The paper "Dissipative quadratizations of polynomial ODE systems" has been accepted by 30th International Conference on Tools and Algorithms for the Construction and Analysis of Systems (TACAS2024)

DQbee

DQbee is a python package for computing the dissipative quadratization of polynomial ODE system.

Installation

pip install DQbee

1. Introduction to the Problem

Definition 1 (Quadratization). Consider a system of ODEs $\mathbf{x}'=\mathbf{p}(\mathbf{x})$

$$ \begin{cases} x_1^{\prime}=f_1(\bar{x})\\ \ldots \\ x_n^{\prime}=f_n(\bar{x}) \end{cases} \tag{1} $$

where $\bar{x}=\left(x_1, \ldots, x_n\right)$ and $f_1, \ldots, f_n \in \mathbb{C}[\mathbf{x}]$. Then a list of new variables

$$ y_1=g_1(\bar{x}), \ldots, y_m=g_m(\bar{x}) $$

is said to be a quadratization of (1) if there exist polynomials $h_1, \ldots, h_{m+n} \in$ $\mathbb{C}[\bar{x}, \bar{y}]$ of degree at most two such that

• $x_i^{\prime}=h_i(\bar{x}, \bar{y})$ for every $1 \leqslant i \leqslant n$ which we define as $\mathbf{x}^{\prime}=\mathbf{q}_1(\mathbf{x}, \mathbf{y})$
• $y_j^{\prime}=h_{j+n}(\bar{x}, \bar{y})$ for every $1 \leqslant j \leqslant m$ which we define as $\mathbf{y}^{\prime}=\mathbf{q}_2(\mathbf{x}, \mathbf{y})$

Here we call the number $m$ as the order of quadratization. The optimal quadratization is the approach that produce the smallest possible order.

Definition 2 (Equilibrium). For a polynomial ODE system (1), a point $\mathbf{x}^* \in$ $\mathbb{R}^n$ is called an equilibrium if $\mathbf{p}\left(\mathbf{x}^*\right)=0$.

Definition 3 (Dissipativity). An ODE system (1) is called dissipative at an equilibrium point $\mathbf{x}^\ast$ if all the eigenvalues of the Jacobian $J(\mathbf{p})|_{\mathbf{x}=\mathbf{x}^\ast}$ of $\mathbf{p}$ and $\mathbf{x}^\ast$ have negative real part.

Definition 4 (Dissipative quadratization). Assume that a system (1) is dissipative at an equilibrium point $\mathbf{x}^* \in \mathbb{R}^n$. Then a quadratization given by $\mathbf{g}, \mathbf{q}_1$ and $\mathbf{q}_2$ is called dissipative at $\mathbf{x}^*$ if the system

$$ \mathbf{x}^{\prime}=\mathbf{q}_1(\mathbf{x}, \mathbf{y}), \quad \mathbf{y}^{\prime}=\mathbf{q}_2(\mathbf{x}, \mathbf{y}) $$

is dissipative at a point $\left(\mathbf{x}^\ast, \mathbf{g}\left(\mathbf{x}^\ast\right)\right)$.

2. Package Description

This python package is mainly used to compute the inner-quadratic quadratization and dissipative quadratization of multivariate high-dimensional polynomial ODE system. This algorithm also has tools to perform reachability analysis of the system. Here are some of the specific features of this package:

• Compute the inner-quadratic quadratization of polynomial ODE system.
• Compute the dissipative quadratization of polynomial ODE system at origin.
• Compute the dissipative quadratization of polynomial ODE system at an equilibrium point (input by the user), or at multiple equilibrium points (input by the user) with method numpy, sympy, or Routh-Huritwz criterion.
• Compute the weakly nonlinearity bound $\left| \mathcal{X_{0}} \right|$ of dissipative system.

3. Package Usage

We will demonstrate usage of Package on the example below. Other interactive examples you can find more in our [example file]. We recommend to run the package in IPython environment or Jupyter notebook in order to see the result display with $\LaTeX$.

3.1. Importing the Package

import sympy as sp
from DQbee.EquationSystem import *
from DQbee.DQuadratization import *

3.2. Polynomial ODE System Setting

We take the following duffing equation as an example:

$$ x'' = kx + ax^{3} + bx' $$

which described damped oscillator with non-linear restoring force. The equation can be written as a first-order system by introducing $x_1 := x, x_2 := x'$ as follows

$$ \begin{cases} x_1' = x_2,\\ x_2' = kx_1 + a x_1^3 + b x_2. \end{cases} $$

We can define the system as follows:

x1, x2 = sp.symbols('x1 x2')
k, a, b = sp.symbols('k a b')

system = [
    sp.Eq(x1, x2),
    sp.Eq(x2, k*x1 + a*x1**3 + b*x2)
]

eq_system = EquationSystem(system) # This step transform the system into `EquationSystem` object
display_or_print(eq_system.show_system_latex()) # Display the system in latex format, inner method of `EquationSystem` object

