arXiv subjects

Michael Margaliot

Publications and source records attributed to Michael Margaliot.

At least 55 records · Page 3Linked to original sources

arXiv2021

Diagonal Stability of Discrete-time $k$-Positive linear Systems with Applications to Nonlinear Systems

A linear dynamical system is called $k$-positive if its dynamics maps the set of vectors with up to $k-1$ sign variations to itself. For $k=1$, this reduces to the important class of positive linear systems. Since stable positive linear time-invariant (LTI) systems always admit a diagonal quadratic Lyapunov function, i.e. they are diagonally stable, we may expect that this holds also for stable $k$-positive systems. We show that, in general, this is not the case both in the continuous-time (CT) and discrete-time (DT) case. We then focus on DT $k$-positive linear systems and introduce the new notion of DT $k$-diagonal stability. It is shown that this is a necessary condition for standard DT diagonal stability. We demonstrate an application of this new notion to the analysis of a class of DT nonlinear systems.

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arXiv2021

Behavior of Totally Positive Differential Systems Near a Periodic Solution

A time-varying nonlinear dynamical system is called a totally positive differential system (TPDS) if its Jacobian admits a special sign pattern: it is tri-diagonal with positive entries on the super- and sub-diagonals. If the vector field of a TPDS is T-periodic then every bounded trajectory converges to a T-periodic solution. In particular, when the vector field is time-invariant every bounded trajectory of a TPDS converges to an equlbrium. Here, we use the spectral theory of oscillatory matrices to analyze the behavior near a periodic solution of a TPDS. This yields information on the perturbation directions that lead to the fastest and slowest convergence to or divergence from the periodic solution. We demonstrate the theoretical results using a model from systems biology called the ribosome flow model.

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arXiv2020

Generalization of the multiplicative and additive compounds of square matrices and contraction in the Hausdorff dimension

The $k$ multiplicative and $k$ additive compounds of a matrix play an important role in geometry, multi-linear algebra, the asymptotic analysis of nonlinear dynamical systems, and in bounding the Hausdorff dimension of fractal sets. These compounds are defined for integer values of $k$. Here, we introduce generalizations called the $α$ multiplicative and $α$ additive compounds of a square matrix, with $α$ real. We study the properties of these new compounds and demonstrate an application in the context of the Douady and Oesterlé Theorem. This leads to a generalization of contracting systems to $α$ contracting systems, with $α$ real. Roughly speaking, the dynamics of such systems contracts any set with Hausdorff dimension larger than $α$. For $α=1$ they reduce to standard contracting systems.

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arXiv2020

A Generalization of Linear Positive Systems with Applications to Nonlinear Systems: Invariant Sets and the Poincaré-Bendixson Property

The dynamics of linear positive systems map the positive orthant to itself. In other words, it maps a set of vectors with zero sign variations to itself. This raises the following question: what linear systems map the set of vectors with $k$ sign variations to itself? We address this question using tools from the theory of cooperative dynamical systems and the theory of totally positive matrices. This yields a generalization of positive linear systems called $k$-positive linear systems, that reduces to positive systems for $k=1$. We describe applications of this new type of systems to the analysis of nonlinear dynamical systems. In particular, we show that such systems admit certain explicit invariant sets, and for the case $k=2$ establish the Poincaré-Bendixson property for any bounded trajectory.

eess.SY↗

arXiv2020

On the Exponent of Several Classes of Oscillatory Matrices

Oscillatory matrices were introduced in the seminal work of Gantmacher and Krein. An $n\times n$ matrix $A$ is called oscillatory if all its minors are nonnegative and there exists a positive integer $k$ such that all minors of $A^k$ are positive. The smallest $k$ for which this holds is called the exponent of the oscillatory matrix $A$. Gantmacher and Krein showed that the exponent is always smaller than or equal to $n-1$. An important and nontrivial problem is to determine the exact value of the exponent. Here we use the successive elementary bidiagonal factorization of oscillatory matrices, and its graph-theoretic representation, to derive an explicit expression for the exponent of several classes of oscillatory matrices, and a nontrivial upper-bound on the exponent for several other classes.

