Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley....

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Transcript of Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley....

Page 1: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra to compute with invariant sets ofdynamical systems

Lab-STICC, ENSTA-Bretagne

MRIS, ENSTA-Paris, March 15, 2018

Kleene algebra to compute with invariant sets of dynamical systems

Page 2: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Motivation [5][4]

Kleene algebra to compute with invariant sets of dynamical systems

Page 3: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra to compute with invariant sets of dynamical systems

Page 4: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra to compute with invariant sets of dynamical systems

Page 5: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Consider the system

S : x(t) = f(x(t))

Denote by ϕ(t,x) the �ow map.

Kleene algebra to compute with invariant sets of dynamical systems

Page 6: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Positive invariant set

Kleene algebra to compute with invariant sets of dynamical systems

Page 7: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

A set A is positive invariant [1] if

x ∈ A, t ≥ 0 =⇒ ϕ(t,x) ∈ A.

Or equivalentlyϕ([0,∞],A)⊂ A.

The set of all positive invariant sets is a complete lattice.

Kleene algebra to compute with invariant sets of dynamical systems

Page 8: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra

Kleene algebra to compute with invariant sets of dynamical systems

Page 9: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Lattice

Kleene algebra to compute with invariant sets of dynamical systems

Page 10: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

A lattice (L ,≤) is a partially ordered set, closed under least upperand greatest lower bounds [2].A machine lattice (LM ,≤) of L is complete sublattice of (L ,≤)which is �nite. Moreover both L and LM have the same top andbottom.

Kleene algebra to compute with invariant sets of dynamical systems

Page 11: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Machine lattice

Kleene algebra to compute with invariant sets of dynamical systems

Page 12: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra

We consider a set F of automorphism f :P (X)→P (X) such that

f (X) = Xf (A∩B) = f (A)∩ f (B)

Note that f is inclusion monotonic.

Kleene algebra to compute with invariant sets of dynamical systems

Page 13: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene(+, ·,∗) Kleene(∩,◦,∗)Addition a+b f ∩gProduct a ·b f ◦g

Associativity a+(b+ c) = (a+b)+ c f ∩ (g ∩h) = (f ∩g)∩ha(bc) = (ab)c f ◦ (g ◦h) = (f ◦g)◦h

Commutativity a+b = b+a f ∩g = g ∩ fDistributivity a(b+ c) = (ab)+(ac) f ◦ (g ∩h) = (f ◦g)∩ (f ◦h)

(b+ c)a= (ba)+(ca) (g ∩h)◦ f = (g ◦ f )∩ (h ◦ f )zero a+0= a f ∩>= f

One a1= 1a= a f ◦ Id = Id ◦ f = f

Annihilation a0= 0a= 0 f ◦>=>Idempotence a+a= a f ∩ f = f

Partial order a≤ b⇔ a+b = b f ⊃ g ⇔ f ∩g = g

Kleene star a∗ = 1+a+aa+aaa+ ... f ∗ = Id ∩ f ∩ f 2∩ f 3∩ . . .

Kleene algebra to compute with invariant sets of dynamical systems

Page 14: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Reducers

To an automorphism f ∈F , we can associate the reducerR = Id ∩ f .

Kleene algebra to compute with invariant sets of dynamical systems

Page 15: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

We have

A⊂ B⇒R (A)⊂R (B) monotonicityR (A)⊂ A degrowth

Kleene algebra to compute with invariant sets of dynamical systems

Page 16: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Theorem. We have(Id ∩ f )∞ = f ∗

Proof. Since f is such that f (A∩B)) = f (A)∩ f (B), we have

(Id ∩ f )2 (A) = (Id ∩ f )(A∩ f (A)) == A∩ f (A)∩ f (A∩ f (A))= A∩ f (A)∩ f 2 (A)

and

(Id ∩ f )∞ (A) = A∩ f (A)∩ f 2 (A)∩ f 3 (A)∩·· ·= f ∗ (A) .

Kleene algebra to compute with invariant sets of dynamical systems

Page 17: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

We de�ne

Fix(f ∗) = {A | f ∗(A) = A}= Fix(Id ∩ f )

From the Knaster�Tarski theorem, it is a complete sublattice of L .

