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Lyapunov-like functions and Lie brackets

Franco RampazzoMonica Motta

11th Meeting on Nonlinear Hyperbolic PDEs andApplications

On the occasion of the 60th birthday of Alberto BressanTrieste, June 2016

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A control system and a target Cx(t) = f (x(t), u(t)) u(t) ∈ Ux(0) = zlimt→tu x(t) ∈ C

system pict1.pdf

TARGET C

f(x,u) u ϵ U

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A control system and a target Cx(t) = f (x(t), u(t)) u(t) ∈ Ux(0) = zlimt→tu x(t) ∈ C

system pict1.pdf

TARGET C

f(x,u) u ϵ U

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Globally Asymptoticly Controllable (GAC) systems

The system x = f (x(t), u(t))is (GAC) to the target Cif, from any initial point x(0) = z∃ a control u(·) s.t

d(xz ,u(t), C)→ 0,

in finite or infinite time.

• More precisely , a uniform estimate must hold true:

d(xz,u(t), C) ≤ β(d(z , C), t)

where limt→Tu

β(r , t) = 0 and r 7→ β(r , t) is increasing.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Globally Asymptoticly Controllable (GAC) systems

The system x = f (x(t), u(t))is (GAC) to the target Cif, from any initial point x(0) = z∃ a control u(·) s.t

d(xz ,u(t), C)→ 0,

in finite or infinite time.

• More precisely , a uniform estimate must hold true:

d(xz,u(t), C) ≤ β(d(z , C), t)

where limt→Tu

β(r , t) = 0 and r 7→ β(r , t) is increasing.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Globally Asymptoticly Controllable (GAC) systems

The system x = f (x(t), u(t))is (GAC) to the target Cif, from any initial point x(0) = z∃ a control u(·) s.t

d(xz ,u(t), C)→ 0,

in finite or infinite time.

• More precisely , a uniform estimate must hold true:

d(xz,u(t), C) ≤ β(d(z , C), t)

where limt→Tu

β(r , t) = 0 and r 7→ β(r , t) is increasing.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Globally Asymptoticly Controllable systems

z

TARGET

z

Figure: Globally Asymptoticly Controllable systems

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Globally Asymptoticly Controllable systems

z

TARGET

z

Figure: Globally Asymptoticly Controllable systems

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Globally Asymptoticly Controllable systems

z

TARGET

z

Exit time!

(Possibly = +)

Figure: Globally Asymptoticly Controllable systems

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Goal: find sufficient conditions for (GAC)

A simple idea originally due to A. Lyapunov, in the case ofdynamical systems (with no control):

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along trajectories”

In the case of control systems, where one has a trajectory foreach control, one needs to say:

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along suitable trajectories”

Such a V is called a Control Lyapunov Function

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Goal: find sufficient conditions for (GAC)

A simple idea originally due to A. Lyapunov, in the case ofdynamical systems (with no control):

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along trajectories”

In the case of control systems, where one has a trajectory foreach control, one needs to say:

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along suitable trajectories”

Such a V is called a Control Lyapunov Function

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Goal: find sufficient conditions for (GAC)

A simple idea originally due to A. Lyapunov, in the case ofdynamical systems (with no control):

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along trajectories”

In the case of control systems, where one has a trajectory foreach control, one needs to say:

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along suitable trajectories”

Such a V is called a Control Lyapunov Function

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Goal: find sufficient conditions for (GAC)

A simple idea originally due to A. Lyapunov, in the case ofdynamical systems (with no control):

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along trajectories”

In the case of control systems, where one has a trajectory foreach control, one needs to say:

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along suitable trajectories”

Such a V is called a Control Lyapunov Function

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Goal: find sufficient conditions for (GAC)

A simple idea originally due to A. Lyapunov, in the case ofdynamical systems (with no control):

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along trajectories”

In the case of control systems, where one has a trajectory foreach control, one needs to say:

Look for a function V : Rn → [0,+∞],equal to zero on the target and > 0 outside, such that

”V decreases along suitable trajectories”

Such a V is called a Control Lyapunov Function

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Two Lyapunovs

Lyapunov

Lyapunov

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Two Lyapunovs

Liapunov,Serjei, Russian MUSICIAN

Liapunov,Aleksandr, MATHEMATICIAN,Serjei's brother

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A third Lyapunov

Figure: Aleksey Lyapunov (range of vector measures)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

TARGET

Level sets of a Lyapunov function V

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

TARGET

Level sets of a Lyapunov function V

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

TARGET

Level sets of a Lyapunov function V

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

TARGET

Level sets of a Lyapunov function V

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

TARGET

Level sets of a Lyapunov function V

DV

DV

DV

DV

DV

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

(smooth) Control Lyapunov Functions:

A C 1 map V : Rn → R+ is a Control Lyapunov Function(CLF), if

V is proper;

V (x) > 0 if x /∈ C and V (x) = 0 if x ∈ C;

it verifies

H(x,DV(x))<0

whereH(x,p) := min

u∈U〈p , f (x , u)〉

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why control Lyapunov functions are important?

Lyapunov-like Theorem:

If there exists a Control LyapunovFunction

then the system is GloballyAsymptotically Controllable

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why control Lyapunov functions are important?

Lyapunov-like Theorem:

If there exists a Control LyapunovFunction

then the system is GloballyAsymptotically Controllable

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Smooth Lyapunov control functions?

ACTUALLY: it may be difficult or even impossible to find asmooth Lyapunov function.

This might be somehow unexpected, for the differentialinequality

H(x,DV(x)) < 0

seems far less demandingthan the corresponding equation

H(x,DV(x)) = 0....

Instead , even in some geometrically promising cases, itmay happen that

H(x,DV(x))(= infu〈DV, f(z,u))〉≤ 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Smooth Lyapunov control functions?

ACTUALLY: it may be difficult or even impossible to find asmooth Lyapunov function.

This might be somehow unexpected, for the differentialinequality

H(x,DV(x)) < 0

seems far less demandingthan the corresponding equation

H(x,DV(x)) = 0....

Instead , even in some geometrically promising cases, itmay happen that

H(x,DV(x))(= infu〈DV, f(z,u))〉≤ 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Smooth Lyapunov control functions?

