Title
Stable Set-Valued Integration of Nonlinear Dynamic Systems using Affine Set-Parameterizations
Abstract
Many set-valued integration algorithms for parametric ordinary differential equations (ODEs) implement a combination of Taylor series expansion with either interval arithmetic or Taylor model arithmetic. Due to the wrapping effect, the diameter of the solution-set enclosures computed with these algorithms typically diverges to infinity on finite integration horizons, even though the ODE trajectories themselves may be asymptotically stable. This paper starts by describing a new discretized set-valued integration algorithm that uses a predictor-validation approach to propagate generic affine set-parameterizations, whose images are guaranteed to enclose the ODE solution set. Sufficient conditions are then derived for this algorithm to be locally asymptotically stable, in the sense that the computed enclosures are guaranteed to remain stable on infinite time horizons when applied to a dynamic system in the neighborhood of a locally asymptotically stable periodic orbit (or equilibrium point). The key requirement here is quadratic Hausdorff convergence of function extensions in the chosen affine set-parameterization, which is proved to be the case, for instance, for Taylor models with ellipsoidal remainders. These stability properties are illustrated with the case study of a cubic oscillator system.
Year
DOI
Venue
2015
10.1137/140976807
SIAM JOURNAL ON NUMERICAL ANALYSIS
Keywords
Field
DocType
ordinary differential equations,reachability analysis,affine set-parameterization,set-valued integration,convergence analysis,stability analysis
Affine transformation,Mathematical optimization,Affine space,Ordinary differential equation,Mathematical analysis,Equilibrium point,Solution set,Interval arithmetic,Ode,Mathematics,Taylor series
Journal
Volume
Issue
ISSN
53
5
0036-1429
Citations 
PageRank 
References 
3
0.37
14
Authors
3
Name
Order
Citations
PageRank
Boris Houska121426.14
Mario Eduardo Villanueva2336.10
Benoît Chachuat312510.89