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11institutetext: I. Gudoshnikov 22institutetext: Department of Physics, Arizona State University, Tempe AZ 85281
22email: [email protected]
33institutetext: O. Makarenkov, D. Rachinskiy 44institutetext: Department of Mathematical Sciences, University of Texas at Dallas, Richardson TX 75080
44email: [email protected], 44email: [email protected]

Finite-time stability of polyhedral sweeping processes with application to elastoplastic systems thanks: The first and second authors were supported by the National Science Foundation grant CMMI-1916876.

Ivan Gudoshnikov    Oleg Makarenkov    Dmitry Rachinskiy
(Received: date / Accepted: date)
Abstract

We use the ideas of Adly-Attoych-Cabot [Adv. Mech. Math., 12, Springer, 2006] on finite-time stabilization of dry friction oscillators to establish a theorem on finite-time stabilization of differential inclusions with a moving polyhedral constraint (known as polyhedral sweeping processes) of the form C+c(t).C+c(t). We then employ the ideas of Moreau [New variational techniques in mathematical physics, CIME, 1973] to apply our theorem to a system of elastoplastic springs with a displacement-controlled loading. We show that verifying the condition of the theorem ultimately leads to the following two problems: (i) identifying the active vertex “A” or the active face “A” of the polyhedron that the vector c(t)c^{\prime}(t) points at; (ii) computing the distance from c(t)c^{\prime}(t) to the normal cone to the polyhedron at “A”. We provide a computational guide to implement steps (i)-(ii) in the case of an arbitrary elastoplastic system and apply the guide to a particular example. Due to the simplicity of the particular example, we can solve (i)-(ii) by the methods of linear algebra and minor combinatorics.

Keywords:
Polyhedral constraintNormal coneVertex enumeration Sweeping process Finite-time stability Lyapunov function

1 Introduction

Finite-time stability of an attractor is typical for differential equations with nonsmooth right-hand-sides. This fact is used in control theory since long ago. Finite-time stability in differential equations with nonsmooth right-hand-sides is often proved by showing that a Lyapunov function VV satisfies the estimate (see e.g. Bernuau et al Bernuau-et-al , Bhat-Bernstein bhat1 , Oza et al Oza-et-al , Sanchez et al Sanchez-et-al )

ddt[V(x(t))]+2εV(x(t))0,a.e. on [0,),\frac{d}{dt}[V(x(t))]+2\varepsilon\sqrt{V(x(t))}\leq 0,\quad\mbox{a.e. on }[0,\infty), (1)

for some ε>0\varepsilon>0, where xx is a solution. Specifically, if (1) holds for a function x(t)x(t), then V(x(t1))=0V(x(t_{1}))=0 at some 0t1,0\leq t_{1}, where (see Lemma 5)

t11εV(x(0)).t_{1}\leq\dfrac{1}{\varepsilon}V(x(0)). (2)

Motivated by applications in frictional mechanics, Adly et al Adly extended the Lyapunov function approach to finite-time stability analysis of differential inclusions. Let f(x)\nabla f(x) be the gradient of a function f:nf:\mathbb{R}\to\mathbb{R}^{n}, Φ(x)\partial\Phi(x) be the subdifferential of a convex function Φ:n\Phi:\mathbb{R}\to\mathbb{R}^{n}, and Bε(0)B_{\varepsilon}(0) be the ball of n\mathbb{R}^{n} of radius ε\varepsilon centered at 0. By focusing on differential inclusions of the form

x¨(t)f(x(t))Φ(x˙(t)),-\ddot{x}(t)-\nabla f(x(t))\in\partial\Phi(\dot{x}(t)), (3)

the paper Adly discovered (see the proof of (Adly, , Theorem 24.8)) that the property

f(x(t))+Bε(0)Φ(0),a.e. on [0,),-\nabla f(x(t))+B_{\varepsilon}(0)\subset\partial\Phi(0),\quad\mbox{a.e. on }[0,\infty), (4)

implies (1) for a suitable Lyapunov function VV that measures the distance from x˙(t)\dot{x}(t) to 0 and for any solution xx of (3).

More recently, a significant interest in the study of finite-time stability of differential inclusions has been due to new applications in elastoplasticity (see e.g. Gudoshnikov et al GKMV ). We remind the reader that according to the pioneering work by Moreau Moreau (see also Gudoshnikov-Makarenkov ESAIM ), the stresses in a network of mm elastoplastic springs with time-varying displacement-controlled loadings are governed by

y˙NC(t)A(y),y𝒱,𝒱 is a ddimensional subspace of mwith the scalar product(x,y)A=x,Ay,-\dot{y}\in N^{A}_{C(t)}(y),\quad y\in\mathcal{V},\quad\begin{array}[]{l}\mathcal{V}\mbox{ is a }d-\mbox{dimensional subspace of }\mathbb{R}^{m}\\ \mbox{with the scalar product}\ (x,y)_{A}=\left<x,Ay\right>,\end{array} (5)

where AA is a positive diagonal m×mm\times m-matrix, and NC(t)A(y)N_{C(t)}^{A}(y) is a normal cone to the set

C(t)=C+c(t),C=j=1m𝒱j,𝒱j=L(1,j)L(+1,j),L(α,j)={y𝒱:αej,Ayαcjα},C(t)=C+c(t),\quad C=\bigcap_{j=1}^{m}\mathcal{V}_{j},\quad\begin{array}[]{rcl}\mathcal{V}_{j}&=&L(-1,j)\cap L(+1,j),\\ L(\alpha,j)&=&\left\{y\in\mathcal{V}\hskip-2.84544pt:\left<\alpha e_{j},Ay\right>\leq\alpha c_{j}^{\alpha}\right\},\end{array} (6)

at a point yy, with appropriate d,cj,d,c_{j}^{-}, cj+,c_{j}^{+}, c(t)c(t) that define mechanical parameters of the network of elastoplastic springs and the displacement-controlled loadings (see Section 5). The solutions y(t)y(t) of differential inclusion (5) never escape from C(t)C(t) (i.e. y(t)y(t) is swept by C(t)C(t)) for which reason (5) is called sweeping process. Spring jj undergoes plastic deformation when the inequality cj<ej,Ay<cj+c_{j}^{-}<\left<e_{j},Ay\right><c_{j}^{+} is violated. Therefore, knowledge of the evolution of y(t)y(t) allows to make conclusions about the regions of plastic deformation (that lead to low-cycle fatigue or incremental failure, see Yu (19, , §4.6)).

Krejci Krejci proved that if c(t)c(t) is TT-periodic then the set YY of TT-periodic solutions of (5) is always asymptotically stable. Examining finite-time stability of YY is a hard problem because it requires the knowledge of particular elements of YY (our work in progress). Accordingly, conditions for finite-time stability of YY are not going to be easily verifiable except for the case where YY consists of just one solution (see Gudoshnikov et al GKMV ).

At the same time, predicting the behavior of solutions of sweeping process (5) within a guaranteed time is of crucial importance for materials science. Current methods of computing the asymptotic response of networks of elastoplastic springs (see e.g. Boudy et al bouby , Zouain-SantAnna brazil ) run the numeric routine until the difference between the responses corresponding to two successive cycles of loading get smaller than a prescribed tolerance (without any estimate as for how soon such a desired accuracy will be reached).

The present paper adapts condition (4) in order to predict the behavior of solutions of (5) within a guaranteed finite time. We don’t prove the finite-time stability of YY, but still prove that all solutions of (5) will be confined within a certain computable set. Specifically, let F(t)F(t) be a facet of C(t)C(t) and let ri(F){\rm ri}(F) denote the relative interior of FF. This means that F(t)F(t) can be expressed as

F(t)=F+c(t),F=((α,j)I0L¯¯(α,j))(i=1M(α,j)IiL(α,j)),L¯¯(α,j)={y𝒱:ej,Ay=cjα},\hskip-2.84544pt\begin{array}[]{l}F(t)=F+c(t),\\ \displaystyle F=\left(\bigcap\limits_{(\alpha,j)\in I_{0}}\overline{\overline{L}}(\alpha,j)\right)\cap\left(\bigcap_{i=1}^{M}\bigcap\limits_{(\alpha,j)\in I_{i}}{{L}}(\alpha,j)\right),\\ \overline{\overline{L}}(\alpha,j)=\left\{y\in\mathcal{V}\hskip-2.84544pt:\left<e_{j},Ay\right>=c_{j}^{\alpha}\right\},\end{array} (7)

where the ingredients in (7) satisfy the following assumptions:

each I0Ii definesa vertex of F:for each i1,M¯,{y:yL¯¯(α,j),(α,j)I0Ii}is a non-empty singleton {y,i},\displaystyle\hskip-19.91684pt\begin{array}[]{l}\mbox{each }I_{0}\cup I_{i}\mbox{ defines}\\ \mbox{a vertex of }F:\end{array}\ \ \begin{array}[]{l}\mbox{for each }i\in\overline{1,M},\ \{y:y\in\overline{\overline{L}}(\alpha,j),\ (\alpha,j)\in I_{0}\cup I_{i}\}\\ \mbox{is a non-empty singleton }\{y_{*,i}\},\end{array} (12)
F has no other vertices,all constraints are counted:each yF defines Jy1,M¯, suchthat {(α,j):yL¯¯(α,j)}=I0iJyIi,\displaystyle\hskip-19.91684pt\begin{array}[]{l}F\mbox{ has no other vertices,}\\ \mbox{all constraints are counted}:\end{array}\ \ \begin{array}[]{l}\mbox{each }y\in F\mbox{ defines }J_{y}\subset\overline{1,M}\cup\emptyset,\mbox{ such}\\ \mbox{that }\{(\alpha,j)\hskip-1.70709pt:y\in\overline{\overline{L}}(\alpha,j)\}=I_{0}\cup\bigcap_{i\in J_{y}}I_{i},\end{array} (17)
vertices do not coincide:Jy,i={i},i1,M¯,\displaystyle\hskip-19.91684pt\mbox{vertices do not coincide}:\ \ J_{y_{*,i}}=\{i\},\ i\in\overline{1,M}, (18)
vertices do not reduce ri(F):{(α,j):yL¯¯(α,j)}=I0,yri(F),\displaystyle\hskip-19.91684pt\mbox{vertices do not reduce ri}(F):\ \ \{(\alpha,j)\hskip-1.70709pt:y\in\overline{\overline{L}}(\alpha,j)\}=I_{0},\ y\in{\rm ri}(F), (19)
F is feasible:FC,\displaystyle\hskip-19.91684ptF\mbox{ is feasible:}\ \ F\subset C, (20)
L¯¯(α,j),(α,j)I0Ii, are independent:|I0|+|Ii|=d,i1,M¯.\displaystyle\hskip-19.91684pt\begin{array}[]{l}\overline{\overline{L}}(\alpha,j),\ (\alpha,j)\in I_{0}\cup I_{i},\mbox{ are independent}:\end{array}\ \ \begin{array}[]{l}|I_{0}|+|I_{i}|=d,\ i\in\overline{1,M}.\end{array} (23)

The case where FF is a just a vertex of CC is accounted for by M=0,M=0, see formulas (34)-(36) below for the corresponding reduced form of (7)-(23). We prove that if

c˙(t)+BεA(0)NFA(y)NCA(y),yF,a.a.t[0,τd],-\dot{c}(t)+B_{\varepsilon}^{A}(0)\cap N_{F}^{A}(y)\subset N_{C}^{A}(y),\quad y\in F,\ \mbox{a.a.}\ t\in[0,\tau_{d}], (24)

where BεA(0)B_{\varepsilon}^{A}(0) is a ball in the norm induced by the scalar product (5), then, for any solution y(t)y(t) of (5), the function

x(t)=y(t)c(t)x(t)=y(t)-c(t) (25)

satisfies the estimate (1) on [0,τd][0,\tau_{d}] for a suitable Lyapunov function VV that measures the distance from x(t)x(t) to F.F. Since, by (7), the distance from x(t)x(t) to FF equals the distance from y(t)y(t) to F(t)F(t), then the relation τd1εV(x(0))\tau_{d}\geq\dfrac{1}{\varepsilon}V(x(0)) ensures one-period reachability of the facet F(t)F(t) when c(t)c(t) is TT-periodic.

The paper is organized as follows. In Section 2 we prove our main result (Theorem 2.1) which uses condition (24) in order to estimate the time it takes for all solution of (5) to reach the facet F(t)F(t). The proof of Theorem 2.1 relies on the ideas of Adly et al Adly , which are used in Adly to establish finite-time stability of a frictional system. However, for the proof of Theorem 2.1, we reformulated the ideas of Adly in terms of a suitable Lyapunov function, which can be of independent interest for applied sciences. The two successive sections (Section 3 and Section 4) derive the corollaries of Theorem 2.1 for the case where F(t)F(t) consists of just one point (Corollary 1) and where F(t)F(t) is an entire facet (Corollary 2). Furthermore, Section 4 discovers (Corollary 3) that when the validity of condition (24) is known in the interior points of FF only, the convergence of all solutions of (5) to F(t)F(t) still occurs in finite time, but the estimate of the time of convergence is no longer available. In order to establish Corollaries 2 and 3, Section 4 derives several computations formulas for normal cones to the moving constraint C(t)C(t) and its facet F(t)F(t) (formulas (44)-(47)), which take roots in Rockafellar-Wets Rockafellar-Wets and which can be of independent interest for set-valued analysis.

Section 5 summarizes the Moreau approach Moreau towards the use of sweeping process (5) to model networks of elastoplastic springs. The notations of this section follow Gudoshnikov-Makarenkov PhysicaD ; ESAIM . Section 6 provides a step-by-step guide for application of the results of Sections 2-4 to sweeping processes coming from networks of elastoplastic springs. In particular, Section 6 uses the findings of Sections 3 and 4 in order to identify the springs that reach plastic deformation and to estimate the time to plastic deformation in terms of the mechanical properties of networks of elastoplastic springs (Propositions 1, 4, and 5). Section 7 shows the efficiency of the methodology of Section 6 works for a particular instructive example (taken from Rachinskiy Rachinskiy ). By using the guide of Section 6, for the sample elastoplastic system under consideration, Section 7 discovers groups of indexes of the springs that are capable to reach plastic deformation and provide a sufficient condition for each of the groups to take place (Propositions 7, 8, 9). All algebraic computations are implemented in Wolfram Mathematica which notebook is uploaded as supplementary material. We conclude Section 7 by remarks on the dynamics of our particular network of elastoplastic springs that Theorem 2.1 is not capable to catch (subsection 7.1). Conclusions are discussed in final Section 8.

