systems
I. Fluid flow model for a congested router in
TCP/AQM controlled network
p
T
C
t Q
t R
Q C
t R
t W
t N
Q C
t R
t W
t N
t Q
t R t p
t R t R
t R t W t W
t R
t W
+ =
=


\

>
=
=
) (
) (
0 , 0 ,
) (
) (
) ( max
0
) (
) (
) (
) (
)) ( (
)) ( (
)) ( ( ) (
2
1
) (
1
) (
=

\

>
=
=
0 , 0 ,
) (
max
0
) (
) (
) (
) ( ) (
2
1 1
) (
Q C
R
t W
N
Q C
R
t W
N
t Q
R t Q K
R
R t W t W
R
t W
( )
=
>
=
=
0 , 0 , ) ( max
0 ) (
) (
) 1 ( ) 1 ( ) (
2
1
1 ) (
q c t w
q c t w
t q
t q k t w t w t w
R
t
t
N
Q
q W w
old
new
) (
) (
, , = = =
KN k
N
RC
c = = ,
4 parameters
2 parameters
C R N K , , ,
( )
=
>
=
=
0 , 0 , ) ( max
0 ) (
) (
) 1 ( ) 1 ( ) (
2
1
1 ) (
q c t w
q c t w
t q
t q k t w t w t w
)
2
, ( ) , (
2
* *
kc
c q w =
0 ) 1 (
~
2
) 1 (
~
1
) (
~
1
) (
~
2
= + + + t q
kc
t q
c
t q
c
t q
Unique steady state solution
Linearization:
Linearized model
0
2
1
) (
1
) (
2
2
= + + +
e
kc
e
c
t
c
t
II. A car following system
Car following model in a ring configuration
speed v
k1
speed v
k
Simplest model:
Refinements:
 taking multiple cars into account
 distribution of the delay
0 2 4 6 8 10
0
0.05
0.1
f
(
)
gap
Possible choice for f: a gamma distribution with a gap
( , , ) T n three parameters:
k1
k
T
e
Consensus protocol:
( )
,
( , )
0
( ) ( ) ( ) ( ) , 1, ,
k k l l k
k l E
u t f y t y t d k p
= =
Successive passage of teeth
delay
Rotation of each tooth
periodic coefficients
Cutting process
Successive passage of the same point
of the piece
delay
Orientation of tooth w.r.t.
workpiece is fixed
constant coefficients
workpiece
(fixed / translates)
tool (rotates)
Milling process
0
( ) ( ) ( ) ( ) ( ( ))
( ) ( )
x t A t x t B t x t t
t f t
= +
= +
= + +
+
 
= + +

= +
= +
,
T
h set h a d c e
x K x x x x x ( =
System
Control law (PI+ state feedback)
Computation of characteristic roots
and stability regions
Operators associated to a delay equation
0 max
1
( ) ( ) ( ), ( ) , max
m
n
i i i
i
i
x t A x t Ax t x t
=
= + =
0
, ( )
t t
x x x = A D A
0
( ) , 0
t
x t x t = T
[ ]
max
( ,0 , ),
n
C
Reformulation of the DDE over
mapping abstract ODE
Initial condition is a function segment
[ ]
max
( ,0 , ),
n
C
[ ]
max
, ( )( ) t x t Let be the forward solution with initial condition and let
[ ]
max
( ) ( ), ,0
t
x x t = +
T(t) : solution (timeintegration)
operator over interval t
A : infinitesimal generator of T(t)
( ) {
max max
1
( ) ([ ,0]) : continuous on ,0 and
(0) (0) ( ) ,
, ( ).
m
i i i
i
A A
=
=
= +
`
)
=
D A C
A D A
0
1
0
( ) ( )
( ), 0,
(0) ( ( ) )(0) ( ( ) )( ) , 0
t
m
i i
i
t
t t
A s A s ds t
+
=
=
+ +
+ + + >
T
T T
0
max
Spectral properties
is a characteristic root if and only if it satisfies the characteristic equation
( ) ( ( )),
t
e P t
A T
( )
( ( )) exp ( ) t t = T A
{ }
0
1
\ 0 :
) 0
i
n n
m
i
i
v
I A Ae v
=
 
