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Differential passivity is a property that allows to check with a pointwise criterion that a system is incrementally passive, a property that is relevant to study interconnected systems in the context of regulation, synchronization, and estimation. The paper investigates how restrictive is the property, focusing on a class of open gradient systems encountered in the coenergy modeling framework of physical systems, in particular the Brayton-Moser formalism for nonlinear electrical circuits., Comment: 52nd IEEE Conference on Decision and Control, 2013

Optimization on manifolds is a rapidly developing branch of nonlinear optimization. Its focus is on problems where the smooth geometry of the search space can be leveraged to design efficient numerical algorithms. In particular, optimization on manifolds is well-suited to deal with rank and orthogonality constraints. Such structured constraints appear pervasively in machine learning applications, including low-rank matrix completion, sensor network localization, camera network registration, independent component analysis, metric learning, dimensionality reduction and so on. The Manopt toolbox, available at www.manopt.org, is a user-friendly, documented piece of software dedicated to simplify experimenting with state of the art Riemannian optimization algorithms. We aim particularly at reaching practitioners outside our field.

We exploit the versatile framework of Riemannian optimization on quotient manifolds to develop R3MC, a nonlinear conjugate-gradient method for low-rank matrix completion. The underlying search space of fixed-rank matrices is endowed with a novel Riemannian metric that is tailored to the least-squares cost. Numerical comparisons suggest that R3MC robustly outperforms state-of-the-art algorithms across different problem instances, especially those that combine scarcely sampled and ill-conditioned data., Comment: Accepted for publication in the proceedings of the 53rd IEEE Conference on Decision and Control, 2014

Exploiting the specific structure of neuron conductance-based models, the paper investigates the mathematical modeling of neuronal bursting modulation. The proposed approach combines singularity theory and geometric singular perturbations to capture the geometry of multiple time-scales attractors in the neighborhood of high-codimension singularities. We detect a three-time scale bursting attractor in the universal unfolding of the winged cusp singularity and discuss the physiological relevance of the bifurcation and unfolding parameters in determining a physiological modulation of bursting. The results suggest generality and simplicity in the organizing role of the winged cusp singularity for the global dynamics of conductance based models.

Dissipativity is an essential concept of systems theory. The paper provides an extension of dissipativity, named differential dissipativity, by lifting storage functions and supply rates to the tangent bundle. Differential dissipativity is connected to incremental stability in the same way as dissipativity is connected to stability. It leads to a natural formulation of differential passivity when restricting to quadratic supply rates. The paper also shows that the interconnection of differentially passive systems is differentially passive, and provides preliminary examples of differentially passive electrical systems.

Motivated by population studies of Diffusion Tensor Imaging, the paper investigates the use of mean-based and dispersion-based permutation tests to define and compute the significance of a statistical test for data taking values on nonlinear manifolds. The paper proposes statistical tests that are computationally tractable and geometrically sound for Diffusion Tensor Imaging.

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the number of considered data points. The focus is on high-dimensional problems. We recast the considered problem into an optimization problem over the set of low-rank positive semidefinite matrices and propose two efficient algorithms for low-rank distance matrix completion. In addition, we propose a strategy to determine the dimension of the embedding space. The resulting algorithms scale to high-dimensional problems and monotonically converge to a global solution of the problem. Finally, numerical experiments illustrate the good performance of the proposed algorithms on benchmarks., Comment: In Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

We investigate performance bounds for feedback control of distributed plants where the controller can be centralized (i.e. it has access to measurements from the whole plant), but sensors only measure differences between neighboring subsystem outputs. Such "distributed sensing" can be a technological necessity in applications where system size exceeds accuracy requirements by many orders of magnitude. We formulate how distributed sensing generally limits feedback performance robust to measurement noise and to model uncertainty, without assuming any controller restrictions (among others, no "distributed control" restriction). A major practical consequence is the necessity to cut down integral action on some modes. We particularize the results to spatially invariant systems and finally illustrate implications of our developments for stabilizing the segmented primary mirror of the European Extremely Large Telescope., Comment: submitted to Automatica

Sensitivity analysis is a classical and fundamental tool to evaluate the role of a given parameter in a given system characteristic. Because the phase response curve is a fundamental input--output characteristic of oscillators, we developed a sensitivity analysis for oscillator models in the space of phase response curves. The proposed tool can be applied to high-dimensional oscillator models without facing the curse of dimensionality obstacle associated with numerical exploration of the parameter space. Application of this tool to a state-of-the-art model of circadian rhythms suggests that it can be useful and instrumental to biological investigations., Comment: 22 pages, 8 figures. Correction of a mistake in Definition 2.1. arXiv admin note: text overlap with arXiv:1206.4144

