Infinite-dimensional Systems Research Articles

Moment evolution equations for rational random dynamical systems: an increment decomposition method

Abstract Statistical moments are commonly used tools for exploring the ensemble behavior in gene regulation and population dynamics, where the rational vector fields are particularly ubiquitous, but how to efficiently derive the corresponding moment evolution equations was not much involved. Traditional derivation methods rely on fractional reduction and Itô formula, but it may become extremely complicated if the vector field is described by multivariate fractional polynomials. To resolve this issue, we present a novel incremental decomposition method, by which the rational vector field is divided into two parts: (proper) fractional polynomials and non-fractional polynomials. For the non-fractional polynomial part, we deduce the variation rate of a statistical moment by the Itô formula, but for the fractional polynomial part we acquire the corresponding variation rate by a relation analogous to that between the moment generating function and the distinct statistical moments. As application of the novel technique, the resultant infinite-dimensional moment systems associated with two typical examples are truncated with the schemes of derivative matching closure and the Gaussian moment closure. By comparing the lower-order statistical moments obtained from the closed moment systems with the counterparts obtained from direct simulation, the correctness of the proposed technique is verified. The present study is significant in facilitating the development of moment dynamics towards more complex systems.

Index Concepts for Linear Differential-Algebraic Equations in Infinite Dimensions

Different index concepts for regular linear differential-algebraic equations are defined and compared in the general Banach space setting. For regular finite dimensional linear differential-algebraic equations, all these indices exist and are equivalent. For infinite dimensional systems, the situation is more complex. It is proven that although some indices imply others, in general they are not equivalent. The situation is illustrated with a number of examples.

A Dynamic Principal-Agent Problem with One-Sided Commitment

In this paper, we consider a principal-agent problem where the agent is allowed to quit by incurring a cost. When the current agent quits the job, the principal will hire a new one, possibly with a different type. We characterize the principal’s dynamic value function, which could be discontinuous at the boundary, as the (unique) minimal solution of an infinite dimensional system of Hamilton-Jacobi-Bellman equations, parameterized by the agent’s type. This dynamic problem is time consistent in a certain sense. Some interesting findings are worth mentioning. First, self-enforcing contracts are typically suboptimal. The principal would rather let the agent quit and hire a new one. Next, the standard contract for a committed agent may also be suboptimal because of the presence of different types of agents in our model. The principal may prefer no commitment from the agent; then, the principal can hire a cheaper one from the market at a later time by designing the contract to induce the current agent to quit. Moreover, because of the cost incurred to the agent, the principal will see only finitely many quittings. Funding: J. Zhang is supported in part by the NSF [Grants DMS-1908665 and DMS-2205972]. Z. Zhu is supported by The Hong Kong University of Science and Technology (Guangzhou) Start-Up Fund [Grant G0101000240] and the Guangzhou-HKUST(GZ) Joint Funding Program [Grant 2024A03J0630].

The topological characteristics of the bifurcation and chaos in the motion of combustion fronts in solids.

We investigate the geometric features in the bifurcation and chaos of a partial differential equation describing the unsteady combustion of solid propellants. Driven by the interaction of the unsteady combustion at the surface and the diffusion inside solids, the motion of the combustion fronts can be steady, harmonically oscillatory, and become more complicated to chaos through a series of bifurcations. We examined the dynamics in both free and forced oscillations. In the free oscillation, by varying a parameter related to the solid property, the intrinsic instability of the combustion is discovered. We find the typical period-doubling to chaos route and verify it via both qualitative and quantitative universalities. In the forced oscillation case, the system is perturbed by an external pressure excitation, leading to a more complicated bifurcation diagram with richer dynamics. Concentrating on the topological characteristics of the periodic orbits, we discover two new types of bifurcation other than the period-doubling bifurcation. In present work, we extract a series subtle topological structures from an infinite-dimensional dynamical systems governed by a partial differential equation with free boundary. We find the results provide an explanation for the period-3 orbits in the experimental data of a full-scale motor.

