<p>We consider stochastic hybrid systems that stem from evolution equations with right-hand sides that stochastically switch between a given set of right-hand sides. To begin our study, we consider a linear ordinary differential equation whose right-hand side stochastically switches between a collection of different matrices. Despite its apparent simplicity, we prove that this system can exhibit surprising behavior.</p><p>Next, we construct mathematical machinery for analyzing general stochastic hybrid systems. This machinery combines techniques from various fields of mathematics to prove convergence to a steady state distribution and to analyze its structure.</p><p>Finally, we apply the tools from our general framework to partial differential equations with randomly switching boundary conditions. There, we see that these tools yield explicit formulae for statistics of the process and make seemingly intractable problems amenable to analysis.</p> / Dissertation

As control systems become more integrated with high-end engineering systems as well as consumer products, they are expected to achieve specifications that may include logic rules, safety constraints, startup procedures, and so forth. Control design for such complex specifications is a relatively unexplored research area. One possible design approach is based on partitioning the state space into polytopic regions, and then formulating a certain control problem on each polytope, with the intention that the set of all controllers so obtained would collectively achieve the specification. The control problem which must be solved for each polytope is called the reach control problem, and it has been identified as turnkey to the further development of this approach. The reach control problem (RCP) is to find a state feedback to make the closed-loop trajectories of an affine (or linear) control system defined on a polytope reach and exit a prescribed facet of the polytope in finite time. This dissertation studies a number of aspects of the reach control problem, and it uses tools from convex analysis, nonsmooth analysis, and computational geometry for this study. The dissertation has three main themes. First, we formulate and solve a variant of RCP in which trajectories exit the polytope in a monotonic sense; this provides a triangulation-independent solution of RCP. Second, we develop a Lyapunov-like theory for verifying if RCP is solved using a given candidate controller. This involves the introduction of the notion of generalized flow functions, a LaSalle Principle for RCP, and several converse theorems on existence of generalized flow functions. Third, we study the relationship between affine feedbacks and continuous state feedbacks for RCP on simplices. Although the two feedback classes have been shown to be equivalent under an assumption on the triangulation of the state space, we show by a counterexample that the equivalence is no longer true under arbitrary triangulations. Then we provide for single-input systems a constructive method for the synthesis of multi-affine feedbacks for RCP on simplices.

As control systems become more integrated with high-end engineering systems as well as consumer products, they are expected to achieve specifications that may include logic rules, safety constraints, startup procedures, and so forth. Control design for such complex specifications is a relatively unexplored research area. One possible design approach is based on partitioning the state space into polytopic regions, and then formulating a certain control problem on each polytope, with the intention that the set of all controllers so obtained would collectively achieve the specification. The control problem which must be solved for each polytope is called the reach control problem, and it has been identified as turnkey to the further development of this approach. The reach control problem (RCP) is to find a state feedback to make the closed-loop trajectories of an affine (or linear) control system defined on a polytope reach and exit a prescribed facet of the polytope in finite time. This dissertation studies a number of aspects of the reach control problem, and it uses tools from convex analysis, nonsmooth analysis, and computational geometry for this study. The dissertation has three main themes. First, we formulate and solve a variant of RCP in which trajectories exit the polytope in a monotonic sense; this provides a triangulation-independent solution of RCP. Second, we develop a Lyapunov-like theory for verifying if RCP is solved using a given candidate controller. This involves the introduction of the notion of generalized flow functions, a LaSalle Principle for RCP, and several converse theorems on existence of generalized flow functions. Third, we study the relationship between affine feedbacks and continuous state feedbacks for RCP on simplices. Although the two feedback classes have been shown to be equivalent under an assumption on the triangulation of the state space, we show by a counterexample that the equivalence is no longer true under arbitrary triangulations. Then we provide for single-input systems a constructive method for the synthesis of multi-affine feedbacks for RCP on simplices.