We propose a new Riemannian geometry for fixed-rank matrices that is specifically tailored to the low-rank matrix completion problem. Exploiting the degree of freedom of a quotient space, we tune the metric on our search space to the particular least square cost function. At one level, it illustrates in a novel way how to exploit the versatile framework of optimization on quotient manifold. At another level, our algorithm can be considered as an improved version of LMaFit, the state-of-the-art Gauss-Seidel algorithm. We develop necessary tools needed to perform both first-order and second-order optimization. In particular, we propose gradient descent schemes (steepest descent and conjugate gradient) and trust-region algorithms. We also show that, thanks to the simplicity of the cost function, it is numerically cheap to perform an exact linesearch given a search direction, which makes our algorithms competitive with the state-of-the-art on standard low-rank matrix completion instances., Comment: Title modified, Typos removed. arXiv admin note: text overlap with arXiv:1209.0430

Statistical analysis of Diffusion Tensor Imaging (DTI) data requires a computational framework that is both numerically tractable (to account for the high dimensional nature of the data) and geometric (to account for the nonlinear nature of diffusion tensors). Building upon earlier studies that have shown that a Riemannian framework is appropriate to address these challenges, the present paper proposes a novel metric and an accompanying computational framework for DTI data processing. The proposed metric retains the geometry and the computational tractability of earlier methods grounded in the affine invariant metric. In addition, and in contrast to earlier methods, it provides an interpolation method which preserves anisotropy, a central information carried by diffusion tensor data.

We use the qualitative insight of a planar neuronal phase portrait to detect an excitability switch in arbitrary conductance-based models from a simple mathematical condition. The condition expresses a balance between ion channels that provide a negative feedback at resting potential (restorative channels) and those that provide a positive feedback at resting potential (regenerative channels). Geometrically, the condition imposes a transcritical bifurcation that rules the switch of excitability through the variation of a single physiological parameter. Our analysis of six different published conductance based models always finds the transcritical bifurcation and the associated switch in excitability, which suggests that the mathematical predictions have a physiological relevance and that a same regulatory mechanism is potentially involved in the excitability and signaling of many neurons.

The paper provides an introductory discussion about two fundamental models of oscillator synchronization: the (continuous-time) diffusive model, that dominates the mathematical literature on synchronization, and the (hybrid) kick model, that accounts for most popular examples of synchronization, but for which only few theoretical results exist. The paper stresses fundamental differences between the two models, such as the different contraction measures underlying the analysis, as well as important analogies that can be drawn in the limit of weak coupling., Comment: Correction of a mistake in Definition 1

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient manifolds. We study the underlying geometries of several well-known fixed-rank matrix factorizations and then exploit the Riemannian quotient geometry of the search space in the design of a class of gradient descent and trust-region algorithms. The proposed algorithms generalize our previous results on fixed-rank symmetric positive semidefinite matrices, apply to a broad range of applications, scale to high-dimensional problems and confer a geometric basis to recent contributions on the learning of fixed-rank non-symmetric matrices. We make connections with existing algorithms in the context of low-rank matrix completion and discuss relative usefulness of the proposed framework. Numerical experiments suggest that the proposed algorithms compete with the state-of-the-art and that manifold optimization offers an effective and versatile framework for the design of machine learning algorithms that learn a fixed-rank matrix.

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is inferred from infinitesimal contraction of the Finsler metrics through integration along solutions curves., Comment: 15 pages, 1 figure

Oscillator models are central to the study of system properties such as entrainment or synchronization. Due to their nonlinear nature, few system-theoretic tools exist to analyze those models. The paper develops a sensitivity analysis for phase-response curves, a fundamental one-dimensional phase reduction of oscillator models. The proposed theoretical and numerical analysis tools are illustrated on several system-theoretic questions and models arising in the biology of cellular rhythms.

This paper establishes a global contraction property for networks of phase-coupled oscillators characterized by a monotone coupling function. The contraction measure is a total variation distance. The contraction property determines the asymptotic behavior of the network, which is either finite-time synchronization or asymptotic convergence to a splay state., Comment: 10 pages

The paper studies the excitability properties of a generalized FitzHugh-Nagumo model. The model differs from the purely competitive FitzHugh-Nagumo model in that it accounts for the effect of cooperative gating variables such as activation of calcium currents. Excitability is explored by unfolding a pitchfork bifurcation that is shown to organize five different types of excitability. In addition to the three classical types of neuronal excitability, two novel types are described and distinctly associated to the presence of cooperative variables.