=

\
( ) 0 ( ) H = A
[ ]
max
, ,0 ve
eigenfunction
finitedimensional nonlinear
eigenvalue problem
infinitedimensional
linear eigenvalue problems
for A and T(t)
((.): spectrum, P(.): pointspectrum)
0
1
( ) 0, ( ) : det ,
i
m
i
i
H H I A Ae
=
 
= =

\
or equivalently
Properties
( ) ( ), P A = A
eigenfunction
[ ]
max
, ,0 ve
Characteristic roots,
eigenvalues of A
Eigenvalues of T(1)
exp(.)
1 0 1 1.5
1
0
1
Real axis
I
m
a
g
i
n
a
r
y
a
x
i
s
3 2 1 0 1
100
50
0
50
100
Real axis
I
m
a
g
i
n
a
r
y
a
x
i
s
Mapping is not onetoone
But: characteristic roots can be obtained from (T(t)) by
computing also the corresponding eigenfunction
Twostage approach to compute
characteristic roots
1a. Discretize A or T(t) , with t fixed, into a matrix
2. Correct the approximate characteristic roots with Newton
iterations on the characteristic equation, up to the desired accuracy
Discretizing T(t)
 linear multistep methods (Engelborghs et al.)
 subspace iteration (Engelborghs at al)
 spectral collocation (Verheyden et al.)
 Chebychev expansion (Butcher, Bhler et al.)
 semidiscretization (Stepan et al.)
Discretizing A (Breda et al)
1b. Compute the (rightmost or dominant) eigenvalues
of this matrix
Routine in the Matlab package DDEBIFTOOL
 Linear multistep method to discretize T(h), combined with Lagrange
interpolation to evaluate delayed terms
 Newton correction
 Automatic choice of discretization steplength h, to capture all the
characteristic roots in a given half plane, possible
+ uncorrected roots
o corrected roots
Pseudospectra and stability radii of
nonlinear eigenvalue problems,
with application to timedelay systems
Overview
Pseudospectra
Approaches to exploit structure of nonlinear
eigenvalue problems
via structured matrix perturbations
by redefining pseudospectra
Emphasis on computable expressions
Numerical examples
Concluding remarks
Pseudospectra
1
( ) ( ) : ( , ) ,
= >
`
)
A A R A C
1
( , ) ( ) : A I
= R A
resolvent
pseudospectrum of an operator A
d
x x
dt

=

A (or system
computable as level sets of resolvent norm
{ }
( ) ( ) 0, for some with
= + = < A A A A A
( ) :
spectrum
6 4 2 0 2 4 6
50
0
50
()
)
(a)
()
)
6 4 2 0 2 4 6
50
0
50
(b)
spectrum pseudospectra
Stability radius
 partitionate the complex plane into disjunct sets,
d u
= C C C
 Assume that
( )
d
A C
under mild conditions:
u
C
x
x
x
x
x
x
x
d
C
x
d
C infinity
general formula:
{
}
2
1
1
1
1
inf inf 0 : ( ) for some satisfying ,
sup ( )
sup ( )
d
u
u
C
d
r
I
I
= + <
 
=

\
 
=

\
A A A A
A
A
C
C
C
desired region
cf. stability
: sufficient to scan boundary
vibrating system
timedelay system
Application of above definition to systems goverened by linear
differential equations requires a formulation in a first order form:
( ) 0 det
0 ) ( ) ( ) (
2
= + +
= + +
K C M
t x K t x C t x M
1 1
1 1
2 2
( ) ( ) 0
( ) ( )
x t x t I
x t x t M K M C
( ( (
=
( ( (
invertible M
: ( ), [ , 0]
t t
t
d
x x
dt
x x t
=
= +
A
Relation with perturbations of coefficient matrices ???
A: infinitesimal generator of
solution operator
( ) 0 det
) ( ) ( ) (
=
+ =
Be A I
t Bx t Ax t x
C
entire functions
1. Structured perturbations (Hinrichsen & Kelb,)
1 1
1 1
2 2
( ) ( ) 0
( ) ( )
A
x t x t I
x t x t M K M C
( ( (
=
( ( (
[ ]
1 1
1
2 2
( ) ( ) 0
( ) ( )
E
A
D
x t x t
A K C I
x t x t M
 

