Definitions

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Differential Inclusions

Introduction to
Differential
Inclusions

Introduction to Differential Inclusions Definitions

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Differential
Inclusions

September 26, 2007

Rick Barnard

Student Seminar on Control Theory and Optimization Fall 2007

Introduction to Differential Inclusions

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Introduction to
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1 Definitions
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2 Selections

3 Differential Inclusions

Introduction to Differential Inclusions

 Definitions
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References Introduction to
Differential
Inclusions

Definitions

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Aubin, J.P. and Cellina, A. Differential Inclusions.
Differential
Springer-Verlag, Berlin, 1984. Inclusions

Clarke, F.H. Optimization and Nonsmoorth Analysis.

Centre de Recherches Mathématiques, Montréal, 1989.
Smirnov, G.S. Introduction to the Theory of Differential
Inclusions. AMS, Providence, 2002.
C. Cai, R. Goebel, R. Sanfelice, A. Teel. Lecture Notes
to Workshop on Robust Hybrid Systems: Theory and
Applications. CDc ’06.

Introduction to Differential Inclusions

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Multifunctions Introduction to
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Differential
A multifunction F : Rm → Rn
is a map from to the Rm Inclusions
n m
subsets of R , that is for every x ∈ R , we associate a
(potentially empty) set F (x).
Its graph, denoted Gr (F ) is defined by

Gr (F ) = {(x, y )|y ∈ F (x)}.

Introduction to Differential Inclusions

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Measurability Introduction to
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A multifunction F : S → Rn is measurable if for every open
(closed) C ⊆ Rn ,

{x ∈ S : F (x) ∩ C 6= ∅}

is Lebesgue measurable.

Introduction to Differential Inclusions

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Continuity Introduction to
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Definitions

A multifunction F is called upper semi-continuous at x0 Selections

if for any open M containing F (x0 ) there is a Differential

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neighborhood Ω of x0 so that F (Ω) ⊂ M.

Introduction to Differential Inclusions

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Continuity Introduction to
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Definitions

A multifunction F is called upper semi-continuous at x0 Selections

if for any open M containing F (x0 ) there is a Differential

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neighborhood Ω of x0 so that F (Ω) ⊂ M.
A multifunction F is called lower semi-continuous at x0
if for any y0 ∈ F (x0 ) and any neighborhood M of y0
there is a negihborhood Ω of x0 so that

F (x) ∩ M 6= ∅, ∀x ∈ Ω.

A multifunction is continuous at x0 if it is both upper and

lower semi-continuous at x0 .

Introduction to Differential Inclusions

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Lipschitz Continuity Introduction to

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A multifunction F is said to be Lipschitz continuous if there
is a k ≥ 0 so that for any x1 , x2 ∈ Rm we have

F (x1 ) ⊂ F (x2 ) + k|x1 − x2 |B.

Introduction to Differential Inclusions

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The selection problem Introduction to

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Given a multifunction F : Rm → Rn , a single-valued map Inclusions

f : Rm → Rn is a selection if

f (x) ∈ F (x), ∀x ∈ Rm .

Introduction to Differential Inclusions

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The selection problem Introduction to

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Given a multifunction F : Rm → Rn , a single-valued map Inclusions

f : Rm → Rn is a selection if

f (x) ∈ F (x), ∀x ∈ Rm .

For what multifunctions are we assured of the existence of a

selection?

Introduction to Differential Inclusions

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Michael’s Selection Theorem and a Measurable Introduction to

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Selection Theorem
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Theorem
Let F be a closed, convex, and lower semi-continuous
multifunction. Then there is a continuous selection from F .

Theorem
Let F be measurable, closed, and nonempty on S. Then
there is a measurable selection from F .

Introduction to Differential Inclusions

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Approximate Selections Introduction to

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Differential
Theorem Inclusions

Let F be a convex, upper semi-continuous multifunction.

Then for  > 0 there is a locally Lipschitz continuous
function f whose range is in the convex hull of the range of
F and
Gr (f ) ⊂ Gr (F ) + B.

Introduction to Differential Inclusions

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Differential Inclusions Introduction to

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We now turn our attention to the problem of solving Selections

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Differential Inclusions: Inclusions

ẋ(t) ∈ F (x(t)), t ∈ [0, T ], (1)

with x(0) = x0 . We will assume that F is closed, convex,
and Lipschitz continuous with constant k > 0. We shall see
presently that these assumptions are not too restrictive,
especially when we concern ourselves with problems from
control theory.

