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Scalable analysis of nonlinear systems using convex optimization.

机译:使用凸优化的非线性系统的可扩展分析。

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In this thesis, we investigate how convex optimization can be used to analyze different classes of nonlinear systems at various scales algorithmically. The methodology is based on the construction of appropriate Lyapunov-type certificates using sum of squares techniques.; After a brief introduction on the mathematical tools that we will be using, we turn our attention to robust stability and performance analysis of systems described by Ordinary Differential Equations. A general framework for constrained systems analysis is developed, under which stability of systems with polynomial, non-polynomial vector fields and switching systems, as well estimating the region of attraction and the L2 gain can be treated in a unified manner. We apply our results to examples from biology and aerospace.; We then consider systems described by Functional Differential Equations (FDEs), i.e., time-delay systems. Their main characteristic is that they are infinite dimensional, which complicates their analysis. We first show how the complete Lyapunov-Krasovskii functional can be constructed algorithmically for linear time-delay systems. Then, we concentrate on delay-independent and delay-dependent stability analysis of nonlinear FDEs using sum of squares techniques. An example from ecology is given.; The scalable stability analysis of congestion control algorithms for the Internet is investigated next. The models we use result in an arbitrary interconnection of FDE subsystems, for which we require that stability holds for arbitrary delays, network topologies and link capacities. Through a constructive proof, we develop a Lyapunov functional for FAST---a recently developed network congestion control scheme---so that the Lyapunov stability properties scale with the system size. We also show how other network congestion control schemes can be analyzed in the same way.; Finally, we concentrate on systems described by Partial Differential Equations. We show that axially constant perturbations of the Navier-Stokes equations for Hagen-Poiseuille flow are globally stable, even though the background noise is amplified as R3 where R is the Reynolds number, giving a 'robust yet fragile' interpretation. We also propose a sum of squares methodology for the analysis of systems described by parabolic PDEs.; We conclude this work with an account for future research.
机译:在本文中,我们研究了如何在不同尺度上使用凸优化来分析不同类别的非线性系统。该方法基于使用平方和技术构造适当的Lyapunov型证书。在简要介绍了将要使用的数学工具之后,我们将注意力转向了由常微分方程描述的系统的鲁棒稳定性和性能分析。建立了约束系统分析的通用框架,可以统一处理具有多项式,非多项式矢量场和切换系统的系统的稳定性,以及估计吸引区域和L2增益的系统。我们将研究结果应用于生物学和航空航天领域的实例。然后,我们考虑由功能微分方程(FDE)描述的系统,即延时系统。它们的主要特征是它们是无限维的,这使它们的分析变得复杂。我们首先展示如何为线性时滞系统通过算法构造完整的Lyapunov-Krasovskii函数。然后,我们集中于使用平方和技术对非线性FDE进行时滞无关和时滞相关的稳定性分析。给出了生态学的例子。接下来研究Internet拥塞控制算法的可扩展稳定性分析。我们使用的模型导致FDE子系统的任意互连,为此,我们要求对任意延迟,网络拓扑和链路容量保持稳定性。通过建设性的证明,我们开发了用于FAST的Lyapunov功能-一种最近开发的网络拥塞控制方案--从而Lyapunov稳定性特性随系统规模而扩展。我们还将展示如何以相同的方式分析其他网络拥塞控制方案。最后,我们专注于偏微分方程描述的系统。我们表明,即使背景噪声被放大为R3(其中R是雷诺数),Hagen-Poiseuille流动的Navier-Stokes方程的轴向恒定扰动是全局稳定的,给出了“稳健而脆弱”的解释。我们还提出了平方和方法,以分析抛物线​​形偏微分方程所描述的系统。我们以对未来研究的解释来结束这项工作。

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