论文标题

非线性动力学系统和应用到矩矩的稀疏分解

Sparse decompositions of nonlinear dynamical systems and applications to moment-sum-of-squares relaxations

论文作者

Schlosser, Corbinian, Korda, Milan

论文摘要

在本文中,我们提出了动态系统的一般稀疏分解,规定矢量场和约束集具有某些稀疏结构,我们称之为子系统。该概念基于不同状态之间动力学的因果关系。这导致了非线性动力学系统的基本问题的稀疏描述:吸引力区域,最大积极不变的集合和全球吸引子。分解可以与这些集合的计算(外部)近似方法配对,以将计算减少到较低的尺寸系统。这是通过基于无限维线性编程的先前工作的方法来说明的。这是一个例子,其中有维度的诅咒,因此降低至关重要。在这种情况下,对于多项式动力学,我们表明这些问题承认稀疏的平方和近似值具有保证的收敛,因此最大的SOS乘数中的变量数量是由出现在分解中的最大子系统的维度给出的。此类子系统的维度取决于向量场和约束集的稀疏结构。如果最大子系统的维度与环境维度相比很小,则可以显着减少SOS近似值的计算时间。该方法伴随数值示例。

In this paper, we propose a general sparse decomposition of dynamical systems provided that the vector field and constraint set possess certain sparse structures, which we call subsystems. This notion is based on causal dependence in the dynamics between the different states. This results in sparse descriptions for fundamental problems from nonlinear dynamical systems: region of attraction, maximum positively invariant set, and global attractor. The decompositions can be paired with any method for computing (outer) approximations of these sets to reduce the computation to lower dimensional systems. This is illustrated by methods from previous work based on infinite-dimensional linear programming. This exhibits one example where the curse of dimensionality is present and hence dimension reduction is crucial. In this context, for polynomial dynamics, we show that these problems admit a sparse sum-of-squares (SOS) approximation with guaranteed convergence such that the number of variables in the largest SOS multiplier is given by the dimension of the largest subsystem appearing in the decomposition. The dimension of such subsystems depends on the sparse structure of the vector field and the constraint set; if the dimension of the largest subsystem is small compared to the ambient dimension, this allows for a significant reduction in the computation time of the SOS approximations. Numerical examples accompany the approach.

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