3.3. Quadratization

In our package, we provide several quadratization functions to the EquationSystem object:

• optimal_inner_quadratization: compute the inner-quadratic quadratization of a given polynomial ODE system. (Implementation of Algorithm 1 in the paper)
• optimal_dissipative_quadratization: transform an inner-quadratic system into dissipative quadratization at origin, where the user can choose the value of the coefficients of the linear terms in order to make the system dissipative.
• dquadratization_one_equilibrium: compute the dissipative quadratization of a given polynomial ODE system at a given equilibrium point.
• dquadratization_multi_equilibrium: compute the dissipative quadratization of a given polynomial ODE system at multiple equilibrium points. (Implementation of Algorithm 2 in the paper)

inner_result = optimal_inner_quadratization(eq_system,
                                            display=False) # Set `display` to True if you want to display the result
# Output:
oiq_system = inner_result[0]
sub_oiq_system = inner_result[1]
monomial_to_quadratic_form = inner_result[2] # This is only used for optimal_dissipative_quadratization` function
map_variables = inner_result[3]

Here, we will explain with these outputs. We show transformation from oiq_system to sub_oiq_system by substitution of variables:

$$ \begin{cases} \left(x_1\right)^{\prime}=x_2 \\ \left(x_2\right)^{\prime}=a x_1^3+b x_2+k x_1 \\ \left(x_1^2\right)^{\prime}=2 x_1 x_2 \end{cases} \xRightarrow{x_1^2 = w_1} \begin{cases} \left(x_1\right)^{\prime} & =x_2 \\ \left(x_2\right)^{\prime} & =a w_1 x_1+b x_2+k x_1 \\ \left(w_1\right)^{\prime} & =2 x_1 x_2 \end{cases} $$

where map_variables is the map from the original variables to the new variables. In this case, we have $w_{1}=x_{1}^{2}$. With all the information above, we can compute the dissipative quadratization of the system at origin as follows:

dissipative_result = optimal_dissipative_quadratization(eq_system,
                                                        sub_oiq_system,
                                                        monomial_to_quadratic_form,
                                                        map_variables,
                                                        Input_diagonal=None, # the coefficients of the linear terms
                                                        display=False) 

The function will transfer all the linear terms in the ODE of introduced variables into quadratic terms, and keep negative linear terms in order to have a dissipative system (by keep all diagonal terms of the matrix associated to linear part negative ). If the input_diagonal is None, then the function will choose the largest eigenvalue of orginal system as the diagonal value. In our case, the output is as follows:

$$ \begin{cases} \left(x_1\right)^{\prime} & =x_2 \\ \left(x_2\right)^{\prime} & =a w_1 x_1+b x_2+k x_1 \\ \left(w_1\right)^{\prime} & =w_1\left(\frac{b}{2}-\frac{\sqrt{b^2+4 k}}{2}\right)-x_1^2\left(\frac{b}{2}-\frac{\sqrt{b^2+4 k}}{2}\right)+2 x_1 x_2 \end{cases} \xRightarrow{\text{matrix associated to linear part}} \left[\begin{array}{ccc} 0 & 1 & 0 \\ k & b & 0 \\ 0 & 0 & \frac{b}{2}-\frac{\sqrt{b^2+4 k}}{2} \end{array}\right] $$

We take another example to show how to compute the dissipative quadratization with multiple given equilibrium point. We take the following system as an example:

$$ x' = -x (x - 1) (x - 2) $$

where $a$ is positive. The system has three equilibrium points: $x_1 = 0, x_2 = 1, x_3 = 2$ but only dissipative at $x_1 = 0, 2$. We can define the system as follows:

multistable_eq_system = EquationSystem([sp.Eq(x, - x * (x - 1) * (x - 2))])

Then we can compute the dissipative quadratization of the system at multiple equilibrium points as follows:

result = dquadratization_multi_equilibrium(multistable_eq_system, 
                                           equilibrium = [[0],[2]],
                                           display=True,
                                           method='numpy' # or 'sympy' or 'Routh-Hurwitz'
                                        )

which will return the $\lambda$ and the dissipative quadratization of the system which make all the equilibrium points dissipative. In this case, the output is as follows:

$$ \left{\begin{array}{l} (x)^{\prime}=-g_1 x+3 x^2-2 x \\ \left(g_1\right)^{\prime}=-2 g_1^2+6 g_1 x-8 g_1+4 x^2 \end{array}\right. $$

In this function, we provide three methods to compute the dissipative quadratization of the system at multiple equilibrium points:

• numpy: use numpy.linalg.eigvals to compute the eigenvalues of the Jacobian matrix of the system at equilibrium points, which is the fastest method.
• sympy: use sympy.Matrix.eigenvals to compute the eigenvalues of the Jacobian matrix of the system at equilibrium points.
• Routh-Hurwitz: use Routh-Hurwitz criterion to justify the stability of the system at equilibrium points.