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Liapunov stability theory applied to class of partial differential equations, and generation of contraction groups related to equivalent norms
A distinct feature of Hermitian quantum chaotic dynamics is the exponential increase of certain out-of-time-order correlation (OTOC) functions around the Ehrenfest time with a rate given by a Lyapunov exponent. Physically, the OTOCs describe the growth of quantum uncertainty that crucially depends on the nature of the quantum motion. Here, we employ the OTOC in order to provide a precise definition of dissipative quantum chaos. For this purpose, we compute analytically the Lyapunov exponent for the vectorized formulation of the large- q limit of a q -body Sachdev-Ye-Kitaev model coupled to a Markovian bath. These analytic results are confirmed by an explicit numerical calculation of the Lyapunov exponent for several values of q ≥ 4 based on the solutions of the Schwinger-Dyson and Bethe-Salpeter equations. We show that the Lyapunov exponent decreases monotonically as the coupling to the bath increases and eventually becomes negative at a critical value of the coupling signaling a transition to a dynamics which is no longer quantum chaotic. Therefore, a positive Lyapunov exponent is a defining feature of dissipative many-body quantum chaos. The observation of the breaking of the exponential growth for sufficiently strong coupling suggests that dissipative quantum chaos may require in certain cases a sufficiently weak coupling to the environment. Published by the American Physical Society 2024
It is pointed out that the Lyapunov Characteristic Numbers constitute a new tool for determining stability of trajectories of dynamical systems, or, even more generally, of solutions of systems of ordinary differential equations. In contrast with the characteristic exponents, which apply only to periodic solutions, the Lyapunov Characteristic Numbers apply to arbitrary nonperiodic solutions as well. A description is presented of the numerical experiments which have been made in order to investigate the practical value of the Lyapunov Characteristic Number and the Kolmogorov Entropy for the purpose of estimating the stability of trajectories and/or numerical integration methods in celestial mechanics. It is found that the Lyapunov Characteristic Numbers are extremely useful for the classification of the solutions of nonintegrable dynamical systems, especially in order to distinguish between quasi-periodic and chaotic solutions. However, the Lyapunov Characteristics Numbers do not appear to be useful for the purpose of evaluating numerical integration methods.
Dynamical systems theory has recently been employed to design trajectories within the three-body problem for several missions. This research has applied one stability technique, the calculation of local Lyapunov exponents, to such trajectories. Local Lyapunov exponents give an indication of the effects that perturbations or maneuvers will have on trajectories over a specified time. A numerical comparison of local Lyapunov exponents was first made with the distance random perturbations traveled from a nominal trajectory, and the local Lyapunov exponents were found to correspond well with the perturbations that caused the greatest deviation from the nominal. This would allow them to be used as an indicator of the points where it would be important to reduce navigation uncertainties.
The saturation of a recently proposed universal bound on the Lyapunov exponent has been conjectured to signal the existence of a gravity dual. This saturation occurs in the low-temperature limit of the dense Sachdev-Ye-Kitaev (SYK) model, N Majorana fermions with q body ( q > 2 ) infinite-range interactions. We calculate certain out-of-time-order correlators (OTOCs) for N ≤ 64 fermions for a highly sparse SYK model and find no significant dependence of the Lyapunov exponent on sparsity up to near the percolation limit where the Hamiltonian breaks up into blocks. This provides strong support to the saturation of the Lyapunov exponent in the low-temperature limit of the sparse SYK. A key ingredient to reaching N = 64 is the development of a novel quantum spin model simulation library that implements highly optimized matrix-free Krylov subspace methods on graphical processing units. This leads to a significantly lower simulation time as well as vastly reduced memory usage over previous approaches, while using modest computational resources. Strong sparsity-driven statistical fluctuations require both the use of a much larger number of disorder realizations with respect to the dense limit and a careful finite size scaling analysis. The saturation of the bound in the sparse SYK points to the existence of a gravity analog that would enlarge substantially the number of field theories with this feature. Published by the American Physical Society 2024
This paper proposes a novel algorithm for estimating the region of attraction of equilibrium points for nonlinear discrete-time autonomous systems. The method iteratively expands an initial estimate of the region of attraction by constructing unions of sublevel sets of learned functions parametrized as neural networks. Unlike conventional techniques that rely on a single global Lyapunov function, the proposed approach provides a collection of local Lyapunov-like functions, enabling richer representations and potentially larger region of attraction estimates. These functions are trained using sampled state-space data, and their Lipschitz continuity ensures that desirable properties extend beyond the training samples. The devised strategy is tested via numerical simulations, demonstrating the effectiveness of the proposed approach.
