AMS2007-1: Discontinuous Dynamical Systems - a tutorial on notions of solutions, nonsmooth analysis, and stability

Jorge Cortes
01/11/2007 09:00 AM
Applied Mathematics & Statistics
This paper considers discontinuous dynamical systems, i.e., systems whose associated vector field is a discontinuous function of the state. Discontinuous dynamical systems arise in a large number of applications, including optimal control, nonsmooth mechanics, and robotic manipulation. Independently of the particular application, one always faces similar questions when dealing with discontinuous dynamical systems. The most basic one is the notion of solution. We begin by introducing the notions of Caratheodory, Filippov and sample-and-hold solutions, discuss existence and uniqueness results for them, and examine various examples. We also give specific pointers to other notions of solution defined in the literature. Once the notion of solution has been settled, we turn our attention to the analysis of stability of discontinuous systems. We introduce the concepts of generalized gradient of locally Lipschitz functions and proximal subdifferential of lower semicontinuous functions. Building on these notions, we establish monotonic properties of candidate Lyapunov functions along the solutions. These results are key in providing suitable generalizations of Lyapunov stability theorems and the LaSalle Invariance Principle. We illustrate the applicability of these results in a class of nonsmooth gradient flows.