dissip a tive distrib uted systemssistawww/smc/jwillems/recentlectures... · j oint w ork with...
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DISSIPATIVE DISTRIBUTED SYSTEMS
Curtainday, October 19, 2001
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A dissipative system absorbs ‘supply’, ‘globally’ over time and space.
¿¿ Can this be expressed ‘locally’, as
rate of change in storage + spatial flux supply rate
= supply rate + dissipation rate ??
STORAGE
FLUX
SUPPLY
DISSIPATION
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, for 1-D state space systems, the Kalman-Yacubovich-Popovlemma.
Lyapunov theory for open dynamical systems, LMI’s, theirmany applications.
applications in the analysis of open physical systems, synthesisprocedures, robust control, passivation control.
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Joint work with Harish Pillai (IIT, Mumbay)
& Harry Trentelman.
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BEHAVIORAL SYSTEMS
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A system :=
the set of independent variablestime, space, time and space
the set of dependent variables(= space where the variables take on their values,signal space, space of field variables, )
: the behavior = the admissible trajectories
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for a trajectory we thus have:
: the model allows the trajectory: the model forbids the trajectory
In this lecture, (‘n-D systems’) ,
often, , independent variables ,solutions of a system of constant coefficient
linear PDE’s.
‘Linear (shift-invariant distributed) differential systems’.
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Example: Maxwell’s equations
(time and space),
(electric field, magnetic field, current density, charge density),,
set of solutions to these PDE’s.Note: 10 variables, 8 equations! free variables.
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n-D LINEAR DIFFERENTIAL SYSTEMS
the solutions of a linear constant coefficient system of PDE’s.
Let and consider
Define the associated behavior
holds
mainly for convenience, but important for some results.
Examples: Maxwell’s eq’ns, diffusion eq’n, wave eq’n,
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Notation for n-D linear differential systems:
or
Note
is called a ‘kernel representation’ of
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THE STRUCTURE OF
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PROPERTIES of
relation between and the submodules of
Elimination theorem: the behavior of a subset of the systemvariables is also described by a PDE
Controllability; image representations
Observability
Work of Shankar/Pillai, Oberst.
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DESCRIBE ( ) IN MAXWELL’S EQ’NS ?
Eliminate from Maxwell’s equations. Straightforwardcomputation yields
Elimination theorem this exercise would be exact & successful.
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CONTROLLABILITY
Definition: is said to be
controllable
if
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In pictures:
.
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‘patches’ .
Controllability : ‘patch-ability’.
Special case: Kalman controllability for state space systems.
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CONDITIONS FOR CONTROLLABILITY
is called a kernel representation of ;
is called an image representation of
Elimination theorem every image is also a kernel.
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¿¿ Which kernels are also images ??
Theorem (Pillai/Shankar):
The following are equivalent for
1. is controllable,
2. admits an image representation,
...
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ARE MAXWELL’S EQUATIONS CONTROLLABLE ?
The following well-known equations in the scalar potentialand the vector potential ,
generate exactly the solutions to Maxwell’s equations:
Proves controllability. Illustrates the interesting connection
controllability a potential!
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OBSERVABILITY
is said to be observable if can bededuced from , i.e., if is injective.
¿¿ Controllability an observable image representation ??
For -D systems, yes!For -D systems, not necessarily!
Non-example: Maxwell’s equations. Potential is not observable!No potential ever is, for Maxwell’s equations.
For -D systems: image representation requires ‘hidden’ variables.
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DISSIPATIVITY
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Multi-index notation:
for
etc.
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QDF’s
The quadratic map in the variables and their partial derivatives,defined by
is called quadratic differential form (QDF) on .
Here
(given matrices, only finite number ).
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Introduce the -variable polynomial matrix defined by
Denote this QDF as ; whence
A QDF is parameterized by a
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DISSIPATIVE DISTRIBUTED SYSTEMS
We consider only controllable linear differential systems and QDF’s.
Definition: , controllable, is said to be dissipative
with respect to the supply rate (a QDF) if
for all of compact support, i.e., for all .
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Idea:rate of ‘energy’ delivered to the system.
Dissipativity
for all
A dissipative system absorbs net energy (integrated over space andtime).
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Examples:
Maxwell’s eq’ns:dissipative (in fact, conservative) w.r.t. the QDF
Passive electrical circuits
Mechanical systems
Thermodynamic systems
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LOCAL VERSION
Assume that a system is ‘globally’ dissipative.¿¿ Can this dissipativity be expressed through a ‘local’ law??
Storage + Spatial flux Supply.
STORAGE
FLUX
SUPPLY
DISSIPATION
Supply = Stored + radiated + dissipated
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for all ‘global dissipativity’
for all ‘local dissipativity’
: easy
: ¡¡ construct from and !!
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THE LOCAL DISSIPATION LAW
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Main Theorem: Let be controllable.Then is dissipative with respect to the supply rate
iffthere exist
an image representation of , andan vector of QDF’s
on , called the flux,such that the local dissipation law
holds for all that satisfy
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As usual
Note: the local law involves(possibly unobservable, - i.e., hidden!) latent variables (the ’s).
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When the variables are can be reformulated as:
an image representation of ,
a QDF , the storage, anda vector of QDF’s, , the spatial flux,
such that
holds for all that satisfy
STORAGE
FLUX
SUPPLY
DISSIPATION
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EXAMPLE: ENERGY STORED IN EM FIELDS
Maxwell’s equations are dissipative (in fact, conservative) withrespect to the rate of energy supplied.Introduce the stored energy density, , and
the energy flux density (the Poynting vector), ,
The following is a local conservation law for Maxwell’s equations:
Local version involves unobservable from and ,the variables in the rate of energy supplied.
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IDEA of the PROOF
Consider , controllable, and .allows an image representation .
Define . Note that
So we may as well study
for
instead of
for
work with , and ‘free’ signals .
WLOG:
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for all
(Parseval)
for all
(Factorization equation)
(easy)
(clearly)
for all
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THE FACTORIZATION EQUATION
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Consider
with given, and the unknown. Solvable??
with given, and the unknown.
Under what conditions on does there exist a solution ?
Scalar case: !! write as a sum of squares.
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For and , solvable (for !) iff
for all
For , and , it is well-known (but non-trivial) thatthis factorization equation is solvable (with !) iff
for all
For , and under these obvious positivity requirements, thisequation can nevertheless in general not be solved over thepolynomial matrices, for , but it can be solved over thematrices of rational functions, i.e., for .
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This factorizability is a consequence of Hilbert’s 17-th problem!
Solve given
A polynomial with forall can in general not be expressed as as a sum ofsquares with the ’s (it can for ).
But a rational function (and hence a polynomial)with for all, can be expressed as a sum of squares, with the
’s , in fact, with .
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This solvability readily leads to solvability of the factorizationequation over for any .
The need to introduce rational functions (together with the imagerepresentation) are the cause of the unavoidable presence of the(possibly unobservable, i.e., ‘hidden’) latent variables in the localdissipation law.
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CONCLUSIONS
a nice, algebraic, theory of linear shift-invariant differentialsystems (PDE’s)
Controllability image representation
global dissipation local dissipation law
Involves hidden latent variables (e.g. applied to Maxwell’seq’ns)
The proof Hilbert’s 17-th problem
More info, ms, copy sheets? Surf tohttp://www.math.rug.nl/ willems
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HAPPY BIRTHDAY, RUTH !
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