The paper includes two Appendixes. Appendix A contains proofs of not straightforward implications that we skipped proving in the main text. Appendex B collects more substantial auxiliary results along with their proofs.

2 A sufficient condition for finite-time stability

We remind the reader that the normal cone NCA(y)N_{C}^{A}(y) to the set CC at a point yCy\in C in a scalar product space 𝒱\mathcal{V} with the scalar product

(x,y)A=x,Ay,whereAisadiagonalpositivem×mmatrix,(x,y)_{A}=\left<x,Ay\right>,\quad{\rm where\ }A{\rm\ is\ a\ diagonal\ positive\ }m\times m{\rm-matrix,} (26)

is defined as (see Bauschke-Combettes (Bauschke-Combettes, , §6.4))

NCA(y)={{x𝒱:x,A(ξy)0,foranyξC},ifyC,,ifyC.N_{C}^{A}(y)=\left\{\begin{array}[]{ll}\left\{x\in\mathcal{V}:\langle x,A(\xi-y)\rangle\leqslant 0,\ {\rm for\ any}\ \xi\in{C}\right\},&\ {\rm if}\ y\in{{C}},\\ \emptyset,&\ {\rm if}\ y\not\in{C}.\end{array}\right.

In what follows (see Bauschke-Combettes (Bauschke-Combettes, , §3.2))

xA\displaystyle\|x\|^{A} =\displaystyle= x,Ax,\displaystyle\sqrt{\left<x,Ax\right>},
projA(v,F)\displaystyle{\rm proj}^{A}(v,F) =\displaystyle= argminvFvvA.\displaystyle\underset{v^{\prime}\in F}{\rm argmin}\|v-v^{\prime}\|^{A}.
Theorem 2.1

Let 𝒱\mathcal{V} be a dd-dimensional linear subspace of m\mathbb{R}^{m} with scalar product (26), and c:[0,)𝒱c:[0,\infty)\to\mathcal{V} be Lipschitz continuous, and FC𝒱F\subset C\subset\mathcal{V} be closed convex sets. Assume that there exists an ε>0\varepsilon>0 such that condition (24) holds on an interval [0,τd][0,\tau_{d}] with

τd1εmaxv1Cv2Fv1v2A.\tau_{d}\geq\dfrac{1}{\varepsilon}\cdot\max_{\begin{array}[]{c}{}_{v_{1}\in C}\\ {}_{v_{2}\in F}\end{array}}\|v_{1}-v_{2}\|^{A}. (27)

Then, every solution yy of (5) with

C(t)=C+c(t)C(t)=C+c(t)

and any initial condition y(0)C(0)y(0)\in C(0), satisfies y(τd)F+c(τd).y(\tau_{d})\in F+c(\tau_{d}).

What we will effectively prove is that the function

V(v)=vprojA(v,F),A(vprojA(v,F))V(v)=\left<v-{\rm proj}^{A}(v,F),A\left(v-{\rm proj}^{A}(v,F)\right)\right> (28)

is a Lyapunov function for the sweeping process

x˙(t)c˙(t)NCA(x(t)),-\dot{x}(t)-\dot{c}(t)\in N_{C}^{A}(x(t)), (29)

which is related to (5) through the change of the variables (25). Since (see Proposition 11)

projA(v,F)+c=projA(v+c,F+c),{\rm proj}^{A}(v,F)+c={\rm proj}^{A}(v+c,F+c),

we have

V(x(t))=(x(t)projA(x(t),F)A)2=(y(t)projA(y(t),F+c(t))A)2,V(x(t))=\left(\|x(t)-{\rm proj}^{A}(x(t),F)\|^{A}\right)^{2}=\left(\|y(t)-{\rm proj}^{A}(y(t),F+c(t))\|^{A}\right)^{2},

for the function x(t)x(t) given by (25). Therefore, as expected, V(x(t1))=0V(x(t_{1}))=0 will imply y(t1)F+c(t1).y(t_{1})\in F+c(t_{1}).

In what follows, Dξf(u)D_{\xi}f(u) is the bilateral directional derivative (Giorgi et al (Giorgi, , §2.6), Correa-Thibault Correa-Thibault ) of f:𝒱𝒱1f:\mathcal{V}\to\mathcal{V}_{1} at the point u𝒱u\in\mathcal{V} and in the direction ξ𝒱,\xi\in\mathcal{V}, i.e.

Dξf(u)=limτ0f(v+τξ)f(v)τ.D_{\xi}f(u)=\lim_{\tau\to 0}\dfrac{f(v+\tau\xi)-f(v)}{\tau}.

Here 𝒱1\mathcal{V}_{1} are finite-dimensional scalar product spaces.

If the bilateral directional derivative DξprojA(,F)(v)D_{\xi}{\rm proj}^{A}(\cdot,F)(v) of vprojA(v,F)v\mapsto{\rm proj}^{A}(v,F) at the point v𝒱v\in\mathcal{V} in the direction ξ𝒱\xi\in\mathcal{V} exists, then the existence of DξV(v)D_{\xi}V(v) and the formula

DξV(v)=2ξDξprojA(,F)(v),A(vprojA(v,F))D_{\xi}V(v)=2\left<\xi-D_{\xi}{\rm proj}^{A}(\cdot,F)(v),A(v-{\rm proj}^{A}(v,F))\right> (30)

follow by observing that

(vprojA(v,F)A)2=vprojA(v,F),A(vprojA(v,F)),\left(\|v-{\rm proj}^{A}(v,F)\|^{A}\right)^{2}=\left<v-{\rm proj}^{A}(v,F),A(v-{\rm proj}^{A}(v,F))\right>,

see Lemma 6. What we significantly use in the proof of Theorem 2.1 is that any directional derivative of vprojA(v,F)v\mapsto{\rm proj}^{A}(v,F) is orthogonal to vprojA(v,F)v-{\rm proj}^{A}(v,F), so that formula (30) reduces to (see Lemma 8 in Appendix B)

DξV(v)=2ξ,A(vprojA(v,F)),D_{\xi}V(v)=2\left<\xi,A(v-{\rm proj}^{A}(v,F))\right>, (31)

meaning that DξV(v)D_{\xi}V(v) is actually linear in ξ\xi.

Remark 1

The sweeping process possesses the property of rate-independence visintin . Namely, if t(τ)t(\tau) is an increasing absolutely continuous change of time and y(t)y(t) is a solution of the differential inclusion (5) with the input C(t)C(t), then y^(τ)=y(t(τ))\hat{y}(\tau)=y(t(\tau)) is a solution of the sweeping process

dy^dτNC^(τ)A(y^(τ)),whereC^(τ)=C+c^(τ),c^(τ)=c(t(τ)).-\frac{d\hat{y}}{d\tau}\in N^{A}_{\hat{C}(\tau)}(\hat{y}(\tau)),\quad\text{where}\quad\hat{C}(\tau)=C+\hat{c}(\tau),\ \ \hat{c}(\tau)=c(t(\tau)).

In particular, if t(τ)t(\tau) is taken to be the inverse of

τ(t)=0t|c˙(θ)|𝑑θ,\tau(t)=\int_{0}^{t}|\dot{c}(\theta)|d\theta,

then

c^(τ)=c˙(t(τ))|c˙(t(τ))|,\hat{c}\hskip 1.42271pt^{\prime}(\tau)=\dfrac{\dot{c}(t(\tau))}{|\dot{c}(t(\tau))|},

so that conditions (24) and (27) of Theorem 2.1 can be replaced by

c˙(t)0andc˙(t)|c˙(t)|+BεA(0)NFA(y)NCA(y),yF,a.a.t[0,τd],\dot{c}(t)\neq 0\ \ {\rm and}\ \ -\frac{\dot{c}(t)}{|\dot{c}(t)|}+B_{\varepsilon}^{A}(0)\cap N_{F}^{A}(y)\subset N_{C}^{A}(y),\quad y\in F,\ \ {\rm a.a.}\ t\in[0,\tau_{d}],

and

0τd|c˙(t)|𝑑t1εmaxv1Cv2Fv1v2A\int_{0}^{\tau_{d}}|\dot{c}(t)|\,dt\geq\dfrac{1}{\varepsilon}\cdot\max_{\begin{array}[]{c}{}_{v_{1}\in C}\\ {}_{v_{2}\in F}\end{array}}\|v_{1}-v_{2}\|^{A}

respectively.

Proof of Theorem 2.1. Let y(t)y(t) be an arbitrary solution of (5). For the function x(t)x(t) given by (25) consider

v(t)=V(x(t)).v(t)=V(x(t)).

Note, that x(t)x(t) is differentiable almost everywhere on [0,)[0,\infty) because c(t)c(t) is Lipschitz continuous. Since vprojA(v,F)v\mapsto{\rm proj}^{A}(v,F) is Lipschitz continuous (see e.g. Bauschke-Combettes (Bauschke-Combettes, , Proposition 4.16)), the function tprojA(x(t),F)t\mapsto{\rm proj}^{A}(x(t),F) is differentiable almost everywhere on [0,).[0,\infty). Let us fix some t0t\geq 0 such that both projA(x(t),F){\rm proj}^{A}(x(t),F) and x(t)x(t) are differentiable at tt. Then Dx˙(t)projA(,F)(x(t))D_{\dot{x}(t)}{\rm proj}^{A}(\cdot,F)(x(t)) exists (see Lemma 7 below) and by Lemma 8 we conclude

Dx˙(t)V(x(t))=2x˙(t),A(x(t)projA(x(t),F)).D_{\dot{x}(t)}V(x(t))=2\left<\dot{x}(t),A(x(t)-{\rm proj}^{A}(x(t),F))\right>.

Without loss of generality we can assume that t0t\geq 0 is chosen also so that V(x(t))V(x(t)) is differentiable at t.t. Then (see Lemma 7),

v˙(t)=Dx˙(t)V(x(t))=2x˙(t),A(x(t)projA(x(t),F)).\dot{v}(t)=D_{\dot{x}(t)}V(x(t))=2\left<\dot{x}(t),A\left(x(t)-{\rm proj}^{A}(x(t),F)\right)\right>. (32)

By the definition of normal cone, (29) implies

x˙(t)c˙(t),A(ξx(t))0,foranyξC.\left<-\dot{x}(t)-\dot{c}(t),A(\xi-x(t))\right>\leq 0,\quad{\rm for\ any}\ \xi\in C.

Therefore, taking ξ=projA(x(t),F)\xi={\rm proj}^{A}(x(t),F) we conclude from (32) that

v˙(t)2c˙(t),A(x(t)projA(x(t),F)).\dot{v}(t)\leq 2\left<-\dot{c}(t),A\left(x(t)-{\rm proj}^{A}(x(t),F)\right)\right>. (33)

Now we use assumption (24), which is equivalent to

c˙(t)+εζζANCA(v),foranyζNFA(v),vF,-\dot{c}(t)+\varepsilon\dfrac{\zeta}{\|\zeta\|^{A}}\in N_{C}^{A}(v),\quad{\rm for\ any}\ \zeta\in N_{F}^{A}(v),\ v\in F,

or, using the definition of the normal cone,

c˙(t)+εζζA,A(ξv)0,foranyζNFA(v),vF,ξC.\left<-\dot{c}(t)+\varepsilon\dfrac{\zeta}{\|\zeta\|^{A}},A(\xi-v)\right>\leq 0,\quad{\rm for\ any}\ \zeta\in N_{F}^{A}(v),\ v\in F,\ \xi\in C.

Therefore, letting ξ=x(t),\xi=x(t), v=projA(x(t),F)v={\rm proj}^{A}(x(t),F), and ζ=x(t)projA(x(t),F),\zeta=x(t)-{\rm proj}^{A}(x(t),F), we get

c˙(t)+εx(t)projA(x(t),F)x(t)projA(x(t),F)A,A(x(t)projA(x(t),F))0,\left<-\dot{c}(t)+\varepsilon\dfrac{x(t)-{\rm proj}^{A}(x(t),F)}{\|x(t)-{\rm proj}^{A}(x(t),F)\|^{A}},A\left(x(t)-{\rm proj}^{A}(x(t),F)\right)\right>\leq 0,

which allows to further rewrite inequality (33) as

v˙(t)2εx(t)projA(x(t),F)x(t)projA(x(t),F)A,A(x(t)projA(x(t),F))=2εv(t).\dot{v}(t)\leq-2\varepsilon\left<\dfrac{x(t)-{\rm proj}^{A}(x(t),F)}{\|x(t)-{\rm proj}^{A}(x(t),F)\|^{A}},A(x(t)-{\rm proj}^{A}(x(t),F))\right>=-2\varepsilon\sqrt{v(t)}.

Therefore, the Lyapunov function (28) satisfies estimate (1). The proof is complete.∎

3 Finite-time convergence to a vertex

In this section we consider the case of ri(F)={\rm ri}(F)=\emptyset or, equivalently, M=0.M=0. When M=0M=0, formula (7) reduces to

F=(α,j)I0L¯¯(α,j).F=\bigcap\limits_{(\alpha,j)\in I_{0}}\overline{\overline{L}}(\alpha,j). (34)

In this case, of all the conditions (12), (17), (18), (19), (23), and (20), only conditions (12) and (20) are needed. These two conditions take the following form:

Condition (12):{y:yL¯¯(α,j),(α,j)I0} is a singleton {y,0},\displaystyle\mbox{Condition }(\ref{prop1}):\ \ \{y:y\in\overline{\overline{L}}(\alpha,j),\ (\alpha,j)\in I_{0}\}\mbox{ is a singleton }\{y_{*,0}\}\not=\emptyset, (35)
Condition (20):y,0C.\displaystyle\mbox{Condition }(\ref{Ffeasible}):\ \ y_{*,0}\in C. (36)
Corollary 1

Let 𝒱\mathcal{V} be a dd-dimensional linear subspace of m\mathbb{R}^{m} with scalar product (26), and c:[0,)𝒱c:[0,\infty)\to\mathcal{V} be Lipschitz continuous. Assume that CC is given by (6) and FF is given by (34) with conditions (35) and (36) satisfied. Assume that there exists an ε>0\varepsilon>0 such that

c˙(t)+BεA(0)NCA(y,0),t[0,τd],τd=1εmaxvCvy,0A.-\dot{c}(t)+B_{\varepsilon}^{A}(0)\subset N_{C}^{A}(y_{*,0}),\quad t\in[0,\tau_{d}],\quad\tau_{d}=\dfrac{1}{\varepsilon}\cdot\max_{\begin{array}[]{c}{}_{v\in C}\end{array}}\|v-y_{*,0}\|^{A}. (37)

Then, every solution yy of sweeping process (5) with the initial condition y(0)C(0)y(0)\in C(0) satisfies y(τd)=y,0+c(τd).y(\tau_{d})=y_{*,0}+c(\tau_{d}). Furthermore, let y(t)y_{*}(t), tτd,t\geq\tau_{d}, be the solution of (5) with the initial condition y(τd)=y,0+c(τd).y_{*}(\tau_{d})=y_{*,0}+c(\tau_{d}). If c(t)c(t) is TT-periodic with TτdT\geq\tau_{d}, then yy_{*} is a globally one-period stable TT-periodic solution of (5).

