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Fabian Wirth

Publications and source records attributed to Fabian Wirth.

At least 19 recordsLinked to original sources

Ensemble Feedback Methods for Families of Linear Systems

We consider feedback stabilization for one-parameter families of finite-dimensional linear systems over compact parameter sets in the complex field. Classical ensemble feedback induces compact control operators and therefore cannot modify the essential spectrum of the associated multiplication operators describing the free motion of the system. This precludes stabilization in many infinite-dimensional settings. To address this issue, multiplication feedback operators are introduced. For systems with constant Hermite indices, an analogue of Heymann's lemma is proved, as well as a pole placement theorem, and stabilization results. The relation of pointwise and ensemble controllability is investigated. For systems with nonconstant Hermite indices, corresponding results are obtained under additional assumptions on the structure of the parameter set.

math.OC

Robust Dynamic Pricing and Admission Control with Fairness Guarantees

Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity (responsiveness), conventional monotonic pricing can lead to unfair outcomes by disproportionately excluding price-elastic users, particularly under high or uncertain demand. We therefore develop a fairness-oriented mechanism under demand uncertainty. The paper's contributions are twofold. First, we show that when fairness is imposed as a hard state constraint, the optimal (revenue maximizing) pricing policy is generally non-monotonic in demand. This structural result departs fundamentally from standard surge pricing rules and reveals that price reduction under heavy load may be necessary to maintain equitable access. Second, we address the problem that price elasticity among heterogeneous users is unobservable. To solve it, we develop a robust dynamic pricing and admission control framework that enforces capacity and fairness constraints for all user type distributions consistent with aggregate measurements. By integrating integral High Order Control Barrier Functions (iHOCBFs) with a robust optimization framework under uncertain user-type distribution, we obtain a controller that guarantees forward invariance of safety and fairness constraints while optimizing revenue. Numerical experiments demonstrate improved fairness and revenue performance relative to monotonic surge pricing policies.

eess.SY

A superposition approach for the ISS Lyapunov-Krasovskii theorem with pointwise dissipation

We show that the existence of a Lyapunov-Krasovskii functional (LKF) with pointwise dissipation (i.e. dissipation in terms of the current solution norm) suffices for input-to-state stability, provided that uniform global stability can also be ensured using the same LKF. To this end, we develop a stability theory, in which the behavior of solutions is not assessed through the classical norm but rather through a specific LKF, which may provide significantly tighter estimates. We discuss the advantages of our approach by means of an example.

math.OC

Lyapunov methods for input-to-state stability of time-varying evolution equations

We prove that (local) input-to-state stability ((L)ISS) and integral input-to-state stability (iISS) of time-varying infinite-dimensional systems in abstract spaces follows from the existence of a {corresponding} Lyapunov function. In particular, input-to-state stability of linear time-varying control systems in Hilbert spaces with bounded input operators is discussed. Methods for the construction of non-coercive LISS/iISS Lyapunov functions are presented for a certain class of time-varying semi-linear evolution equations. Two examples are given to illustrate the effectiveness of the results.

math.OC

Auerbach bases, projection constants, and the joint spectral radius of principal submatrices

It is shown that compact sets of complex matrices can always be brought, via similarity transformation, into a form where all matrix entries are bounded in absolute value by the joint spectral radius (JSR). The key tool for this is that every extremal norm of a matrix set admits an Auerbach basis; any such basis gives rise to a desired coordinate system. An immediate implication is that all diagonal entries - equivalently, all one-dimensional principal submatrices - are uniformly bounded above by the JSR. It is shown that the corresponding bounding property does not hold for higher dimensional principal submatrices. More precisely, we construct finite matrix sets for which, across the entire similarity orbit, the JSRs of all higher-dimensional principal submatrices exceed that of the original set. This shows that the bounding result does not extend to submatrices of dimension greater than one. The constructions rely on tools from the geometry of finite-dimensional Banach spaces, with projection constants of norms playing a key role. Additional bounds of the JSR of principal submatrices are obtained using John's ellipsoidal approximation and known estimates for projection constants.