Mean-square exponential stability of stochastic Volterra systems in infinite dimensions

Mean-square exponential stability of stochastic Volterra systems in infinite dimensions

Polynomial dynamical systems associated with the KdV hierarchy

In 1974, S.P. Novikov introduced the stationary n-equations of the Korteweg–de Vries hierarchy, namely the n-Novikov equations. These are associated with integrable polynomial dynamical systems, with polynomial 2n integrals, in ℂ3n. In this paper, we construct an infinite-dimensional polynomial dynamical system that is universal for all dynamical systems corresponding to the n-Novikov equations. Thus, we solve the well-known problem of the relationship between the n-Novikov equations for different n.

A new quasi-finite-rank approximation of compression operators on [formula omitted] with applications to sampled-data and time-delay systems: Piecewise linear kernel approximation approach

This paper provides a new quasi-finite-rank approximation (QFRA) of infinite-rank compression operators defined on the Banach space L∞[0,H), which are associated with tractable representations of infinite-dimensional systems such as time-delay and sampled-data systems. We first formulate the QFRA by an optimization problem with a matrix-valued parameter X to minimize the associated error in terms of the L∞[0,H)-induced norm. To facilitate solving the optimization problem, we next employ the piecewise linear kernel approximation (PLKA) technique, by which the optimization problem is then converted to a linear programming (LP) problem. The solution of the LP problem is shown to converge to the optimal solution of the original QFRA with the order of 1/M, where M is the PLKA parameter. The PLKA-based QFRA is shown to lead to practical methods of the stability analysis for time-delay systems and the L1 optimal controller synthesis for sampled-data systems. Finally, the overall arguments developed in this paper are demonstrated through some numerical and experimental studies.

Stability radius and dichotomy radius of infinite-dimensional linear systems under unbounded perturbations via Yosida distance

In this paper, by using the concept of Yosida distance between two closed linear operators, we study the stability radius r(A) of linear systems u′(t)=Au(t), where A is the generator of an analytic semigroup, under unbounded perturbations in this class of generators. We show that r(A)=1/sups∈R‖R(is,A)‖L(X), so extending a classic result by Henrichsen and Pritchard to the infinite-dimensional case. A formula of the dichotomy radius is also established. Finally we give an estimate of the stability radius of general C0-semigroups. Two examples from a parabolic equation are given.

Control approach to well-posedness and asymptotic behavior of a queueing system

In this paper, we investigate well-posedness and asymptotic behavior of an M/G/1 retrial queueing system characterized by reserved idle time and setup time. This system is intricately described by an infinite system of integro-partial differential equations. Our methodology is rooted in the feedback theory of well-posed and regular infinite-dimensional linear systems. Firstly, we convert the system into a control framework, incorporating both input and output variables. Subsequently, we establish its well-posedness by leveraging the feedback theory specific to regular infinite-dimensional linear systems. Secondly, by scrutinizing the spectral distribution of the system operator along the imaginary axis, we demonstrate that the time-evolving solution of the system converges robustly to its steady-state solution. Lastly, we also discuss the essential properties of the semigroup induced by the system operator, encompassing stability and hyperbolicity, thereby shedding light on its regularity.

Yosida distance and existence of invariant manifolds in the infinite-dimensional dynamical systems

We consider the existence of invariant manifolds to evolution equations u ′ ( t ) = A u ( t ) u’(t)=Au(t) , A : D ( A ) ⊂ X → X A:D(A)\subset \mathbb {X}\to \mathbb {X} near its equilibrium A ( 0 ) = 0 A(0)=0 under the assumption that its proto-derivative ∂ A ( x ) \partial A(x) exists and is continuous in x ∈ D ( A ) x\in D(A) in the sense of Yosida distance. Yosida distance between two (unbounded) linear operators U U and V V in a Banach space X \mathbb {X} is defined as d Y ( U , V ) ≔ lim sup μ → + ∞ ‖ U μ − V μ ‖ d_Y(U,V)≔\limsup _{\mu \to +\infty } \| U_\mu -V_\mu \| , where U μ U_\mu and V μ V_\mu are the Yosida approximations of U U and V V , respectively. We show that the above-mentioned equation has local stable and unstable invariant manifolds near an exponentially dichotomous equilibrium if the proto-derivative of ∂ A \partial A is continuous in the sense of Yosida distance. The Yosida distance approach allows us to generalize the well-known results with possible applications to larger classes of partial differential equations and functional differential equations. The obtained results seem to be new.

