Ruikun Zhou

Ruikun Zhou, Thanin Quartz, Hans De Sterck et al.

Learning for control of dynamical systems with formal guarantees remains a challenging task. This paper proposes a learning framework to simultaneously stabilize an unknown nonlinear system with a neural controller and learn a neural Lyapunov function to certify a region of attraction (ROA) for the closed-loop system. The algorithmic structure consists of two neural networks and a satisfiability modulo theories (SMT) solver. The first neural network is responsible for learning the unknown dynamics. The second neural network aims to identify a valid Lyapunov function and a provably stabilizing nonlinear controller. The SMT solver then verifies that the candidate Lyapunov function indeed satisfies the Lyapunov conditions. We provide theoretical guarantees of the proposed learning framework in terms of the closed-loop stability for the unknown nonlinear system. We illustrate the effectiveness of the approach with a set of numerical experiments.

Jun Liu, Yiming Meng, Maxwell Fitzsimmons et al.

The search for Lyapunov functions is a crucial task in the analysis of nonlinear systems. In this paper, we present a physics-informed neural network (PINN) approach to learning a Lyapunov function that is nearly maximal for a given stable set. A Lyapunov function is considered nearly maximal if its sub-level sets can be made arbitrarily close to the boundary of the domain of attraction. We use Zubov's equation to train a maximal Lyapunov function defined on the domain of attraction. Additionally, we propose conditions that can be readily verified by satisfiability modulo theories (SMT) solvers for both local and global stability. We provide theoretical guarantees on the existence of maximal Lyapunov functions and demonstrate the effectiveness of our computational approach through numerical examples.

Thanin Quartz, Ruikun Zhou, Hans De Sterck et al.

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the system close to the equilibrium point. However, these approaches often fall short of achieving true stabilization and result in persistent oscillations around the equilibrium point. In this work, we propose a reinforcement learning algorithm that stabilizes the system by learning a local linear representation ofthe dynamics. The main component of the algorithm is integrating the learned gain matrix directly into the neural policy. We demonstrate the effectiveness of our algorithm on several challenging high-dimensional dynamical systems. In these simulations, our algorithm outperforms popular reinforcement learning algorithms, such as soft actor-critic (SAC) and proximal policy optimization (PPO), and successfully stabilizes the system. To support the numerical results, we provide a theoretical analysis of the feasibility of the learned algorithm for both deterministic and stochastic reinforcement learning settings, along with a convergence analysis of the proposed learning algorithm. Furthermore, we verify that the learned control policies indeed provide asymptotic stability for the nonlinear systems.

Yiming Meng, Ruikun Zhou, Amartya Mukherjee et al.

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees. The main component of our approach is an iterative procedure that utilizes neural approximations to solve linear partial differential equations (PDEs), ensuring convergence. We present two variants of the algorithms. The first variant formulates the optimization problem as a linear least square problem, drawing inspiration from extreme learning machine (ELM) for solving PDEs. This variant efficiently handles low-dimensional problems with high accuracy. The second variant is based on a physics-informed neural network (PINN) for solving PDEs and has the potential to address high-dimensional problems. We demonstrate that both algorithms outperform traditional approaches, such as Galerkin methods, by a significant margin. We provide a theoretical analysis of both algorithms in terms of convergence of neural approximations towards the true optimal solutions in a general setting. Furthermore, we employ formal verification techniques to demonstrate the verifiable stability of the resulting controllers.

Jun Liu, Maxwell Fitzsimmons, Ruikun Zhou et al.

Control Lyapunov functions are a central tool in the design and analysis of stabilizing controllers for nonlinear systems. Constructing such functions, however, remains a significant challenge. In this paper, we investigate physics-informed learning and formal verification of neural network control Lyapunov functions. These neural networks solve a transformed Hamilton-Jacobi-Bellman equation, augmented by data generated using Pontryagin's maximum principle. Similar to how Zubov's equation characterizes the domain of attraction for autonomous systems, this equation characterizes the null-controllability set of a controlled system. This principled learning of neural network control Lyapunov functions outperforms alternative approaches, such as sum-of-squares and rational control Lyapunov functions, as demonstrated by numerical examples. As an intermediate step, we also present results on the formal verification of quadratic control Lyapunov functions, which, aided by satisfiability modulo theories solvers, can perform surprisingly well compared to more sophisticated approaches and efficiently produce global certificates of null-controllability.

Amartya Mukherjee, Ruikun Zhou, Haocheng Chang et al.