We remind the reader that solution of an initial-value problem for a sweeping processes with Lipschitz continuous moving set exists, unique and features continuous dependence on initial conditions (see e.g. Kunze and Monteiro Marques (kunze, , Theorems 1-3)).

Proof of Corollary 1. Since

N{y,0}A(y,0)=𝒱,N_{\{y_{*,0}\}}^{A}(y_{*,0})=\mathcal{V},

the inclusion of (24) takes the form of that of (37). Therefore, by Theorem 2.1, y(τd)=y,0+c(τd).y(\tau_{d})=y_{*,0}+c(\tau_{d}). Since c(t)c(t) is Lipschitz continuous, sweeping process (5) features uniqueness of solutions and so y(t)=y(t),y(t)=y_{*}(t), tτdt\geq\tau_{d}. Since c(t)c(t) is TT-periodic, sweeping process (5) admits a TT-periodic solution (by Brouwer fixed point theorem). Therefore, yy_{*} is unique TT-periodic solution of (5) (on [τd,)[\tau_{d},\infty)). Therefore, yy_{*} is the attractor of (5) by Massera-Krejci theorem (see Krejci (Krejci, , Theorem 3.14) or Gudoshnikov-Makarenkov (ESAIM, , Theorem 4.6)). The proof is complete.∎

More tools about about NFA(y)N_{F}^{A}(y) and NCA(y)N_{C}^{A}(y) are required to draw an applicable corollary of Theorem 2.1 in the case where ri(F).{\rm ri}(F)\not=\emptyset.

4 Finite-time convergence to a facet

Assume now that ri(F){\rm ri}(F)\not=\emptyset. To compute NCA(y)N_{C}^{A}(y) and NFA(y)N_{F}^{A}(y) for yFy\in F, we want to use the following corollary of (Rockafellar-Wets (Rockafellar-Wets, , Theorem 6.46)). Recall that cone{ξ1,,ξK}{\rm cone}\{\xi_{1},...,\xi_{K}\} stays for the cone formed by vectors ξ1,,ξK.\xi_{1},...,\xi_{K}.

Lemma 1

Let 𝒱\mathcal{V} be a dd-dimensional linear subspace of m\mathbb{R}^{m} with scalar product (26). Consider

C~=k=1K{y𝒱:n~k,Ayck},\widetilde{C}=\bigcap_{k=1}^{K}\left\{y\in\mathcal{V}:\left<\widetilde{n}_{k},Ay\right>\leq c_{k}\right\}, (38)

where n~k𝒱\widetilde{n}_{k}\in\mathcal{V}, ck,c_{k}\in\mathbb{R}, K.K\in\mathbb{N}. If I~(y)={k1,K¯:n~k,Ay=ck}\widetilde{I}(y)=\left\{k\in\overline{1,K}:\left<\widetilde{n}_{k},Ay\right>=c_{k}\right\}, then

NC~A(y)=cone{n~k:kI~(y)}.N_{\widetilde{C}}^{A}(y)={\rm cone}\left\{\widetilde{n}_{k}:k\in\widetilde{I}(y)\right\}.

Both, the statement of (Rockafellar-Wets, , Theorem 6.46) and a proof of Lemma 1 are given appendix B.

In what follows, we will call n~k,kI~(y),\widetilde{n}_{k},\ k\in\widetilde{I}(y), the active normal vectors of the set C~\widetilde{C} at a point yy.

To apply Lemma 1, we rewrite CC and FF in terms of the elements of the space 𝒱.\mathcal{V}. To this end, we consult Gudoshnikov-Makarenkov (PhysicaD, , formula (27)), which clarifies that

ej,Ay=nj,Ay,nj=𝒱basise¯j,e¯j=W1(RT(D)T)ej,j1,m¯,y𝒱.\begin{array}[]{l}\left<e_{j},Ay\right>=\left<n_{j},Ay\right>,\ \ n_{j}=\mathcal{V}_{basis}\bar{e}_{j},\\ \bar{e}_{j}=W^{-1}\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)e_{j},\ \ j\in\overline{1,m},\ y\in\mathcal{V}.\end{array} (39)

To match this with the format of formula (38), we rewrite L(α,j)L(\alpha,j) and L¯¯(α,j)\overline{\overline{L}}(\alpha,j) as

L(α,j)\displaystyle L(\alpha,j) =\displaystyle= {y𝒱:αnj,Ayαcjα},\displaystyle\left\{y\in\mathcal{V}:\left<\alpha n_{j},Ay\right>\leq\alpha c_{j}^{\alpha}\right\}, (40)
L¯¯(α,j)\displaystyle\overline{\overline{L}}(\alpha,j) =\displaystyle= {y𝒱:nj,Aycjα}{y𝒱:nj,Aycjα}.\displaystyle\left\{y\in\mathcal{V}:\left<-n_{j},Ay\right>\leq-c_{j}^{\alpha}\right\}\cap\left\{y\in\mathcal{V}:\left<n_{j},Ay\right>\leq c_{j}^{\alpha}\right\}. (41)

Using the representations (40)-(41), we can formulate the active normals of CC and FF at yy as follows:

active normals of C at yF\displaystyle\hskip-28.45274pt\mbox{active normals of }C\mbox{ at }y\in F :\displaystyle: {αnj:yL¯¯(α,j)}{αnj:(α,j)I0},\displaystyle\{\alpha n_{j}:y\in\overline{\overline{L}}(\alpha,j)\}\cup\{\alpha n_{j}:(\alpha,j)\in I_{0}\}, (42)
active normals of F at yF\displaystyle\hskip-28.45274pt\mbox{active normals of }F\mbox{ at }y\in F :\displaystyle: {αnj:yL¯¯(α,j)}{nj,nj:(α,j)I0}.\displaystyle\{\alpha n_{j}:y\in\overline{\overline{L}}(\alpha,j)\}\cup\{-n_{j},n_{j}:(\alpha,j)\in I_{0}\}. (43)

Formula (42) uses condition (20) to make sure that the term {αnj:(α,j)I0}\{\alpha n_{j}:(\alpha,j)\in I_{0}\} is a part of {αnj:yL¯¯(α,j)}.\{\alpha n_{j}:y\in\overline{\overline{L}}(\alpha,j)\}. We keep this “redundant” term to ease the comparison between the formulas (42) and (43). Formula (43) uses assumption (17) to claim that all vectors of {αnj:yL¯¯(α,j)}\{\alpha n_{j}:y\in\overline{\overline{L}}(\alpha,j)\} are normal vectors of FF.

Using assumption (18) we can conclude from (42)-(43) that the sets of active normals are given by

active normals of C at y,i\displaystyle\mbox{active normals of }C\mbox{ at }y_{*,i} :\displaystyle: {αnj:(α,j)Ii}{αnj:(α,j)I0},i1,M¯,\displaystyle\{\alpha n_{j}:(\alpha,j)\in I_{i}\}\cup\{\alpha n_{j}:(\alpha,j)\in I_{0}\},\ \ i\in\overline{1,M},
active normals of F at y,i\displaystyle\mbox{active normals of }F\mbox{ at }y_{*,i} :\displaystyle: {αnj:(α,j)Ii}{nj,nj:(α,j)I0},i1,M¯.\displaystyle\{\alpha n_{j}:(\alpha,j)\in I_{i}\}\cup\{-n_{j},n_{j}:(\alpha,j)\in I_{0}\},\ \ i\in\overline{1,M}.

Therefore, by Lemma 1,

NCA(y,i)=cone{αnj:(α,j)I0,αnj:(α,j)Ii},i1,M¯,NFA(y,i)=cone{nj,nj:(α,j)I0,αnj:(α,j)Ii},i1,M¯.\begin{array}[]{ll}N_{C}^{A}(y_{*,i})={\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in I_{0},\ \alpha n_{j}:(\alpha,j)\in I_{i}\right\},&\quad i\in\overline{1,M},\\ N_{F}^{A}(y_{*,i})={\rm cone}\left\{-n_{j},n_{j}:(\alpha,j)\in I_{0},\ \alpha n_{j}:(\alpha,j)\in I_{i}\right\},&\quad i\in\overline{1,M}.\end{array} (44)

Using assumption (17) we can specify the lists of active normals at yFy\in F as follows:

active normals of C at yF\displaystyle\mbox{active normals of }C\mbox{ at }y\in F :\displaystyle: {αnj:(α,j)iJyIi}{αnj:(α,j)I0},\displaystyle\{\alpha n_{j}:(\alpha,j)\in\underset{i\in J_{y}}{\cap}I_{i}\}\cup\{\alpha n_{j}:(\alpha,j)\in I_{0}\},
active normals of F at yF\displaystyle\mbox{active normals of }F\mbox{ at }y\in F :\displaystyle: {αnj:(α,j)iJyIi}{nj,nj:(α,j)I0}.\displaystyle\{\alpha n_{j}:(\alpha,j)\in\underset{i\in J_{y}}{\cap}I_{i}\}\cup\{-n_{j},n_{j}:(\alpha,j)\in I_{0}\}.

Therefore, by (44),

NCA(y)=iJyNCA(y,i),NFA(y)=iJyNFA(y,i),yF,N_{C}^{A}(y)=\bigcap_{i\in J_{y}}N_{C}^{A}(y_{*,i}),\quad N_{F}^{A}(y)=\bigcap_{i\in J_{y}}N_{F}^{A}(y_{*,i}),\quad y\in F, (45)

where JyJ_{y} are given by assumption (17).

Provided that condition (12) holds, the boundary of the dd-dimensional cone NCA(y,i)N_{C}^{A}(y_{*,i}) is the following union of (d1)(d-1)-dimensional cones

NCA(y,i)=(α,j)I0Iicone{αnj:(α,j)(I0Ii)\{(α,j)}},\partial N_{C}^{A}(y_{*,i})=\bigcup_{(\alpha_{*},j_{*})\in I_{0}\cup I_{i}}{\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in(I_{0}\cup I_{i})\backslash\{(\alpha_{*},j_{*})\}\right\}, (46)

see appendix A for a proof.

Now we use assumption (19) for the first time. This assumption allows us to conclude from (42)-(43) that

active normals of C at yri(F)\displaystyle\hskip-28.45274pt\mbox{active normals of }C\mbox{ at }y\in{\rm ri}(F) :\displaystyle: {αnj:(α,j)I0},\displaystyle\ \{\alpha n_{j}:(\alpha,j)\in I_{0}\},
active normals of F at yri(F)\displaystyle\hskip-28.45274pt\mbox{active normals of }F\mbox{ at }y\in{\rm ri}(F) :\displaystyle: {nj,nj:(α,j)I0}.\displaystyle\ \{-n_{j},n_{j}:(\alpha,j)\in I_{0}\}.

Therefore, by Lemma 1,

NCA(y)=cone{αnj:(α,j)I0},yri(F),NFA(y)=cone{nj,nj:(α,j)I0},yri(F).\begin{array}[]{ll}N_{C}^{A}(y)={\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\right\},&\quad y\in{\rm ri}(F),\\ N_{F}^{A}(y)={\rm cone}\left\{-n_{j},n_{j}:(\alpha,j)\in I_{0}\right\},&\quad y\in{\rm ri}(F).\end{array} (47)
Corollary 2

Let 𝒱\mathcal{V} be a dd-dimensional linear subspace of m\mathbb{R}^{m} with scalar product (26), and c:[0,)𝒱c:[0,\infty)\to\mathcal{V} be Lipschitz continuous. Assume that F(t)F(t) is given by (7) with FF satisfying properties (12)-(18), and (20). Let y,iy_{*,i} be the vertices of FF given by (12). If there exists ε>0\varepsilon>0 such that

c(t)+BεA(0)NFA(y,i)NCA(y,i),t[0,τd],i1,M¯,\displaystyle-c^{\prime}(t)+B_{\varepsilon}^{A}(0)\cap N_{F}^{A}(y_{*,i})\subset N_{C}^{A}(y_{*,i}),\ t\in[0,\tau_{d}],\ i\in\overline{1,M}, (48)
whereτd=1εmaxvC,i1,M¯vy,iA,\displaystyle\mbox{where}\ \tau_{d}=\dfrac{1}{\varepsilon}\max\limits_{\begin{array}[]{c}_{v\in C,\ i\in\overline{1,M}}\end{array}}\|v-y_{*,i}\|^{A}, (50)

then every solution yy of (5) with the initial condition y(0)C(0)y(0)\in C(0) satisfies y(τd)F(τd).y(\tau_{d})\in F(\tau_{d}).

Proof. We need to prove that (48) implies (24). Formulas (45) and (48) allow to conclude that, for any yF,y\in F,

c(t)+BεA(0)NFA(y)c(t)+BεA(0)NFA(y,i)NCA(y,i),iJy.-c^{\prime}(t)+B_{\varepsilon}^{A}(0)\cap N_{F}^{A}(y)\subset-c^{\prime}(t)+B_{\varepsilon}^{A}(0)\cap N_{F}^{A}(y_{*,i})\subset N_{C}^{A}(y_{*,i}),\quad i\in J_{y}.

