Bounding averages rigorously using semidefinite programming: mean moments of the Lorenz system

DOI10.1007/S00332-017-9421-2zbMATH Open1409.90133arXiv1610.05335OpenAlexW3100530370MaRDI QIDQ1744121FDOQ1744121

Authors: David Goluskin 

Publication date: 16 April 2018

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Abstract: We describe methods for proving bounds on infinite-time averages in differential dynamical systems. The methods rely on the construction of nonnegative polynomials with certain properties, similarly to the way nonlinear stability can be proved using Lyapunov functions. Nonnegativity is enforced by requiring the polynomials to be sums of squares, a condition which is then formulated as a semidefinite program (SDP) that can be solved computationally. Although such computations are subject to numerical error, we demonstrate two ways to obtain rigorous results: using interval arithmetic to control the error of an approximate SDP solution, and finding exact analytical solutions to relatively small SDPs. Previous formulations are extended to allow for bounds depending analytically on parametric variables. These methods are illustrated using the Lorenz equations, a system with three state variables $(x,y,z)$ and three parameters $$. Bounds are reported for infinite-time averages of all eighteen moments $x^l{y}^m{z}^n$ up to quartic degree that are symmetric under $(x,y)mapsto(-x,-y)$. These bounds apply to all solutions regardless of stability, including chaotic trajectories, periodic orbits, and equilibrium points. The analytical approach yields two novel bounds that are sharp: the mean of $z^3$ can be no larger than its value of $(r-1{)}^3$ at the nonzero equilibria, and the mean of $x{y}^3$ must be nonnegative. The interval arithmetic approach is applied at the standard chaotic parameters to bound eleven average moments that all appear to be maximized on the shortest periodic orbit. Our best upper bound on each such average exceeds its value on the maximizing orbit by less than 1%. Many bounds reported here are much tighter than would be possible without computer assistance.

Full work available at URL: https://arxiv.org/abs/1610.05335

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zbMATH Keywords

boundsinterval arithmeticLorenz equationsdifferential dynamical systems

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Semidefinite programming (90C22)

Cites Work

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Cited In (23)

• Heat transport bounds for a truncated model of Rayleigh-Bénard convection via polynomial optimization
• Bounds on heat transfer for Bénard-Marangoni convection at infinite Prandtl number
• Bounding extrema over global attractors using polynomial optimisation
• Bounds for Rayleigh-Bénard convection between free-slip boundaries with an imposed heat flux
• Convex computation of maximal Lyapunov exponents
• The Lorenz system as a gradient-like system
• Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
• Auxiliary functions as Koopman observables: data-driven analysis of dynamical systems via polynomial optimization
• Bounds on mean energy in the Kuramoto–Sivashinsky equation computed using semidefinite programming
• Bounding stationary averages of polynomial diffusions via semidefinite programming
• Lyapunov function computation for autonomous systems with complex dynamic behavior
• Maximum amplification of enstrophy in three-dimensional Navier-Stokes flows
• Bounding extreme events in nonlinear dynamics using convex optimization
• A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging
• Finding extremal periodic orbits with polynomial optimization, with application to a nine-mode model of shear flow
• Finding unstable periodic orbits: a hybrid approach with polynomial optimization
• Time averages and periodic attractors at high Rayleigh number for Lorenz-like models
• Optimal bounds and extremal trajectories for time averages in nonlinear dynamical systems
• The role of boundary conditions in scaling laws for turbulent heat transport
• Bounds for deterministic and stochastic dynamical systems using sum-of-squares optimization
• A study of the double pendulum using polynomial optimization
• Geometrical dependence of optimal bounds in Taylor–Couette flow
• Minimum wave speeds in monostable reaction-diffusion equations: sharp bounds by polynomial optimization

Uses Software

• VSDP
• INTLAB
• SDPT3
• YALMIP
• Mosek

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