ACTUALLY: it may be difficult or even impossible to find asmooth Lyapunov function.

This might be somehow unexpected, for the differentialinequality

H(x,DV(x)) < 0

seems far less demandingthan the corresponding equation

H(x,DV(x)) = 0....

Instead , even in some geometrically promising cases, itmay happen that

H(x,DV(x))(= infu〈DV, f(z,u))〉≤ 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Smooth Lyapunov control functions?

ACTUALLY: it may be difficult or even impossible to find asmooth Lyapunov function.

This might be somehow unexpected, for the differentialinequality

H(x,DV(x)) < 0

seems far less demandingthan the corresponding equation

H(x,DV(x)) = 0....

Instead , even in some geometrically promising cases, itmay happen that

H(x,DV(x))(= infu〈DV, f(z,u))〉≤ 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

H(x ,DV (x)) = infu〈DV , f (z , u)〉≤ 0

(instead of infu〈DV , f (z , u)〉< 0).

TARGET

Level sets of a Liapunov function V

DV

DV

DV

DV

DVf(x,u)

f(x,u)

f(x,u)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

H(x ,DV (x)) = infu〈DV , f (z , u)〉≤ 0

(instead of infu〈DV , f (z , u)〉< 0).

TARGET

Level sets of a Liapunov function V

DV

DV

DV

DV

DVf(x,u)

f(x,u)

f(x,u)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Zooming, we get:

TARGET

DV

DV

DV

DV

DV

F(z,u)

f(x,u)f(x,u)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

An example in R3: the Nonholonomic Integrator.

Brockett’s nonholonomic integrator.

f1 =

10−x2

f2 =

01x1

x = f (x , u) := u1f1 + u2f2 |u| = 1

Target: C = 0.

(By Chow-Rashewsky Th., this system is locallycontrollable )

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

An example in R3: the Nonholonomic Integrator.

Brockett’s nonholonomic integrator.

f1 =

10−x2

f2 =

01x1

x = f (x , u) := u1f1 + u2f2 |u| = 1

Target: C = 0.

(By Chow-Rashewsky Th., this system is locallycontrollable )

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

An example in R3: the Nonholonomic Integrator.

Brockett’s nonholonomic integrator.

f1 =

10−x2

f2 =

01x1

x = f (x , u) := u1f1 + u2f2 |u| = 1

Target: C = 0.

(By Chow-Rashewsky Th., this system is locallycontrollable )

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

TRY the (smooth!)distance function V (x) = d(x , 0) as Lyapunov function:

f1f2

f1f2

Level sets of V(x)=d(x,0) (=Spheres)

Does the distance V (x) = d(x , 0) verify

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩<0 ?

No, it doesn’t! In fact, on the vertical axis one has

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩=0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

TRY the (smooth!)distance function V (x) = d(x , 0) as Lyapunov function:

f1f2

f1f2

Level sets of V(x)=d(x,0) (=Spheres)

Does the distance V (x) = d(x , 0) verify

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩<0 ?

No, it doesn’t! In fact, on the vertical axis one has

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩=0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

TRY the (smooth!)distance function V (x) = d(x , 0) as Lyapunov function:

f1f2

f1f2

Level sets of V(x)=d(x,0) (=Spheres)

Does the distance V (x) = d(x , 0) verify

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩<0 ?

No, it doesn’t! In fact, on the vertical axis one has

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩=0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

TRY the (smooth!)distance function V (x) = d(x , 0) as Lyapunov function:

f1f2

f1f2

Level sets of V(x)=d(x,0) (=Spheres)

Does the distance V (x) = d(x , 0) verify

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩<0 ?

No, it doesn’t!

In fact, on the vertical axis one has

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩=0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

TRY the (smooth!)distance function V (x) = d(x , 0) as Lyapunov function:

f1f2

f1f2

Level sets of V(x)=d(x,0) (=Spheres)

Does the distance V (x) = d(x , 0) verify

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩<0 ?

No, it doesn’t! In fact, on the vertical axis one has

H(x ,DV (x)) = infu

⟨DV (x), u1f1(x) + u2f2(x)

⟩=0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

So the distance V (x) = d(x , 0) is not aLyapunov function

because the system dynamics is in thekernel of DV (x).

Maybe another smooth function wouldwork?

NO!Actually, by algebraic topologicalarguments (essentially the hairy balltheorem) one can prove that

No (smooth) Lyapunov functions exist

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

So the distance V (x) = d(x , 0) is not aLyapunov functionbecause the system dynamics is in thekernel of DV (x).

Maybe another smooth function wouldwork?

NO!Actually, by algebraic topologicalarguments (essentially the hairy balltheorem) one can prove that

No (smooth) Lyapunov functions exist

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

So the distance V (x) = d(x , 0) is not aLyapunov functionbecause the system dynamics is in thekernel of DV (x).

Maybe another smooth function wouldwork?

NO!Actually, by algebraic topologicalarguments (essentially the hairy balltheorem) one can prove that

No (smooth) Lyapunov functions exist

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

So the distance V (x) = d(x , 0) is not aLyapunov functionbecause the system dynamics is in thekernel of DV (x).

Maybe another smooth function wouldwork?

NO!

Actually, by algebraic topologicalarguments (essentially the hairy balltheorem) one can prove that

No (smooth) Lyapunov functions exist

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Brockett’s nonholonomic integrator:

So the distance V (x) = d(x , 0) is not aLyapunov functionbecause the system dynamics is in thekernel of DV (x).

Maybe another smooth function wouldwork?

NO!Actually, by algebraic topologicalarguments (essentially the hairy balltheorem) one can prove that

No (smooth) Lyapunov functions exist

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

”What to do?”

Nonsmooth Answer:”Avoid bad points where H(x ,DV ) = 0 byallowing ... Lyapunov functions which arenonsmooth at those bad points”(this rules out the distance function in theexample)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

”What to do?”

Nonsmooth Answer:

”Avoid bad points where H(x ,DV ) = 0 byallowing ... Lyapunov functions which arenonsmooth at those bad points”(this rules out the distance function in theexample)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

”What to do?”