Kleene algebra to compute with invariant sets of dynamical systems

Page 18: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

(a) : Red nodes : A, (b):A∩ f (A), (c):A∩ f (A)∩ f 2 (A),(d):f ∗ (A) .

Kleene algebra to compute with invariant sets of dynamical systems

Page 19: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Goal. Compute with closure sets f ∗i,i ∈ {1,2, . . .}, i.e., compute

with expressions such as

f ∗ (A)∩ (g∗ (A)∪h∗ (A))∗

We want to factorize the �xed point operators as much as possible.

Kleene algebra to compute with invariant sets of dynamical systems

Page 20: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Factorization properties [3]

f ∗∩ f ∗ = f ∗

(f ∗)∗ = f ∗

(f ∗∩g∗)∗ = (f ∩g)∗

f ∗ ◦ (f ◦g∗)∗ = (f ∩g)∗

Kleene algebra to compute with invariant sets of dynamical systems

Page 21: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Dealing state equations

Kleene algebra to compute with invariant sets of dynamical systems

Page 22: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

De�ne −→f (A) = ϕ([−1,0],A)←−f (A) = ϕ([0,1],A)

We have

−→f (Rn) = Rn

−→f (A∩B) =

−→f (A)∩

−→f (B)

←−f (Rn) = Rn

←−f (A∩B) =

←−f (A)∩

←−f (B)

Kleene algebra to compute with invariant sets of dynamical systems

Page 23: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

The sets−→f ∗ (A) ,

←−f ∗ (A) correspond to the largest positive and

negative invariant sets included in A.

Kleene algebra to compute with invariant sets of dynamical systems

Page 24: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

The largest invariant set included in A is(−→f ∩←−f)∗

(A)

Kleene algebra to compute with invariant sets of dynamical systems

Page 25: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Illustration

Kleene algebra to compute with invariant sets of dynamical systems

Page 26: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra to compute with invariant sets of dynamical systems

Page 27: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra to compute with invariant sets of dynamical systems

Page 28: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene intervals

Kleene algebra to compute with invariant sets of dynamical systems

Page 29: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Given an automorphism f , we want to compute f ∗(a) where a is in(L ,≤) (for instance (Rn,⊂)).Machine sublattice LM of L (maze for instance).

Kleene algebra to compute with invariant sets of dynamical systems

Page 30: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Interval automorphism

Kleene algebra to compute with invariant sets of dynamical systems

Page 31: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

An interval automorphism [f −, f +] containing f is a pair of twomachine automorphism f −, f + with such that

a ∈LM ⇒ f − (a)≤ f (a)≤ f + (a) .

Lemma. We have

Fix((f −)

∗)⊂LM ∩Fix(f ∗)⊂ Fix((f +)

∗)

Kleene algebra to compute with invariant sets of dynamical systems

Page 32: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Fixed points Fix((f −)

∗)in magenta, Fix

((f +)

∗)in blue

Kleene algebra to compute with invariant sets of dynamical systems

Page 33: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Theorem. If a ∈ [a−,a+], where a−,a+ both belong to LM , then

(i) f ∗ (a) ∈[(f −)

∗(a−) ,(f +)

∗(a+)

](ii) f ∗ ◦ (f −)∗ (a−) = (f −)

∗(a−)

(iii) f ∗ (a)≤ (Id ∩ f +)i (a+) , ∀i ≥ 0

Kleene algebra to compute with invariant sets of dynamical systems

Page 34: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Algorithm

Kleene algebra to compute with invariant sets of dynamical systems

Page 35: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Computation of f ∗ (a) ,a ∈ [a]

Kleene algebra to compute with invariant sets of dynamical systems

Page 36: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Boolean lattice

Kleene algebra to compute with invariant sets of dynamical systems

Page 37: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

A Boolean lattice L is a complemented distributive lattice.Every element a has a unique complement a, satisfying a∨a =>and a∧a =⊥.