This presentation introduces a novel algorithm for estimating the region of attraction of equilibrium points for nonlinear discrete-time autonomous systems. The method iteratively expands an initial estimate of the region of attraction by constructing unions of sublevel sets of learned functions parametrized as neural networks. Unlike conventional techniques that rely on a single global Lyapunov function, the proposed approach provides a collection of local Lyapunov-like functions, enabling richer representations and potentially larger region of attraction estimates. These functions are trained using sampled state-space data, and their Lipschitz continuity ensures that desirable properties extend beyond the training samples. The devised strategy is tested via numerical simulations, demonstrating the effectiveness of the proposed approach.
Dynamical systems theory has recently been employed for several missions to design trajectories within the three-body problem. This research applied a stability technique, the calculation of local Lyapunov exponents, to such trajectories. Local Lyapunov exponents give an indication of the effects that perturbations or maneuvers will have on trajectories over a specified time.
A method is introduced that weakens the Lyapunov or in track instability of satellite equations of motion. The method utilizes a linearized energy integral of satellite motion as a constraint on solutions obtained by numerical integration. The procedure prevents local numerical error from altering the frequency associated with the fast angular variable and thereby reduces the Lyapunov instability and the global numerical error. Applications of the method to satellite motion show accuracy improvements of two to three orders of magnitude in position and velocity after 50 revolutions. A modification of the method is presented that allows the use of slowly varying integrals of motion.
A great deal of attention has been given to the numerical solution of the Lyapunov equation. A useful classification of the variety of solution techniques are the groupings of direct, transformation, and iterative methods. The paper summarizes those methods that are at least partly favorable numerically, giving special attention to two criteria: exploitation of a general sparse system matrix structure and efficiency in resolving the governing linear matrix equation for different matrices. An iterative decoupling solution method is proposed as a promising approach for solving large-scale Lyapunov equation when the system matrix exhibits a general sparse structure. A Fortran computer program that realizes the iterative decoupling algorithm is also discussed.
A relevant facet of the application of Lyapunov gradient-generated robust control to unstable linear autonomous plants is explored. It is demonstrated that if the plant, the output, and the nominal stabilizing control satisfy certain conditions, then the robust component alone stabilizes the nominal plant. An example characterized by two zero eigenvalues and two negative real value poles is presented. These results assure that the robust component will fulfill the role of nominal stabilization successfully so long as the possible magnitude of the robust component can overcome the contribution of the instability to positiveness of the Lyapunov rate.
A unified framework for the stability analysis of robot tracking control is presented. By using an energy-motivated Lyapunov function candidate, the closed-loop stability is shown for a large family of control laws sharing a common structure of proportional and derivative feedback and a model-based feedforward. The feedforward can be zero, partial or complete linearized dynamics, partial or complete nonlinear dynamics, or linearized or nonlinear dynamics with parameter adaptation. As result, the dichotomous approaches to the robot control problem based on the open-loop linearization and nonlinear Lyapunov analysis are both included in this treatment. Furthermore, quantitative estimates of the trade-offs between different schemes in terms of the tracking performance, steady state error, domain of convergence, realtime computation load and required a prior model information are derived.