Nonsmooth Answer:”Avoid bad points where H(x ,DV ) = 0 byallowing ... Lyapunov functions which arenonsmooth at those bad points”

(this rules out the distance function in theexample)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

”What to do?”

Nonsmooth Answer:”Avoid bad points where H(x ,DV ) = 0 byallowing ... Lyapunov functions which arenonsmooth at those bad points”(this rules out the distance function in theexample)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Formal definition of nonsmooth Lyapunov Function:(replace DV with D∗V )

A map V : Rn → R+ is a Control Lyapunov Function (CLF), if

V is continuous, locally semiconcave, proper;

V (x) > 0 if x /∈ C and V (x) = 0 if x ∈ C;

It verifies the partial differential inequality :

H(x ,D∗V (x)) = minu∈U〈D∗V (x) , f (x , u)〉 < 0

Here D∗V (x) denotes the set of limiting gradients of V at x :

D∗V (x).

=w : w = lim

kDV (xk), lim

kzk = z

.

Remark: In general D∗V (x) is not convex.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Formal definition of nonsmooth Lyapunov Function:(replace DV with D∗V )

A map V : Rn → R+ is a Control Lyapunov Function (CLF), if

V is continuous, locally semiconcave, proper;

V (x) > 0 if x /∈ C and V (x) = 0 if x ∈ C;

It verifies the partial differential inequality :

H(x ,D∗V (x)) = minu∈U〈D∗V (x) , f (x , u)〉 < 0

Here D∗V (x) denotes the set of limiting gradients of V at x :

D∗V (x).

=w : w = lim

kDV (xk), lim

kzk = z

.

Remark: In general D∗V (x) is not convex.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Formal definition of nonsmooth Lyapunov Function:(replace DV with D∗V )

A map V : Rn → R+ is a Control Lyapunov Function (CLF), if

V is continuous, locally semiconcave, proper;

V (x) > 0 if x /∈ C and V (x) = 0 if x ∈ C;

It verifies the partial differential inequality :

H(x ,D∗V (x)) = minu∈U〈D∗V (x) , f (x , u)〉 < 0

Here D∗V (x) denotes the set of limiting gradients of V at x :

D∗V (x).

=w : w = lim

kDV (xk), lim

kzk = z

.

Remark: In general D∗V (x) is not convex.Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

H(x ,D∗V (x)) = minu∈U〈D∗V (x) , f (x , u)〉 < 0

a non-homogeneous special case:

H`(x ,D∗V (x)) = min

u∈U(〈D∗V (x) , f (x , u)〉+ p0`(x , u)) < 0

for some p0 ≥ 0, where `(x , u) ≥ 0 is a current cost.V is called p0-Minimum Restraint Function: if p0 > 0 its existenceguarantees (Motta-Rampazzo 2013):

Global Asymptotic Controllability,

A bound on the value function W = inf∫ Tx

0 `(x(t), u(t))dx

W ≤ V /p0

.

I am NOT speaking of this special case today

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

H(x ,D∗V (x)) = minu∈U〈D∗V (x) , f (x , u)〉 < 0

a non-homogeneous special case:

H`(x ,D∗V (x)) = min

u∈U(〈D∗V (x) , f (x , u)〉+ p0`(x , u)) < 0

for some p0 ≥ 0, where `(x , u) ≥ 0 is a current cost.V is called p0-Minimum Restraint Function: if p0 > 0 its existenceguarantees (Motta-Rampazzo 2013):

Global Asymptotic Controllability,

A bound on the value function W = inf∫ Tx

0 `(x(t), u(t))dx

W ≤ V /p0

.

I am NOT speaking of this special case today

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

H(x ,D∗V (x)) = minu∈U〈D∗V (x) , f (x , u)〉 < 0

a non-homogeneous special case:

H`(x ,D∗V (x)) = min

u∈U(〈D∗V (x) , f (x , u)〉+ p0`(x , u)) < 0

for some p0 ≥ 0, where `(x , u) ≥ 0 is a current cost.V is called p0-Minimum Restraint Function: if p0 > 0 its existenceguarantees (Motta-Rampazzo 2013):

Global Asymptotic Controllability,

A bound on the value function W = inf∫ Tx

0 `(x(t), u(t))dx

W ≤ V /p0

.

I am NOT speaking of this special case todayFranco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

In the case of Brockett’s nonholonomic integrator

one can try V = max

√x21 + x22 , |x3| −

√x21 + x22

,

which has singularities on the vertical axis:

f1f2

V(x)= cost.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

In the case of Brockett’s nonholonomic integrator

one can try: V = max

√x21 + x22 , |x3| −

√x21 + x22

,

which has singularities on the vertical axis H = 0 avoided!

f1f2

V(x)= cost.D*V

Notice:NO VERTICALGRADIENTS

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why nonsmooth Lyapunov control functions areimportant?

Because they are useful, namely we can extend the smoothLyapunov-like theorem:

Nonsmooth Lyapunov-like Theorem:

If there exists a Control LyapunovFunction

then the system is GloballyAsymptotically Controllable

Many important results since the 80’s, with various notions ofnonsmooth gradients and/or generalized notions of ODE solutions.

Quite incomplete list of authors includes : Sontag,Artstein,Bacciotti,Clarke, Subbotin,Malisoff, Rifford

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why nonsmooth Lyapunov control functions areimportant?

Because they are useful, namely we can extend the smoothLyapunov-like theorem:

Nonsmooth Lyapunov-like Theorem:

If there exists a Control LyapunovFunction

then the system is GloballyAsymptotically Controllable

Many important results since the 80’s, with various notions ofnonsmooth gradients and/or generalized notions of ODE solutions.

Quite incomplete list of authors includes : Sontag,Artstein,Bacciotti,Clarke, Subbotin,Malisoff, Rifford

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why nonsmooth Lyapunov control functions areimportant?

Because they are useful, namely we can extend the smoothLyapunov-like theorem:

Nonsmooth Lyapunov-like Theorem:

If there exists a Control LyapunovFunction

then the system is GloballyAsymptotically Controllable

Many important results since the 80’s, with various notions ofnonsmooth gradients and/or generalized notions of ODE solutions.