Therefore,

c(t)+BεA(0)NFA(y)iJyNCA(y,i),yF,-c^{\prime}(t)+B_{\varepsilon}^{A}(0)\cap N_{F}^{A}(y)\subset\bigcap_{i\in J_{y}}N_{C}^{A}(y_{*,i}),\quad y\in F,

which implies (24) thanks to formula (45).∎


In what follows, [W]k[W]_{k} stays for the matrix formed by first kk lines of the matrix W.W.

Lemma 2

Let 𝒱\mathcal{V} be a dd-dimensional linear subspace of m\mathbb{R}^{m} with scalar product (26). Let the polyhedron CC and its facet FF be given by formulas (6) and (7). Assume that |I0|<d|I_{0}|<d and

c1+BεA(0)NFA(y)NCA(y),foranyyri(F),-c_{1}+B_{\varepsilon}^{A}(0)\cap N_{F}^{A}(y)\subset N_{C}^{A}(y),\quad{for\ any\ }y\in{\rm ri}(F), (51)

and for some c1𝒱.c_{1}\in\mathcal{V}. If conditions (12)-(20) hold, then, for any i1,M¯i\in\overline{1,M}, there exists an εi>0\varepsilon_{i}>0 such that

c1+BεiA(0)NFA(y,i)NCA(y,i),-c_{1}+B_{\varepsilon_{i}}^{A}(0)\cap N_{F}^{A}(y_{*,i})\subset N_{C}^{A}(y_{*,i}),

where

εi=ε/iA\varepsilon_{i}=\varepsilon/\|\mathcal{L}_{i}\|^{A} (52)

and i\mathcal{L}_{i} is the m×mm\times m-matrix given by

i=({nj,(α,j)I0})[((RT(D)T)({ej,(α,j)I0},{ej,(α,j)Ii}))1]|I0|(RT(D)T).\begin{array}[]{l}\mathcal{L}_{i}=(\{n_{j},\ (\alpha,j)\in I_{0}\})\circ\\ \circ\left[\left(\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\hskip-1.42271pt\right)(\{e_{j},\ (\alpha,j)\in I_{0}\},\{e_{j},\ (\alpha,j)\in I_{i}\})\right)^{-1}\right]_{|I_{0}|}\hskip-2.84544pt\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\hskip-1.42271pt\right).\end{array} (53)

Here and in the sequel we use ′′′′{}^{\prime\prime}\circ^{\prime\prime} to denote matrix multiplication when it is broken by a line break.

Proof. Conditions (12) and (23) imply that the vectors {nj:(α,j)I0Ii}\{n_{j}:(\alpha,j)\in I_{0}\cup I_{i}\} form a basis of VV. Therefore, taking into account (19), any ξNFA(y,i)\xi\in N_{F}^{A}(y_{*,i}) is uniquely decomposable as

ξ=ξ1+ξ2,ξ1NFA(y),ξ2span{nj:(α,j)Ii},\xi=\xi_{1}+\xi_{2},\quad\xi_{1}\in N_{F}^{A}(y),\ \ \xi_{2}\in{\rm span}\{n_{j}:(\alpha,j)\in I_{i}\}, (54)

see formulas (44) and (47). Therefore, ξ1=iξ\xi_{1}=\mathcal{L}_{i}\xi, where i\mathcal{L}_{i} is some linear transformation (see the computation of i\mathcal{L}_{i} later in the proof) and we can estimate the norm of ξ1\xi_{1} as

ξ1AiAξA.\|\xi_{1}\|^{A}\leq\|\mathcal{L}_{i}\|^{A}\cdot\|\xi\|^{A}.

Fix i1,M.¯i\in\overline{1,M.} Fix an arbitrary ξNFA(y,i)\xi\in N_{F}^{A}(y_{*,i}) with ξA<εi\|\xi\|^{A}<\varepsilon_{i}. The representation (54) defines ξ1NFA(y)\xi_{1}\in N_{F}^{A}(y), yri(F)y\in{\rm ri}(F), satisfying ξ1A<ε.\|\xi_{1}\|^{A}<\varepsilon. By (51),

c1+ξ1NCA(y),yri(F).-c_{1}+\xi_{1}\in N_{C}^{A}(y),\quad y\in{\rm ri}(F).

Therefore, by formulas (44), (47), and now using assumptions (17), (18), and (20),

c1+ξNCA(y)+ξ2NCA(y,i),yri(F).-c_{1}+\xi\in N_{C}^{A}(y)+\xi_{2}\subset N_{C}^{A}(y_{*,i}),\quad y\in{\rm ri}(F).

Computation of i\mathcal{L}_{i}. Since {nj:(α,j)I0Ii}\{n_{j}:(\alpha,j)\in I_{0}\cup I_{i}\} is a basis of 𝒱\mathcal{V}, we can decompose ξ𝒱\xi\in\mathcal{V} as

ξ=({nj,(α,j)I0},{nj,(α,j)Ii})(ζ1ζ2)\xi=(\{n_{j},\ (\alpha,j)\in I_{0}\},\{n_{j},\ (\alpha,j)\in I_{i}\})\left(\begin{array}[]{c}\zeta_{1}\\ \zeta_{2}\end{array}\right)

for some ζ1|I0|\zeta_{1}\in\mathbb{R}^{|I_{0}|} and ζ2|Ii|\zeta_{2}\in\mathbb{R}^{|I_{i}|}. On the other hand, ξ=𝒱basisv\xi=\mathcal{V}_{basis}v for some vd.v\in\mathbb{R}^{d}. Combining this formula and formula (39) for normals njn_{j}, we get

𝒱basisv=𝒱basisW1(RT(D)T)({ej,(α,j)I0},{ej,(α,j)Ii})(ζ1ζ2)\mathcal{V}_{basis}v=\mathcal{V}_{basis}W^{-1}\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)(\{e_{j},\ (\alpha,j)\in I_{0}\},\{e_{j},\ (\alpha,j)\in I_{i}\})\left(\begin{array}[]{c}\zeta_{1}\\ \zeta_{2}\end{array}\right)

or, equivalently,

[(RT(D)T)({ej,(α,j)I0},{ej,(α,j)Ii})]1Wv=(ζ1ζ2).\left[\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)(\{e_{j},\ (\alpha,j)\in I_{0}\},\{e_{j},\ (\alpha,j)\in I_{i}\})\right]^{-1}Wv=\left(\begin{array}[]{c}\zeta_{1}\\ \zeta_{2}\end{array}\right).

Therefore,

[((RT(D)T)({ej,(α,j)I0},{ej,(α,j)Ii}))1]|I0|(RT(D)T)ξ=ζ1,\left[\left(\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)(\{e_{j},\ (\alpha,j)\in I_{0}\},\{e_{j},\ (\alpha,j)\in I_{i}\})\right)^{-1}\right]_{|I_{0}|}\circ\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\xi=\zeta_{1},

which implies (53). The proof of the lemma is complete.∎

Corollary 3

Let 𝒱\mathcal{V} be a dd-dimensional linear subspace of m\mathbb{R}^{m} with scalar product (26). Let the polyhedron C(t)C(t) and its facet F(t)F(t) be given by formulas (6) and (7). Assume that ri(F){\rm ri}(F)\not=\emptyset and c(t)=c1c^{\prime}(t)=c_{1} for all t0t\geq 0. Assume that FF satisfies conditions (12)-(20). If

c1ri(NCA(y)),yri(F),-c_{1}\in{\rm ri}(N_{C}^{A}(y)),\quad y\in{\rm ri}(F),

then there exists an ε>0\varepsilon>0 such that (24) holds on any [0,τd][0,\tau_{d}] and, in particular, the solution yy of sweeping process (5) with any initial condition y(0)C(0)y(0)\in C(0) satisfies y(τd)F(τd)y(\tau_{d})\in F(\tau_{d}) for all sufficiently large τd>0\tau_{d}>0.

The conclusion of Corollary 3 follows by combining Lemma 2 and Corollary 2. The assumption on c1c_{1} of Corollary 3 implies that the respective assumption of Lemma 2 holds for some ε>0\varepsilon>0.

The statement of the following remark is a part of the proof of (ESAIM, , Proposition 3.14).

Remark 2

Both maxvC,i1,M¯vy,iA\max_{\begin{array}[]{c}{}_{v\in C,\ i\in\overline{1,M}}\end{array}}\|v-y_{*,i}\|^{A} from Corollary 2 and maxvCvy,0A\max_{\begin{array}[]{c}{}_{v\in C}\end{array}}\|v-y_{*,0}\|^{A} from Corollary 1 can be estimated using the following inequality

maxu,vCuvAA1c+A1cA.\max_{u,v\in C}\|u-v\|^{A}\leq\|A^{-1}c^{+}-A^{-1}c^{-}\|^{A}. (55)

For completeness, we included a proof of formula (55) in Appendix A.

5 Finite-time stability of elastoplastic systems with uniaxial displacement-controlled loading

We remind the reader that according to Moreau Moreau a network of mm elastoplastic springs on nn nodes with 1 displacement-controlled loading is fully defined by an m×nm\times n kinematic matrix DD of the topology of the network, m×mm\times m matrix of stiffnesses (Hooke’s coefficients) A=diag(a1,,am)A={\rm diag}(a_{1},...,a_{m}), an mm-dimensional hyperrectangle C=j=1m[cj,cj+]C=\prod_{j=1}^{m}[c_{j}^{-},c_{j}^{+}] of the achievable stresses of springs (beyond which plastic deformation begins), a vector RmR\in\mathbb{R}^{m} of the location of the displacement-controlled loading, and a scalar function l(t)l(t) that defines the magnitude of the displacement-controlled loading. When all springs are connected (form a connected graph), we have (see Bapat (Bapat, , Lemma 2.2))

rankD=n1.{\rm rank}\hskip 1.42271ptD=n-1. (56)

We furthermore assume that

mnandrank(DTR)=1.m\geq n\quad{\rm and}\quad{\rm rank}(D^{T}R)=1. (57)

To formulate the Moreau sweeping process corresponding to the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)), we follow the 3 steps described in Gudoshnikov-Makarenkov (PhysicaD, , §5):

  • 1.

    Find an n×(n2)n\times(n-2)-matrix MM of rank(DM)=n2{\rm rank}(DM)=n-2 that solves RTDM=0R^{T}DM=0 and use MM to introduce 𝒰basis=DM.\mathcal{U}_{basis}=DM.

  • 2.

    Find a matrix 𝒱basis\mathcal{V}_{basis} of mn+2m-n+2 linearly independent column vectors of m\mathbb{R}^{m} that solves (𝒰basis)TA𝒱basis=0.(\mathcal{U}_{basis})^{T}A\mathcal{V}_{basis}=0.

  • 3.

    Find an m×(mn+1)m\times(m-n+1)-matrix DD^{\perp} that solves (D)TD=0(mn+1)×n(D^{\perp})^{T}D={\color[rgb]{0,0,0}0_{(m-n+1)\times n}} and such that

    rank(D)=mn+1.{\rm rank}(D^{\perp})=m-n+1. (58)

With the new matrices introduced, the moving constraint C(t)C(t) of sweeping process (5) corresponding to the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)) is given by

C(t)=j=1m{y𝒱:cjej,Ay+A𝒱basisL¯l(t)cj+},C(t)=\bigcap_{j=1}^{m}\left\{y\in\mathcal{V}:c_{j}^{-}\leq\left<e_{j},Ay+A\mathcal{V}_{basis}\bar{L}l(t)\right>\leq c_{j}^{+}\right\},

where, for each j1,m¯,j\in\overline{1,m},

L¯=W1(10mn+1),W=(RT(D)T)𝒱basis\begin{array}[]{l}\bar{L}=W^{-1}\left(\begin{array}[]{c}1\\ 0_{m-n+1}\end{array}\right),\ \ W=\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\mathcal{V}_{basis}\end{array} (59)

with eje_{j} being the basis vectors of m\mathbb{R}^{m}, i.e. ej=(0,,0j1,1,0,,0)T.e_{j}=(\underbrace{0,...,0}_{j-1},1,0,...,0)^{T}. In this sweeping process, the variable y(t)y(t) is given by

y(t)=A1s(t)𝒱basisL¯l(t),y(t)=A^{-1}s(t)-\mathcal{V}_{basis}\bar{L}l(t), (60)

where s(t)=(s1(t),,sm(t))Ts(t)=(s_{1}(t),...,s_{m}(t))^{T} is the vector of stresses of the springs of elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)). In other words, y(t)+𝒱basisL¯l(t)y(t)+\mathcal{V}_{basis}\bar{L}l(t) is the vector of elastic elongations of the springs. It remains to observe that C(t)C(t) can be rewritten in the form (6) by letting

𝒱=𝒱basisd,d=mn+2,c(t)=𝒱basisL¯l(t).\mathcal{V}=\mathcal{V}_{basis}\mathbb{R}^{d},\quad d=m-n+2,\quad c(t)=-\mathcal{V}_{basis}\bar{L}l(t). (61)

The existence of W1W^{-1} is demonstrated in Gudoshnikov-Makarenkov PhysicaD ; ESAIM for particular examples. Since this section intends to offer a general recipe, Lemma 9 in the appendix features a proof of the invertibility of WW in the general case.

To understand what the conclusion y(τd)F(τd)y(\tau_{d})\in F(\tau_{d}) of Theorem 2.1 says about the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)), observe that formulas (60) and (61) imply

y(t)=A1s(t)+c(t),y(t)=A^{-1}s(t)+c(t),

which upon combining with (7) gives

A1s(τd)F.A^{-1}s(\tau_{d})\in F.