Introduction to Differential Inclusions

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An Example from Control Theory Introduction to

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Consider the control system Definitions

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ẋ = f (x, u) Differential
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where u ∈ U ⊂ Rk . We assume that f is Lipschitz in x, and

we allow any measurable functions u : [0, t] → Rk so that
u(t) ∈ U a.e. and that for all x, f (x, u(t)) ∈ L1 ([0, T ]).

Introduction to Differential Inclusions

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An Example from Control Theory Introduction to

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Consider the control system Definitions

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ẋ = f (x, u) Differential
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where u ∈ U ⊂ Rk . We assume that f is Lipschitz in x, and

we allow any measurable functions u : [0, t] → Rk so that
u(t) ∈ U a.e. and that for all x, f (x, u(t)) ∈ L1 ([0, T ]).
Consider the multifunction F defined by
[
F (x) = f (x, U) = f (x, u).
u∈U

We do the same for nonautonomous systems using the

right-hand side F (t, x(t)).

Introduction to Differential Inclusions

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Filippov’s Theorem Introduction to

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Theorem
Let f : Rm × Rk → Rn be continuous, and let v : Rm → Rn
be measurable. Assume U is compact so that v (x) ∈ f (x, U)
a.e. Then there is a measurable u : Rm → U satisfying
v (x) = f (x, u(x)).

Introduction to Differential Inclusions

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Filippov’s Theorem Introduction to

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Sketch of Proof: We know that Definitions

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U(x) = {u ∈ U| v (x) = f (x, u)} Differential

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has compact values. Let u(x) = (u 1 (x), . . . , u k (x)) ∈ U(x)

with u 1 (x) the smallest possible. We show that if u i (x) is
measurable on a compact set A for i < p then u p (x) is as
well. Then we use the Lusin theorem to find a set A where
the u i (x)’s and v (x) are continuous and m(A \ A ) ≤ . We
then show that the sublevel sets of u p (x) restricted to A are
closed. So u p (x) is measurable on A and we then repeat
Lusin on this set to get an A2 . Since  is arbitrary we use
Lusin again and see it is measurable on A.

Introduction to Differential Inclusions

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Filippov’s Theorem Introduction to

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Theorem Differential
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Let f : Rm × Rk → Rn be continuous, and let v : Rm → Rn
be measurable. Assume U is compact so that v (x) inf(x, U)
a.e. Then there is a measurable u : Rm → U satisfying
v (x) = f (x, u(x)).

Obviously, trajectories of the control system are solutions to

the differential inclusion. This result means the converse
holds and so the system and the inclusion are equivalent.

Introduction to Differential Inclusions

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Continuity and Relaxation of Differential Introduction to

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Proposition
Let U be compact and f : Rm × U → Rn be continuous
(Lipschitz) in x. Then F : x → f (x, U) is continuous
(Lipschitz).

Introduction to Differential Inclusions

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Continuity and Relaxation of Differential Introduction to

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Proof. Differential
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We know that F has closed graph and is locally bounded.

Let N be a neighborhood of F (x) with sequences {xi }, {yi }
so that xi → x0 , yi ∈ F (xi ), and yi ∈
/ N. Since
cl{F (x)| |x − x0 | < δ} is compact, WLOG assume yi → y0 .
But the graph is closed, so y0 ∈ F (x0 ). So F is upper
semi-continuous. The lower semi-continuity follows from the
continuity of x → f (x, u), ∀u ∈ U. The Lipschitz
statements are similarly straightforward.

Introduction to Differential Inclusions

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Continuity and Relaxation of Differential Introduction to

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A trajectory is an absolutely continuous function Selections
x : [a, b] → Rn such that Differential
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ẋ(t) ∈ F (t, x(t)) a.e.

We say F is integrably bounded if there is an integrable

function φ(·) such that |v | ≤ φ(t) for all v in F (t, x).
Proposition
A relaxed trajectory y is a trajectory for coF . That is,
ẏ (t) ∈ coF (t, y (t)). If F is integrably bounded then any
relaxed trajectory y is within δ of a trajectory for F in the
sup norm.

Introduction to Differential Inclusions

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Continuity and Relaxation of Differential Introduction to

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Proposition Differential
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Let U be compact and f : Rm × U → Rn be continuous
(Lipschitz) in x. Then F : x → f (x, U) is continuous
(Lipschitz).

Proposition
A relaxed trajectory is a trajectory for coF . If F is integrably
bounded then any relaxed trajectory y is within δ of a
trajectory for F in the sup norm.

Introduction to Differential Inclusions

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Existence Theorem Introduction to

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Theorem
Assume that F (x) is closed, convex, and Lipschitzian. For
any x0 ∈ Rn there exist solutions to (1) with x(0) = x0 .

Introduction to Differential Inclusions