lyapunov functions for semiflows on separable metric spaces, Far East J. Dyn. Syst., 17 (2011), 49-54.
|
[31] |
C. Robinson, Dynamical Systems: Stability, Symbolic Dynamics, and Chaos, Studies in Advanced Mathematics. CRC Press, 2. edition, 1999.
![]() |
[32] |
S. Suhr and S. Hafstein, Smooth complete Lyapunov functions for ODEs, submitted, 2020. Google Scholar |
[33] |
H. Wendland,
Error estimates for interpolation by compactly supported radial basis functions of minimal degree, J. Approx. Theory, 93 (1998), 258-272.
doi: 10.1006/jath.1997.3137. |
[34] |
H. Wendland, Scattered Data Approximation, volume 17 of Cambridge Monographs on Applied and Computational Mathematics, Cambridge University Press, Cambridge, 2005.
![]() |
show all references
References:
[1] |
E. Akin, The General Topology of Dynamical Systems, American Mathematical Society, 1993.
doi: 10.1090/gsm/001. |
[2] |
C. Argáez, P. Giesl and S. Hafstein, Analysing dynamical systems towards computing complete Lyapunov functions, In Proceedings of the 7th International Conference on Simulation and Modeling Methodologies, Technologies and Applications, Madrid, Spain, pages 323–330, 2017. Google Scholar |
[3] |
C. Argáez, P. Giesl and S. Hafstein, Computation of complete Lyapunov functions for three-dimensional systems, In Proceedings of the 57rd IEEE Conference on Decision and Control (CDC), pages 4059–4064, 2018. Google Scholar |
[4] |
C. Argáez, P. Giesl and S. Hafstein, Dynamical systems in theoretical perspective, Chapter Computational Approach for Complete Lyapunov Functions, 248 (2018), 1–11. Springer, Springer Proceedings in Mathematics and Statistics.
doi: 10.1007/978-3-319-96598-7_1. |
[5] |
C. Argáez, P. Giesl and S. Hafstein, Iterative construction of complete Lyapunov functions, In Proceedings of the 8th International Conference on Simulation and Modeling Methodologies, Technologies and Applications, (2018), 211–222. Google Scholar |
[6] |
N. Aronszajn,
Theory of reproducing kernels, Trans. Amer. Math. Soc., 68 (1950), 337-404.
doi: 10.1090/S0002-9947-1950-0051437-7. |
[7] |
J. Auslander,
Generalized recurrence in dynamical systems, Contributions to Differential Equations, 3 (1964), 65-74.
|
[8] |
H. Ban and W. D. Kalies,
A computational approach to Conley's decomposition theorem, J. Comput. Nonlinear Dynam, 1 (2006), 312-319.
doi: 10.1115/1.2338651. |
[9] |
P. Bernard and S. Suhr,
Lyapunov functions of closed cone fields: From Conley theory to time functions, Commun. Math. Phys., 359 (2018), 467-498.
doi: 10.1007/s00220-018-3127-7. |
[10] |
J. Björnsson, P. Giesl, S. F. Hafstein and C. M. Kellett,
Computation of Lyapunov functions for systems with multiple attractors, Discrete Contin. Dyn. Syst., 35 (2015), 4019-4039.
doi: 10.3934/dcds.2015.35.4019. |
[11] |
S. C. Brenner and L. R. Scott, The Mathematical Theory of Finite Element Methods, Texts in Applied Mathematics. Springer New York, 2008.
doi: 10.1007/978-0-387-75934-0. |
[12] |
H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Spinger, 2011. |
[13] |
C. Conley, Isolated Invariant Sets and the Morse Index, CBMS Regional Conference Series in Mathematics, 38. American Mathematical Society, 1978. |
[14] |
M. Dellnitz, G. Froyland and O. Junge, The algorithms behind GAIO – set oriented numerical methods for dynamical systems, Ergodic theory, Analysis, and Efficient Simulation of Dynamical Systems, (2001), 145–174,805–807. |
[15] |
A. Fathi and P. Pageault,
Smoothing Lyapunov functions, Trans. Amer. Math. Soc., 371 (2019), 1677-1700.
doi: 10.1090/tran/7329. |
[16] |
J. Franks, Generalizations of the Poincaré-Birkhoff theorem, Ann. of Math., 128 (1998), 139–151. Erratum: arXiv: math/0410316.
