$L_2$-Gain Analysis of Coupled Linear 2D PDEs using Linear PI Inequalities

TL;DR

This paper introduces a semidefinite programming-based method for estimating the $L_2$-gain of 2D linear PDE systems by transforming PDEs into PIEs and verifying bounds via Linear PI Inequalities.

Contribution

It extends 2D PIE representation to include input/output signals and develops a semidefinite programming approach for $L_2$-gain estimation of PDEs.

Findings

Efficient $L_2$-gain bounds with little conservatism.

Implementation in MATLAB toolbox PIETOOLS.

Feasibility tested via Linear PI Inequalities.

Abstract

In this paper, we present a new method for estimating the $L_2$-gain of systems governed by 2nd order linear Partial Differential Equations (PDEs) in two spatial variables, using semidefinite programming. It has previously been shown that, for any such PDE, an equivalent Partial Integral Equation (PIE) can be derived. These PIEs are expressed in terms of Partial Integral (PI) operators mapping states in $L_2[\Omega]$, and are free of the boundary and continuity constraints appearing in PDEs. In this paper, we extend the 2D PIE representation to include input and output signals in $\mathbb{R}^n$, deriving a bijective map between solutions of the PDE and the PIE, along with the necessary formulae to convert between the two representations. Next, using the algebraic properties of PI operators, we prove that an upper bound on the $L_2$-gain of PIEs can be verified by testing feasibility of a Linear PI Inequality (LPI), defined by a positivity constraint on a PI operator mapping $\mathbb{R}^n\times L_2[\Omega]$. Finally, we use positive matrices to parameterize a cone of positive PI operators on $\mathbb{R}^n\times L_2[\Omega]$, allowing feasibility of the $L_2$-gain LPI to be tested using semidefinite programming. We implement this test in the MATLAB toolbox PIETOOLS, and demonstrate that this approach allows an upper bound on the $L_2$-gain of PDEs to be estimated with little conservatism.