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arXiv2020

Maximizing average throughput in oscillatory biological synthesis systems: an optimal control approach

A dynamical system entrains to a periodic input if its state converges globally to an attractor with the same period. In particular, for a constant input the state converges to a unique equilibrium point for any initial condition. We consider the problem of maximizing a weighted average of the system's output along the periodic attractor. The gain of entrainment is the benefit achieved by using a non-constant periodic input relative to a constant input with the same time average. Such a problem amounts to optimal allocation of resources in a periodic manner. We formulate this problem as a periodic optimal control problem which can be analyzed by means of the Pontryagin maximum principle or solved numerically via powerful software packages. We then apply our framework to a class of occupancy models that appear frequently in biological synthesis systems and other applications. We show that, perhaps surprisingly, constant inputs are optimal for various architectures. This suggests that the presence of non-constant periodic signals, which frequently appear in biological occupancy systems, is a signature of an underlying time-varying objective functional being optimized.

math.OC↗

arXiv2020

Random attraction in the TASEP model

The totally asymmetric simple exclusion process (TASEP) is a basic model of statistical mechanics that has found numerous applications. We consider the case of TASEP with a finite chain where particles may enter from the left and leave to the right at prescribed rates. This model can be formulated as a Markov process with a finite number of states. Due to the irreducibility of the process it is well-known that the probability distribution on the states is globally attracted to a unique equilibrium distribution. We extend this result to the more detailed level of individual trajectories. To do so we formulate TASEP as a random dynamical system. Our main result is that the trajectories from all possible initial conditions contract to each other yielding the existence of a random attractor that consists of a single trajectory almost surely. This implies that in the long run TASEP ``filters out'' any perturbation that changes the state of the particles along the chain. In order to prove our main result we first establish that any random dynamical system on a finite state space possesses both a global random pullback attractor and a global random forward attractor. This observation appears to be missing in the literature. We then provide sufficient and necessary conditions for these attractors to be singletons. Finally, we show that TASEP satisfies one of these conditions.

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arXiv2020

Is my system of ODEs $k$-cooperative?

A linear dynamical system is called positive if its flow maps the non-negative orthant to itself. More precisely, it maps the set of vectors with zero sign variations to itself. A linear dynamical system is called $k$-positive if its flow maps the set of vectors with up to $k-1$ sign variations to itself. A nonlinear dynamical system is called $k$-cooperative if its variational system, which is a time-varying linear dynamical system, is $k$-positive. These systems have special asymptotic properties. For example, it was recently shown that strongly $2$-cooperative systems satisfy a strong Poincaré-Bendixson property. Positivity and~$k$-positivity are easy to verify in terms of the sign-pattern of the matrix in the dynamics. However, these sign conditions are not invariant under a coordinate transformation. A natural question is to determine if a given~$n$-dimensional system is $k$-positive up to a coordinate transformation. We study this problem for two special kinds of transformations: permutations and scaling by a signature matrix. For any $n\geq 4$ and~$k\in\{2,\dots, n-2\}$, we provide a graph-theoretical necessary and sufficient condition for $k$-positivity up to such coordinate transformations. We describe an application of our results to a specific class of Lotka-Volterra systems.

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arXiv2019

Discrete-time k-positive linear systems

Positive systems play an important role in systems and control theory and have found many applications in multi-agent systems, neural networks, systems biology, and more. Positive systems map the nonnegative orthant to itself (and also the nonpositive orthant to itself). In other words, they map the set of vectors with zero sign variations to itself. In this note, discrete-time linear systems that map the set of vectors with up to $k-1$ sign variations to itself are introduced. For the special case $k=1$ these reduce to discrete-time positive linear systems. Properties of these systems are analyzed using tools from the theory of sign-regular matrices. In particular, it is shown that almost every solution of such systems converges to the set of vectors with up to $k-1$ sign variations. Also, the operation of such systems on $k$-dimensional parallelotopes are studied.

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arXiv2019

No Switching Policy is Optimal for a Positive Linear System with a Bottleneck Entrance

We consider a nonlinear SISO system that is a cascade of a scalar "bottleneck entrance" and an arbitrary Hurwitz positive linear system. This system entrains i.e. in response to a $T$-periodic inflow every solution converges to a unique $T$-periodic solution of the system. We study the problem of maximizing the averaged throughput via controlled switching. The objective is to choose a periodic inflow rate with a given mean value that maximizes the averaged outflow rate of the system. We compare two strategies: 1) switching between a high and low value, and 2) using a constant inflow equal to the prescribed mean value. We show that no switching policy can outperform a constant inflow rate, though it can approach it asymptotically. We describe several potential applications of this problem in traffic systems, ribosome flow models, and scheduling at security checks.