Quantum logarithmic multifractality

Through a combination of rigorous analytical derivations and extensive numerical simulations, this work reports an exotic multifractal behavior, dubbed “logarithmic multifractality,” in effectively infinite-dimensional systems undergoing the Anderson transition. In contrast to conventional multifractality observed in finite dimensions, logarithmic multifractality at infinite dimension introduces an algebraic behavior with respect to the logarithm of system size or time. We demonstrate this phenomenon across eigenstate statistics, spatial correlations, and wave packet dynamics. Our findings offer crucial insights into strong finite-size effects and slow dynamics in complex systems undergoing the Anderson transition, such as the many-body localization transition. Published by the American Physical Society 2024

Single-shot Quantum Signal Processing Interferometry

Quantum systems of infinite dimension, such as bosonic oscillators, provide vast resources for quantum sensing. Yet, a general theory on how to manipulate such bosonic modes for sensing beyond parameter estimation is unknown. We present a general algorithmic framework, quantum signal processing interferometry (QSPI), for quantum sensing at the fundamental limits of quantum mechanics by generalizing Ramsey-type interferometry. Our QSPI sensing protocol relies on performing nonlinear polynomial transformations on the oscillator's quadrature operators by generalizing quantum signal processing (QSP) from qubits to hybrid qubit-oscillator systems. We use our QSPI sensing framework to make efficient binary decisions on a displacement channel in the single-shot limit. Theoretical analysis suggests the sensing accuracy, given a single-shot qubit measurement, scales inversely with the sensing time or circuit depth of the algorithm. We further concatenate a series of such binary decisions to perform parameter estimation in a bit-by-bit fashion. Numerical simulations are performed to support these statements. Our QSPI protocol offers a unified framework for quantum sensing using continuous-variable bosonic systems beyond parameter estimation and establishes a promising avenue toward efficient and scalable quantum control and quantum sensing schemes beyond the NISQ era.

Some new results about the stability radius of infinite-dimensional systems perturbed stochastically and deterministically

This paper presents two significant contributions: First, we examine linear infinite-dimensional systems perturbed in deterministic and stochastic ways. The stability radius method is used to solve the robust stability. Bounds on the perturbations are obtained, guaranteeing that the troubled system is stable. The outcomes are determined via a Lyapunov equation. Secondly, we study the robust stabilisation problem. We investigate the maximisation of the stability radius when the input operator is unbounded in the general case. Also, we establish the conditions under which suboptimal controllers exist. An infinite-dimensional Riccati equation describes the supreme achievable stability radius.

Stability via closure relations with applications to dissipative and port-Hamiltonian systems

We consider differential operators A that can be represented by means of a so-called closure relation in terms of a simpler operator Aext\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$A_{{\ ext {ext}}}$$\\end{document} defined on a larger space. We analyse how the spectral properties of A and Aext\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$A_{{\ ext {ext}}}$$\\end{document} are related and give sufficient conditions for exponential stability of the semigroup generated by A in terms of the semigroup generated by Aext\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$A_{{\ ext {ext}}}$$\\end{document}. As applications we study the long-term behaviour of a coupled wave–heat system on an interval, parabolic equations on bounded domains that are coupled by matrix-valued potentials, and of linear infinite-dimensional port-Hamiltonian systems with dissipation on an interval.

Stability analysis of LTV systems via gain and phase

Abstract This paper considers the feedback stability analysis of infinite-dimensional discrete-time linear time-varying systems with combined gain and phase information. The framework considers a system to be a causal linear operator described by a lower triangular infinite-dimensional complex matrix. For $r$-sectorial operators, we first derive a sufficient condition for the invertibility of $I+AB$ using the gain and phase information. Finally, we use this invertibility criterion to give a sufficient condition for feedback stability of $r$-sectorial systems.