Applying Lemma 11, we conclude that the statement y(τd)F(τd)y(\tau_{d})\in F(\tau_{d}) is equivalent to the following property

s(τd)conv{Ay,1,,Ay,M}.s(\tau_{d})\in{\rm conv}\{Ay_{*,1},...,Ay_{*,M}\}. (62)

6 A step-by-step guide for analytic computations

Step 1. Fix appropriate indexes I𝟎I_{0} (springs that will reach plastic deformation) Spot an I0{1,1}×1,m¯I_{0}\subset\{-1,1\}\times\overline{1,m} such that

(10mn+1)l(t)cone((RT(D)T){αej:(α,j)I0}).\left(\begin{array}[]{c}1\\ 0_{m-n+1}\end{array}\right)l^{\prime}(t)\in{\rm cone}\left(\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\left\{\alpha e_{j}:(\alpha,j)\in I_{0}\right\}\right). (63)
Definition 1

We say that a family of indexes I0I_{0} is irreducible, if I0I_{0} cannot be represented in the form

I0=I0~{(α,j)},I_{0}=\widetilde{I_{0}}\cup\{(\alpha_{*},j_{*})\}, (64)

where I0~\widetilde{I_{0}} satisfies

(10mn+1)l(t)cone((RT(D)T){αej:(α,j)I0~}).\left(\begin{array}[]{c}1\\ 0_{m-n+1}\end{array}\right)l^{\prime}(t)\in{\rm cone}\left(\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\left\{\alpha e_{j}:(\alpha,j)\in\widetilde{I_{0}}\right\}\right). (65)

Proposition 6 below explains why our results do not apply when I0I_{0} is reducible. Intuitively, a vertex cannot be finite-time stable, if finite-time stability holds for the entire facet that the vertex belongs to.

By Corollary 5 (see below), I0I_{0} with |I0|=d|I_{0}|=d always exists. However, some I0I_{0} with |I0|=d|I_{0}|=d may appear to be reducible, in which case an irreducible subset of I0I_{0} needs to be considered.

Remark 3

Relation (63) implies (see Appendix A for a proof)

c(t)cone{αnj:(α,j)I0}.-c^{\prime}(t)\in{\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\right\}. (66)

Step 2. Fix appropriate indexes IiI_{i} (springs that may reach plastic deformation and that affect the convergence of springs I0I_{0} to plastic deformation). Skip this step, if |I𝟎|=d|I_{0}|=d. We will consider the simplest possible way to design IiI_{i} which ensures that FF\not=\emptyset and which satisfies the assumptions (7)-(20). This simplest way utilizes the minimal possible number d|I0|d-|I_{0}| of springs. The conditions to be imposed on the remaining mdm-d springs will ensure that those mdm-d springs don’t affect the convergence of the stress vector to F(t)F(t) and, in particular, don’t undergo plastic deformation when close to F(t)F(t).

Find some I1I_{1} such that

|I0|+|I1|=d|I_{0}|+|I_{1}|=d (67)

and such that

rank((RT(D)T)({αej:(α,j)I0I1}))=d.{\rm rank}\left(\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)(\left\{\alpha e_{j}:(\alpha,j)\in I_{0}\cup I_{1}\right\})\right)=d. (68)

Based on I1I_{1} we can obtain more vertexes IiI_{i} by changing the elements of I1I_{1} from (α,n)(\alpha,n) to (α,n).(-\alpha,n). Let Ii,I_{i}, i1,M¯,i\in\overline{1,M},

M=2d|I0|M=2^{d-|I_{0}|}

be all different families of indexes obtained through this process, i.e.

Ii1Ii2,i1i2,i1,i21,M¯.I_{i_{1}}\not=I_{i_{2}},\quad i_{1}\not=i_{2},\ \ i_{1},i_{2}\in\overline{1,M}. (69)

Use I0I_{0} and IiI_{i}, i1,M¯,i\in\overline{1,M}, to define FF by formula (7).

Step 3. Compute the vertexes of FF and impose conditions ensuring feasibility of F.F. Depending on whether |I0|=d|I_{0}|=d or |I0|<d,|I_{0}|<d, compute y,0y_{*,0} or y,i,y_{*,i}, i1,M¯i\in\overline{1,M}, using the formula (see Appendix A for a proof)

y,i=𝒱basis(({ej,(α,j)I0Ii})TA𝒱basis)1({cjα,(α,j)I0Ii})T.y_{*,i}=\mathcal{V}_{basis}\left(\left(\left\{e_{j},(\alpha,j)\in I_{0}\cup I_{i}\right\}\right)^{T}A\mathcal{V}_{basis}\right)^{-1}\left(\left\{c_{j}^{\alpha},(\alpha,j)\in I_{0}\cup I_{i}\right\}\right)^{T}. (70)

The feasibility condition (20) will hold, if

|I0|<d:cj<ej,Ay,i<cj+,i1,M¯,(α,j)I0I1IM,|I0|=d:cj<ej,Ay,0<cj+,(α,j)I0.\begin{array}[]{ll}|I_{0}|<d:&\ \ c_{j}^{-}<\left<e_{j},Ay_{*,i}\right><c_{j}^{+},\ \ i\in\overline{1,M},\ (\alpha,j)\not\in I_{0}\cup I_{1}\cup...\cup I_{M},\\ |I_{0}|=d:&\ \ c_{j}^{-}<\left<e_{j},Ay_{*,0}\right><c_{j}^{+},\ \ (\alpha,j)\not\in I_{0}.\end{array} (71)

Assumption (18) concerning non-coincidence of the vertices will hold if

|I0|<d:cj<cj+,for all (α,j)Ii,i1,M¯,|I0|=d:does not apply.\begin{array}[]{ll}|I_{0}|<d:&\ \ c_{j}^{-}<c_{j}^{+},\ \ \mbox{for all }(\alpha,j)\in I_{i},\ i\in\overline{1,M},\\ |I_{0}|=d:&\ \ \mbox{does not apply}.\end{array} (72)

We will say that relation (63) holds in a strict sense, if, on top of (63), the following property is satisfied:

(10mn+1)l(t)rb(cone((RT(D)T){αej:(α,j)I0})).\left(\begin{array}[]{c}1\\ 0_{m-n+1}\end{array}\right)l^{\prime}(t)\not\in{\rm rb}\left({\rm cone}\left(\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\left\{\alpha e_{j}:(\alpha,j)\in I_{0}\right\}\right)\right). (73)

With the moving constraint C(t)C(t) introduced in Section 5 and with the facet FF introduced in Steps 1-3, the Corollaries 1 and 3 lead to the following qualitative description of the asymptotic behavior of elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)) and associated sweeping process (5).

Proposition 1

(Conclusion of Steps 1-3). If l(t)=const,l^{\prime}(t)=const, if relation (63) holds in a strict sense, and if properties (71) and (72) hold, then there exists an ε>0\varepsilon>0 such that condition (24) is satisfied on any [0,τd][0,\tau_{d}] and, in particular, the solution yy of sweeping process (5) with the initial condition y(0)C(0)y(0)\in C(0) satisfies y(τd)F(τd)y(\tau_{d})\in F(\tau_{d}) for all sufficiently large τd>0\tau_{d}>0. Accordingly, the stress vector s(t)s(t) of the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)) satisfies (62) for all sufficiently large τd\tau_{d}.

When |I0|=d|I_{0}|=d, the statement of Proposition 1 follows from Corollary 1 almost directly. Assumption (35) holds because I0I_{0} is irreducible. Assumption (36) is satisfied by (71). Conditions (63) and (73) ensure the existence of ε>0\varepsilon>0 for which (37) holds for any t0.t\geq 0.

Considering |I0|<d|I_{0}|<d and deriving the statement of Proposition 1 from Corollary 3 requires establishing validity of assumptions (12), (17), (18), (19), (23), and (20). Property (12) follows from (68). Property (18) follows from (69) and (72). Property (20) follows from (71). Property (23) coincides with (67). Verifying conditions (17) and (19) is less straightforward. This is done in the two propositions that follow below.

Proposition 2

Assume M1.M\geq 1. Let FF be the facet defined in Step 2. If (71) holds then (17) holds as well. In other words, (71) implies that

{(α,j):yL¯¯(α,j)}=I0iIIi,for some I1,M¯or for I=.\begin{array}[]{c}\{(\alpha,j):y\in\overline{\overline{L}}(\alpha,j)\}=I_{0}\cup\bigcap\limits_{i\in I}I_{i},\ \ \mbox{for some }I\subset\overline{1,M}\ \mbox{or for }I=\emptyset.\end{array}

Proof. Let yFy\in F and let I={(α,j):yL¯¯(α,j)}.I_{*}=\{(\alpha,j):y\in\overline{\overline{L}}(\alpha,j)\}. By condition (71), I=I0I,I_{*}=I_{0}\cup I_{**}, where II1IM.I_{**}\subset I_{1}\cup\ldots\cup I_{M}. By construction,

Ii={(±,nj1),,(±,njd|I0|)},I_{i}=\{(\pm,n_{j_{1}}),\ldots,(\pm,n_{j_{d-|I_{0}|}})\}, (74)

where different ii correspond to different choices of +′′′′{}^{\prime\prime}+^{\prime\prime} and ′′′′{}^{\prime\prime}-^{\prime\prime} in each symbol ±′′′′{}^{\prime\prime}\pm^{\prime\prime}. Therefore, II_{**} can either be an empty set or a set of the form

I={(α1,nj1),,(αd|I0|,njd|I0|)},I_{**}=\{(\alpha_{1}^{**},n_{j_{1}^{**}}),\ldots,(\alpha_{d-|I_{0}|}^{**},n_{j_{d-|I_{0}|}^{**}})\}, (75)

where {j1,,jd|I0|}{j1,,jd|I0|}.\{j_{1}^{**},\ldots,j_{d-|I_{0}|}^{**}\}\subset\{j_{1},\ldots,j_{d-|I_{0}|}\}. If I=I_{**}=\emptyset, then the proof is complete. So, from now on we assume that I.I_{**}\not=\emptyset.

From expressions (74) and (75) we see that IIiI_{**}\subset I_{i} for at least one index i01,M¯i_{0}\in\overline{1,M}. Define II as

I={i1,M¯:IIi}.I=\{i\in\overline{1,M}:I_{**}\subset I_{i}\}.

Therefore

IiIIi.\begin{array}[]{c}I_{**}\subset\bigcap\limits_{i\in I}I_{i}.\end{array} (76)

Since the elements of Ii\II_{i}\backslash I_{**} are obtained from the elements of Ii0\II_{i_{0}}\backslash I_{**} by taking all possible replacements of (α,n)(\alpha,n) by (α,n)(-\alpha,n), we have

iI(Ii\I)=.\begin{array}[]{c}\bigcap\limits_{i\in I}(I_{i}\backslash I_{**})=\emptyset.\end{array}

Therefore, iIIiI\bigcap\limits_{i\in I}I_{i}\subset I_{**}, and so (76) turns into equality.∎

Lemma 3

Assume that the facet FF is given by (7). Assume that conditions (12) and (23) hold. If

there exists y¯F such thataej,Ay¯<αcjα,(α,j)Ii,i1,M¯,\begin{array}[]{l}\mbox{there exists }\bar{y}\in F\mbox{ such that}\ \left<ae_{j},A\bar{y}\right><\alpha c_{j}^{\alpha},\ (\alpha,j)\in I_{i},\ i\in\overline{1,M},\end{array} (77)

then condition (19) is satisfied.

Proof. Part 1. If (77) holds then there exists a full-dimensional ball Bδ(y¯)B_{\delta}(\bar{y}) in VV such that

Bδ(y¯)L(α,j),(α,j)Ii,i1,M¯.B_{\delta}(\bar{y})\subset L(\alpha,j),\quad(\alpha,j)\in I_{i},\ i\in\overline{1,M}.

Therefore,

aff(F)aff((α,j)I0L¯¯(α,j)Bδ(y¯))=aff((α,j)I0L¯¯(α,j)),\begin{array}[]{c}{\rm aff}(F)\supset{\rm aff}\left(\bigcap\limits_{(\alpha,j)\in I_{0}}\overline{\overline{L}}(\alpha,j)\cap B_{\delta}(\bar{y})\right)={\rm aff}\left(\bigcap\limits_{(\alpha,j)\in I_{0}}\overline{\overline{L}}(\alpha,j)\right),\end{array}

where aff(A){\rm aff}(A) is the affine hull of set A.A. On the other hand, directly from the definition of FF,

aff(F)aff((α,j)I0L¯¯(α,j)).\begin{array}[]{c}{\rm aff}(F)\subset{\rm aff}\left(\bigcap\limits_{(\alpha,j)\in I_{0}}\overline{\overline{L}}(\alpha,j)\right).\end{array}

So we conclude that

aff(F)=aff((α,j)I0L¯¯(α,j)).\begin{array}[]{c}{\rm aff}(F)={\rm aff}\left(\bigcap\limits_{(\alpha,j)\in I_{0}}\overline{\overline{L}}(\alpha,j)\right).\end{array} (78)

Part 2. Consider yFy\in F and assume that yL¯¯(α,j)y\in\overline{\overline{L}}(\alpha_{*},j_{*}) for some (α,j)Ii(\alpha_{*},j_{*})\in I_{i_{*}} and some i1,M¯.i_{*}\in\overline{1,M}. By properties (12) and (23), the subspace (78) intersects the subspace L¯¯(α,j)\overline{\overline{L}}(\alpha_{*},j_{*}) transversally. Therefore, if we consider a ball of space (78) centered at yy, then part of this ball will lie outside of L(α,j).L(\alpha_{*},j_{*}). Therefore, yrb(F)y\in{\rm rb}(F). Therefore, if yri(F)y\in{\rm ri}(F) then yL¯¯(α,j),y\not\in\overline{\overline{L}}(\alpha,j), (α,j)Ii(\alpha,j)\in I_{i}, i1,M¯i\in\overline{1,M}, which completes the proof. ∎

Proposition 3

Assume M1.M\geq 1. Let FF be the facet defined in Step 2. If (72) holds then (77) holds as well.

Proof. We will construct the required y¯\bar{y} as the solution of the following system of dd algebraic equations:

{ej,Ay¯=cjα,(α,j)I0,ej,Ay¯=cj+cj+2,(α,j)Ii,i1,M¯.\left\{\begin{array}[]{ll}\left<e_{j},A\bar{y}\right>=c_{j}^{\alpha},&\ \ (\alpha,j)\in I_{0},\\ \left<e_{j},A\bar{y}\right>=\dfrac{c^{-}_{j}+c_{j}^{+}}{2},&\ \ (\alpha,j)\in I_{i},\ i\in\overline{1,M}.\end{array}\right.

As in the proof of formula (70), this system of equations admits a unique solution y¯\bar{y} because FF satisfies assumptions (12) and (23). Condition (72) implies that

cj<cj+cj+2<cj+.c_{j}^{-}<\dfrac{c_{j}^{-}+c_{j}^{+}}{2}<c_{j}^{+}.