This paper introduces harmonic control Lyapunov barrier functions (harmonic CLBF) that aid in constrained control problems such as reach-avoid problems. Harmonic CLBFs exploit the maximum principle that harmonic functions satisfy to encode the properties of control Lyapunov barrier functions (CLBFs). As a result, they can be initiated at the start of an experiment rather than trained based on sample trajectories. The control inputs are selected to maximize the inner product of the system dynamics with the steepest descent direction of the harmonic CLBF. Numerical results are presented with four different systems under different reach-avoid environments. Harmonic CLBFs show a significantly low risk of entering unsafe regions and a high probability of entering the goal region.

Jun Liu, Yiming Meng, Maxwell Fitzsimmons et al.

We provide a systematic investigation of using physics-informed neural networks to compute Lyapunov functions. We encode Lyapunov conditions as a partial differential equation (PDE) and use this for training neural network Lyapunov functions. We analyze the analytical properties of the solutions to the Lyapunov and Zubov PDEs. In particular, we show that employing the Zubov equation in training neural Lyapunov functions can lead to approximate regions of attraction close to the true domain of attraction. We also examine approximation errors and the convergence of neural approximations to the unique solution of Zubov's equation. We then provide sufficient conditions for the learned neural Lyapunov functions that can be readily verified by satisfiability modulo theories (SMT) solvers, enabling formal verification of both local stability analysis and region-of-attraction estimates in the large. Through a number of nonlinear examples, ranging from low to high dimensions, we demonstrate that the proposed framework can outperform traditional sums-of-squares (SOS) Lyapunov functions obtained using semidefinite programming (SDP).

Jun Liu, Yiming Meng, Maxwell Fitzsimmons et al.

In this paper, we describe a lightweight Python framework that provides integrated learning and verification of neural Lyapunov functions for stability analysis. The proposed tool, named LyZNet, learns neural Lyapunov functions using physics-informed neural networks (PINNs) to solve Zubov's equation and verifies them using satisfiability modulo theories (SMT) solvers. What distinguishes this tool from others in the literature is its ability to provide verified regions of attraction close to the domain of attraction. This is achieved by encoding Zubov's partial differential equation (PDE) into the PINN approach. By embracing the non-convex nature of the underlying optimization problems, we demonstrate that in cases where convex optimization, such as semidefinite programming, fails to capture the domain of attraction, our neural network framework proves more successful. The tool also offers automatic decomposition of coupled nonlinear systems into a network of low-dimensional subsystems for compositional verification. We illustrate the tool's usage and effectiveness with several numerical examples, including both non-trivial low-dimensional nonlinear systems and high-dimensional systems. The repository of the tool can be found at https://git.uwaterloo.ca/hybrid-systems-lab/lyznet.

Ruikun Zhou, Yiming Meng, Zhexuan Zeng et al.

Koopman operator theory has gained significant attention in recent years for identifying discrete-time nonlinear systems by embedding them into an infinite-dimensional linear vector space. However, providing stability guarantees while learning the continuous-time dynamics, especially under conditions of relatively low observation frequency, remains a challenge within the existing Koopman-based learning frameworks. To address this challenge, we propose an algorithmic framework to simultaneously learn the vector field and Lyapunov functions for unknown nonlinear systems, using a limited amount of data sampled across the state space and along the trajectories at a relatively low sampling frequency. The proposed framework builds upon recently developed high-accuracy Koopman generator learning for capturing transient system transitions and physics-informed neural networks for training Lyapunov functions. We show that the learned Lyapunov functions can be formally verified using a satisfiability modulo theories (SMT) solver and provide less conservative estimates of the region of attraction compared to existing methods.

Mohamed Serry, Haoyu Li, Ruikun Zhou et al.

Analysis of nonlinear autonomous systems typically involves estimating domains of attraction, which have been a topic of extensive research interest for decades. Despite that, accurately estimating domains of attraction for nonlinear systems remains a challenging task, where existing methods are conservative or limited to low-dimensional systems. The estimation becomes even more challenging when accounting for state constraints. In this work, we propose a framework to accurately estimate safe (state-constrained) domains of attraction for discrete-time autonomous nonlinear systems. In establishing this framework, we first derive a new Zubov equation, whose solution corresponds to the exact safe domain of attraction. The solution to the aforementioned Zubov equation is shown to be unique and continuous over the whole state space. We then present a physics-informed approach to approximating the solution of the Zubov equation using neural networks. To obtain certifiable estimates of the domain of attraction from the neural network approximate solutions, we propose a verification framework that can be implemented using standard verification tools (e.g., $α,\!β$-CROWN and dReal). To illustrate its effectiveness, we demonstrate our approach through numerical examples concerning nonlinear systems with state constraints.