A new technique for analyzing complicated fluid flows in numerical simulations has been successfully tested. The analysis uses short time Lyapunov exponent contributions and the associated Lyapunov perturbation fields. A direct simulation of the Taylor-Couette flow just past the onset of chaos demonstrated that this new technique marks important times during the system evolution and identifies the important flow features at those times. This new technique will now be applied to a 'minimal' turbulent channel.
In this paper we present the general problem of identifying if a nonlinear dynamic system has a chaotic behavior. If the answer is positive the system will be sensitive to small perturbations in the initial conditions which will imply that there is a chaotic attractor in its state space. A particular problem would be that of identifying a chaotic oscillator. We present an example of three well known different chaotic oscillators where we have knowledge of the equations that govern the dynamical systems and from there we can obtain the corresponding time series. In a similar example we assume that we only know the time series and, finally, in another example we have to take measurements in the Chua's circuit to obtain sample points of the time series. With the knowledge about the time series the phase plane portraits are plotted and from them, by visual inspection, it is concluded whether or not the system is chaotic. This method has the problem of uncertainty and subjectivity and for that reason a different approach is needed. A quantitative approach is the computation of the Lyapunov exponents. We describe several methods for obtaining them and apply a little known method of artificial neural networks to the different examples mentioned above. We end the paper discussing the importance of the Lyapunov exponents in the interpretation of the dynamic behavior of biological neurons and biological neural networks.
Livingstone, a model-based AI software system, is planned for use in the autonomous fault diagnosis, reconfiguration, and control of the oxygen-producing reverse water gas shift (RWGS) process test-bed located in the Applied Chemistry Laboratory at KSC. In this report the RWGS process is first briefly described and an overview of Livingstone is given. Next, a Lyapunov-based approach for detecting and recovering from sensor failures, differing significantly from that used by Livingstone, is presented. In this new method, models used are in terms of the defining differential equations of system components, thus differing from the qualitative, static models used by Livingstone. An easily computed scalar inequality constraint, expressed in terms of sensed system variables, is used to determine the existence of sensor failures. In the event of sensor failure, an observer/estimator is used for determining which sensors have failed. The theory underlying the new approach is developed. Finally, a recommendation is made to use the Lyapunov-based approach to complement the capability of Livingstone and to use this combination in the RWGS process.
Livingstone, a model-based AI software system, is planned for use in the autonomous fault diagnosis, reconfiguration, and control of the oxygen-producing reverse water gas shift (RWGS) process test-bed located in the Applied Chemistry Laboratory at KSC. In this report the RWGS process is first briefly described and an overview of Livingstone is given. Next, a Lyapunov-based approach for detecting and recovering from sensor failures, differing significantly from that used by Livingstone, is presented. In this new method, models used are in t e m of the defining differential equations of system components, thus differing from the qualitative, static models used by Livingstone. An easily computed scalar inequality constraint, expressed in terms of sensed system variables, is used to determine the existence of sensor failures. In the event of sensor failure, an observer/estimator is used for determining which sensors have failed. The theory underlying the new approach is developed. Finally, a recommendation is made to use the Lyapunov-based approach to complement the capability of Livingstone and to use this combination in the RWGS process.
The Schatten p-norm condition of the discrete-time Lyapunov operator L(sub A) defined on matrices P is identical with R(sup n X n) by L(sub A) P is identical with P - APA(sup T) is studied for stable matrices A is a member of R(sup n X n). Bounds are obtained for the norm of L(sub A) and its inverse that depend on the spectrum, singular values and radius of stability of A. Since the solution P of the the discrete-time algebraic Lyapunov equation (DALE) L(sub A)P = Q can be ill-conditioned only when either L(sub A) or Q is ill-conditioned, these bounds are useful in determining whether P admits a low-rank approximation, which is important in the numerical solution of the DALE for large n.
This paper presents the formulation of a Lyapunov function for an exponentially stable linear timevarying (LTV) system using a well-defined PD-spectrum and the associated PD-eigenvectors. It provides a bridge between the first and second methods of Lyapunov for stability assessment, and will find significant applications in the analysis and control law design for LTV systems and linearizable nonlinear time-varying systems.