math.OC↗

arXiv2019

Entrainment to Subharmonic Trajectories in Oscillatory Discrete-Time Systems

A matrix $A$ is called totally positive (TP) if all its minors are positive, and totally nonnegative (TN) if all its minors are nonnegative. A square matrix $A$ is called oscillatory if it is TN and some power of $A$ is TP. A linear time-varying system is called an oscillatory discrete-time system (ODTS) if the matrix defining its evolution at each time $k$ is oscillatory. We analyze the properties of $n$-dimensional time-varying nonlinear discrete-time systems whose variational system is an ODTS, and show that they have a well-ordered behavior. More precisely, if the nonlinear system is time-varying and $T$-periodic then any trajectory either leaves any compact set or converges to an $(n-1)T$-periodic trajectory, that is, a subharmonic trajectory. These results hold for any dimension $n$. The analysis of such systems requires establishing that a line integral of the Jacobian of the nonlinear system is an oscillatory matrix. This is non-trivial, as the sum of two oscillatory matrices is not necessarily oscillatory, and this carries over to integrals. We derive several new sufficient conditions guaranteeing that the line integral of a matrix is oscillatory, and demonstrate how this yields interesting classes of discrete-time nonlinear systems that admit a well-ordered behavior.

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arXiv2019

Ribosome flow model with different site sizes

We introduce and analyze two general dynamical models for unidirectional movement of particles along a circular chain and an open chain of sites. The models include a soft version of the simple exclusion principle, that is, as the density in a site increases the effective entry rate into this site decreases. This allows to model and study the evolution of "traffic jams" of particles along the chain. A unique feature of these two new models is that each site along the chain can have a different size. Although the models are nonlinear, they are amenable to rigorous asymptotic analysis. In particular, we show that the dynamics always converges to a steady-state, and that the steady-state densities along the chain and the steady-state output flow rate from the chain can be derived from the spectral properties of a suitable matrix, thus eliminating the need to numerically simulate the dynamics until convergence. This spectral representation also allows for powerful sensitivity analysis, i.e. understanding how a change in one of the parameters in the models affects the steady-state. We show that the site sizes and the transition rates from site to site play different roles in the dynamics, and that for the purpose of maximizing the steady-state output (or production) rate the site sizes are more important than the transition rates. We also show that the problem of finding parameter values that maximize the production rate is tractable. We believe that the models introduced here can be applied to study various natural and artificial processes including ribosome flow during mRNA translation, the movement of molecular motors along filaments of the cytoskeleton, pedestrian and vehicular traffic, evacuation dynamics, and more.

q-bio.QM↗

arXiv2018

Networks of ribosome flow models for modeling and analyzing intracellular traffic

The ribosome flow model with input and output (RFMIO) is a deterministic dynamical system that has been used to study the flow of ribosomes during mRNA translation. The RFMIO and its variants encapsulate important properties that are relevant to modeling ribosome flow such as the possible evolution of "traffic jams" and non-homogeneous elongation rates along the mRNA molecule, and can also be used for studying additional intracellular processes such as transcription, transport, and more. Here we consider networks of interconnected RFMIOs as a fundamental tool for modeling, analyzing and re-engineering the complex mechanisms of protein production. In these networks, the output of each RFMIO may be divided, using connection weights, between several inputs of other RFMIOs. We show that under quite general feedback connections the network has two important properties: (1) it admits a unique steady-state and every trajectory converges to this steady-state, and (2) the problem of how to determine the connection weights so that the network steady-state output is maximized is a convex optimization problem. These mathematical properties make these networks highly suitable as models of various phenomena: property (1) means that the behavior is predictable and ordered, and property (2) means that determining the optimal weights is numerically tractable even for large-scale networks. For the specific case of a feed-forward network of RFMIOs we prove an additional useful property, namely, that there exists a spectral representation for the network steady-state, and thus it can be determined without any numerical simulations of the dynamics. We describe the implications of these result to several fundamental biological phenomena and biotechnological objectives.

q-bio.MN↗

arXiv2018

On the spectral properties of nonsingular matrices that are strictly sign-regular for some order with applications to totally positive discrete-time systems

