arXiv subjects

Harry Dankowicz

Publications and source records attributed to Harry Dankowicz.

12 recordsLinked to original sources

arXiv2026

Algebraic conditions for second-moment stability boundaries of linear, time-invariant stochastic delay-differential equations

For linear, time-invariant stochastic delay-differential equations with a single constant delay and both multiplicative and additive noise, this paper derives optimal semi-analytic algebraic equality conditions that can be used to identify second-moment stability boundaries without the use of problem discretization. Successful validation against Monte Carlo simulations and published results for several low-dimensional models clarifies limitations of stability conditions proposed in the literature and demonstrates considerable savings in computational effort relative to discretization-based approaches. In particular, using the theory derived in this paper, second-moment stability boundaries are shown to be computable using parameter continuation techniques applied to discretization-free equality conditions that scale only with the square of the problem dimension. For the case of one-dimensional stochastic delay-differential equations, in particular, the analysis is entirely closed form with a stability condition expressed entirely in terms of elementary functions. These results are enabled by the derivation of an advection-type boundary-value problem with non-local boundary conditions for a three-variable correlation function followed by a reduction to a delay-differential boundary-value problem for a two-variable correlation function. For the former problem, observations regarding the spectral abscissa of the discretization of the corresponding infinitesimal generator, particularly that second-moment stability is lost when a real eigenvalue passes through the origin, motivate identification of second-moment stability boundaries with a loss of uniqueness of stationary solutions to the latter problem.

math.DS↗

arXiv2024

Computational Bifurcation Analysis

Bifurcation analysis collects techniques for characterizing the dependence of certain classes of solutions of a dynamical system on variations in problem parameters. Common solution classes of interest include equilibria and periodic orbits, the number and stability of which may vary as parameters vary. Continuation techniques generate continuous families of such solutions in the combined state and parameter space, e.g., curves (branches) of periodic orbits or surfaces of equilibria. Their advantage over simulation-based approaches is the ability to map out such families independently of the dynamic stability of the equilibria or periodic orbits. Bifurcation diagrams represent families of equilibria and periodic orbits as curves or surfaces in appropriate coordinate systems. Special points, such as bifurcations, are often highlighted in such diagrams. This article provides an illustration of this paradigm of synergy between theoretical derivations and computational analysis for several characteristic examples of bifurcation analysis in commonly encountered classes of problems. General theoretical principles are deduced from these illustrations and collected for the reader's subsequent reference.

math.DS↗

arXiv2024

Adjoint-Based Projections for Uncertainty Quantification near Stochastically Perturbed Limit Cycles and Tori

This paper presents a new boundary-value problem formulation for quantifying uncertainty induced by the presence of small Brownian noise near transversally stable periodic orbits (limit cycles) and quasiperiodic invariant tori of the deterministic dynamical systems obtained in the absence of noise. The formulation uses adjoints to construct a continuous family of transversal hyperplanes that are invariant under the linearized deterministic flow near the limit cycle or quasiperiodic invariant torus. The intersections with each hyperplane of stochastic trajectories that remain near the deterministic cycle or torus over intermediate times may be approximated by a Gaussian distribution whose covariance matrix can be obtained from the solution to the corresponding boundary-value problem. In the case of limit cycles, the analysis improves upon results in the literature through the explicit use of state-space projections, transversality constraints, and symmetry-breaking parameters that ensure uniqueness of the solution despite the lack of hyperbolicity along the limit cycle. These same innovations are then generalized to the case of a quasiperiodic invariant torus of arbitrary dimension. In each case, a closed-form solution to the covariance boundary-value problem is found in terms of a convergent series. The methodology is validated against the results of numerical integration for two examples of stochastically perturbed limit cycles and one example of a stochastically perturbed two-dimensional quasiperiodic invariant torus. Finally, an implementation of the covariance boundary-value problem in the numerical continuation package coco is applied to analyze the small-noise limit near a two-dimensional quasiperiodic invariant torus in a nonlinear deterministic dynamical system in $\mathbb{R}^4$ that does not support closed-form analysis.

math.DS↗

arXiv2022

Model-free Continuation of Periodic Orbits in Certain Nonlinear Systems Using Continuous-Time Adaptive Control