Therefore, by construction,

y¯(α,j)I0L¯¯(α,j),\displaystyle\bar{y}\in\bigcap\limits_{(\alpha,j)\in I_{0}}\overline{\overline{L}}(\alpha,j),
cj<ej,Ay¯<cj+,(α,j)Ii,i1,M¯,\displaystyle c_{j}^{-}<\left<e_{j},A\bar{y}\right><c_{j}^{+},\quad(\alpha,j)\in I_{i},\ i\in\overline{1,M},

which yields (77). ∎


One has to proceed to Steps 4 and 5, if an estimate for τd\tau_{d} is of interest.

Step 4. Compute ε𝟎.\varepsilon_{0}. Our next argument will be based on application of Corollary 1 (when |I0|=d|I_{0}|=d) and Corollary 2 in combination with Lemma 2. This step is devoted to finding ε\varepsilon for which the respective assumptions (37) and (51) hold. Assumptions (37) and (51) require computing the distance from c(t)-c^{\prime}(t) to the boundary of cone NCA(y)N_{C}^{A}(y) at the point FF when FF is a singleton and at the points of ri(F){\rm ri}(F) when ri(F).{\rm ri}(F)\not=\emptyset. In either case, the required boundary is cone{αnj:(α,j)I0}\partial\hskip 1.42271pt{\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\right\}.

Using formula (46), we compute

ε0(t)=distA(c(t),cone{αnj:(α,j)I0})==min(α,j)I0distA(c(t),cone{αnj:(α,j)I0\{(α,j)}}).\begin{array}[]{l}\varepsilon_{0}(t)={\rm dist}^{A}\left(-c^{\prime}(t),\partial{\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\right\}\right)=\\ =\min\limits_{(\alpha_{*},j_{*})\in I_{0}}{\rm dist}^{A}\left(-c^{\prime}(t),{\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\backslash\{(\alpha_{*},j_{*})\}\right\}\right).\end{array} (79)

The following lemma can be used to compute the distances from c(t)-c^{\prime}(t) to the required cones (see Appendix B for a proof of the lemma).

Lemma 4

Assume that {ni1,,nik}\{n_{i_{1}},...,n_{i_{k}}\} is a linearly independent subset of vectors {n1,,nm}\{n_{1},...,n_{m}\}. Introduce 𝒩=(ni1nik)\mathcal{N}=\left(n_{i_{1}}\ ...\ n_{i_{k}}\right). Then the matrix 𝒩TA𝒩\mathcal{N}^{T}A\mathcal{N} is invertible and, for any cmc^{\prime}\in\mathbb{R}^{m},

distA(c,span{ni1,,nik})=cprojA(c,span{ni1,,nik})A,\displaystyle{\rm dist}^{A}\left(-c^{\prime},{\rm span}\left\{n_{i_{1}},...,n_{i_{k}}\right\}\right)=\left\|-c^{\prime}-{\rm proj}^{A}\left(-c^{\prime},{\rm span}\left\{n_{i_{1}},...,n_{i_{k}}\right\}\right)\right\|^{A},
projA(c,span{ni1,,nik})=𝒩[𝒩TA𝒩]1𝒩TAc.\displaystyle{\rm proj}^{A}\left(-c^{\prime},{\rm span}\left\{n_{i_{1}},...,n_{i_{k}}\right\}\right)=-\mathcal{N}\left[\mathcal{N}^{T}A\mathcal{N}\right]^{-1}\mathcal{N}^{T}Ac^{\prime}. (80)

Based on Lemma 4 we can rewrite formula (79) as

ε¯0(t)=min(α,j)I0c(t)projA(c(t),span{αnj:(α,j)I0\{(α,j)}})A,\bar{\varepsilon}_{0}(t)=\min\limits_{(\alpha_{*},j_{*})\in I_{0}}\left\|-c^{\prime}(t)-{\rm proj}^{A}\left(-c^{\prime}(t),{\rm span}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\backslash\{(\alpha_{*},j_{*})\}\right\}\right)\right\|^{A},
projA(c(t),span{αnj:(α,j)I0\{(α,j)}})==({nj,(α,j)I0\{(α,j)}})[({nj,(α,j)I0\{(α,j)}})TA({nj,(α,j)I0\{(α,j)}})]1({nj,(α,j)I0\{(α,j)}})TAc.\begin{array}[]{l}{\rm proj}^{A}\left(-c^{\prime}(t),{\rm span}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\backslash\{(\alpha_{*},j_{*})\}\right\}\right)=\\ =-(\{n_{j},\ (\alpha,j)\in I_{0}\backslash\{(\alpha_{*},j_{*})\}\})\circ\\ \circ\left[(\{n_{j},\ (\alpha,j)\in I_{0}\backslash\{(\alpha_{*},j_{*})\}\})^{T}A(\{n_{j},\ (\alpha,j)\in I_{0}\backslash\{(\alpha_{*},j_{*})\}\})\right]^{-1}\circ\\ \circ(\{n_{j},\ (\alpha,j)\in I_{0}\backslash\{(\alpha_{*},j_{*})\}\})^{T}Ac^{\prime}.\end{array} (81)

Choose ε0>0\varepsilon_{0}>0 such that ε0ε¯0(t)\varepsilon_{0}\leq\bar{\varepsilon}_{0}(t) for all t[0,τd].t\in[0,\tau_{d}]. Corollary 1, Remark 2 and formula (62) then lead to the following conclusion.

Proposition 4

(Conclusion of Steps 1-4). Assume that |I0|=d|I_{0}|=d, i.e. F={y,0}F=\{y_{*,0}\}. Assume that conditions (63) and (71) hold on [0,τd][0,\tau_{d}]. If

τd1ε0A1c+A1cA,\tau_{d}\geq\dfrac{1}{\varepsilon_{0}}\cdot\|A^{-1}c^{+}-A^{-1}c^{-}\|^{A},

then condition (24) is satisfied on [0,τd][0,\tau_{d}] and, in particular, the solutions yy of sweeping process (5) with any initial conditions y(0)C(0)y(0)\in C(0) satisfy y(τd)=y,0+c(τd)y(\tau_{d})=y_{*,0}+c(\tau_{d}). Accordingly, the stress vector s(t)s(t) of the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)) satisfies s(τd)=Ay,0s(\tau_{d})=Ay_{*,0} regardless of the initial value s(0).s(0). Therefore, if c(t)c(t) is TT-periodic with TτdT\geq\tau_{d}, then the solution y(t)y_{*}(t) with the initial condition y(τd)=y,0+c(τd)y_{*}(\tau_{d})=y_{*,0}+c(\tau_{d}) is a one-period stable TT-periodic solution of (5) and the stress-vector s(t)s(t) of the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)) exhibits a unique TT-periodic behavior beginning the time τd.\tau_{d}.

One more step is required to produce an estimate for τd\tau_{d} when |I0|<d.|I_{0}|<d.

Step 5. Compute σi.\sigma_{i}. Having found ε0\varepsilon_{0} for which (51) holds, we can now use Lemma 2 to compute ε\varepsilon for which assumption (48) of Corollary 2 is satisfied. Specifically, formula (52) of Lemma 2 implies that the required ε\varepsilon is given by

ε=ε0mini1,M¯(1/iA)=ε0maxi1,M¯iA,\varepsilon=\varepsilon_{0}\min\limits_{i\in\overline{1,M}}(1/\|\mathcal{L}_{i}\|^{A})=\varepsilon_{0}\max\limits_{i\in\overline{1,M}}\|\mathcal{L}_{i}\|^{A},

where the m×mm\times m matrices i\mathcal{L}_{i} are given by (53).

In order to compute iA\|\mathcal{L}_{i}\|^{A}, we first observe that

iξA\displaystyle\|\mathcal{L}_{i}\xi\|^{A} =\displaystyle= iξ,Aiξ=Aiξ,Aiξ=Aiξ=\displaystyle\sqrt{\left<\mathcal{L}_{i}\xi,A\mathcal{L}_{i}\xi\right>}=\sqrt{\left<\sqrt{A}\mathcal{L}_{i}\xi,\sqrt{A}\mathcal{L}_{i}\xi\right>}=\|\sqrt{A}\mathcal{L}_{i}\xi\|=
=\displaystyle= AiA1AξAiA1Aξ=AiA1ξA.\displaystyle\|\sqrt{A}\mathcal{L}_{i}\sqrt{A^{-1}}\sqrt{A}\xi\|\leq\|\sqrt{A}\mathcal{L}_{i}\sqrt{A^{-1}}\|\cdot\|\sqrt{A}\xi\|=\|\sqrt{A}\mathcal{L}_{i}\sqrt{A^{-1}}\|\cdot\|\xi\|^{A}.

Therefore,

iAAiA1.\|\mathcal{L}_{i}\|^{A}\leq\|\sqrt{A}\mathcal{L}_{i}\sqrt{A^{-1}}\|.

But, based on e.g. Friedberg et al (Friedberg, , §6.10, Corollary 1),

AiA1=σi,\|\sqrt{A}\mathcal{L}_{i}\sqrt{A^{-1}}\|=\sqrt{\sigma_{i}},

where

σi is the largest eigenvalue of matrix (AiA1)TAiA1.\sigma_{i}\mbox{ is the largest eigenvalue of matrix }\left(\sqrt{A}\mathcal{L}_{i}\sqrt{A^{-1}}\right)^{T}\sqrt{A}\mathcal{L}_{i}\sqrt{A^{-1}}. (82)

Therefore, εi\varepsilon_{i} can be computed as

εi=ε0/maxi1,M¯σi.\varepsilon_{i}=\varepsilon_{0}\hskip 1.9919pt/\max\limits_{i\in\overline{1,M}}\sqrt{\sigma_{i}}.

Corollary 2, Remark 2, and formula (62) can now be summarized as follows.

Proposition 5

(Conclusion of Steps 1-5). Assume that |I0|<d|I_{0}|<d. Assume that conditions (63) and (71) hold on [0,τd][0,\tau_{d}]. If

τdmax{σ1,,σM}ε0A1c+A1cA,\tau_{d}\geq\dfrac{\max\{\sqrt{\sigma_{1}},\ldots,\sqrt{\sigma_{M}}\}}{\varepsilon_{0}}\cdot\|A^{-1}c^{+}-A^{-1}c^{-}\|^{A},

then condition (24) is satisfied on [0,τd][0,\tau_{d}] and, in particular, the solutions yy of sweeping process (5) with any initial conditions y(0)C(0)y(0)\in C(0) satisfy y(τd)F(τd)y(\tau_{d})\in F(\tau_{d}). Accordingly, the stress vector s(t)s(t) of the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)) satisfies s(τd)conv{Ay,1,,Ay,M}.s(\tau_{d})\in{\rm conv}\{Ay_{*,1},...,Ay_{*,M}\}.

We remind the reader that inclusion (63) is called strict, if (73) holds.

Proposition 6

If I0I_{0} is reducible, then inclusion (63) is never strict and, in particular, ε0(t)\varepsilon_{0}(t) given by formula (79) is necessarily zero.

Proof. By definition, I0I_{0} is representable in the form (64). Therefore, as in the proof of formula (46), we can conclude that

cone{αnj:(α,j)I0~}rb(cone{αnj:(α,j)I0}).{\rm cone}\{\alpha n_{j}:(\alpha,j)\in\widetilde{I_{0}}\}\subset{\rm rb}\left({\rm cone}\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\right\}\right).

Hence, by (65),

c(t)rb(cone{αnj:(α,j)I0}).-c^{\prime}(t)\in{\rm rb}\left({\rm cone}\hskip 1.42271pt\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\right\}\right).

Therefore, inclusion (63) is not strict (we use Remark 3 again) and ε0(t)\varepsilon_{0}(t) given by (79) vanishes.∎

