Scalable Analysis of Nonlinear Systems Using Convex Optimization

Citation

Papachristodoulou, Antonis (2005) Scalable Analysis of Nonlinear Systems Using Convex Optimization. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/5YG6-JG32. https://resolver.caltech.edu/CaltechETD:etd-05082005-100243

Abstract

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 as estimating the region of attraction and the L₂ gain can be treated in a unified manner. Examples from biology and aerospace illustrate our methodology.

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.

Thesis Files