( ( (
= +

( ( (


\
{ }
( ; , ) : ( ) 0,for some with D E D
= + = < A A A A A C
1
( ; , ) ( ) : ( , ) , D E E D
= >
`
)
A A R A C
0 M =
{ }
( ) : det( ( ) 0 F F = C
0 ) ( ) ( det
0
= 
\

+
=
m
i
i i i
p A A
 perturbation class
) , , ( :
0 m
A A =
 measure on the combined perturbation
, 0, ,
n n
i
A i m
= C
[ ]
p
m m
A w A w
0 0
glob
=
p
m m
A w
A w
(
(
(
0 0
glob
2
1
1
0 0
glob
p
p
m m
p
A w
A w
(
(
(
(1)
(2)
(3)
{ }
{ }
1 2
, ,
: weights
i
p p p
w
+
+
+
+
R
R


\

= < <
=
m i A w
p
p
i i
, , 0 ,
:
1
glob
2
}
0
( ) ( 1)
glob
:det ( ) ( ) 0,for some
with
m
i i i
i
n n m
A A p
=
+
 
= + =

\
<
C
C
1
0
1
( ) : ( ) ( )
m
i i
i
F A p w
=
 
= >
`

\
)
C
(
(
(
=
m m
w p
w p
w
/ ) (
/ ) (
) (
0 0
, 1
1 1
, ,
, 1
1 1
, ,
, ,
2 2
2 1
= + = =
= + = =
= =
q p
q p
q p
q p
p p
(1) measure on perturbati
(2) measure on perturbati
(3) measure on perturbati
where
Computable expressions
 computation of pseudospectra contours as level sets of
function f
 structure is fully exploited !!
=
m
i
i i
p A
0
) (
has dimension n x n !
( ) ( )
1
2 2
2
1
: 1 M C K
= + + + + >
`
)
C
( ) ( ) ( ) ( ) ( ) 0 M M x t C C x t K K x + + + + + =
nbyn matrix
( )
1
0
1
2
1
: 1
i
m
i
i
I A A e e
=
 
= + >
`

\
)
C
( ) ( ) ( ) ( ) ( ) x t A A x t B B x t = + + +
2.) Laser physics application:
1
0
0 0
( ) ( ) 0 0 ( ) 0;
0 0 0
A
g
x t A x g x t
(
(
= + =
(
(
[ ] [ ] [ ]
2
2
1 1 4
( )
1 1
( ) 0 1 0 0 0 1 0 0 1 1 1 0
0 0 0
F M K
F m k k
= +
(
( (
(
( (
= + + +
(
( (
(
( (
det( ( )) 0 ) F =
( nominal char. eqn.:
0 1
0
( )
1 0
0 0
( ) 0 1
0
0
0 0
F I A A e
e
F A g
e
=
(
(
(
=
(
(
(
rank 2
scalar
, uncertain
i i
m k
0
, uncertain
i
A g
3.) Systems with multiplicative uncertainty:
principle: ( ) ( ) ( ) ( )( ) ( ) x t A A x t B B C C x t = + + + +
( ) ( ) ( ) ( ) ( )
0 ( ) ( ) ( )
x t A A x t B B y t
C C x t y t
= + + +
= +
[ ] [ ]
( )
0
( ) 0 0 0
0 0
I A B
F
Ce I
I I
F A I B I C e I
I
(
=
(
( ( (
( =
( ( (
det( ( )) 0 F =
full block
uncertainy
1
1
( ) ( ) ( ) ( ) ( ) (1)
s
f
j j j j j j
j
j
F D E d G H
=
=
= +
scalar
uncertainty
{
}
2
( ) : det( ( ) ( )) 0 for some ( ) of the form (1)
with , 1, , and , 1, ,
s
j j
F F F F
j f d j s
= + =
< = < =
C
Definition of structured pseudospectrum:
In many cases (including the above):
Nominal system:
pseudospectra boundaries computable as level sets of the
function
to some extent reformulation of problem: efficiency depends on
computation / approximation of structured singular value associated
with the uncertainty structure.
Computational expressions
1
1
det( ( )) 0,
( ) ( ) ( ) ( ) ( ), ,
j
s
f
l
j j j j j j j j
j
j
F
F D E d G H d
=
=
=
= +
k
C C
1
( ) : ( ( )) , where
s
F C T
= >
`
)
1
1
1 1
1
( )
( )
( ) ( ) [ ( ) ( ) ( ) ( )],
( )
( )
f
f s
s
E
E
T F D D G G
H
H
(
(
(
(
=
(
(
(
(
(
{
}
1 1 s i
diag( , , ,d I, ,d I): , ,
1 , 1 .
i i
l
f j
d
i f j f
=
k
C C
General formula:
( ( )) T
T()
Proof:
Special cases:
1
( ) ( ) ( ) ( ), , 1, , : entire functions
f
j j j
j
F D E q q j f
=
= =
( )
( )
1
1
2
1
( ) : ( ) ( ) ( ) ( )
f
s
j
j
F E F D q
=
= >
`
)
C
structured singular value reduces to 2norm
small dimension of
1
( ) ( ) ( ) E F D
>
=
 
