Previous |  Up |  Next

Article

Keywords:
dynamical systems; invariant measures; semidefinite programming
Summary:
Using recent results on measure theory and algebraic geometry, we show how semidefinite programming can be used to construct invariant measures of one-dimensional discrete dynamical systems (iterated maps on a real interval). In particular we show that both discrete measures (corresponding to finite cycles) and continuous measures (corresponding to chaotic behavior) can be recovered using standard software.
References:
[1] Alligood, K. T., Sauer, T. D., Yorke, J. A.: Chaos - An Introduction to Dynamical Systems. Springer, 1997. MR 1418166 | Zbl 0867.58043
[2] Barkley, D., Kevrekidis, I. G., Stuart, A. M.: The moment map: nonlinear dynamics of density evolution via a few moments. SIAM J. Appl. Dynam. Systems 5 (2006), 3, 403-434. DOI 10.1137/050638667 | MR 2255449 | Zbl 1210.65010
[3] Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge Univ. Press, 2005. MR 2061575 | Zbl 1058.90049
[4] Campbell, D., Crutchfield, J., Farmer, D., Jen, E.: Experimental mathematics: the role of computation in nonlinear science. Comm. ACM 28 (1985), 4, 374-384. DOI 10.1145/3341.3345 | MR 0789993
[5] Dellnitz, M., Junge, O.: On the approximation of complicated dynamical behavior. SIAM J. Numer. Anal. 36 (1999), 2, 491-515. DOI 10.1137/S0036142996313002 | MR 1668207 | Zbl 0916.58021
[6] Diaconis, P., Freedman, D.: Iterated random functions. SIAM Rev. 41 (1999), 1, 45-76. DOI 10.1137/S0036144598338446 | MR 1669737 | Zbl 0926.60056
[7] Góra, P., Boyarsky, A.: Why computers like Lebesgue measure. Comput. Math. Appl. 16 (1988), 4, 321-329. DOI 10.1016/0898-1221(88)90148-4 | MR 0959419 | Zbl 0668.28008
[8] Góra, P., Boyarsky, A., Islam, M. D. S., Bahsoun, W.: Absolutely continuous invariant measures that cannot be observed experimentally. SIAM J. Appl. Dynam. Systems 5 (2006), 1, 84-90. DOI 10.1137/040606478 | MR 2217130 | Zbl 1090.37041
[9] Hernández-Lerma, O., Lasserre, J. B.: Markov Chains and Invariant Probabilities. Birkhauser, 2003. MR 1974383 | Zbl 1036.60003
[10] Lasota, A., Mackey, M. C.: Probabilistic Properties of Deterministic Systems. Cambridge Univ. Press, 1985. MR 0832868 | Zbl 0606.58002
[11] Lasserre, J. B.: Global optimization with polynomials and the problem of moments. SIAM J. Optim. 11 (2001), 3, 796-817. DOI 10.1137/S1052623400366802 | MR 1814045 | Zbl 1010.90061
[12] Lasserre, J. B., Henrion, D., Prieur, C., Trélat, E.: Nonlinear optimal control via occupation measures and LMI relaxations. SIAM J. Control Optim. 47 (2008), 4, 1643-1666. DOI 10.1137/070685051 | MR 2421324 | Zbl 1188.90193
[13] Peyrl, H., Parrilo, P. A.: A theorem of the alternative for SOS Lyapunov functions. In: Proc. IEEE Conference on Decision and Control, 2007.
[14] Rantzer, A.: A dual to Lyapunov's stability theorem. Systems Control Lett. 42 (2001), 3, 161-168. DOI 10.1016/S0167-6911(00)00087-6 | MR 2007046 | Zbl 0974.93058
[15] Vaidya, U., Mehta, P. G.: Lyapunov measure for almost everywhere stability. IEEE Trans. Automat. Control 53 (2008), 1, 307-323. DOI 10.1109/TAC.2007.914955 | MR 2391706
Partner of
EuDML logo