This paper generalizes recent results by the authors on noninvasive model-reference adaptive control designs for control-based continuation of periodic orbits in periodically excited linear systems with matched uncertainties to a larger class of periodically excited nonlinear systems with matched uncertainties and known structure. A candidate adaptive feedback design is also proposed in the case of scalar problems with unmodeled nonlinearities. In the former case, rigorous analysis shows guaranteed performance bounds for the associated prediction and estimation errors. Together with an assumption of persistent excitation, there follows asymptotic convergence to periodic responses determined uniquely by an a priori unknown periodic reference input and independent of initial conditions, as required by the control-based continuation paradigm. In particular, when the reference input equals the sought periodic response, the steady-state control input vanishes. Identical conclusions follow for the case of scalar dynamics with unmodeled nonlinearities, albeit with slow rates of convergence. Numerical simulations validate the theoretical predictions for individual parameter values. Integration with the software package COCO demonstrate successful continuation along families of stable and unstable periodic orbits with a minimum of parameter tuning. The results expand the envelope of known noninvasive feedback strategies for use in experimental model validation and engineering design.

math.OC↗

arXiv2021

Sensitivity Analysis for Periodic Orbits and Quasiperiodic Invariant Tori Using the Adjoint Method

This paper presents a rigorous framework for the continuation of solutions to nonlinear constraints and the simultaneous analysis of the sensitivities of test functions to constraint violations at each solution point using an adjoint-based approach. By the linearity of a problem Lagrangian in the associated Lagrange multipliers, the formalism is shown to be directly amenable to analysis using the COCO software package, specifically its paradigm for staged problem construction. The general theory is illustrated in the context of algebraic equations and boundary-value problems, with emphasis on periodic orbits in smooth and hybrid dynamical systems, and quasiperiodic invariant tori of flows. In the latter case, normal hyperbolicity is used to prove the existence of continuous solutions to the adjoint conditions associated with the sensitivities of the orbital periods to parameter perturbations and constraint violations, even though the linearization of the governing boundary-value problem lacks a bounded inverse, as required by the general theory. An assumption of transversal stability then implies that these solutions predict the asymptotic phases of trajectories based at initial conditions perturbed away from the torus. Example COCO code is used to illustrate the minimal additional investment in setup costs required to append sensitivity analysis to regular parameter continuation.

math.DS↗

arXiv2021

Methods of Continuation and their Implementation in the COCO Software Platform with Application to Delay Differential Equations

This paper treats comprehensively the construction of problems from nonlinear dynamics and constrained optimization amenable to parameter continuation techniques and with particular emphasis on multi-segment boundary-value problems with delay. The discussion is grounded in the context of the COCO software package and its explicit support for community-driven development. To this end, the paper first formalizes the COCO construction paradigm for augmented continuation problems compatible with simultaneous analysis of implicitly defined manifolds of solutions to nonlinear equations and the corresponding adjoint variables associated with optimization of scalar objective functions along such manifolds. The paper uses applications to data assimilation from finite time histories and phase response analysis of periodic orbits to identify a universal paradigm of construction that permits abstraction and generalization. It then details the theoretical framework for a COCO-compatible toolbox able to support the analysis of a large family of delay-coupled multi-segment boundary-value problems, including periodic orbits, quasiperiodic orbits, connecting orbits, initial-value problems, and optimal control problems, as illustrated in a suite of numerical examples. The paper aims to present a pedagogical treatment that is accessible to the novice and inspiring to the expert by appealing to the many senses of the applied nonlinear dynamicist. Sprinkled among a systematic discussion of problem construction, graph representations of delay-coupled problems, and vectorized formulas for problem discretization, the paper includes an original derivation using Lagrangian sensitivity analysis of phase-response functionals for periodic-orbit problems in abstract Banach spaces, as well as a demonstration of the regularizing benefits of multi-dimensional manifold continuation for near-singular problems.

math.DS↗

arXiv2021

Design of active network filters as hysteretic sensors

This work aims to propose and design a class of networks of coupled linear and nonlinear oscillators, in which short bursts of exogenous excitation result in sustained endogenous network activity that returns to a quiescent state only after a characteristic time and along a different path than when originally excited. The desired hysteretic behavior is obtained through the coupling of self-excited oscillations with purposely designed rate laws for slowly-varying nodal parameters, governed only by local interactions in the network. The proposed architecture and the sought dynamics take inspiration from complex biological systems that combine endogenous energy sources with a paradigm for distributed sensing and information processing. In this paper, the network design problem considers arbitrary topologies and investigates the dependence of the desired response on model parameters, as well as on the placement of a single nonlinear node in an otherwise linear network. Perturbation analysis in various asymptotic parameter limits is used to define the proposed internal dynamics. Parameter continuation techniques validate the asymptotic results numerically and demonstrate their robustness over finite ranges of parameter values. Both approaches suggest a nontrivial dependence of the optimal distribution of nonlinearity on the network topology.

math.DS↗

arXiv2020

A unified analytical framework for a class of optimal control problems on networked systems