A matrix is called strictly sign-regular of order $k$ (denoted by $SSR_k$) if all its $k\times k$ minors are non-zero and have the same sign. For example, totally positive matrices, i.e., matrices with all minors positive, are $SSR_k$ for all $k$. Another important subclass are those that are $SSR_k$ for all odd $k$. Such matrices have interesting sign variation diminishing properties, and it has been recently shown that they play an important role in the analysis of certain nonlinear cooperative dynamical systems. In this paper, the spectral properties of nonsingular matrices that are $SSR_k$ for a specific value $k$ are studied. One of the results is that the product of the first $k$ eigenvalues is real and of the same sign as the $k\times k$ minors, and that linear combinations of certain eigenvectors have specific sign patterns. It is then shown how known results for matrices that are $SSR_k$ for several values of $k$ can be derived from these spectral properties. Using these theoretical results, the notion of a totally positive discrete-time system (TPDTS) is introduced. This may be regarded as the discrete-time analogue of the important notion of a totally positive differential system, introduced by Schwarz in 1970. The asymptotic behavior of time-invariant and time-varying TPDTSs is analyzed, and it is shown that every trajectory of a periodic time-varying TPDTS converges to a periodic solution.

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arXiv2018

A Generalization of Smillie's Theorem on Strongly Cooperative Tridiagonal Systems

Smillie (1984) proved an interesting result on the stability of nonlinear, time-invariant, strongly cooperative, and tridiagonal dynamical systems. This result has found many applications in models from various fields including biology, ecology, and chemistry. Smith (1991) has extended Smillie's result and proved entrainment in the case where the vector field is time-varying and periodic. We use the theory of linear totally nonnegative differential systems developed by Schwarz (1970) to give a generalization of these two results. This is based on weakening the requirement for strong cooperativity to cooperativity, and adding an additional observability-type condition.

math.DS↗

arXiv2018

Revisiting Totally Positive Differential Systems: A Tutorial and New Results

A matrix is called totally nonnegative (TN) if all its minors are nonnegative, and totally positive (TP) if all its minors are positive. Multiplying a vector by a TN matrix does not increase the number of sign variations in the vector. In a largely forgotten paper, Schwarz (1970) considered matrices whose exponentials are TN or TP. He also analyzed the evolution of the number of sign changes in the vector solutions of the corresponding linear system. In a seemingly different line of research, Smillie (1984), Smith (1991), and others analyzed the stability of nonlinear tridiagonal cooperative systems by using the number of sign variations in the derivative vector as an integer-valued Lyapunov function. We provide a tutorial on these fascinating research topics and show that they are intimately related. This allows to derive generalizations of the results by Smillie (1984) and Smith (1991) while simplifying the proofs. It also opens the door to many new and interesting research directions.

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arXiv2018

Output Selection and Observer Design for Boolean Control Networks: A Sub-Optimal Polynomial-Complexity Algorithm

Using a graph-theoretic approach, we derive a new sufficient condition for observability of a Boolean control network (BCN). Based on this condition, we describe two algorithms: the first selects a set of nodes so that observing this set makes the BCN observable. The second algorithm builds an observer for the observable BCN. Both algorithms are sub-optimal, as they are based on a sufficient but not necessary condition for observability. Yet their time-complexity is linear in the length of the description of the BCN, rendering them feasible for large-scale networks. We discuss how these results can be used to provide a sub-optimal yet polynomial-complexity algorithm for the minimal observability problem in BCNs. Some of the theoretical results are demonstrated using a BCN model of the core network regulating the mammalian cell cycle.

math.OC↗

arXiv2018

Dynamical Systems with a Cyclic Sign Variation Diminishing Property

Several studies analyzed certain nonlinear dynamical systems by showing that the cyclic number of sign variations in the vector of derivatives is an integer-valued Lyapunov function. These results are based on direct analysis of the dynamical equation satisfied by the vector of derivatives, i.e. the variational system. However, it is natural to assume that they follow from the fact that the transition matrix in the variational system satisfies a variation diminishing property (VDP) with respect to the cyclic number of sign variations in a vector. Motivated by this, we develop the theoretical framework of linear time-varying systems whose solution satisfies a VDP with respect to the cyclic number of sign variations. This provides an analogue of the work of Schwarz on totally positive differential systems, i.e. linear time-varying systems whose solution satisfies a VDP with respect to the standard (non-cyclic) number of sign variations.

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