7 Application to a system of elastoplastic springs

Step 1 Step 2
|I0|=2|I_{0}|=2 scenario 1 I1={(,3)}I2={(+,3)}\begin{array}[]{c}I_{1}=\{(-,3)\}\\ I_{2}=\{(+,3)\}\end{array}
I0={(+,1),(+,2)}I_{0}=\{(+,1),(+,2)\} scenario 2 I1={(,4)}I2={(+,4)}\begin{array}[]{c}I_{1}=\{(-,4)\}\\ I_{2}=\{(+,4)\}\end{array}
scenario 3 I1={(,5)}I2={(+,5)}\begin{array}[]{c}I_{1}=\{(-,5)\}\\ I_{2}=\{(+,5)\}\end{array}
scenario 4 I1={(,1)}I2={(+,1)}\begin{array}[]{c}I_{1}=\{(-,1)\}\\ I_{2}=\{(+,1)\}\end{array}
I0={(+,4),(+,5)}I_{0}=\{(+,4),(+,5)\} scenario 5 I1={(,2)}I2={(+,2)}\begin{array}[]{c}I_{1}=\{(-,2)\}\\ I_{2}=\{(+,2)\}\end{array}
scenario 6 I1={(,3)}I2={(+,3)}\begin{array}[]{c}I_{1}=\{(-,3)\}\\ I_{2}=\{(+,3)\}\end{array}
|I0|=3|I_{0}|=3 I0={(+,1),(,3),(+,5)}I_{0}=\{(+,1),(-,3),(+,5)\} scenario 7
I0={(+,2),(+,3),(+,4)}I_{0}=\{(+,2),(+,3),(+,4)\} scenario 8
Table 1: A list of possible scenarios according to which the elastoplastic system shown in Fig. 1 stabilizes under an increasing or decreasing input. The notations of the table are introduced and explained in Steps 1 and 2 of Section 6 and computed for model of Fig. 1 in Steps 1 and 2 of Section 7.
Step 3
 the endpoints of the line-segment[Ay,1,Ay,2]of terminal stresses of the springs\begin{array}[]{c}\mbox{\color[rgb]{0,0,0} the endpoints of the line-segment}\\ {\color[rgb]{0,0,0}[Ay_{*,1},Ay_{*,2}]}\\ \mbox{\color[rgb]{0,0,0}of terminal stresses of the springs}\end{array} feasibility condition
scenario 1 Ay,1=(c1+c2+c3c1+c3c2++c3)Ay,2=(c1+c2+c3+c1+c3+c2++c3+)\begin{array}[]{l}Ay_{*,1}=\left(\begin{array}[]{c}c_{1}^{+}\\ c_{2}^{+}\\ c_{3}^{-}\\ c_{1}^{+}-c_{3}^{-}\\ c_{2}^{+}+c_{3}^{-}\end{array}\right)\\ Ay_{*,2}=\left(\begin{array}[]{c}c_{1}^{+}\\ c_{2}^{+}\\ c_{3}^{+}\\ c_{1}^{+}-c_{3}^{+}\\ c_{2}^{+}+c_{3}^{+}\end{array}\right)\end{array} c4c1+c3c4+c5c2++c3c5+c4c1+c3+c4+c5c2++c3+c5+\begin{array}[]{l}c_{4}^{-}\leq c_{1}^{+}-c_{3}^{-}\leq c_{4}^{+}\\ c_{5}^{-}\leq c_{2}^{+}+c_{3}^{-}\leq c_{5}^{+}\\ \\ c_{4}^{-}\leq c_{1}^{+}-c_{3}^{+}\leq c_{4}^{+}\\ c_{5}^{-}\leq c_{2}^{+}+c_{3}^{+}\leq c_{5}^{+}\end{array}
scenario 2 Ay,1=(c1+c2+c1+c4c4c1++c2+c4)Ay,2=(c1+c2+c1+c4+c4+c1++c2+c4+)\begin{array}[]{l}Ay_{*,1}=\left(\begin{array}[]{c}c_{1}^{+}\\ c_{2}^{+}\\ c_{1}^{+}-c_{4}^{-}\\ c_{4}^{-}\\ c_{1}^{+}+c_{2}^{+}-c_{4}^{-}\end{array}\right)\\ Ay_{*,2}=\left(\begin{array}[]{c}c_{1}^{+}\\ c_{2}^{+}\\ c_{1}^{+}-c_{4}^{+}\\ c_{4}^{+}\\ c_{1}^{+}+c_{2}^{+}-c_{4}^{+}\end{array}\right)\end{array} c3c1+c4c3+c5c1++c2+c4c5+c3c1+c4+c3+c5c1++c2+c4+c5+\begin{array}[]{rcl}c_{3}^{-}\leq&c_{1}^{+}-c_{4}^{-}&\leq c_{3}^{+}\\ c_{5}^{-}\leq&c_{1}^{+}+c_{2}^{+}-c_{4}^{-}&\leq c_{5}^{+}\\ \\ c_{3}^{-}\leq&c_{1}^{+}-c_{4}^{+}&\leq c_{3}^{+}\\ c_{5}^{-}\leq&c_{1}^{+}+c_{2}^{+}-c_{4}^{+}&\leq c_{5}^{+}\end{array}
scenario 3 Ay,1=(c1+c2+c2++c5c1++c2+c5c5)Ay,2=(c1+c2+c2++c5+c1++c2+c5+c5+)\begin{array}[]{l}Ay_{*,1}=\left(\begin{array}[]{c}c_{1}^{+}\\ c_{2}^{+}\\ -c_{2}^{+}+c_{5}^{-}\\ c_{1}^{+}+c_{2}^{+}-c_{5}^{-}\\ c_{5}^{-}\end{array}\right)\\ Ay_{*,2}=\left(\begin{array}[]{c}c_{1}^{+}\\ c_{2}^{+}\\ -c_{2}^{+}+c_{5}^{+}\\ c_{1}^{+}+c_{2}^{+}-c_{5}^{+}\\ c_{5}^{+}\end{array}\right)\end{array} c3c2++c5c3+c4c1++c2+c5c4+c3c2++c5+c3+c4c1++c2+c5+c4+\begin{array}[]{rcl}c_{3}^{-}\leq&-c_{2}^{+}+c_{5}^{-}&\leq c_{3}^{+}\\ c_{4}^{-}\leq&c_{1}^{+}+c_{2}^{+}-c_{5}^{-}&\leq c_{4}^{+}\\ \\ c_{3}^{-}\leq&-c_{2}^{+}+c_{5}^{+}&\leq c_{3}^{+}\\ c_{4}^{-}\leq&c_{1}^{+}+c_{2}^{+}-c_{5}^{+}&\leq c_{4}^{+}\end{array}
scenario 4 Ay,1=(c1c1+c4++c5+c1c4+c4+c5+)Ay,2=(c1+c1++c4++c5+c1+c4+c4+c5+)\begin{array}[]{l}Ay_{*,1}=\left(\begin{array}[]{c}c_{1}^{-}\\ -c_{1}^{-}+c_{4}^{+}+c_{5}^{+}\\ c_{1}^{-}-c_{4}^{+}\\ c_{4}^{+}\\ c_{5}^{+}\end{array}\right)\\ Ay_{*,2}=\left(\begin{array}[]{c}c_{1}^{+}\\ -c_{1}^{+}+c_{4}^{+}+c_{5}^{+}\\ c_{1}^{+}-c_{4}^{+}\\ c_{4}^{+}\\ c_{5}^{+}\end{array}\right)\end{array} c2c1+c4++c5+c2+c3c1c4+c3+c2c1++c4++c5+c2+c3c1+c4+c3+\begin{array}[]{rcl}c_{2}^{-}\leq&-c_{1}^{-}+c_{4}^{+}+c_{5}^{+}&\leq c_{2}^{+}\\ c_{3}^{-}\leq&c_{1}^{-}-c_{4}^{+}&\leq c_{3}^{+}\\ \\ c_{2}^{-}\leq&-c_{1}^{+}+c_{4}^{+}+c_{5}^{+}&\leq c_{2}^{+}\\ c_{3}^{-}\leq&c_{1}^{+}-c_{4}^{+}&\leq c_{3}^{+}\end{array}
Table 2: Vertices of the attractors and the corresponding feasibility conditions for the first 4 scenarios of Table 1. The notation of the table are introduced and explained in Step 3 of Section 6 and computed for model of Fig. 1 in Step 3 of Section 7.
Step 3
the endpoints of the line-segment[Ay,1,Ay,2]of terminal stresses of the springsor the terminal stress of the springsAy,0\begin{array}[]{c}\mbox{\color[rgb]{0,0,0} the endpoints of the line-segment}\\ \ {\color[rgb]{0,0,0}[Ay_{*,1},Ay_{*,2}]}\\ \mbox{\color[rgb]{0,0,0}of terminal stresses of the springs}\\ \mbox{\color[rgb]{0,0,0}or the terminal stress of the springs}\\ {\color[rgb]{0,0,0}Ay_{*,0}}\end{array} feasibility condition
scenario 5 Ay,1=(c2+c4++c5+c2c2+c5+c4+c5+)Ay,2=(c2++c4++c5+c2+c2++c5+c4+c5+)\begin{array}[]{l}Ay_{*,1}=\left(\begin{array}[]{c}-c_{2}^{-}+c_{4}^{+}+c_{5}^{+}\\ c_{2}^{-}\\ -c_{2}^{-}+c_{5}^{+}\\ c_{4}^{+}\\ c_{5}^{+}\end{array}\right)\\ Ay_{*,2}=\left(\begin{array}[]{c}-c_{2}^{+}+c_{4}^{+}+c_{5}^{+}\\ c_{2}^{+}\\ -c_{2}^{+}+c_{5}^{+}\\ c_{4}^{+}\\ c_{5}^{+}\end{array}\right)\end{array} c1c1+c4++c5+c1+c3c1c4+c3+c1c1++c4++c5+c1+c3c1+c4+c3+\begin{array}[]{rcl}c_{1}^{-}\leq&-c_{1}^{-}+c_{4}^{+}+c_{5}^{+}&\leq c_{1}^{+}\\ c_{3}^{-}\leq&c_{1}^{-}-c_{4}^{+}&\leq c_{3}^{+}\\ \\ c_{1}^{-}\leq&-c_{1}^{+}+c_{4}^{+}+c_{5}^{+}&\leq c_{1}^{+}\\ c_{3}^{-}\leq&c_{1}^{+}-c_{4}^{+}&\leq c_{3}^{+}\end{array}
scenario 6 Ay,1=(c3+c4+c3+c5+c3c4+c5+)Ay,2=(c3++c4+c3++c5+c3+c4+c5+)\begin{array}[]{l}Ay_{*,1}=\left(\begin{array}[]{c}c_{3}^{-}+c_{4}^{+}\\ -c_{3}^{-}+c_{5}^{+}\\ c_{3}^{-}\\ c_{4}^{+}\\ c_{5}^{+}\end{array}\right)\\ Ay_{*,2}=\left(\begin{array}[]{c}c_{3}^{+}+c_{4}^{+}\\ -c_{3}^{+}+c^{+}_{5}\\ c_{3}^{+}\\ c_{4}^{+}\\ c_{5}^{+}\end{array}\right)\end{array} c1c3+c4+c1+c2c3+c5+c2+c1c3++c4+c1+c2c3++c5+c2+\begin{array}[]{rcl}c_{1}^{-}\leq&c_{3}^{-}+c_{4}^{+}&\leq c_{1}^{+}\\ c_{2}^{-}\leq&-c_{3}^{-}+c_{5}^{+}&\leq c_{2}^{+}\\ \\ c_{1}^{-}\leq&c_{3}^{+}+c_{4}^{+}&\leq c_{1}^{+}\\ c_{2}^{-}\leq&-c_{3}^{+}+c_{5}^{+}&\leq c_{2}^{+}\end{array}
scenario 7 Ay,0=(c1+c3+c5+c3c3+c1+c5+)Ay_{*,0}=\left(\begin{array}[]{c}c_{1}^{+}\\ -c_{3}^{-}+c_{5}^{+}\\ c_{3}^{-}\\ -c_{3}^{-}+c_{1}^{+}\\ c_{5}^{+}\end{array}\right) c2c3+c5+c2+c4c3+c1+c4+\begin{array}[]{rcl}c_{2}^{-}\leq&-c_{3}^{-}+c_{5}^{+}&\leq c_{2}^{+}\\ c_{4}^{-}\leq&-c_{3}^{-}+c_{1}^{+}&\leq c_{4}^{+}\end{array}
scenario 8 Ay,0=(c3++c4+c2+c3+c4+c2++c3+)Ay_{*,0}=\left(\begin{array}[]{c}c_{3}^{+}+c_{4}^{+}\\ c_{2}^{+}\\ c_{3}^{+}\\ c_{4}^{+}\\ c_{2}^{+}+c_{3}^{+}\end{array}\right) c1c3++c4+c1+c5c2++c3+c5+\begin{array}[]{rcl}c_{1}^{-}\leq&c_{3}^{+}+c_{4}^{+}&\leq c_{1}^{+}\\ c_{5}^{-}\leq&c_{2}^{+}+c_{3}^{+}&\leq c_{5}^{+}\end{array}
Table 3: Same as Table 2, but for scenarios 5-8.

The focus of the present section is on the elastoplastic model shown in Fig. 1 (earlier introduced in Rachinskiy Rachinskiy ), which allows to fully illustrate the practical implementation of Theorem 2.1.

Refer to caption
Figure 1: A system of 5 elastoplastic springs on 4 nodes that we investigate to illustrate our method. A displacement-controlled loading of gradually increasing or decreasing magnitude is applied as the arrows show.

According to Gudoshnikov-Makarenkov (PhysicaD, , §2) the elastoplastic system of Fig. 1 leads to the following expressions for DD and RR

D=(11001010011001010011),R=(10101).D=\left(\begin{array}[]{cccc}-1&1&0&0\\ -1&0&1&0\\ 0&-1&1&0\\ 0&-1&0&1\\ 0&0&-1&1\end{array}\right),\quad R=\left(\begin{array}[]{c}1\\ 0\\ 1\\ 0\\ 1\end{array}\right).

We now follow Gudoshnikov-Makarenkov (PhysicaD, , §5) to formulate a sweeping process (5) corresponding to the elastoplastic system (D,A,C,R,l(t))(D,A,C,R,l(t)).

First of all, based on (PhysicaD, , formula (17)), we compute the dimension of sweeping process (5) as

d=mn+q+1=54+1+1=3.d=m-n+q+1=5-4+1+1=3.

According to (PhysicaD, , §5, Step 1), we then look for an 4×24\times 2 matrix MM such that RTDM=0R^{T}DM=0 and such that the matrix DMDM is full rank. Such a matrix MM can be taken as

M=(00111100)withDM=(1111021111).M=\left(\begin{array}[]{cc}0&0\\ 1&1\\ 1&-1\\ 0&0\end{array}\right)\qquad{\rm with}\qquad DM=\left(\begin{array}[]{cc}1&1\\ 1&-1\\ 0&-2\\ -1&-1\\ -1&1\end{array}\right).

The next step is determining 𝒱basis\mathcal{V}_{basis} which consists of d=3d=3 linearly independent columns of m=5\mathbb{R}^{m}=\mathbb{R}^{5} and solves (DM)TA𝒱basis=0(DM)^{T}A\mathcal{V}_{basis}=0. Such a 𝒱basis\mathcal{V}_{basis} can be takes as

𝒱basis=(01/a11/a101/a21/a21/a301/a31/a41/a401/a51/a50)withA𝒱basis=(011011101110110).\mathcal{V}_{basis}=\left(\begin{array}[]{ccc}0&1/a_{1}&1/a_{1}\\ 0&1/a_{2}&-1/a_{2}\\ 1/a_{3}&0&1/a_{3}\\ -1/a_{4}&1/a_{4}&0\\ 1/a_{5}&1/a_{5}&0\end{array}\right)\qquad{\rm with}\qquad A\mathcal{V}_{basis}=\left(\begin{array}[]{ccc}0&1&1\\ 0&1&-1\\ 1&0&1\\ -1&1&0\\ 1&1&0\end{array}\right).