Quite incomplete list of authors includes : Sontag,Artstein,Bacciotti,Clarke, Subbotin,Malisoff, Rifford

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why nonsmooth Lyapunov control functions areimportant?

Because they are useful, namely we can extend the smoothLyapunov-like theorem:

Nonsmooth Lyapunov-like Theorem:

If there exists a Control LyapunovFunction

then the system is GloballyAsymptotically Controllable

Many important results since the 80’s, with various notions ofnonsmooth gradients and/or generalized notions of ODE solutions.

Quite incomplete list of authors includes : Sontag,Artstein,Bacciotti,Clarke, Subbotin,Malisoff, Rifford

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

What if we insist with smooth functions ?

For instance, some function V such that

it is useful as a Lyapunov function (i.e., aLyapunov-likeTheorem holds true)

it has more chances to be smooth ???

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

What if we insist with smooth functions ?

For instance, some function V such that

it is useful as a Lyapunov function (i.e., aLyapunov-likeTheorem holds true)

it has more chances to be smooth ???

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

IDEA:USE NON-COMMUTATIVITY

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A movie on non-commutativity, in R3:the ”Nonholonomic integrator”

f1 =

10−x2

f2 =

01x

x = u1f1 + u2f2

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A movie on non-commutativity, in R3:the ”Nonholonomic integrator”

f1 =

10−x2

f2 =

01x

x = u1f1 + u2f2

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A movie of non-commutativity, in R3:the ”Nonholonomic integrator”

f1

f2

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A movie of non-commutativity, in R3:the ”Nonholonomic integrator”

f1

f2

Φtf1

(x)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A movie of non-commutativity, in R3:the ”Nonholonomic integrator”

f1f2

Φtf2 Φt

f1(x)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A movie of non-commutativity, in R3:the ”Nonholonomic integrator”

f1-f1

f2

Φ−tf1 Φt

f2 Φt

f1(x)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A movie of non-commutativity, in R3:the ”Nonholonomic integrator”

f1-f1

-f2

f2

Φ−tf2 Φ−tf1

Φtf2 Φt

f1(x) 6= x

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Lie brackets

Definition

Lie bracket of C 1 vector fields f, g:

[f, g] := Dg · f −Df · g

Basic properties:

1 [f , g ] is a vector field (i.e. it is an intrinsic object)

2 [f , g ] = −[g , f ] (antisymmetry) ( =⇒ [f , f ] = 0)

3 [f , [g , h]] + [g , [h, f ]] + [h, [f , g ]] = 0 (Jacobi identy)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Lie brackets

Definition

Lie bracket of C 1 vector fields f, g:

[f, g] := Dg · f −Df · g

Basic properties:

1 [f , g ] is a vector field (i.e. it is an intrinsic object)

2 [f , g ] = −[g , f ] (antisymmetry) ( =⇒ [f , f ] = 0)

3 [f , [g , h]] + [g , [h, f ]] + [h, [f , g ]] = 0 (Jacobi identy)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Remind:The asymptotics of a Lie bracket:

Set

Ψ[f1,f2](t)(x) := Φ−tf2 Φ−tf1

Φtf2 Φt

f1(x)

Asymptotic formula:

Ψ[f1,f2](t)(x)− x = t2[f1, f2](x) + o(t2)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Remind:The asymptotics of a Lie bracket:

Set

Ψ[f1,f2](t)(x) := Φ−tf2 Φ−tf1

Φtf2 Φt

f1(x)

Asymptotic formula:

Ψ[f1,f2](t)(x)− x = t2[f1, f2](x) + o(t2)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Remind:The asymptotics of a Lie bracket:

Set

Ψ[f1,f2](t)(x) := Φ−tf2 Φ−tf1

Φtf2 Φt

f1(x)

Asymptotic formula:

Ψ[f1,f2](t)(x)− x = t2[f1, f2](x) + o(t2)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Remind:The asymptotics of a Lie bracket:

Set

Ψ[f1,f2](t)(x) := Φ−tf2 Φ−tf1

Φtf2 Φt

f1(x)

Asymptotic formula:

Ψ[f1,f2](t)(x)− x = t2[f1, f2](x) + o(t2)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Sophus Lie

Figure: Continuous (Lie!) groups, geometry, ODEs

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Observe:

Lie brackets show up in

higher order necessary conditions for minima

controllability

boundary conditions of HJ equations, toguarantee continuity of time optimal functions

BUT

they are not included in HJ equations orHJ inequalities

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Observe:

Lie brackets show up in

higher order necessary conditions for minima

controllability

boundary conditions of HJ equations, toguarantee continuity of time optimal functions

BUTthey are not included in HJ equations orHJ inequalities

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m

. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H andH = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m

. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H andH = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H andH = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m

. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H andH = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m

. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H andH = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m

. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H andH = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m

. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H and

H = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

For simplicity we limit our attention to control-linear systems:

x =m∑i=1

uigi (x) u = ±e1, . . . ,±em

Set

F(1) :=±f1, . . . ,±fm

F(2) := F(1)∪

[fi , fj ] i , j = 1, . . . ,m

. . .

F(j) := F(j−1) ∪ Lie brackets of degree j

H(j)(x,p) := infv∈F(j)(x)

〈p, v〉

Notice that

H (1) = H andH = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

Definition

Let U : Rn \ C → R be continuous function, locallysemiconcave, positive definite, and proper. If

H (h)(x ,D∗U(x)) < 0

we say that U is a degree-h Control LyapunovFunction

Remark:if h1 ≤ h2,U is a degree-h1 CLF =⇒ U is a degree-h2 CLFIndeed: H = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

Definition

Let U : Rn \ C → R be continuous function, locallysemiconcave, positive definite, and proper. If

H (h)(x ,D∗U(x)) < 0

we say that U is a degree-h Control LyapunovFunction

Remark:if h1 ≤ h2,U is a degree-h1 CLF =⇒ U is a degree-h2 CLFIndeed: H = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

Definition

Let U : Rn \ C → R be continuous function, locallysemiconcave, positive definite, and proper. If

