Spatial uniformity in diffusively-coupled systems using weighted L
2
norm
contractions
S. Yusef Shafi
*,‡
Zahra Aminzare
†,‡
Murat Arcak
*
, Eduardo D. Sontag
†
Abstract— We present conditions that guarantee spatial uni-
formity in diffusively-coupled systems. Diffusive coupling is a
ubiquitous form of local interaction, arising in diverse areas
including multiagent coordination and pattern formation in
biochemical networks. The conditions we derive make use
of the Jacobian matrix and Neumann eigenvalues of elliptic
operators, and generalize and unify existing theory about
asymptotic convergence of trajectories of reaction-diffusion
partial differential equations as well as compartmental ordinary
differential equations. We present numerical tests making use of
linear matrix inequalities that may be used to certify these con-
ditions. We discuss an example pertaining to electromechanical
oscillators. The paper’s main contributions are unified verifiable
relaxed conditions that guarantee synchrony.
I. I NTRODUCTION
Diffusively coupled models are crucial to understanding
the dynamical behavior of a range of engineering and bio-
logical systems. Understanding the conditions under which
a distributed system exhibits spatial uniformity is a central
question in many application fields concerned with pattern
formation, ranging from biology (morphogenesis develop-
mental biology, species competition and cooperation in ecol-
ogy, epidemiology) [1], [2], [3] and enzymatic reactions
in chemical engineering [4] to spatio-temporal dynamics in
semiconductors [5].
This paper studies reaction-diffusion partial differential
equations (PDEs) of the form
∂u
∂t
(ω,t)= F (u(ω,t),t)+ Lu(ω,t), (1)
where L denotes a diffusion operator, and compartmental
systems of ordinary differential equations (ODEs):
˙ u(t)=
˜
F (u(t)) −L
(d)
u(t), (2)
where
˜
F (u)=
(
F (u
1
)
T
, ··· ,F (u
N
)
T
)
T
and L
(d)
denotes
diffusive coupling over a graph. We prove a two-part result
that addresses the question of how the stability of solutions
of the PDE or compartmental system of ODEs relates to
stability of solutions of the underlying ordinary differential
equation (ODE)
dx
dt
(t)= F (x(t),t).
The first part of our result shows that when solutions
of the ODE have a certain contraction property, namely
* Department of Electrical Engineering and Computer Sciences, Uni-
versity of California, Berkeley, CA, USA. Email: yusef@eecs.berkeley.edu,
arcak@eecs.berkeley.edu. Work supported in part by grants NSF ECCS-
1101876 and AFOSR FA9550-11-1-0244.
†Department of Mathematics, Rutgers University, Piscataway, NJ, USA.
Emails: aminzare@math.rutgers.edu, sontag@math.rutgers.edu. Work sup-
ported in part by grants NIH 1R01GM086881 and 1R01GM100473, and
AFOSR FA9550-11-1-0247.
‡The first two authors contributed equally.
μ
2,Q
(J
F
(u, t)) < 0 uniformly on u and t, where μ
2,Q
is
a logarithmic norm (matrix measure) associated to a Q-
weighted L
2
norm, the associated PDE, subject to no-flux
(Neumann) boundary conditions, and compartmental system
of ODEs, enjoy a similar property. This result complements
a similar result shown in [6] which, while allowing norms
L
p
with p not necessarily equal to 2, had the restriction
that it only applied to diagonal matrices Q and L was
the standard Laplacian. Logarithmic norm or “contraction”
approaches arose in the dynamical systems literature [7], [8],
[9], and were extended and much further developed in work
by Slotine e.g. [10]; see also [11] for historical comments.
The second, and complementary, part of our result shows
that when μ
2,Q
(J
f
(u, t) − Λ
2
) < 0, where Λ
2
is a nonneg-
ative diagonal matrix whose entries are the second smallest
Neumann eigenvalues of the diffusion operators in (1), or
respectively the second smallest eigenvalues of the diffusive
coupling matrix in (2), the solutions become spatially ho-
mogeneous as t →∞. This result generalizes the previous
work [12] to allow for spatially-varying diffusion, and makes
a contraction principle implicitly used in [12] explicit.
We next derive convex linear matrix inequality [13] tests
as in [12] that can be used to certify the conditions. Our
discussion concludes with an example of synchronization
in coupled ring oscillators, which have been studied in the
context of cross-coupled circuits [14] and gene regulatory
networks [15].
II. PRELIMINARIES
For any invertible matrix Q, and any 1 ≤ p ≤∞, and
continuous u :Ω → R
n
, we denote the weighted L
p,Q
norm,
‖u‖
p,Q
= ‖Qu‖
p
, where (Qu)(ω)= Qu(ω) and ‖·‖
p
indicates the norm in L
p
(Ω, R
n
).
Definition 1: Let (X, ‖·‖
X
) be a finite dimensional
normed vector space over R or C. The space L(X, X) of
linear transformations M : X → X is also a normed vector
space with the induced operator norm
‖M ‖
X→X
= sup
‖x‖
X
=1
‖Mx‖
X
.
The logarithmic norm μ
X
(·) induced by ‖·‖
X
is defined as
the directional derivative of the matrix norm, that is,
μ
X
(M )= lim
h→0
+
1
h
(‖I + hM ‖
X→X
− 1) ,
where I is the identity operator on X.
The following lemma relates the logarithmic norm of a
matrix to its satisfaction of a certain linear matrix inequality,
and will be useful in proving our main results about spatial
2013 American Control Conference (ACC)
Washington, DC, USA, June 17-19, 2013
978-1-4799-0176-0/$31.00 ©2013 AACC 5639