An important property of the Kalman filter is that the underlying Riccati flow is a contraction for the natural metric of the cone of symmetric positive definite matrices. The present paper studies the geometry of a low-rank version of the Kalman filter. The underlying Riccati flow evolves on the manifold of fixed rank symmetric positive semidefinite matrices. Contraction properties of the low-rank flow are studied by means of a suitable metric recently introduced by the authors., Comment: Final version published in Matrix Information Geometry, pp53-68, Springer Verlag, 2012

Fifty years ago, Fitzugh introduced a phase portrait that became famous for a twofold reason: it captured in a physiological way the qualitative behavior of Hodgkin-Huxley model and it revealed the power of simple dynamical models to unfold complex firing patterns. To date, in spite of the enormous progresses in qualitative and quantitative neural modeling, this phase portrait has remained the core picture of neuronal excitability. Yet, a major difference between the neurophysiology of 1961 and of 2011 is the recognition of the prominent role of calcium channels in firing mechanisms. We show that including this extra current in Hodgkin-Huxley dynamics leads to a revision of Fitzugh-Nagumo phase portrait that affects in a fundamental way the reduced modeling of neural excitability. The revisited model considerably enlarges the modeling power of the original one. In particular, it captures essential electrophysiological signatures that otherwise require non-physiological alteration or considerable complexication of the classical model. As a basic illustration, the new model is shown to highlight a core dynamical mechanism by which the calcium conductance controls the two distinct firing modes of thalamocortical neurons.

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization that makes the trace norm differentiable in the search space and the computation of duality gap numerically tractable. The search space is nonlinear but is equipped with a particular Riemannian structure that leads to efficient computations. We present a second-order trust-region algorithm with a guaranteed quadratic rate of convergence. Overall, the proposed optimization scheme converges super-linearly to the global solution while maintaining complexity that is linear in the number of rows and columns of the matrix. To compute a set of solutions efficiently for a grid of regularization parameters we propose a predictor-corrector approach that outperforms the naive warm-restart approach on the fixed-rank quotient manifold. The performance of the proposed algorithm is illustrated on problems of low-rank matrix completion and multivariate linear regression., Comment: Submitted

We consider a continuum of phase oscillators on the circle interacting through an impulsive instantaneous coupling. In contrast with previous studies on related pulse-coupled models, the stability results obtained in the continuum limit are global. For the nonlinear transport equation governing the evolution of the oscillators, we propose (under technical assumptions) a global Lyapunov function which is induced by a total variation distance between quantile densities. The monotone time evolution of the Lyapunov function completely characterizes the dichotomic behavior of the oscillators: either the oscillators converge in finite time to a synchronous state or they asymptotically converge to an asynchronous state uniformly spread on the circle. The results of the present paper apply to popular phase oscillators models (e.g. the well-known leaky integrate-and-fire model) and draw a strong parallel between the analysis of finite and infinite populations. In addition, they provide a novel approach for the (global) analysis of pulse-coupled oscillators., Comment: 33 pages

The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition of a rank-preserving mean for two or an arbitrary number of positive semi-definite matrices of fixed rank. The proposed mean is shown to be geometric in that it satisfies all the expected properties of a rank-preserving geometric mean. The work is motivated by operations on low-rank approximations of positive definite matrices in high-dimensional spaces., Comment: To appear in Linear Algebra and its Applications

A dynamic mathematical model has been developed and validated to describe the synthesis of pectate lyases (Pels), the major virulence factors in Dickeya dadantii. This work focuses on the simultaneous modeling of the metabolic degradation of pectin by Pel enzymes and the genetic regulation of pel genes by 2-keto-3-deoxygluconate (KDG), a catabolite product of pectin which inactivates KdgR, one of the main repressors of pel genes. This modeling scheme takes into account the fact that the system is composed of two time-varying compartments: the extracellular medium, where Pel enzymes cleave pectin into oligomers, and the bacterial cytoplasm where, after internalization, oligomers are converted to KDG. Using the quasi-stationary state approximations, the model consists of some nonlinear differential equations for which most of the parameters could be estimated from the literature or from independent experiments. The few remaining unknown parameters were obtained by fitting the model equations against a set of Pel activity data. Model predictions were verified by measuring the time courses of bacterial growth, Pel production, pel mRNA accumulation and pectin consumption under various growth conditions. This work reveals that pectin is almost totally consumed before the burst of Pel production. This paradoxical behaviour can be interpreted as an evolutionary strategy to control the diffusion process so that as soon as a small amount of pectin is detected by the bacteria in its surroundings it anticipates more pectin to come. The model also predicts the possibility of bistable steady states in the presence of constant pectin compounds., Comment: 21 pages, 11 figures, Journal of Biological Chemistry (In press)

The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The mathematical developments rely on the theory of gradient descent algorithms adapted to the Riemannian geometry that underlies the set of fixed-rank positive semidefinite matrices. In contrast with previous contributions in the literature, no restrictions are imposed on the range space of the learned matrix. The resulting algorithms maintain a linear complexity in the problem size and enjoy important invariance properties. We apply the proposed algorithms to the problem of learning a distance function parameterized by a positive semidefinite matrix. Good performance is observed on classical benchmarks.

