The Lasserre or moment-sum-of-square hierarchy of linear matrix inequality relaxations is used to compute inner approximations of the maximal positively invariant set for continuous-time dynamical systems with polynomial vector fields. Convergence in volume of the hierarchy is proved under a technical growth condition on the average exit time of trajectories. Our contribution is to deal with inner approximations in infinite time, while former work with volume convergence guarantees proposed either outer approximations of the maximal positively invariant set or inner approximations of the region of attraction in finite time. * *The research was partly funded by Réseaux de Transport d'Électricité (RTE). †1 Antoine Oustry is withÉcole Polytechnique, Route de Saclay,
We provide a systematic deterministic numerical scheme to approximate the volume (i.e. the Lebesgue measure) of a basic semi-algebraic set whose description follows a sparsity pattern. As in previous works (without sparsity), the underlying strategy is to consider an infinite-dimensional linear program on measures whose optimal value is the volume of the set. This is a particular instance of a generalized moment problem which in turn can be approximated as closely as desired by solving a hierarchy of semidefinite relaxations of increasing size. The novelty with respect to previous work is that by exploiting the sparsity pattern we can provide a sparse formulation for which the associated semidefinite relaxations are of much smaller size. In addition, we can decompose the sparse relaxations into completely decoupled subproblems of smaller size, and in some cases computations can be done in parallel. To the best of our knowledge, it is the first contribution that exploits sparsity for volume computation of semi-algebraic sets which are possibly high-dimensional and/or non-convex and/or non-connected.
We propose the application of occupation measure theory to the classical problem of transient stability analysis for power systems. This enables the computation of certified inner and outer approximations for the region of attraction of a nominal operating point. In order to determine whether a post-disturbance point requires corrective actions to ensure stability, one would then simply need to check the sign of a polynomial evaluated at that point. Thus, computationally expensive dynamical simulations are only required for postdisturbance points in the region between the inner and outer approximations. We focus on the nonlinear swing equations but voltage dynamics could also be included. The proposed approach is formulated as a hierarchy of semidefinite programs stemming from an infinite-dimensional linear program in a measure space, with a natural dual sum-of-squares perspective. On the theoretical side, this paper lays the groundwork for exploiting the oscillatory structure of power systems by using Hermitian (instead of real) sums-of-squares and connects the proposed approach to recent results from algebraic geometry.
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