Semidefinite characterisation of invariant measures for one-dimensional discrete dynamical systems

Didier Henrion

Kybernetika (2012)

  • Volume: 48, Issue: 6, page 1089-1099
  • ISSN: 0023-5954

Abstract

top
Using recent results on measure theory and algebraic geometry, we show how semidefinite programming can be used to construct invariant measures of one-dimensional discrete dynamical systems (iterated maps on a real interval). In particular we show that both discrete measures (corresponding to finite cycles) and continuous measures (corresponding to chaotic behavior) can be recovered using standard software.

How to cite

top

Henrion, Didier. "Semidefinite characterisation of invariant measures for one-dimensional discrete dynamical systems." Kybernetika 48.6 (2012): 1089-1099. <http://eudml.org/doc/251400>.

@article{Henrion2012,
abstract = {Using recent results on measure theory and algebraic geometry, we show how semidefinite programming can be used to construct invariant measures of one-dimensional discrete dynamical systems (iterated maps on a real interval). In particular we show that both discrete measures (corresponding to finite cycles) and continuous measures (corresponding to chaotic behavior) can be recovered using standard software.},
author = {Henrion, Didier},
journal = {Kybernetika},
keywords = {dynamical systems; invariant measures; semidefinite programming; dynamical systems; invariant measures; semidefinite programming},
language = {eng},
number = {6},
pages = {1089-1099},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Semidefinite characterisation of invariant measures for one-dimensional discrete dynamical systems},
url = {http://eudml.org/doc/251400},
volume = {48},
year = {2012},
}

TY - JOUR
AU - Henrion, Didier
TI - Semidefinite characterisation of invariant measures for one-dimensional discrete dynamical systems
JO - Kybernetika
PY - 2012
PB - Institute of Information Theory and Automation AS CR
VL - 48
IS - 6
SP - 1089
EP - 1099
AB - Using recent results on measure theory and algebraic geometry, we show how semidefinite programming can be used to construct invariant measures of one-dimensional discrete dynamical systems (iterated maps on a real interval). In particular we show that both discrete measures (corresponding to finite cycles) and continuous measures (corresponding to chaotic behavior) can be recovered using standard software.
LA - eng
KW - dynamical systems; invariant measures; semidefinite programming; dynamical systems; invariant measures; semidefinite programming
UR - http://eudml.org/doc/251400
ER -

References

top
  1. Alligood, K. T., Sauer, T. D., Yorke, J. A., Chaos - An Introduction to Dynamical Systems., Springer, 1997. Zbl0867.58043MR1418166
  2. Barkley, D., Kevrekidis, I. G., Stuart, A. M., 10.1137/050638667, SIAM J. Appl. Dynam. Systems 5 (2006), 3, 403-434. Zbl1210.65010MR2255449DOI10.1137/050638667
  3. Boyd, S., Vandenberghe, L., Convex Optimization., Cambridge Univ. Press, 2005. Zbl1058.90049MR2061575
  4. Campbell, D., Crutchfield, J., Farmer, D., Jen, E., 10.1145/3341.3345, Comm. ACM 28 (1985), 4, 374-384. MR0789993DOI10.1145/3341.3345
  5. Dellnitz, M., Junge, O., 10.1137/S0036142996313002, SIAM J. Numer. Anal. 36 (1999), 2, 491-515. Zbl0916.58021MR1668207DOI10.1137/S0036142996313002
  6. Diaconis, P., Freedman, D., 10.1137/S0036144598338446, SIAM Rev. 41 (1999), 1, 45-76. Zbl0926.60056MR1669737DOI10.1137/S0036144598338446
  7. Góra, P., Boyarsky, A., 10.1016/0898-1221(88)90148-4, Comput. Math. Appl. 16 (1988), 4, 321-329. Zbl0668.28008MR0959419DOI10.1016/0898-1221(88)90148-4
  8. Góra, P., Boyarsky, A., Islam, M. D. S., Bahsoun, W., 10.1137/040606478, SIAM J. Appl. Dynam. Systems 5 (2006), 1, 84-90. Zbl1090.37041MR2217130DOI10.1137/040606478
  9. Hernández-Lerma, O., Lasserre, J. B., Markov Chains and Invariant Probabilities., Birkhauser, 2003. Zbl1036.60003MR1974383
  10. Lasota, A., Mackey, M. C., Probabilistic Properties of Deterministic Systems., Cambridge Univ. Press, 1985. Zbl0606.58002MR0832868
  11. Lasserre, J. B., 10.1137/S1052623400366802, SIAM J. Optim. 11 (2001), 3, 796-817. Zbl1010.90061MR1814045DOI10.1137/S1052623400366802
  12. Lasserre, J. B., Henrion, D., Prieur, C., Trélat, E., 10.1137/070685051, SIAM J. Control Optim. 47 (2008), 4, 1643-1666. Zbl1188.90193MR2421324DOI10.1137/070685051
  13. Peyrl, H., Parrilo, P. A., A theorem of the alternative for SOS Lyapunov functions., In: Proc. IEEE Conference on Decision and Control, 2007. 
  14. Rantzer, A., 10.1016/S0167-6911(00)00087-6, Systems Control Lett. 42 (2001), 3, 161-168. Zbl0974.93058MR2007046DOI10.1016/S0167-6911(00)00087-6
  15. Vaidya, U., Mehta, P. G., 10.1109/TAC.2007.914955, IEEE Trans. Automat. Control 53 (2008), 1, 307-323. MR2391706DOI10.1109/TAC.2007.914955

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.