Kleene algebra to compute with invariant sets of dynamical systems

Page 38: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

We havea ≤ b⇔ b ≤ a

a∨b = b∧a (De Morgan's laws)

a∧b = b∨a

Kleene algebra to compute with invariant sets of dynamical systems

Page 39: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Interval arithmetic

Kleene algebra to compute with invariant sets of dynamical systems

Page 40: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

[a−,a+] =[a+,a−

]f ([a−,a+]) = [f (a−) , f (a+)]

[a−,a+]∧ [b−,b+] = [a−∧b−,a+∧b+][a−,a+]∨ [b−,b+] = [a−∨b−,a+∨b+]

Kleene algebra to compute with invariant sets of dynamical systems

Page 41: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Monotonic case

Compute x = f ∗1 (a)∨ (f ∗2 (b)∧ f ∗3 (c)) . We have

x ∈ [ f ∗1 (a−)∨ (f ∗2 (b−)∧ f ∗3 (c−))(Id ∩ f i1

)(a+)∨

((Id ∩ f i2

)(b+)∧

(Id ∩ f i3

)(c+)

)].

Kleene algebra to compute with invariant sets of dynamical systems

Page 42: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Non monotonic case

Kleene algebra to compute with invariant sets of dynamical systems

Page 43: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

We want to compute x = f ∗1 (a)∧ f ∗2(b). Applying interval

arithmetic rules, we get

x ∈[f ∗1(a−)∧ f ∗2

(b+), f ∗1

(a+)∧ f ∗2

(b−)]

,

i.e., we need to go up to the �xed point for both bounds.

Kleene algebra to compute with invariant sets of dynamical systems

Page 44: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Forward reach set

Kleene algebra to compute with invariant sets of dynamical systems

Page 45: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Forward reach set of A de�ned by

Forw(f,A) = {x | ∃t ≥ 0,∃x0 ∈ A,ϕ(t,x0) = x} .

We get

Forw(f,A) =←−f ∗(A).

Kleene algebra to compute with invariant sets of dynamical systems

Page 46: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Monotonic path planning

Kleene algebra to compute with invariant sets of dynamical systems

Page 47: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

The set of paths that start in the set A and reach B is given by

Path(A,B) = Forw(A)∩Back(B) =←−f ∗(A)∩−→f ∗(B).

Kleene algebra to compute with invariant sets of dynamical systems

Page 48: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

A to B problem

Kleene algebra to compute with invariant sets of dynamical systems

Page 49: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Consider two sets A,B such that B⊂ A. We want to compute theset

X=CaptA→B= {x | ∃t ≥ 0,ϕ(t,x) ∈ B and ∀t1 ∈ [0, t],ϕ(t1,x) ∈ A} .

Kleene algebra to compute with invariant sets of dynamical systems

Page 50: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Kleene algebra to compute with invariant sets of dynamical systems

Page 51: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Non monotonic path planning

Kleene algebra to compute with invariant sets of dynamical systems

Page 52: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Find the set X of all paths that start in A, avoid B and reach C.

Kleene algebra to compute with invariant sets of dynamical systems

Page 53: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

Franco Blanchini and Stefano Miani.Set-Theoretic Methods in Control.Springer Science & Business Media, October 2007.

B. A. Davey and H. A. Priestley.Introduction to Lattices and Order.Cambridge University Press, (ISBN 0521784514), 2002.

Dexter Kozen.A completeness theorem for kleene algebras and the algebra ofregular events.In Giles Kahn, editor, Proceedings of the Sixth Annual IEEE

Symp. on Logic in Computer Science, LICS 1991, pages214�225. IEEE Computer Society Press, July 1991.

T. Le Mézo, L. Jaulin, and B. Zerr.Inner approximation of a capture basin of a dynamical system.

Kleene algebra to compute with invariant sets of dynamical systems

Page 54: Kleene algebra to compute with invariant sets of dynamical ... · B. A. Davey and H. A. Priestley. Introduction to Lattices and Order . Cambridge University Press, (ISBN 0521784514),

MotivationKleene algebraBoolean lattice

Applications

In Abstracts of the 9th Summer Workshop on Interval

Methods. Lyon, France, June 19-22, 2016.

T. Le Mézo, L. Jaulin, and B. Zerr.An interval approach to compute invariant sets.IEEE Transaction on Automatic Control, 62:4236�4243, 2017.

Kleene algebra to compute with invariant sets of dynamical systems