math.DS

Forward completeness implies bounded reachable sets for time-delay systems on the state space of essentially bounded measurable functions

We consider time-delay systems with a finite number of delays in the state space $L^\infty\times\mathbb{R}^n$. In this framework, we show that forward completeness implies the bounded reachability sets property, while this implication was recently shown by J.L. Mancilla-Aguilar and H. Haimovich to fail in the state space of continuous functions. As a consequence, we show that global asymptotic stability is always uniform in the state space $L^\infty\times\mathbb{R}^n$.

math.OC

The joint spectral radius is pointwise H\"older continuous

We show that the joint spectral radius is pointwise H\"older continuous. In addition, the joint spectral radius is locally H\"older continuous for $\varepsilon$-inflations. In the two-dimensional case, local H\"older continuity holds on the matrix sets with positive joint spectral radius.

math.DS

A case study of port-Hamiltonian systems with a moving interface

We model two systems of two conservation laws defined on complementary spatial intervals and coupled by a moving interface as a single non-autonomous port-Hamiltonian system, and provide sufficient conditions for its Kato-stability. An example shows that these conditions are quite restrictive. The more general question under which conditions an evolution family is generated remains open.

math.AP

Infinite-dimensional port-Hamiltonian systems with a stationary interface

We consider two systems of two conservation laws that are defined on complementary, one-dimensional spatial intervals and coupled by an interface as a single port-Hamiltonian system. In case of a fixed interface position, we characterize the boundary and interface conditions for which the associated port-Hamiltonian operator generates a contraction semigroup. Furthermore, we present sufficient conditions for the exponential stability of the generated $C_0$-semigroup. The results are illustrated by the example of two acoustic waveguides coupled by a membrane interface.

math.AP

On Unique Ergodicity Of Coupled AIMD Flows

The AIMD algorithm, which underpins the Transmission Control Protocol (TCP) for transporting data packets in communication networks, is perhaps the most successful control algorithm ever deployed. Recently, its use has been extended beyond communication networks, and successful applications of the AIMD algorithm have been reported in transportation, energy, and mathematical biology. A very recent development in the use of AIMD is its application in solving large-scale optimization and distributed control problems without the need for inter-agent communication. In this context, an interesting problem arises when multiple AIMD networks that are coupled in some sense (usually through a nonlinearity). The purpose of this note is to prove that such systems in certain settings inherit the ergodic properties of individual AIMD networks. This result has important consequences for the convergence of the aforementioned optimization algorithms. The arguments in the paper also correct conceptual and technical errors in [1].

math.DS

On Game Theory Using Stochastic Tail Orders

We consider a family of distributions on which natural tail orders can be constructed upon a representation of a distribution by a (single) hyper-real number. Past research revealed that the ordering can herein strongly depend on the particular model of the hyperreals, specifically the underlying ultrafilter. Hence, our distribution family is constructed to order invariantly of an ultrafilter. Moreover, we prove that it lies dense in the set of all distributions with the (same) compact support, w.r.t. the supremum norm. Overall, this work resents a correction to [10, 12], in response to recent findings of [2].

math.PR

Remarks on the tail order on moment sequences

We consider positively supported Borel measures for which all moments exist. On the set of compactly supported measures in this class a partial order is defined via eventual dominance of the moment sequences. Special classes are identified on which the order is total, but it is shown that already for the set of distributions with compactly supported smooth densities the order is not total. In particular we construct a pair of measures with smooth density for which infinitely many moments agree and another one for which the moments alternate infinitely often. This disproves some recently published claims to the contrary. Some consequences for games with distributional payoffs are discussed.

math.CA

Multi-resource allocation for federated settings: A non-homogeneous Markov chain model