Convergence analysis of consensus algorithms is revisited in the light of the Hilbert distance. Tsitsiklis Lyapunov function is shown to be the Hilbert distance to consensus in log coordinates. Birkhoff theorem, which proves contraction of the Hilbert metric for any positive homogeneous monotone map, provides an early yet general convergence result for consensus algorithms. Because Birkhoff theorem holds in arbitrary cones, we extend consensus algorithms to the cone of positive definite matrices. The proposed generalization finds applications in the convergence analysis of quantum stochastic maps, which are a generalization of stochastic maps to non-commutative probability spaces., Comment: Submitted

The goal of the present paper is to highlight the fundamental differences of so-called synchronization or consensus algorithms when the agents to synchronize evolve on a compact homogeneous manifold (like the circle, sphere or the group of rotation matrices), instead of a vector space. For the benefit of understanding, the discussion is restricted to the circle. First, a fundamental consensus algorithm on R^n is reviewed, from which continuous- and discrete-time synchronization algorithms on the circle are deduced by analogy. It is shown how they are connected to Kuramoto and Vicsek models from the literature. Their convergence properties are similar to vector spaces only for specific graphs or if the agents are all located within a semicircle. Examples are proposed to illustrate several other possible behaviors. Finally, new algorithms are proposed to recover (almost-)global synchronization properties., Comment: submitted 01/2009 for possible book contribution

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant principal component of a data matrix, or more components at once, respectively. While the initial formulations involve nonconvex functions, and are therefore computationally intractable, we rewrite them into the form of an optimization program involving maximization of a convex function on a compact set. The dimension of the search space is decreased enormously if the data matrix has many more columns (variables) than rows. We then propose and analyze a simple gradient method suited for the task. It appears that our algorithm has best convergence properties in the case when either the objective function or the feasible set are strongly convex, which is the case with our single-unit formulations and can be enforced in the block case. Finally, we demonstrate numerically on a set of random and gene expression test problems that our approach outperforms existing algorithms both in quality of the obtained solution and in computational speed., Comment: Submitted

The present paper considers distributed consensus algorithms that involve N agents evolving on a connected compact homogeneous manifold. The agents track no external reference and communicate their relative state according to a communication graph. The consensus problem is formulated in terms of the extrema of a cost function. This leads to efficient gradient algorithms to synchronize (i.e. maximizing the consensus) or balance (i.e. minimizing the consensus) the agents; a convenient adaptation of the gradient algorithms is used when the communication graph is directed and time-varying. The cost function is linked to a specific centroid definition on manifolds, introduced here as the induced arithmetic mean, that is easily computable in closed form and may be of independent interest for a number of manifolds. The special orthogonal group SO(n) and the Grassmann manifold Gr(p,n) are treated as original examples. A link is also drawn with the many existing results on the circle., Comment: Preprint submitted to SIAM/SICON September 2006; revised November 2007; accepted for publication April 2008; publication date unknown before 2009

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invariant with respect to all transformations that preserve angles (orthogonal transformations, scalings, and pseudoinversion). A meaningful approximation of the associated Riemannian distance is proposed, that can be efficiently numerically computed via a simple algorithm based on SVD. The induced mean preserves the rank, possesses the most desirable characteristics of a geometric mean, and is easy to compute., Comment: the present version is very close to the published one. It contains some corrections with respect to the previous arxiv submssion

We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of $X$. It is thus very effective for solving programs that have a low rank solution. The factorization $X=Y Y^T$ evokes a reformulation of the original problem as an optimization on a particular quotient manifold. The present paper discusses the geometry of that manifold and derives a second order optimization method. It furthermore provides some conditions on the rank of the factorization to ensure equivalence with the original problem. The efficiency of the proposed algorithm is illustrated on two applications: the maximal cut of a graph and the sparse principal component analysis problem., Comment: submitted