H (h)(x ,D∗U(x)) < 0

we say that U is a degree-h Control LyapunovFunction

Remark:if h1 ≤ h2,U is a degree-h1 CLF =⇒ U is a degree-h2 CLF

Indeed: H = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

A new PDI(defining a Lyapunov’like function)

Definition

Let U : Rn \ C → R be continuous function, locallysemiconcave, positive definite, and proper. If

H (h)(x ,D∗U(x)) < 0

we say that U is a degree-h Control LyapunovFunction

Remark:if h1 ≤ h2,U is a degree-h1 CLF =⇒ U is a degree-h2 CLFIndeed: H = H (1) ≥ H (2) ≥ . . .H (k−1) ≥ H (k)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why degree-h control Lyapunov functionsare useful? (h ≥ 1)

Because a ”Lyapunov-like” theorem holdstrue!

degree-h Lyapunov-like Theorem:

If there exists a degree-h ControlLyapunov Function

then the system is GloballyAsymptotically Controllable

Moreover, degree-h Control LyapunovFunctions are likely smoother than stan-dard CLFs

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why degree-h control Lyapunov functionsare useful? (h ≥ 1)

Because a ”Lyapunov-like” theorem holdstrue!

degree-h Lyapunov-like Theorem:

If there exists a degree-h ControlLyapunov Function

then the system is GloballyAsymptotically Controllable

Moreover, degree-h Control LyapunovFunctions are likely smoother than stan-dard CLFs

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why degree-h control Lyapunov functionsare useful? (h ≥ 1)

Because a ”Lyapunov-like” theorem holdstrue!

degree-h Lyapunov-like Theorem:

If there exists a degree-h ControlLyapunov Function

then the system is GloballyAsymptotically Controllable

Moreover, degree-h Control LyapunovFunctions are likely smoother than stan-dard CLFs

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Why degree-h control Lyapunov functionsare useful? (h ≥ 1)

Because a ”Lyapunov-like” theorem holdstrue!

degree-h Lyapunov-like Theorem:

If there exists a degree-h ControlLyapunov Function

then the system is GloballyAsymptotically Controllable

Moreover, degree-h Control LyapunovFunctions are likely smoother than stan-dard CLFs

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Application to the nonholonomic integrator

x = u1f1 + u2f2

f1 =

10−x2

, f2 =

01x1

, [f1, f2] =

002

Trivial calculations give:

H1(x , p) = H(x , p) = −√

(p1 − x2p3)2 + (p2 + x2p3)2

H2(x , p) = min−√

(p1 − x2p3)2 + (p2 + x2p3)2 , − |p3|16

Remember the BAD GRADIENT on the x3-axis: Dd(x) = (0, 0, 1):

H(

(0, 0, x3),Dd(x))

= H1(

(0, 0, x3),Dd(x))

= 0

Istead Dd(x) = (0, 0, 1) IS NOT A BAD GRADIENT FORH2(x , p):

H2(

(0, 0, x3),Dd(x))

= − 1

16< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Application to the nonholonomic integrator

x = u1f1 + u2f2

f1 =

10−x2

, f2 =

01x1

, [f1, f2] =

002

Trivial calculations give:

H1(x , p) = H(x , p) = −√

(p1 − x2p3)2 + (p2 + x2p3)2

H2(x , p) = min−√

(p1 − x2p3)2 + (p2 + x2p3)2 , − |p3|16

Remember the BAD GRADIENT on the x3-axis: Dd(x) = (0, 0, 1):

H(

(0, 0, x3),Dd(x))

= H1(

(0, 0, x3),Dd(x))

= 0

Istead Dd(x) = (0, 0, 1) IS NOT A BAD GRADIENT FORH2(x , p):

H2(

(0, 0, x3),Dd(x))

= − 1

16< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Application to the nonholonomic integrator

x = u1f1 + u2f2

f1 =

10−x2

, f2 =

01x1

, [f1, f2] =

002

Trivial calculations give:

H1(x , p) = H(x , p) = −√

(p1 − x2p3)2 + (p2 + x2p3)2

H2(x , p) = min−√

(p1 − x2p3)2 + (p2 + x2p3)2 , − |p3|16

Remember the BAD GRADIENT on the x3-axis: Dd(x) = (0, 0, 1):

H(

(0, 0, x3),Dd(x))

= H1(

(0, 0, x3),Dd(x))

= 0

Istead Dd(x) = (0, 0, 1) IS NOT A BAD GRADIENT FORH2(x , p):

H2(

(0, 0, x3),Dd(x))

= − 1

16< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Application to the nonholonomic integrator

x = u1f1 + u2f2

f1 =

10−x2

, f2 =

01x1

, [f1, f2] =

002

Trivial calculations give:

H1(x , p) = H(x , p) = −√

(p1 − x2p3)2 + (p2 + x2p3)2

H2(x , p) = min−√

(p1 − x2p3)2 + (p2 + x2p3)2 , − |p3|16

Remember the BAD GRADIENT on the x3-axis: Dd(x) = (0, 0, 1):

H(

(0, 0, x3),Dd(x))

= H1(

(0, 0, x3),Dd(x))

= 0

Istead Dd(x) = (0, 0, 1) IS NOT A BAD GRADIENT FORH2(x , p):

H2(

(0, 0, x3),Dd(x))

= − 1

16< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Application to the nonholonomic integrator

x = u1f1 + u2f2

f1 =

10−x2

, f2 =

01x1

, [f1, f2] =

002

Trivial calculations give:

H1(x , p) = H(x , p) = −√

(p1 − x2p3)2 + (p2 + x2p3)2

H2(x , p) = min−√

(p1 − x2p3)2 + (p2 + x2p3)2 , − |p3|16

Remember the BAD GRADIENT on the x3-axis: Dd(x) = (0, 0, 1):

H(

(0, 0, x3),Dd(x))

= H1(

(0, 0, x3),Dd(x))

= 0

Istead Dd(x) = (0, 0, 1) IS NOT A BAD GRADIENT FORH2(x , p):

H2(

(0, 0, x3),Dd(x))

= − 1

16< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Application to the nonholonomic integrator

x = u1f1 + u2f2

f1 =

10−x2

, f2 =

01x1

, [f1, f2] =

002

Trivial calculations give:

