Maxwell Fitzsimmons

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.

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.

Mohamed Serry, Maxwell Fitzsimmons, Jun Liu

Analyzing nonlinear systems with attracting robust invariant sets (RISs) requires estimating their domains of attraction (DOAs). Despite extensive research, accurately characterizing DOAs for general nonlinear systems remains challenging due to both theoretical and computational limitations, particularly in the presence of uncertainties and state constraints. In this paper, we propose a novel framework for the accurate estimation of safe (state-constrained) and robust DOAs for discrete-time nonlinear uncertain systems with continuous dynamics, open safe sets, compact disturbance sets, and uniformly locally $\ell_p$-stable compact RISs. The notion of uniform $\ell_p$ stability is quite general and encompasses, as special cases, uniform exponential and polynomial stability. The DOAs are characterized via newly introduced value functions defined on metric spaces of compact sets. We establish their fundamental mathematical properties and derive the associated Bellman-type (Zubov-type) functional equations. Building on this characterization, we develop a physics-informed neural network (NN) framework to learn the corresponding value functions by embedding the derived Bellman-type equations directly into the training process. To obtain certifiable estimates of the safe robust DOAs from the learned neural approximations, we further introduce a verification procedure that leverages existing formal verification tools. The effectiveness and applicability of the proposed methodology are demonstrated through four numerical examples involving nonlinear uncertain systems subject to state constraints, and its performance is compared with existing methods from the literature.

Thanin Quartz, Maxwell Fitzsimmons, Jun Liu

We show that the existence of a strictly compatible pair of control Lyapunov and control barrier functions is equivalent to the existence of a single smooth Lyapunov function that certifies both asymptotic stability and safety. This characterization complements existing literature on converse Lyapunov functions by establishing a partial differential equation (PDE) characterization with prescribed boundary conditions on the safe set, ensuring that the safe set is exactly certified by this Lyapunov function. The result also implies that if a safety and stability specification cannot be certified by a single Lyapunov function, then any pair of control Lyapunov and control barrier functions necessarily leads to a conflict and cannot be satisfied simultaneously in a robust sense.

Amartya Mukherjee, Maxwell Fitzsimmons, David C. Del Rey Fernández et al.

Uncertainty quantification for partial differential equations is traditionally grounded in discretization theory, where solution error is controlled via mesh/grid refinement. Physics-informed neural networks fundamentally depart from this paradigm: they approximate solutions by minimizing residual losses at collocation points, introducing new sources of error arising from optimization, sampling, representation, and overfitting. As a result, the generalization error in the solution space remains an open problem. Our main theoretical contribution establishes generalization bounds that connect residual control to solution-space error. We prove that when neural approximations lie in a compact subset of the solution space, vanishing residual error guarantees convergence to the true solution. We derive deterministic and probabilistic convergence results and provide certified generalization bounds translating residual, boundary, and initial errors into explicit solution error guarantees.

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.