In a federated setting, agents coordinate with a central agent or a server to solve an optimization problem in which agents do not share their information with each other. Wirth and his co-authors, in a recent paper, describe how the basic additive-increase multiplicative-decrease (AIMD) algorithm can be modified in a straightforward manner to solve a class of optimization problems for federated settings for a single shared resource with no inter-agent communication. The AIMD algorithm is one of the most successful distributed resource allocation algorithms currently deployed in practice. It is best known as the backbone of the Internet and is also widely explored in other application areas. We extend the single-resource algorithm to multiple heterogeneous shared resources that emerge in smart cities, sharing economy, and many other applications. Our main results show the convergence of the average allocations to the optimal values. We model the system as a non-homogeneous Markov chain with place-dependent probabilities. Furthermore, simulation results are presented to demonstrate the efficacy of the algorithms and to highlight the main features of our analysis.

math.OC

Matrix measures, stability and contraction theory for dynamical systems on time scales

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study both linear and nonlinear dynamical systems on time scales.} Specifically, we start with considering linear time-varying systems and, for these, we prove a time scale analogous of an upper bound due to Coppel. We make use of this upper bound to give stability and input-to-state stability conditions for linear time-varying systems. {Then, we consider nonlinear time-varying dynamical systems on time scales and} establish a sufficient condition for the convergence of the solutions. Finally, after linking our results to the existence of a Lyapunov function, we make use of our approach to study certain epidemic dynamics and complex networks. For the former, we give a sufficient condition on the parameters of a SIQR model on time scales ensuring that its solutions converge to the disease-free solution. For the latter, we first give a sufficient condition for pinning controllability of complex time scale networks and then use this condition to study certain collective opinion dynamics. The theoretical results are complemented with simulations.

math.DS

Local stabilization of an unstable parabolic equation via saturated controls

We derive a saturated feedback control, which locally stabilizes a linear reaction-diffusion equation. In contrast to most other works on this topic, we do not assume the Lyapunov stability of the uncontrolled system and consider general unstable systems. Using Lyapunov methods, we provide estimates for the region of attraction for the closed-loop system, given in terms of linear and bilinear matrix inequalities. We show that our results can be used with distributed as well as scalar boundary control, and with different types of saturations. The efficiency of the proposed method is demonstrated by means of numerical simulations.

math.OC

The Convergence of Finite-Averaging of AIMD for Distributed Heterogeneous Resource Allocations

In several social choice problems, agents collectively make decisions over the allocation of multiple divisible and heterogeneous resources with capacity constraints to maximize utilitarian social welfare. The agents are constrained through computational or communication resources or privacy considerations. In this paper, we analyze the convergence of a recently proposed distributed solution that allocates such resources to agents with minimal communication. It is based on the randomized additive-increase and multiplicative-decrease (AIMD) algorithm. The agents are not required to exchange information with each other, but little with a central agent that keeps track of the aggregate resource allocated at a time. We formulate the time-averaged allocations over finite window size and model the system as a Markov chain with place-dependent probabilities. Furthermore, we show that the time-averaged allocations vector converges to a unique invariant measure, and also, the ergodic property holds.

math.OC

Derandomized Distributed Multi-resource Allocation with Little Communication Overhead

We study a class of distributed optimization problems for multiple shared resource allocation in Internet-connected devices. We propose a derandomized version of an existing stochastic additive-increase and multiplicative-decrease (AIMD) algorithm. The proposed solution uses one bit feedback signal for each resource between the system and the Internet-connected devices and does not require inter-device communication. Additionally, the Internet-connected devices do not compromise their privacy and the solution does not dependent on the number of participating devices. In the system, each Internet-connected device has private cost functions which are strictly convex, twice continuously differentiable and increasing. We show empirically that the long-term average allocations of multiple shared resources converge to optimal allocations and the system achieves minimum social cost. Furthermore, we show that the proposed derandomized AIMD algorithm converges faster than the stochastic AIMD algorithm and both the approaches provide approximately same solutions.

eess.SY