Computation and verification of contraction metrics for exponentially stable equilibria

09/20/2019
by   Peter Giesl, et al.
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The determination of exponentially stable equilibria and their basin of attraction for a dynamical system given by a general autonomous ordinary differential equation can be achieved by means of a contraction metric. A contraction metric is a Riemannian metric with respect to which the distance between adjacent solutions decreases as time increases. The Riemannian metric can be expressed by a matrix-valued function on the phase space. The determination of a contraction metric can be achieved by approximately solving a matrix-valued partial differential equation by mesh-free collocation using Radial Basis Functions (RBF). However, so far no rigorous verification that the computed metric is indeed a contraction metric has been provided. In this paper, we combine the RBF method to compute a contraction metric with the CPA method to rigorously verify it. In particular, the computed contraction metric is interpolated by a continuous piecewise affine (CPA) metric at the vertices of a fixed triangulation, and by checking finitely many inequalities, we can verify that the interpolation is a contraction metric. Moreover, we show that, using sufficiently dense collocation points and a sufficiently fine triangulation, we always succeed with the construction and verification. We apply the method to two examples.

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