Physics-Informed Machine Learning for Characterizing System Stability

In the design and operation of complex dynamical systems, it is essential to ensure that all state trajectories of the dynamical system converge to a desired equilibrium within a guaranteed stability region. Yet, for many practical systems -- especially in aerospace -- this region cannot be determined a priori and is often challenging to compute. One of the most common methods for computing the stability region is to identify a Lyapunov function. A Lyapunov function is a positive function whose time derivative along system trajectories is non-positive, which provides a sufficient condition for stability and characterizes an estimated stability region. However, existing methods of characterizing a stability region via a Lyapunov function often rely on explicit knowledge of the system governing equations. In this work, we present a new physics-informed machine learning method of characterizing an estimated stability region by inferring a Lyapunov function from system trajectory data that treats the dynamical system as a black box and does not require explicit knowledge of the system governing equations. In our presented Lyapunov function Inference method (LyapInf), we propose a quadratic form for the unknown Lyapunov function and fit the unknown quadratic operator to system trajectory data by minimizing the average residual of the Zubov equation, a first-order partial differential equation whose solution yields a Lyapunov function. The inferred quadratic Lyapunov function can then characterize an ellipsoidal estimate of the stability region. Numerical results on benchmark examples demonstrate that our physics-informed stability analysis method successfully characterizes a near-maximal ellipsoid of the system stability region associated with the inferred Lyapunov function without requiring knowledge of the system governing equations.