On a sharper bound on the stability of non-autonomous Schrödinger equations and applications to quantum control

We study the stability of the Schrödinger equation generated by time-dependent Hamiltonians with constant form domain. That is, we bound the difference between solutions of the Schrödinger equation by the difference of their Hamiltonians. The stability theorem obtained in this article provides a sharper bound than those previously obtained in the literature. This makes it a potentially useful tool for time-dependent problems in Quantum Physics, in particular for Quantum Control. We apply this result to prove two theorems about global approximate controllability of infinite-dimensional quantum systems. These results improve and generalise existing results on infinite-dimensional quantum control.

On the stability of prestressed beams undergoing nonlinear flexural free oscillations

We study the nonlinear free undamped motions of a hinged-hinged beam exhibiting geometric stretching-induced nonlinearity and arbitrary initial conditions. We treat the governing integral-partial-differential equation of motion as an infinite dimensional Hamiltonian system. We analytically obtain a quantitative Birkhoff Normal Form via a nonlinear coordinate transformation that yields the reduced (modulation) equations describing the free oscillations to within a certain nonlinear order with an estimate of the reminder. The obtained solutions provide a very precise description of small amplitude oscillations over large time scales. The analytical optimization of the involved estimates yields time stability results obtained for plausible values of the physical quantities and of the perturbation parameter. The role played by internal resonances in determining the time stability of the solution is highlighted and discussed. We show that initial conditions with a finite number of eigenfunctions yield bounded solutions living on invariant subspaces of the involved modes at all times. Conversely, initial conditions comprising the full (infinite) spectrum of eigenfunctions provide solutions for which time stability for all times cannot be stated.

Infinite-dimensional reservoir computing

Reservoir computing approximation and generalization bounds are proved for a new concept class of input/output systems that extends the so-called generalized Barron functionals to a dynamic context. This new class is characterized by the readouts with a certain integral representation built on infinite-dimensional state–space systems. It is shown that this class is very rich and possesses useful features and universal approximation properties. The reservoir architectures used for the approximation and estimation of elements in the new class are randomly generated echo state networks with either linear or ReLU activation functions. Their readouts are built using randomly generated neural networks in which only the output layer is trained (extreme learning machines or random feature neural networks). The results in the paper yield a recurrent neural network-based learning algorithm with provable convergence guarantees that do not suffer from the curse of dimensionality when learning input/output systems in the class of generalized Barron functionals and measuring the error in a mean-squared sense.

Path integrals, complex probabilities and the discrete Weyl representation

A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex probabilities is motivated by a recent reinterpretation of the real-time path integral as the expectation value of a potential functional with respect to a complex probability distribution on cylinder sets of paths. The discrete formulation in this work is based on a discrete version of the Weyl algebra that can be applied to any observable with a finite number of outcomes. The origin of the complex probability in this work is the completeness relation. In the discrete formulation the complex probability exactly factors into products of conditional probabilities and exact unitarity is maintained at each level of approximation. The approximation of infinite dimensional quantum systems by discrete systems is discussed. The method is illustrated by applying it to scattering theory and quantum field theory. The implications of these applications for quantum computing is discussed.

Adaptive identification of linear infinite-dimensional systems

We propose an adaptive algorithm for identifying the unknown parameter (possibly vector-valued) in a linear stable single-input single-output infinite-dimensional system. We assume that the transfer function of the infinite-dimensional system can be expressed as a ratio of two infinite series in s (the Laplace variable). We also assume that certain identifiability conditions, which include a persistency of excitation condition, hold. For a fixed integer n, we propose an adaptive update law (a differential equation in time) driven by real-time input-output data for estimating the first n + 1 coefficients in the numerator and the denominator of the transfer function. We show that the estimates for the transfer function coefficients generated by the update law are close to the true values at large times provided n is sufficiently large (the estimates converge to the true values as time and n tend to infinity). The unknown parameter can be reconstructed using the transfer function coefficient estimates obtained with n large and the algebraic expressions relating the transfer function coefficients to the unknown parameter. We also provide a numerical scheme for verifying the identifiability conditions and for choosing n sufficiently large so that the value of the reconstructed parameter is close to the true value. The class of systems to which our approach is applicable includes many partial differential equations with constant/spatially-varying coefficients and distributed/boundary input and output. We illustrate the efficacy of our approach using three examples: a delay system with four unknown scalars, a 1D heat equation with two unknown scalars and a 1D wave equation with an unknown linearly-varying (in space) coefficient.