A State-Space Representation of Coupled Linear Multivariate PDEs and Stability Analysis using SDP

Abstract

Physical processes evolving in both time and space are often modeled using Partial Differential Equations (PDEs). Recently, it has been shown how stability analysis and control of coupled PDEs in a single spatial variable can be more conveniently performed using an equivalent Partial Integral Equation (PIE) representation. The construction of this PIE representation is based on an analytic expression for the inverse of the spatial differential operator, $\partial_s^{d}$, on the domain defined by boundary conditions. In this paper, we show how this univariate representation may be extended inductively to multiple spatial variables by representing the domain as the intersection of lifted univariate domains. Specifically, we show that if each univariate domain is well-posed, then there exists a readily verified consistency condition which is necessary and sufficient for existence of an inverse to the multivariate spatial differential operator, $D^\alpha=\partial_{s_1}^{\alpha_1}\cdots\partial_{s_N}^{\alpha_N}$, on the PDE domain. Furthermore, we show that this inverse is an element of a $*$-algebra of Partial Integral (PI) operators defined by polynomial semi-separable kernels. Based on this operator algebra, we show that the evolution of any suitably well-posed linear multivariate PDE may be described by a PIE, parameterized by elements of the PI algebra. A convex computational test for PDE stability is then proposed using a positive matrix parameterization of positive PI operators, and software (PIETOOLS) is provided which automates the process of representation and stability analysis of such PDEs. This software is used to analyze stability of 2D heat, wave, and plate equations, obtaining accurate bounds on the rate of decay.