Orientador: Paulo Ricardo da Silva / Banca: Weber Flavio Pereira / Banca: Marcelo Messias / Resumo: Consideramos dois casos principais de bifurcação de órbitas periódicas não hiperbólicas que dão origem a ciclos limite. Nosso estudo é feito para sistemas lineares por partes com três zonas em sua fórmula mais geral, que inclui situações sem simetria. Obtemos estimativas tanto para a amplitude como para o período do ciclo limite e apresentamos uma aplicação de interesse em engenharia: sistemas de controle. / Abstract: We consider two main cases of bifurcation of non hyperbolic periodic orbits that give rise to limit cycles. Our study is done concerning piecewise linear systems with three zones in the more general formula that includes situations without symmetry. We obtain estimates for both the amplitude and the period of limit cycles and we present a applications of interest in engineering: control systems. / Mestre

We propose a prototype model of market dynamics in which all functional relationships are linear. We take into account three borders, defined by linear functions, which are intrinsic to the economic reasoning: non-negativity of prices; downward rigidity of capacity (depreciation) and a capacity constraint for the production decision. Given the linear specification, the borders are the only source for the emerging of cyclical and more complex dynamics. In particular, we discuss centre bifurcations, border collision bifurcations and degenerate flip bifurcations - dynamic phenomena the occurrence of which are intimately related to the existence of borders. / Series: Department of Economics Working Paper Series

We explore the effects of Brexit on trade patterns and on the spatial distribution of industry between the United Kingdom and the European Union and within the EU. Our study adopts a new economic geography (NEG) perspective developing a linear model with three regions, the UK and two separated regions composing the EU. The 3-region framework and linear demands allow for different trade patterns. Two possible ante-Brexit situations are possible, depending on the interplay between local market size, local competition and trade costs: industrial agglomeration or dispersion. Considering a soft and a hard Brexit scenario, the ante-Brexit situation is altered substantially, depending on which scenario prevails. UK firms could move to the larger EU market, even in the peripheral region, reacting to the higher trade barriers, relocation representing a substitute for trade. Alternatively, some EU firms could move in the more isolated UK market finding shelter from the competition inside the EU. We also consider the post-Brexit scenario of deeper EU integration, leading to a weakening of trade links between the EU and the UK. Our analysis also reveals a highly complex bifurcation sequence leading to many instances of multistability, intricate basins of attraction and cyclical and chaotic dynamics. / Series: Department of Economics Working Paper Series

Esta tese foca no problema de estimação de estado e de identificação de parâametros para modelos afins por partes. Modelos afins por partes são obtidos quando o domínio do estado ou da entrada do sistema e particionado em regiões e, para cada região, um submodelo linear ou afim e utilizado para descrever a dinâmica do sistema. Propomos um algoritmo para estimação recursiva de estados e um algoritmo de identificação de parâmetros para uma classe de modelos afins por partes. Propomos um estimador de estados Bayesiano que utiliza o filtro de Kalman em cada um dos submodelos. Neste estimador, a função distribuição cumulativa e utilizada para calcular a distribuição a posteriori do estado assim como a probabilidade de cada submodelo. Já o método de identificação proposto utiliza o algoritmo EM (Expectation Maximization algorithm) para identificar os parâmetros do modelo. A função distribuição cumulativa e utilizada para calcular a probabilidade de cada submodelo a partir da medida do sistema. Em seguida, utilizamos o filtro de Kalman suavizado para estimar o estado e calcular uma função substituta da função likelihood. Tal função e então utilizada para identificar os parâmetros do modelo. O estimador proposto foi utilizado para estimar o estado do modelo não linear para vibrações causadas por folgas. Foram realizadas simulações, onde comparamos o método proposto ao filtro de Kalman estendido e o filtro de partículas. O algoritmo de identificação foi utilizado para identificar os parâmetros do modelo do jato JAS 39 Gripen, assim como, o modelos não linear de vibrações causadas por folgas. / This thesis focuses on the state estimation and parameter identi cation problems of piecewise a ne models. Piecewise a ne models are obtained when the state domain or the input domain are partitioned into regions and, for each region, a linear or a ne submodel is used to describe the system dynamics. We propose a recursive state estimation algorithm and a parameter identi cation algorithm to a class of piecewise a ne models. We propose a Bayesian state estimate which uses the Kalman lter in each submodel. In the this estimator, the cumulative distribution is used to compute the posterior distribution of the state as well as the probability of each submodel. On the other hand, the proposed identi cation method uses the Expectation Maximization (EM) algorithm to identify the model parameters. We use the cumulative distribution to compute the probability of each submodel based on the system measurements. Subsequently, we use the Kalman smoother to estimate the state and compute a surrogate function for the likelihood function. This function is used to estimate the model parameters. The proposed estimator was used to estimate the state of the nonlinear model for vibrations caused by clearances. Numerical simulations were performed, where we have compared the proposed method to the extended Kalman lter and the particle lter. The identi cation algorithm was used to identify the model parameters of the JAS 39 Gripen aircraft as well as the nonlinear model for vibrations caused by clearances.