The present paper proposes a unified geometric framework for coordinated motion on Lie groups. It first gives a general problem formulation and analyzes ensuing conditions for coordinated motion. Then, it introduces a precise method to design control laws in fully actuated and underactuated settings with simple integrator dynamics. It thereby shows that coordination can be studied in a systematic way once the Lie group geometry of the configuration space is well characterized. This allows among others to retrieve control laws in the literature for particular examples. A link with Brockett's double bracket flows is also made. The concepts are illustrated on SO(3), SE(2) and SE(3)., Comment: Submitted

This paper proposes a methodology to stabilize relative equilibria in a model of identical, steered particles moving in three-dimensional Euclidean space. Exploiting the Lie group structure of the resulting dynamical system, the stabilization problem is reduced to a consensus problem on the Lie algebra. The resulting equilibria correspond to parallel, circular and helical formations. We first derive the stabilizing control laws in the presence of all-to-all communication. Providing each agent with a consensus estimator, we then extend the results to a general setting that allows for unidirectional and time-varying communication topologies., Comment: 15 pages, 4 figures, Submitted

The paper investigates the synchronization of a network of identical linear state-space models under a possibly time-varying and directed interconnection structure. The main result is the construction of a dynamic output feedback coupling that achieves synchronization if the decoupled systems have no exponentially unstable mode and if the communication graph is uniformly connected. The result can be interpreted as a generalization of classical consensus algorithms. Stronger conditions are shown to be sufficient but to some extent, also necessary to ensure synchronization with the diffusive static output coupling often considered in the literature., Comment: 19 pages, 5 figures. Submitted

We consider simple examples illustrating some new features of the linear response theory developed by Ruelle for dissipative and chaotic systems [{\em J. of Stat. Phys.} {\bf 95} (1999) 393]. In this theory the concepts of linear response, susceptibility and resonance, which are familiar to physicists, have been revisited due to the dynamical contraction of the whole phase space onto attractors. In particular the standard framework of the "fluctuation-dissipation" theorem breaks down and new resonances can show up oustside the powerspectrum. In previous papers we proposed and used new numerical methods to demonstrate the presence of the new resonances predicted by Ruelle in a model of chaotic neural network. In this article we deal with simpler models which can be worked out analytically in order to gain more insights into the genesis of the ``stable'' resonances and their consequences on the linear response of the system. We consider a class of 2-dimensional time-discrete maps describing simple rotator models with a contracting radial dynamics onto the unit circle and a chaotic angular dynamics $\theta_{t+1} = 2 \theta_t (\mod 2\pi)$. A generalisation of this system to a network of interconnected rotators is also analysed and related with our previous studies \cite{CS1,CS2}. These models permit us to classify the different types of resonances in the susceptibility and to discuss in particular the relation between the relaxation time of the system to equilibrium with the {\em mixing} time given by the decay of the correlation functions. Also it enables one to propose some general mechanisms responsible for the creation of stable resonances with arbitrary frequencies, widths, and dependency on the pair of perturbed/observed variables., Comment: 36 pages, 11 Figures, to appear in Physica D

We discuss the ability of a network with non linear relays and chaotic dynamics to transmit signals, on the basis of a linear response theory developed by Ruelle \cite{Ruelle} for dissipative systems. We show in particular how the dynamics interfere with the graph topology to produce an effective transmission network, whose topology depends on the signal, and cannot be directly read on the ``wired'' network. This leads one to reconsider notions such as ``hubs''. Then, we show examples where, with a suitable choice of the carrier frequency (resonance), one can transmit a signal from a node to another one by amplitude modulation, \textit{in spite of chaos}. Also, we give an example where a signal, transmitted to any node via different paths, can only be recovered by a couple of \textit{specific} nodes. This opens the possibility for encoding data in a way such that the recovery of the signal requires the knowledge of the carrier frequency \textit{and} can be performed only at some specific node., Comment: 19 pages, 13 figures, submitted (03-03-2005)

We apply the linear response theory developed in \cite{Ruelle} to analyze how a periodic signal of weak amplitude, superimposed upon a chaotic background, is transmitted in a network of non linearly interacting units. We numerically compute the complex susceptibility and show the existence of specific poles (stable resonances) corresponding to the response to perturbations transverse to the attractor. Contrary to the poles of correlation functions they depend on the pair emitting/receiving units. This dynamic differentiation, induced by non linearities, exhibits the different ability that units have to transmit a signal in this network., Comment: 10 pages, 3 figures, to appear in Phys. rev. E

For the Fermi-Pasta-Ulam chain, an effective Hamiltonian is constructed, describing the motion of approximate, weakly localized discrete breathers traveling along the chain. The velocity of these moving and localized vibrations can be estimated analytically as the group velocity of the corresponding wave packet. The Peierls-Nabarro barrier is estimated for strongly localized discrete breathers., Comment: 15 pages, 4 figures