H1(x , p) = H(x , p) = −√

(p1 − x2p3)2 + (p2 + x2p3)2

H2(x , p) = min−√

(p1 − x2p3)2 + (p2 + x2p3)2 , − |p3|16

Remember the BAD GRADIENT on the x3-axis: Dd(x) = (0, 0, 1):

H(

(0, 0, x3),Dd(x))

= H1(

(0, 0, x3),Dd(x))

= 0

Istead Dd(x) = (0, 0, 1) IS NOT A BAD GRADIENT FORH2(x , p):

H2(

(0, 0, x3),Dd(x))

= − 1

16< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

So the distance function -while NOT being a standardLyapunov function-

is a (C∞!) Lyapunov function ofdegree-2

In other words, the new Partial Differential Inequality

H2 < 0

does have a C∞ solution (while H < 0 has no C 1 solutions)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

So the distance function -while NOT being a standardLyapunov function- is a (C∞!) Lyapunov function ofdegree-2

In other words, the new Partial Differential Inequality

H2 < 0

does have a C∞ solution (while H < 0 has no C 1 solutions)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

So the distance function -while NOT being a standardLyapunov function- is a (C∞!) Lyapunov function ofdegree-2

In other words, the new Partial Differential Inequality

H2 < 0

does have a C∞ solution (while H < 0 has no C 1 solutions)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

So the distance function -while NOT being a standardLyapunov function- is a (C∞!) Lyapunov function ofdegree-2

In other words, the new Partial Differential Inequality

H2 < 0

does have a C∞ solution (while H < 0 has no C 1 solutions)

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Two Variationson the Nonholonomic Integrator

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 1 on the Nonholonomic Integrator:higher order

x = u1f1 + u2f2

f1 =

10x22

, f2 =

01x21

, [f1, f2] =

00

2x1 − 2x2

So : [f1, f2] = 0 on x1 = x2, in particular on the x3-axis.

BUT

[f1, [f1, f2]] =

002

Trivial calculations give:

H(1)(x ,Dd(x)) ≤ 0

H(2)(x , d(x)) ≤ 0

with H(2) = 0 on the x3-axisBUT

H(3)(x , d(x)) =< 0 ! Hence the distance d = d(x) is a degree-3control Lyapunov function.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 1 on the Nonholonomic Integrator:higher order

x = u1f1 + u2f2

f1 =

10x22

, f2 =

01x21

, [f1, f2] =

00

2x1 − 2x2

So : [f1, f2] = 0 on x1 = x2, in particular on the x3-axis.

BUT

[f1, [f1, f2]] =

002

Trivial calculations give:

H(1)(x ,Dd(x)) ≤ 0

H(2)(x , d(x)) ≤ 0

with H(2) = 0 on the x3-axisBUT

H(3)(x , d(x)) =< 0 ! Hence the distance d = d(x) is a degree-3control Lyapunov function.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 1 on the Nonholonomic Integrator:higher order

x = u1f1 + u2f2

f1 =

10x22

, f2 =

01x21

, [f1, f2] =

00

2x1 − 2x2

So : [f1, f2] = 0 on x1 = x2, in particular on the x3-axis.BUT

[f1, [f1, f2]] =

002

Trivial calculations give:

H(1)(x ,Dd(x)) ≤ 0

H(2)(x , d(x)) ≤ 0

with H(2) = 0 on the x3-axisBUT

H(3)(x , d(x)) =< 0 ! Hence the distance d = d(x) is a degree-3control Lyapunov function.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 1 on the Nonholonomic Integrator:higher order

x = u1f1 + u2f2

f1 =

10x22

, f2 =

01x21

, [f1, f2] =

00

2x1 − 2x2

So : [f1, f2] = 0 on x1 = x2, in particular on the x3-axis.

BUT

[f1, [f1, f2]] =

002

Trivial calculations give:

H(1)(x ,Dd(x)) ≤ 0

H(2)(x , d(x)) ≤ 0

with H(2) = 0 on the x3-axisBUT

H(3)(x , d(x)) =< 0 ! Hence the distance d = d(x) is a degree-3control Lyapunov function.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 1 on the Nonholonomic Integrator:higher order

x = u1f1 + u2f2

f1 =

10x22

, f2 =

01x21

, [f1, f2] =

00

2x1 − 2x2

So : [f1, f2] = 0 on x1 = x2, in particular on the x3-axis.

BUT

[f1, [f1, f2]] =

002

Trivial calculations give:

H(1)(x ,Dd(x)) ≤ 0

H(2)(x , d(x)) ≤ 0

with H(2) = 0 on the x3-axisBUT

H(3)(x , d(x)) =< 0 ! Hence the distance d = d(x) is a degree-3control Lyapunov function.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 1 on the Nonholonomic Integrator:higher order

x = u1f1 + u2f2

f1 =

10x22

, f2 =

01x21

, [f1, f2] =

00

2x1 − 2x2

So : [f1, f2] = 0 on x1 = x2, in particular on the x3-axis.

BUT

[f1, [f1, f2]] =

002

Trivial calculations give:

H(1)(x ,Dd(x)) ≤ 0

H(2)(x , d(x)) ≤ 0

with H(2) = 0 on the x3-axisBUT

H(3)(x , d(x)) =< 0 !

Hence the distance d = d(x) is a degree-3control Lyapunov function.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 1 on the Nonholonomic Integrator:higher order

x = u1f1 + u2f2

f1 =

10x22

, f2 =

01x21

, [f1, f2] =

00

2x1 − 2x2

So : [f1, f2] = 0 on x1 = x2, in particular on the x3-axis.

BUT

[f1, [f1, f2]] =

002

Trivial calculations give:

H(1)(x ,Dd(x)) ≤ 0

H(2)(x , d(x)) ≤ 0

with H(2) = 0 on the x3-axisBUT

H(3)(x , d(x)) =< 0 ! Hence the distance d = d(x) is a degree-3control Lyapunov function.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 2 of the Nonholonomic Integrator:Lipschitz fields

x = u1f1 + u2f2

f1 =

10

|x2| − 2x2

, f2 =

01

|x1|+ 2x1

, [f1, f2]set =

00

I (x)

where I(x) is a compact interval.