doi: 10.2307/1971464. |
[17] |
P. Giesl, Construction of Global Lyapunov Functions Using Radial Basis Functions, Lecture Notes in Math. 1904, Springer, 2007. |
[18] |
P. Giesl, C. Argáez, S. Hafstein and H. Wendland, Construction of a complete Lyapunov function using quadratic programming, Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics, 1 (2018), 560-568. Google Scholar |
[19] |
P. Giesl, C. Argáez, S. Hafstein and H. Wendland, Convergence of discretized minimization problems with applications to complete Lyapunov functions, submitted, 2020. Google Scholar |
[20] |
P. Giesl and H. Wendland,
Meshless collocation: Error estimates with application to dynamical systems, SIAM J. Numer. Anal., 45 (2007), 1723-1741.
doi: 10.1137/060658813. |
[21] |
S. V. Gonchenko, I. I. Ovsyannikov, C. Simó and D. Turaev,
Three-dimensional Hénon-like maps and wild Lorenz-like attractors, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 15 (2005), 3493-3508.
doi: 10.1142/S0218127405014180. |
[22] |
A. Goullet, S. Harker, K. Mischaikow, W. D. Kalies and D. Kasti,
Efficient computation of Lyapunov functions for Morse decompositions, Discrete Contin. Dyn. Syst. Ser. B, 20 (2015), 2418-2451.
doi: 10.3934/dcdsb.2015.20.2419. |
[23] |
M. Hurley,
Chain recurrence and attraction in non-compact spaces, Ergodic Theory Dynam. Systems, 11 (1991), 709-729.
doi: 10.1017/S014338570000643X. |
[24] |
M. Hurley,
Noncompact chain recurrence and attraction, Proc. Amer. Math. Soc., 115 (1992), 1139-1148.
doi: 10.1090/S0002-9939-1992-1098401-X. |
[25] |
M. Hurley,
Chain recurrence, semiflows, and gradients, J. Dynam. Differential Equations, 7 (1995), 437-456.
doi: 10.1007/BF02219371. |
[26] |
M. Hurley,
Lyapunov functions and attractors in arbitrary metric spaces, Proc. Amer. Math. Soc., 126 (1998), 245-256.
doi: 10.1090/S0002-9939-98-04500-6. |
[27] |
A. Iske, Perfect centre placement for radial basis function methods, Technical Report TUM-M9809, TU Munich, Germany, 1998. Google Scholar |
[28] |
W. D. Kalies, K. Mischaikow and R. C. A. M. VanderVorst,
An algorithmic approach to chain recurrence, Found. Comput. Math., 5 (2005), 409-449.
doi: 10.1007/s10208-004-0163-9. |
[29] |
D. E. Norton,
The fundamental theorem of dynamical systems, Comment. Math. Univ. Carolin., 36 (1995), 585-597.
|
[30] |
M. Patrão,
Existence of complete Lyapunov functions for semiflows on separable metric spaces, Far East J. Dyn. Syst., 17 (2011), 49-54.
|
[31] |
C. Robinson, Dynamical Systems: Stability, Symbolic Dynamics, and Chaos, Studies in Advanced Mathematics. CRC Press, 2. edition, 1999.
![]() |
[32] |
S. Suhr and S. Hafstein, Smooth complete Lyapunov functions for ODEs, submitted, 2020. Google Scholar |
[33] |
H. Wendland,
Error estimates for interpolation by compactly supported radial basis functions of minimal degree, J. Approx. Theory, 93 (1998), 258-272.
doi: 10.1006/jath.1997.3137. |
[34] |
H. Wendland, Scattered Data Approximation, volume 17 of Cambridge Monographs on Applied and Computational Mathematics, Cambridge University Press, Cambridge, 2005.
![]() |


















Example | #-evaluation | ||||||||
(24) | 1,779,556 | ||||||||
(25) | 2,003,001 | ||||||||
(26) | 1,334,000 | ||||||||
(27) | 1,334,000 | ||||||||
(28) | 1,779,556 | ||||||||
(29) | 1,030,301 |
Example | #-evaluation | ||||||||
(24) | 1,779,556 | ||||||||
(25) | 2,003,001 | ||||||||
(26) | 1,334,000 | ||||||||
(27) | 1,334,000 | ||||||||
(28) | 1,779,556 | ||||||||
(29) | 1,030,301 |
System | equality-inequality | inequality | ||||
(24) | ||||||
(25) | ||||||
(26) | ||||||
(27) | ||||||
(28) | ||||||
(29) |
System | equality-inequality | inequality | ||||
(24) | ||||||
(25) | ||||||
(26) | ||||||
(27) | ||||||
(28) | ||||||
(29) |
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