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Numerical solution of singular Lyapunov equations

We consider the numerical solution of large scale singular (continuous-time) Lyapunov equations of the form AX + XA T + BB T = 0, where A is semistable, that is, its spectrum is contained in the left half plane, with the exception of a few semisimple eigenvalues at zero. We also consider the case of a few semisimple eigenvalues on the imaginary axis. We assume that we know these few eigenvalues (zero or imaginary), and that we have or can compute the corresponding invariant subspaces. We use this information to build an appropriate newly proposed subspace on which to project the Lyapunov equations, and then compute a low-rank approximation to the least squares solution. Selected illustrative numerical examples are provided.

97 MATHEMATICS AND COMPUTING↗

Visual Tool for Assessing Stability of DER Configurations on Three-Phase Radial Networks

Here, we present a method and tool for evaluating the placement of Distributed Energy Resources (DER) on distribution circuits in order to control voltages and power flows. Our previous work described Phasor-Based Control (PBC), a novel control framework where DERs inject real and reactive power to track voltage magnitude and phase angle targets. Here, we employ linearized power flow equations and integral controllers to develop a linear state space model for PBC acting on a three-phase unbalanced network. We use this model to evaluate whether a given inverter-based DER configuration admits a stable set of controller gains, which cannot be done by analyzing controllability nor by using the Lyapunov equation. Instead, we sample over a parameter space to identify a stable set of controller gains. Our stability analysis requires only a line impedance model and does not entail simulating the system or solving an optimization problem. We incorporate this assessment into a publicly available visualization tool and demonstrate three processes for evaluating many control configurations on the IEEE 123-node test feeder (123NF).

24 POWER TRANSMISSION AND DISTRIBUTION↗

A greedy Galerkin method to efficiently select sensors for linear dynamical systems

A key challenge in inverse problems is the selection of sensors to gather the most effective data. In this paper, we consider the problem of inferring the initial condition to a linear dynamical system and develop an efficient control-theoretical approach for greedily selecting sensors. Our method employs a Galerkin projection to reduce the size of the inverse problem, resulting in a computationally efficient algorithm for sensor selection. As a byproduct of our algorithm, we obtain a preconditioner for the inverse problem that enables the rapid recovery of the initial condition. Here, we analyze the theoretical performance of our greedy sensor selection algorithm as well as the performance of the associated preconditioner. Finally, we verify our theoretical results on various inverse problems involving partial differential equations.

97 MATHEMATICS AND COMPUTING↗

Lyapunov exponent as a signature of dissipative many-body quantum chaos

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

García-García, Antonio M.↗

Network analysis of memristive device circuits: dynamics, stability and correlations

Abstract Networks with memristive devices are a potential basis for the next generation of computing devices. They are also an important model system for basic science, from modeling nanoscale conductivity to providing insight into the information-processing of neurons. The resistance in a memristive device depends on the history of the applied bias and thus displays a type of memory. The interplay of this memory with the dynamic properties of the network can give rise to new behavior, offering many fascinating theoretical challenges. But methods to analyze general memristive circuits are not well described in the literature. In this paper we develop a general circuit analysis for networks that combine memristive devices alongside resistors, capacitors and inductors and under various types of control. We derive equations of motion for the memory parameters of these circuits and describe the conditions for which a network should display properties characteristic of a resonator system. For the case of a purely memresistive network, we derive Lyapunov functions, which can be used to study the stability of the network dynamics. Surprisingly, analysis of the Lyapunov functions show that these circuits do not always have a stable equilibrium in the case of nonlinear resistance and window functions. The Lyapunov function allows us to study circuit invariances, wherein different circuits give rise to similar equations of motion, which manifest through a gauge freedom and node permutations. Finally, we identify the relation between the graph Laplacian and the operators governing the dynamics of memristor networks operators, and we use these tools to study the correlations between distant memristive devices through the effective resistance.