[h, k]set is a set-valued Lie bracket for Lipschitz vector field(Rampazzo-Sussmann,2001)

The notion of degree-2 Lyapunov function can be extended toLipschitz vector fields and a Lyapunov-like theorem holdtrue.The Hamiltonian H(2) is now a inf-sup, intead of a inf. In thiscase:

H(2)(x , p) = infH(1)(x , p) , sup

w∈I (x)w p3 , sup

w∈−I (x)w p3

The distance d = d(x) (from the origin) turns out to be a C∞

degree-2 Lyapunov function, i.e. H(2)(x ,Dd(x)) < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 2 of the Nonholonomic Integrator:Lipschitz fields

x = u1f1 + u2f2

f1 =

10

|x2| − 2x2

, f2 =

01

|x1|+ 2x1

, [f1, f2]set =

00

I (x)

where I(x) is a compact interval.

[h, k]set is a set-valued Lie bracket for Lipschitz vector field(Rampazzo-Sussmann,2001)

The notion of degree-2 Lyapunov function can be extended toLipschitz vector fields and a Lyapunov-like theorem holdtrue.The Hamiltonian H(2) is now a inf-sup, intead of a inf. In thiscase:

H(2)(x , p) = infH(1)(x , p) , sup

w∈I (x)w p3 , sup

w∈−I (x)w p3

The distance d = d(x) (from the origin) turns out to be a C∞

degree-2 Lyapunov function, i.e. H(2)(x ,Dd(x)) < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 2 of the Nonholonomic Integrator:Lipschitz fields

x = u1f1 + u2f2

f1 =

10

|x2| − 2x2

, f2 =

01

|x1|+ 2x1

, [f1, f2]set =

00

I (x)

where I(x) is a compact interval.

[h, k]set is a set-valued Lie bracket for Lipschitz vector field(Rampazzo-Sussmann,2001)

The notion of degree-2 Lyapunov function can be extended toLipschitz vector fields and a Lyapunov-like theorem holdtrue.The Hamiltonian H(2) is now a inf-sup, intead of a inf. In thiscase:

H(2)(x , p) = infH(1)(x , p) , sup

w∈I (x)w p3 , sup

w∈−I (x)w p3

The distance d = d(x) (from the origin) turns out to be a C∞

degree-2 Lyapunov function, i.e. H(2)(x ,Dd(x)) < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 2 of the Nonholonomic Integrator:Lipschitz fields

x = u1f1 + u2f2

f1 =

10

|x2| − 2x2

, f2 =

01

|x1|+ 2x1

, [f1, f2]set =

00

I (x)

where I(x) is a compact interval.

[h, k]set is a set-valued Lie bracket for Lipschitz vector field(Rampazzo-Sussmann,2001)

The notion of degree-2 Lyapunov function can be extended toLipschitz vector fields and a Lyapunov-like theorem holdtrue.The Hamiltonian H(2) is now a inf-sup, intead of a inf. In thiscase:

H(2)(x , p) = infH(1)(x , p) , sup

w∈I (x)w p3 , sup

w∈−I (x)w p3

The distance d = d(x) (from the origin) turns out to be a C∞

degree-2 Lyapunov function, i.e. H(2)(x ,Dd(x)) < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 2 of the Nonholonomic Integrator:Lipschitz fields

x = u1f1 + u2f2

f1 =

10

|x2| − 2x2

, f2 =

01

|x1|+ 2x1

, [f1, f2]set =

00

I (x)

where I(x) is a compact interval.

[h, k]set is a set-valued Lie bracket for Lipschitz vector field(Rampazzo-Sussmann,2001)

The notion of degree-2 Lyapunov function can be extended toLipschitz vector fields and a Lyapunov-like theorem holdtrue.The Hamiltonian H(2) is now a inf-sup, intead of a inf. In thiscase:

H(2)(x , p) = infH(1)(x , p) , sup

w∈I (x)w p3 , sup

w∈−I (x)w p3

The distance d = d(x) (from the origin) turns out to be a C∞

degree-2 Lyapunov function, i.e. H(2)(x ,Dd(x)) < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Variation 2 of the Nonholonomic Integrator:Lipschitz fields

x = u1f1 + u2f2

f1 =

10

|x2| − 2x2

, f2 =

01

|x1|+ 2x1

, [f1, f2]set =

00

I (x)

where I(x) is a compact interval.

[h, k]set is a set-valued Lie bracket for Lipschitz vector field(Rampazzo-Sussmann,2001)

The notion of degree-2 Lyapunov function can be extended toLipschitz vector fields and a Lyapunov-like theorem holdtrue.The Hamiltonian H(2) is now a inf-sup, intead of a inf. In thiscase:

H(2)(x , p) = infH(1)(x , p) , sup

w∈I (x)w p3 , sup

w∈−I (x)w p3

The distance d = d(x) (from the origin) turns out to be a C∞

degree-2 Lyapunov function, i.e. H(2)(x ,Dd(x)) < 0Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

Work the monotonicity issue: ”A Lyapunov functions isdecreasing to zero along (suitable) trajectories”THE STANDARD INEQUALITY:

1 For any u let x(·) be such a trajectory issuing from x withderivative x(0) = < 0

2 Choose (if possible!) u so that the derivative of t 7→ V (x(t))at t = 0 is strictly negative:

d

dtU(x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

m∑i=1

ui fi (x)〉 < 0

3 This gives the classical inequality:

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),

m∑i=1

ui fi (x)〉 < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

Work the monotonicity issue: ”A Lyapunov functions isdecreasing to zero along (suitable) trajectories”

THE STANDARD INEQUALITY:

1 For any u let x(·) be such a trajectory issuing from x withderivative x(0) = < 0

2 Choose (if possible!) u so that the derivative of t 7→ V (x(t))at t = 0 is strictly negative:

d

dtU(x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

m∑i=1

ui fi (x)〉 < 0

3 This gives the classical inequality:

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),

m∑i=1

ui fi (x)〉 < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

Work the monotonicity issue: ”A Lyapunov functions isdecreasing to zero along (suitable) trajectories”THE STANDARD INEQUALITY:

