Computing Lyapunov functions using deep neural networks

Lars Grüne

doi:10.3934/jcd.2021006

Article Contents

2021, Volume 8, Issue 2: 131-152. Doi: 10.3934/jcd.2021006

This issue Previous Article Next Article Analysis of the fractional descriptor discrete-time linear systems by the use of the shuffle algorithm

Computing Lyapunov functions using deep neural networks

Lars Grüne

Mathematical Institute, University of Bayreuth, 95440 Bayreuth, Germany

Received: August 31, 2020

Revised: October 31, 2020

Early access: December 2020

Published: April 2021

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Abstract

We propose a deep neural network architecture and associated loss functions for a training algorithm for computing approximate Lyapunov functions of systems of nonlinear ordinary differential equations. Under the assumption that the system admits a compositional Lyapunov function, we prove that the number of neurons needed for an approximation of a Lyapunov function with fixed accuracy grows only polynomially in the state dimension, i.e., the proposed approach is able to overcome the curse of dimensionality. We show that nonlinear systems satisfying a small-gain condition admit compositional Lyapunov functions. Numerical examples in up to ten space dimensions illustrate the performance of the training scheme.

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Mathematics Subject Classification: Primary:68T07;34D20;Secondary:93D09.

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Figure 1. Neural network with $ 1 $ and $ 2 $ hidden layers

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Figure 2. Neural network for Lyapunov functions, $ f\in F_1^{d_{\max}} $

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Figure 3. Neural network for Lyapunov functions, $ f\in F_2^{d_{\max}} $

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Figure 5. Attempt to compute a Lyapunov function $ W(\cdot;\theta^*) $ (solid) with its orbital derivative $ DW(\cdot;\theta^*)f $ (mesh) for Ex. (12) with loss function (9)

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Figure 4. Approximate Lyapunov function $ W(\cdot;\theta^*) $ (solid) and its orbital derivative $ DW(\cdot;\theta^*)f $ (mesh) for Example (12) computed with loss function (11)

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Figure 6. Approximate Lyapunov function $ W(\cdot;\theta^*) $ (solid) and its orbital derivative $ DW(\cdot;\theta^*)f $ (mesh) for Example (13) on $ (x_2,x_8) $-plane

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Figure 7. Approximate Lyapunov function $ W(\cdot;\theta^*) $ (solid) and its orbital derivative $ DW(\cdot;\theta^*)f $ (mesh) for Example (13) on $ (x_9,x_{10}) $-plane

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Figure 8. Value of approximate Lyapunov function $ W(x(t);\theta^*) $ along trajectories for initial values $ x_0 = (1,1,1,1,1,1,1,1,1,1)^T $, $ (0,1,0,1,0,1,0,1,0,1)^T $, $ (1,0,0,0,0,0,0,0,0,0)^T $ (left to right)

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