97 MATHEMATICS AND COMPUTING↗

Lyapunov stability of smart inverters using linearized distflow approximation

Fast-acting smart inverters that utilize preset operating conditions to determine real and reactive power injection/consumption can create voltage instabilities (over-voltage, voltage oscillations and more) in an electrical distribution network if set-points are not properly configured. In this work, linear distribution power flow equations and droop-based Volt–Var and Volt–Watt control curves are used to analytically derive a stability criterion using Lyapunov analysis that includes the network operating condition. The methodology is generally applicable for control curves that can be represented as Lipschitz functions. The derived Lipschitz constants account for smart inverter hardware limitations for reactive power generation. A local policy is derived from the stability criterion that allows inverters to adapt their control curves by monitoring only local voltage, thus avoiding centralized control or information sharing with other inverters. The criterion is independent of the internal time-delays of smart inverters. Simulation results for inverters with and without the proposed stabilization technique demonstrate how smart inverters can mitigate voltage oscillations locally and mitigate real and reactive power flow disturbances at the substation under multiple scenarios. The study concludes with illustrations of how the control policy can dampen oscillations caused by solar intermittency and cyberattacks.

42 ENGINEERING↗

Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Here, our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

Chaotic dynamical systems↗

Sensitivity of time-dependent density functional theory to initial conditions

Time-dependent density-functional theory is mathematically formulated through nonlinear coupled time-dependent three-dimensional partial differential equations, and it is natural to expect a strong sensitivity of its solutions to variations of the initial conditions, akin to the butterfly effect ubiquitous in classical dynamics. Since the Schrödinger equation for an interacting many-body system is, however, linear and mathematically the exact equations of the density-functional theory reproduce the corresponding one-body properties, it would follow that the Lyapunov exponents are also vanishing within a density-functional theory framework. Whether for realistic implementations of the time-dependent density-functional theory the question of the absence of the butterfly effect and whether the dynamics provided is indeed a predictable theory was never discussed. At the same time, since the time-dependent density-functional theory is a unique tool allowing us to study the nonequilibrium dynamics of strongly interacting many-fermion systems, the question of predictability of this theoretical framework is of paramount importance. Here our analysis, for a number of quantum superfluid many-body systems (unitary Fermi gas, nuclear fission, and heavy-ion collisions) with a classical equivalent number of degrees of freedom O(10 10 ) and larger, suggests that its maximum Lyapunov exponents are negligible for all practical purposes.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Chaos, percolation and the coronavirus spread: a two-step model

We discuss a two-step model for the rise and decay of a new coronavirus (Severe Acute Respiratory Syndrome-CoV-2) first reported in December 2019, COVID-19. The first stage is well described by the same equation for turbulent flows, population growth and chaotic maps: a small number of infected, d 0 , grows exponentially to a saturation value, d ∞ . The typical growth time (aggressive spreading of the virus) is given by τ = 1/λ where λ is the Lyapunov exponent. After a time t crit determined by social distancing and/or other measures, the spread decreases exponentially analogous to nuclear decays and non-chaotic maps. Some countries, like China, S. Korea and Italy, are in this second stage while others including the USA are near the end of the growth stage. The model predicted 15,000 (±2250) casualties for the Lombardy region (Italy) at the end of the spreading around May 10, 2020. Without the quarantine, the casualties would have been more than 50,000, one hundred days after the start of the pandemic. Here, the data from the 50 US states are of very poor quality because of an extremely late and confused response to the pandemic, resulting unfortunately in a large number of casualties, more than 70,000 on May 6, 2020, and more than 170,000 on August 21, 2020. S. Korea, notwithstanding the high population density (511/km 2 ) and the closeness to China, responded best to the pandemic with 255 deceased as of May 6, 2020, and 301 on August 21, 2020.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Modified Virtual Oscillator Based Operation of Grid Forming Converters with Single Voltage Sensor