Orientador: Luci Any Francisco Roberto / Coorientador: Claudio Aguinaldo Buzzi / Banca: Ana Cristina Mereu / Banca: Claudio Gomes Pessoa / Resumo: Neste trabalho temos como objetivo estudar o número e a distribuição de ciclos limites em sistemas diferenciais lineares por partes. Em particular estudamos o número de ciclos limites do sistema diferencial linear por partes planar ˙x = −y − ε φ ( x) , ˙y = x, onde ε 6= 0 é um parâmetro pequeno e φ é uma função periódica linear por partes ímpar de período 4 . Provamos que dado um inteiro arbitário positivo n, o sistema acima possui exatamente n ciclos limites na faixa |x| ≤ 2 (n + 1 ). Consequentemente, existem sistemas diferenciais lineares por partes contendo uma infinidade de ciclos limites no plano real. Inicialmente obtemos uma quota inferior par a o número destes ciclos limites na faixa | x| ≤ 2 (n + 1 ) via Teoria do Averaging . Em seguida , utilizando a Teoria de Campos de Vetores Rodados, verificamos que o sistema acima tem exatamente n ciclos limites na faixa | x| ≤ 2 (n + 1 ) / Abstract: The main goal of this work aim to study the number and distribution of limit cycles in piecewise linear differential systems. In particular we consider the planar piecewise linear differential system ˙x = −y − ε φ ( x) , ˙y = x, where ε 6= 0 is a small parameter and φ is an odd piecewise linear periodic function of period 4 . We prove that given an arbitrary positive integer n, the system above has exactly n limit cycles in the strip | x| ≤ 2 (n + 1 ) . Consequently, there are piecewise differential systems containing an infinite number of limit cycles in the real plane. First we get a lower bound on the number of limit cycles in the strip |x| ≤ 2 (n + 1 ) via Averaging Theory. In the following , using the Theory of Rotated Vector Fields, we see that above system has exactly n limit cycles in the strip | x| ≤ 2 (n + 1 ) / Mestre

Esta tese foca no problema de estimação de estado e de identificação de parâametros para modelos afins por partes. Modelos afins por partes são obtidos quando o domínio do estado ou da entrada do sistema e particionado em regiões e, para cada região, um submodelo linear ou afim e utilizado para descrever a dinâmica do sistema. Propomos um algoritmo para estimação recursiva de estados e um algoritmo de identificação de parâmetros para uma classe de modelos afins por partes. Propomos um estimador de estados Bayesiano que utiliza o filtro de Kalman em cada um dos submodelos. Neste estimador, a função distribuição cumulativa e utilizada para calcular a distribuição a posteriori do estado assim como a probabilidade de cada submodelo. Já o método de identificação proposto utiliza o algoritmo EM (Expectation Maximization algorithm) para identificar os parâmetros do modelo. A função distribuição cumulativa e utilizada para calcular a probabilidade de cada submodelo a partir da medida do sistema. Em seguida, utilizamos o filtro de Kalman suavizado para estimar o estado e calcular uma função substituta da função likelihood. Tal função e então utilizada para identificar os parâmetros do modelo. O estimador proposto foi utilizado para estimar o estado do modelo não linear para vibrações causadas por folgas. Foram realizadas simulações, onde comparamos o método proposto ao filtro de Kalman estendido e o filtro de partículas. O algoritmo de identificação foi utilizado para identificar os parâmetros do modelo do jato JAS 39 Gripen, assim como, o modelos não linear de vibrações causadas por folgas. / This thesis focuses on the state estimation and parameter identi cation problems of piecewise a ne models. Piecewise a ne models are obtained when the state domain or the input domain are partitioned into regions and, for each region, a linear or a ne submodel is used to describe the system dynamics. We propose a recursive state estimation algorithm and a parameter identi cation algorithm to a class of piecewise a ne models. We propose a Bayesian state estimate which uses the Kalman lter in each submodel. In the this estimator, the cumulative distribution is used to compute the posterior distribution of the state as well as the probability of each submodel. On the other hand, the proposed identi cation method uses the Expectation Maximization (EM) algorithm to identify the model parameters. We use the cumulative distribution to compute the probability of each submodel based on the system measurements. Subsequently, we use the Kalman smoother to estimate the state and compute a surrogate function for the likelihood function. This function is used to estimate the model parameters. The proposed estimator was used to estimate the state of the nonlinear model for vibrations caused by clearances. Numerical simulations were performed, where we have compared the proposed method to the extended Kalman lter and the particle lter. The identi cation algorithm was used to identify the model parameters of the JAS 39 Gripen aircraft as well as the nonlinear model for vibrations caused by clearances.

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