We consider a class of optimal control problems on networks that generically permits a reduction to a universal set of reference problems without differential constraints that may be solved analytically. The derivation shows that input homogeneity across the network results in universally constant optimal control inputs. These predictions are validated using numerical analysis of problems of synchronization of coupled phase oscillators and spreading dynamics on time-varying networks.

math.OC↗

arXiv2019

Optimization with Equality and Inequality Constraints Using Parameter Continuation

We generalize the successive continuation paradigm introduced by Kern\'evez and Doedel [16] for locating locally optimal solutions of constrained optimization problems to the case of simultaneous equality and inequality constraints. The analysis shows that potential optima may be found at the end of a sequence of easily-initialized separate stages of continuation, without the need to seed the first stage of continuation with nonzero values for the corresponding Lagrange multipliers. A key enabler of the proposed generalization is the use of complementarity functions to define relaxed complementary conditions, followed by the use of continuation to arrive at the limit required by the Karush-Kuhn-Tucker theory. As a result, a successful search for optima is found to be possible also from an infeasible initial solution guess. The discussion shows that the proposed paradigm is compatible with the staged construction approach of the COCO software package. This is evidenced by a modified form of the COCO core used to produce the numerical results reported here. These illustrate the efficacy of the continuation approach in locating stationary solutions of an objective function along families of two-point boundary value problems and in optimal control problems.

math.OC↗

arXiv2019

Optimization along Families of Periodic and Quasiperiodic Orbits in Dynamical Systems with Delay

This paper generalizes a previously-conceived, continuation-based optimization technique for scalar objective functions on constraint manifolds to cases of periodic and quasiperiodic solutions of delay-differential equations. A Lagrange formalism is used to construct adjoint conditions that are linear and homogenous in the unknown Lagrange multipliers. As a consequence, it is shown how critical points on the constraint manifold can be found through several stages of continuation along a sequence of connected one-dimensional manifolds of solutions to increasing subsets of the necessary optimality conditions. Due to the presence of delayed and advanced arguments in the original and adjoint differential equations, care must be taken to determine the degree of smoothness of the Lagrange multipliers with respect to time. Such considerations naturally lead to a formulation in terms of multi-segment boundary-value problems (BVPs), including the possibility that the number of segments may change, or that their order may permute, during continuation. The methodology is illustrated using the software package coco on periodic orbits of both linear and nonlinear delay-differential equations, keeping in mind that closed-form solutions are not typically available even in the linear case. Finally, we demonstrate optimization on a family of quasiperiodic invariant tori in an example unfolding of a Hopf bifurcation with delay and parametric forcing. The quasiperiodic case is a further original contribution to the literature on optimization constrained by partial differential BVPs.

math.DS↗

arXiv2018

Impact of temporal network structures on the speed of consensus formation in opinion dynamics

Opinion dynamics on networks has wide applications to empirical and engineered systems and profound prospects in the general study of complex systems. Many efforts have been devoted to understanding how opinion dynamics is affected by network topology. However, human social interactions are best characterized as temporal networks in which ordering of interactions cannot be ignored. Temporal activity patterns including heterogeneous contact strength and interevent times, turnover edge/node dynamics and daily patterns could have significant effects that would not be captured by static aggregate network representations. In this paper, we study the effects of such temporal patterns on the speed of consensus formation in various models of continuous opinion dynamics using three empirical human face-to-face networks from different real-world settings. We find that static, aggregated networks consistently overestimate the speed of simulated consensus formation while weight heterogeneity associated with frequency of interactions has an inhibitory effect on consensus formation relative to the behavior on unweighted networks. Moreover, the speed of consensus formation is found to be highly sensitive to nodal lifetimes, suggesting that randomization protocols that dramatically alter the distribution of lifetimes cannot be relied upon as reference models. On the other hand, temporal patterns including burstiness of interevent times and the lifetime of edges are found to have insignificant effects on consensus formation.

physics.soc-ph↗

arXiv2016

Input-Delay Compensation in a Robust Adaptive Control Framework

A modification to the ${\cal L}_1$ control framework for uncertain systems with actuator delay is presented. Specifically, a time delay is introduced in the control input of the state predictor to compensate for the destabilizing effect of input delay in the plant. For this modified framework, the analysis shows that the output of the adaptive system closely follows the behavior of a suitably defined, nonadaptive, stable reference system provided that a delay-dependent stability condition is satisfied and the adaptive gain is chosen sufficiently large. The set of combinations of input delay and compensation delay for which the stability condition is satisfied contains an open set of pairs of positive values provided that a filter bandwidth, characteristic of ${\cal L}_1$ adaptive control is chosen sufficiently large. The efficacy of the delay compensation is illustrated by a simple example. A numerical continuation is also performed to explore the stability region for a case where this can be approximated a priori.

math.OC↗