Virtual oscillator based control architecture for grid forming converter with inner current control loop for additional objective accomplishments is proposed in this paper. In general, virtual oscillator is based on Lienard type of oscillator equation with a cubic nonlinearity. Virtual oscillator alone cannot accommodate unbalanced or harmonic mitigation while operating converters in grid forming mode. Therefore, to accomplish better tracking performance, incorporating the provision for nonlinear and/or unbalanced loads, an inner current control loop is utilized which is based upon Lyapunov energy function type control architecture due to its advantages. To reduce the overall cost of implementation and ensure proper phase difference in the generated voltages, the implemented virtual oscillator operates with only one voltage feedback from the point of common coupling as presented in this paper. To verify the effectiveness of the proposed approach, the overall system has been modeled in MATTLAB/Simulink and PLECS domain and case studies showing the successful production of low harmonic load voltages under nonideal loading condition along with other important results are presented in this paper.

dual second order generalized integrator↗

Modified Virtual Oscillator-Based Operation of Grid-Forming Converters with Single Voltage Sensor: Preprint

This paper proposes a virtual oscillator-based control architecture for a grid-forming converter with an inner current control loop. In general, the virtual oscillator is based on a Lienard type of oscillator equation with a cubic nonlinearity. A virtual oscillator alone cannot accommodate unbalanced or harmonic mitigation while operating converters in grid-forming mode. Therefore, to accomplish better tracking performance, incorporating the provision for nonlinear and/or unbalanced loads, an inner current control loop is utilized that is based on the Lyapunov energy function type control architecture. To reduce the overall cost of implementation and ensure proper phase difference in the generated voltages, the implemented virtual oscillator operates with only one voltage feedback from the point of common coupling. To verify the effectiveness of the proposed approach, the overall system has been modeled in MATTLAB/Simulink and PLECS domain. This paper also presents case studies showing the successful production of low harmonic load voltages under nonideal loading conditions, along with other important results.

dual second order generalized integrator↗

The quantum p -spin glass model: a user manual for holographers

We study a large-N bosonic quantum mechanical sigma-model with a spherical target space subject to disordered interactions, more colloquially known as the p-spin spherical model. Replica symmetry is broken at low temperatures and for sufficiently weak quantum fluctuations, which drives the system into a spin glass (SG) phase. The first half of this paper is dedicated to a discussion of this model's thermodynamics, with particular emphasis on the marginally stable SG. This phase exhibits an emergent conformal symmetry in the strong coupling regime, which dictates its thermodynamic properties. It is associated with an extensive number of nearby states in the free energy landscape. We discuss in detail an elegant approximate solution to the SG equations, which interpolates between the conformal regime and an ultraviolet-complete short distance solution. In the second half of this paper we explore the real-time dynamics of the model and uncover quantum chaos as measured by out-of-time-order four-point functions, both numerically and analytically. We find exponential Lyapunov growth, which intricately depends on the model's couplings and becomes strongest in the quantum critical regime. We emphasize that the SG phase also exhibits quantum chaos, albeit with parametrically smaller Lyapunov exponent than in the replica symmetric phase. An analytical calculation in the marginal SG phase suggests that this Lyapunov exponent vanishes in a particular infinite coupling limit. Finally, we comment on the potential meaning of these observations from the perspective of holography.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The Stochastic Gause Predator-Prey model: Noise-induced extinctions and invariance

We consider the Gause predator-prey with general bounded or sub‑linear functional responses, – which includes those of Holling types Ⅰ–Ⅳ. – and multiplicative Gaussian noise. In contrast to previous studies, the prey in our model follows logistic dynamics while the predator's population is solely regulated by consumption of the prey. To ensure well-posedeness, we derive explicit Lyapunov‐type criteria ensuring global positivity and moment boundedness of solutions. We find conditions for noise‑induced extinctions, proving that stochasticity can drive either population to collapse even when the deterministic analogue predicts stable coexistence. In the case when the predator becomes extinct, we establish a limiting distribution for the predator's population. Last, for functional responses of Holling type Ⅰ, we provide sufficient conditions on the intensity of the noise for the existence and uniqueness of a stationary distribution.

Gause model↗