1 For any u let x(·) be such a trajectory issuing from x withderivative x(0) = < 0

2 Choose (if possible!) u so that the derivative of t 7→ V (x(t))at t = 0 is strictly negative:

d

dtU(x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

m∑i=1

ui fi (x)〉 < 0

3 This gives the classical inequality:

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),

m∑i=1

ui fi (x)〉 < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

Work the monotonicity issue: ”A Lyapunov functions isdecreasing to zero along (suitable) trajectories”THE STANDARD INEQUALITY:

1 For any u let x(·) be such a trajectory issuing from x withderivative x(0) = < 0

2 Choose (if possible!) u so that the derivative of t 7→ V (x(t))at t = 0 is strictly negative:

d

dtU(x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

m∑i=1

ui fi (x)〉 < 0

3 This gives the classical inequality:

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),

m∑i=1

ui fi (x)〉 < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

Work the monotonicity issue: ”A Lyapunov functions isdecreasing to zero along (suitable) trajectories”THE STANDARD INEQUALITY:

1 For any u let x(·) be such a trajectory issuing from x withderivative x(0) = < 0

2 Choose (if possible!) u so that the derivative of t 7→ V (x(t))at t = 0 is strictly negative:

d

dtU(x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

m∑i=1

ui fi (x)〉 < 0

3 This gives the classical inequality:

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),

m∑i=1

ui fi (x)〉 < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

Work the monotonicity issue: ”A Lyapunov functions isdecreasing to zero along (suitable) trajectories”THE STANDARD INEQUALITY:

1 For any u let x(·) be such a trajectory issuing from x withderivative x(0) = < 0

2 Choose (if possible!) u so that the derivative of t 7→ V (x(t))at t = 0 is strictly negative:

d

dtU(x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

m∑i=1

ui fi (x)〉 < 0

3 This gives the classical inequality:

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),

m∑i=1

ui fi (x)〉 < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

Work the monotonicity issue: ”A Lyapunov functions isdecreasing to zero along (suitable) trajectories”THE STANDARD INEQUALITY:

1 For any u let x(·) be such a trajectory issuing from x withderivative x(0) = < 0

2 Choose (if possible!) u so that the derivative of t 7→ V (x(t))at t = 0 is strictly negative:

d

dtU(x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

m∑i=1

ui fi (x)〉 < 0

3 This gives the classical inequality:

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),

m∑i=1

ui fi (x)〉 < 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

What are we doing if 〈DV (x),∑m

i=1 ui fi (x)〉 = 0 for all u, as inthe case of the x3-axis in the nonholonomic integrator ?

Solvethe equation

x(t) = [fi , fj ]t(x(t)) x(0) = x x(0) = 0

where [fi , fj ]t is the integrating bracket as defined in

(Ermal-Rampazzo 2015 ) ([fi , fj ]t = [fi , fj ] for t = 0)

By differentiating one gets:

ddtV (x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

∑mi=1 ui fi (x)〉 =

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),∑m

i=1 ui fi (x)〉= 0

d2

d2tU(x(t))t=0 = 〈x(0)D2V (x), x(0)〉+ 〈DV (x), x(0)〉 =

= 0 + 〈DV (x), [fi , fj ]〉 ≤ H2(x ,DV (x))< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

What are we doing if 〈DV (x),∑m

i=1 ui fi (x)〉 = 0 for all u, as inthe case of the x3-axis in the nonholonomic integrator ?Solvethe equation

x(t) = [fi , fj ]t(x(t)) x(0) = x x(0) = 0

where [fi , fj ]t is the integrating bracket as defined in

(Ermal-Rampazzo 2015 ) ([fi , fj ]t = [fi , fj ] for t = 0)

By differentiating one gets:

ddtV (x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

∑mi=1 ui fi (x)〉 =

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),∑m

i=1 ui fi (x)〉= 0

d2

d2tU(x(t))t=0 = 〈x(0)D2V (x), x(0)〉+ 〈DV (x), x(0)〉 =

= 0 + 〈DV (x), [fi , fj ]〉 ≤ H2(x ,DV (x))< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

The idea behind the new PDI:

What are we doing if 〈DV (x),∑m

i=1 ui fi (x)〉 = 0 for all u, as inthe case of the x3-axis in the nonholonomic integrator ?Solvethe equation

x(t) = [fi , fj ]t(x(t)) x(0) = x x(0) = 0

where [fi , fj ]t is the integrating bracket as defined in

(Ermal-Rampazzo 2015 ) ([fi , fj ]t = [fi , fj ] for t = 0)

By differentiating one gets:

ddtV (x(t))t=0 = 〈DV (x), x(0)〉 = 〈DV (x),

∑mi=1 ui fi (x)〉 =

H(x ,DV (x)) = H1(x ,DV (x)) = infu〈DV (x),∑m

i=1 ui fi (x)〉= 0

d2

d2tU(x(t))t=0 = 〈x(0)D2V (x), x(0)〉+ 〈DV (x), x(0)〉 =

= 0 + 〈DV (x), [fi , fj ]〉 ≤ H2(x ,DV (x))< 0

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

[1] Motta, F. R., (2013) Asymptotic controllability and optimalcontrol JDE[2] E.Feleqi, F.R. (2015) Integral representation for bracketgenerating multi-flows DCDS(A)[3] Motta, F. R., (2016) Lyapunov-like functions involving Liebrackets

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Thank you for your attention!Happy birthday dear friend Alberto!

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets

Definition

(Semiconcavity). Let Ω ⊂ Rn. A continuous function F : Ω→ Ris said to be semiconcave on Ω if there exist ρ > 0 such that

F (z1) + F (z2)− 2F

(z1 + z2

2

)≤ ρ|z1 − z2|2,

for all z1, z2 ∈ Ω such that [z1, z2] ⊂ Ω. The constant ρ above iscalled a semiconcavity constant for F in Ω. F is said to be locallysemiconcave on Ω if it semiconcave on every compact subset of Ω.

Franco RampazzoMonica Motta Lyapunov-like functions and Lie brackets