(
=

(

\
 
>
 `
\
)
R R
In addition: q
j
even, j=1,,f:
Example:
0 0
( ) ( ), ( ) ( )
m m
i i i i
i i
F A p F A p
= =
= =
0.4 0 0.4
3.5
0
3.5
0.4 0 0.4
3.5
0
3.5
()
()
()
()
(a) (b)
Examples
Mass spring system
1 1 4 6 4 6
2
2 4 2 4 5 5
3 6 5 3 5 6
0 0
( ) 0 0
0 0
M K
m k k k k k
F m k k k k k
m k k k k k
+ +
( (
( (
= + + +
( (
( ( + +
unstructured pseudospectra
0.4 0 0.4
3.5
0
3.5
()
()
structured pseudospectra
eigenvalues of 2000 simulations of associated
random eigenvalue problem
structure of F exploited
structure of M and K not exploited
20 5 10
0
50
100
()
()
20 5 10
0
50
100
20 5 10
0
50
100
()
()
()
()
(a) (b)
Laser problem
eigenvalues of unperturbed system
structured pseudospectra unstructured pseudospectra
1
0
0 0
( ) 0 0
0 0 0
A
g
F I A g e
(
(
=
(
(
decay due
to rank increase of A
1
f=s=1:
ssv computable via
convex optimization
Extension to timevarying perturbations
Underlying ideas: L
2
gain analysis and Parcevals theorem
( )
1
1
2
0
( ) ( )( ( )
( )
( )
max ( )
x t A A x t
F I A
F A
r j I A
= +
=
=
=
C
2
0
( ) ( ( )) ( ( ), sup ( )
t
x t A A t x t A t M
= + =
frequency domain
1
1
( ) ( ) ( )
( ) ( )
x t Ax t u t
y t x t
= +
=
2 2
( ) ( ) ( ) y t A t u t =
1
u
2
u
1
y
2
y
feedback system interconnection is stable if
( ) ( )
( )
1 2
1 2
2 2
1
1 1
2 2
0 0
1
1
2
0
0
1
max ( ) 1 max ( )
sup ( ) max ( )
y y
u u
i
t
j I A M M j I A
A t j I A
<
< <
<
L L
G G
feedback interconnection interpretation:
time domain
Extension to systems with timevarying delays
0 0
( ) ( ( )) ( ( )) ( ( ))
i i i i
x t A A t A A t x t = + + + +
= =
7
( ) ( )
4
z t y t
2 2
L L
 ( )  t
( 1)
( ) ( )
e e
Z Y
=
( 1)
( ) ( ) ( )
j j
e e
z t y t y t
j
2 2 2
L L L
H