Finally, a 5×25\times 2 full rank matrix DD^{\perp} satisfying (D)TD=0(D^{\perp})^{T}D=0 can be taken as

D=(0101111010)leading to(RT(D)T)=(101010011111100).D^{\perp}=\left(\begin{array}[]{cc}0&1\\ 0&-1\\ 1&1\\ -1&0\\ 1&0\end{array}\right)\quad\mbox{leading to}\quad\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)=\left(\begin{array}[]{ccccc}1&0&1&0&1\\ 0&0&1&-1&1\\ 1&-1&1&0&0\end{array}\right). (83)

In what follows, we consider

l(t)=l0+l1t,for somel0,l1>0.l(t)=l_{0}+l_{1}\cdot t,\quad\mbox{for some}\ l_{0},l_{1}>0. (84)

Step 1. We can identify two sets of indexes I0I_{0} that we list along with the corresponding inclusion (63):

|I0|=1\displaystyle|I_{0}|=1 :\displaystyle: doesn’t work as none of the columns of
matrix (83) are parallel to (1 0 0)T,\displaystyle\ \ \mbox{matrix (\ref{RTDperpex}) are parallel to }(1\ 0\ 0)^{T},
I0={(+,1),(+,2)}\displaystyle I_{0}=\{(+,1),(+,2)\} :\displaystyle: (100)l1cone({(101),(001)}),\displaystyle\ \ \left(\begin{array}[]{c}1\\ 0\\ 0\end{array}\right)\hskip-1.42271ptl_{1}\hskip 1.42271pt\in{\rm cone}\left(\left\{\left(\begin{array}[]{c}-1\\ 0\\ -1\end{array}\right),\left(\begin{array}[]{c}0\\ 0\\ 1\end{array}\right)\right\}\right),
I0={(+,4),(+,5)}\displaystyle I_{0}=\{(+,4),(+,5)\} :\displaystyle: (100)l1cone({(010),(110)}),\displaystyle\ \ \left(\begin{array}[]{c}1\\ 0\\ 0\end{array}\right)\hskip-1.42271ptl_{1}\hskip 1.42271pt\in{\rm cone}\left(\left\{\left(\begin{array}[]{c}0\\ -1\\ 0\end{array}\right),\left(\begin{array}[]{c}1\\ 1\\ 0\end{array}\right)\right\}\right),
I0={(+,1),(,3),(+,5)}\displaystyle I_{0}=\{(+,1),(-,3),(+,5)\} :\displaystyle: (100)l1cone({(101),(111),(110)}),\displaystyle\ \ \left(\begin{array}[]{c}1\\ 0\\ 0\end{array}\right)\hskip-1.42271ptl_{1}\hskip 1.42271pt\in{\rm cone}\left(\left\{\left(\begin{array}[]{c}1\\ 0\\ 1\end{array}\right),\left(\begin{array}[]{c}-1\\ -1\\ -1\end{array}\right),\left(\begin{array}[]{c}1\\ 1\\ 0\end{array}\right)\right\}\right),
I0={(+,2),(+,3),(+,4)}\displaystyle I_{0}=\{(+,2),(+,3),(+,4)\} :\displaystyle: (100)l1cone({(001),(111),(010)}).\displaystyle\ \ \left(\begin{array}[]{c}1\\ 0\\ 0\end{array}\right)\hskip-1.42271ptl_{1}\hskip 1.42271pt\in{\rm cone}\left(\left\{\left(\begin{array}[]{c}0\\ 0\\ -1\end{array}\right),\left(\begin{array}[]{c}1\\ 1\\ 1\end{array}\right),\left(\begin{array}[]{c}0\\ -1\\ 0\end{array}\right)\right\}\right).

Step 2. For each |I0|<3|I_{0}|<3 we consider all possible |I1|=1|I_{1}|=1 for which condition (68) holds. We get a total of three possible I1I_{1} for each I0I_{0}. Each such I1I_{1} is extended to {Ii}i1,2¯\{I_{i}\}_{i\in\overline{1,2}} according to the procedure described in Section 6. These {Ii}i1,2¯\{I_{i}\}_{i\in\overline{1,2}} are listed in column “Step 2” of Tables 2 and 3, thus giving us 8 different scenarios. One or another scenario will take place depending on the feasibility condition that we formulate in the next step.

Step 3. Fixing I0I_{0}, I1I_{1}, and I2I_{2} corresponding to scenario 1 of Table 1, we use formula (70) in order to compute y,1y_{*,1} and y,2y_{*,2} as well as to formulate the respective feasibility condition (71) which consists of 4 two-sided inequalities. The results of these computations are summarized in line 1 of Table 2. Then we continue by analogy through lines scenarios 2-6 of Table 1 and fill out the respective lines of Tables 2 and 3. For scenario 7 of Table 1 formula (70) gives a single vertex y,0y_{*,0} and formula (71) gives just a pair of two-sided inequalities that constitute the feasibility condition, see line 3 of Table 3. Computation for the similar scenario 8 are summarized in line 4 of the same table.

Using the fact that each of the inclusions in Step 1 holds in a strict sense (i.e. the vector (1,0,0)T(1,0,0)^{T} never belongs to the boundary of the respective cone), we can now use Proposition 1 to obtain the following statement about the evolution of the model of Fig. 1.

Proposition 7

Assume that the elastic limits ci,ci+c^{-}_{i},c_{i}^{+} of the elastoplastic springs of the model of Fig. 1 with displacement-controlled loading (84) satisfy the feasibility condition of one of the 8 scenarios of Tables 2 and 3.

  • A:

    If the feasibility condition of one of the scenarios 1-6 holds, then there exists an ε>0\varepsilon>0 such that the 2 springs with the indexes from I0I_{0} (of Table 1) undergo plastic deformation for all sufficiently large t>0t>0. During this plastic deformation, the stresses of the remaining springs can take any constant value from the line segment given by the second column of Tables 2 and 3.

  • B:

    If the feasibility condition of one of the scenarios 7-8 holds, then there exists an ε>0\varepsilon>0 such that the 3 springs with the indexes from I0I_{0} (of Table 1) undergo plastic deformation for all sufficiently large t>0t>0. During this plastic deformation, the stresses of the remaining 2 springs will take the specific constant values given by the second column of Table 3.

Step 4. |𝑰𝟎|=𝟐.|I_{0}|=2. In this case, for any (α,j)I0(\alpha_{*},j_{*})\in I_{0}, the set I0\{(α,j)}I_{0}\backslash\{(\alpha_{*},j_{*})\} consists of just one element {(α,j)}\{(\alpha,j)\} and formula (81) can be rewritten as

ε0(t)=min(α,j)I0Sj,Sj=c(t)projA(c(t),span{nj})A,projA(c(t),span{nj})=nj1njTAnjnjTAc(t).\begin{array}[]{l}\varepsilon_{0}(t)=\min\limits_{(\alpha,j)\in I_{0}}S_{j},\\ S_{j}=\left\|-c^{\prime}(t)-{\rm proj}^{A}(-c^{\prime}(t),{\rm span}\{n_{j}\})\right\|^{A},\\ {\rm proj}^{A}(-c^{\prime}(t),{\rm span}\{n_{j}\})=-n_{j}\dfrac{1}{n_{j}^{T}An_{j}}n_{j}^{T}Ac^{\prime}(t).\end{array} (89)

Therefore, for scenarios 1-6 we get

I0={(+,1),(+,2)}:I_{0}=\{(+,1),(+,2)\}: ε0=min{S1,S2},\varepsilon_{0}=\min\{S_{1},S_{2}\},

I0={(+,4),(+,5)}:I_{0}=\{(+,4),(+,5)\}: ε0=min{S4,S5}.\varepsilon_{0}=\min\{S_{4},S_{5}\}.

Computation in Mathematica gives

S1=l1a2(a4a5+a3(a4+a5))a2(a3+a4)+a4a5+a3(a4+a5),S_{1}=l_{1}\sqrt{\dfrac{a_{2}\left(a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)\right)}{a_{2}\left(a_{3}+a_{4}\right)+a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)}},

S2=l1a1(a4a5+a3(a4+a5))a1(a3+a5)+a4a5+a3(a4+a5),S_{2}=l_{1}\sqrt{\dfrac{a_{1}\left(a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)\right)}{a_{1}\left(a_{3}+a_{5}\right)+a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)}},

S4=l1a5(a1a2+a3(a1+a2))a5(a3+a1)+a1a2+a3(a1+a2),S_{4}=l_{1}\sqrt{\dfrac{a_{5}\left(a_{1}a_{2}+a_{3}(a_{1}+a_{2})\right)}{a_{5}(a_{3}+a_{1})+a_{1}a_{2}+a_{3}(a_{1}+a_{2})}},

S5=l1a4(a1a2+a3(a1+a2))a4(a3+a2)+a1a2+a3(a1+a2),S_{5}=l_{1}\sqrt{\dfrac{a_{4}\left(a_{1}a_{2}+a_{3}(a_{1}+a_{2})\right)}{a_{4}(a_{3}+a_{2})+a_{1}a_{2}+a_{3}(a_{1}+a_{2})}},

which allows to fill out the first two lines of Table 4.

|𝑰𝟎|=𝟑.|I_{0}|=3. In this case, for any (α,j)I0(\alpha_{*},j_{*})\in I_{0}, the set I0\{(α,j)}I_{0}\backslash\{(\alpha_{*},j_{*})\} consists of two elements {(α1,j1),(α2,j2)}\{(\alpha_{1},j_{1}),(\alpha_{2},j_{2})\} and formula (81) can be rewritten as

ε0(t)=min(α1,j1),(α2,j2)I0Sj1j2,Sj1j2=c(t)proj(c(t),span{nj1,nj2})AprojA(c(t),span{nj1,nj2})==(nj1nj2)(nj1TAnj1nj1TAnj2nj2TAnj1nj2TAnj2)1(nj1Tnj2T)Ac(t).\begin{array}[]{l}\varepsilon_{0}(t)=\min\limits_{(\alpha_{1},j_{1}),(\alpha_{2},j_{2})\in I_{0}}S_{j_{1}j_{2}},\\ S_{j_{1}j_{2}}=\left\|-c^{\prime}(t)-{\rm proj}(-c^{\prime}(t),{\rm span}\{n_{j_{1}},n_{j_{2}}\})\right\|^{A}\\ {\rm proj}^{A}(-c^{\prime}(t),{\rm span}\{n_{j_{1}},n_{j_{2}}\})=\\ =-\left(n_{j_{1}}\ n_{j_{2}}\right)\left(\begin{array}[]{cc}n_{j_{1}}^{T}An_{j_{1}}&n_{j_{1}}^{T}An_{j_{2}}\\ n_{j_{2}}^{T}An_{j_{1}}&n_{j_{2}}^{T}An_{j_{2}}\end{array}\right)^{-1}\left(\begin{array}[]{c}n_{j_{1}}^{T}\\ n_{j_{2}}^{T}\end{array}\right)Ac^{\prime}(t).\end{array} (90)

Therefore, for scenarios 7-8 we get

I0={(+,1),(,3),(+,5)}:I_{0}=\{(+,1),(-,3),(+,5)\}: ε0=min{S13,S15,S35}\varepsilon_{0}=\min\{S_{13},S_{15},S_{35}\},

I0={(+,2),(+,3),(+,4)}:I_{0}=\{(+,2),(+,3),(+,4)\}: ε0=min{S23,S24,S34}\varepsilon_{0}=\min\{S_{23},S_{24},S_{34}\}.

Computation in Mathematica gives

S13=l1a2a5a2+a5,S35=l1a1a4a1+a4,S15=l1a2a3a4a2a3+a2a4+a3a4,S_{13}=l_{1}\sqrt{\dfrac{a_{2}a_{5}}{a_{2}+a_{5}}},\ \ S_{35}=l_{1}\sqrt{\dfrac{a_{1}a_{4}}{a_{1}+a_{4}}},\ \ S_{15}=l_{1}\sqrt{\dfrac{a_{2}a_{3}a_{4}}{a_{2}a_{3}+a_{2}a_{4}+a_{3}a_{4}}},

S23=l1a1a4a1+a4,S34=l1a2a5a2+a5,S24=l1a1a3a5a1a3+a1a5+a3a5,S_{23}=l_{1}\sqrt{\dfrac{a_{1}a_{4}}{a_{1}+a_{4}}},\ \ S_{34}=l_{1}\sqrt{\dfrac{a_{2}a_{5}}{a_{2}+a_{5}}},\ \ S_{24}=l_{1}\sqrt{\dfrac{a_{1}a_{3}a_{5}}{a_{1}a_{3}+a_{1}a_{5}+a_{3}a_{5}}},

which allows to complete the completion of Table 4.

Step 4
scenario 1
scenario 2
scenario 3
ε0=min{h(a2,a4),h(a1,a5)},h(x,y)=l1x(a4a5+a3(a4+a5))x(a3+y)+a4a5+a3(a4+a5)\varepsilon_{0}=\min\{h(a_{2},a_{4}),h(a_{1},a_{5})\},\ h(x,y)=l_{1}\sqrt{\dfrac{x\left(a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)\right)}{x\left(a_{3}+y\right)+a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)}}
scenario 4
scenario 5
scenario 6
ε0=min{h(a5,a1),h(a4,a2)},h(x,y)=l1x(a1a2+a3(a1+a2))x(a3+y)+a1a2+a3(a1+a2)\varepsilon_{0}=\min\{h(a_{5},a_{1}),h(a_{4},a_{2})\},\ h(x,y)=l_{1}\sqrt{\dfrac{x\left(a_{1}a_{2}+a_{3}(a_{1}+a_{2})\right)}{x(a_{3}+y)+a_{1}a_{2}+a_{3}(a_{1}+a_{2})}}
scenario 7 ε0=min{l1a2a5a2+a5,l1a1a4a1+a4,l1a2a3a4a2a3+a2a4+a3a4}\varepsilon_{0}=\min\left\{l_{1}\sqrt{\dfrac{a_{2}a_{5}}{a_{2}+a_{5}}},l_{1}\sqrt{\dfrac{a_{1}a_{4}}{a_{1}+a_{4}}},l_{1}\sqrt{\dfrac{a_{2}a_{3}a_{4}}{a_{2}a_{3}+a_{2}a_{4}+a_{3}a_{4}}}\right\}
scenario 8 ε0=min{l1a1a4a1+a4,l1a2a5a2+a5,l1a1a3a5a1a3+a1a5+a3a5}\varepsilon_{0}=\min\left\{l_{1}\sqrt{\dfrac{a_{1}a_{4}}{a_{1}+a_{4}}},l_{1}\sqrt{\dfrac{a_{2}a_{5}}{a_{2}+a_{5}}},l_{1}\sqrt{\dfrac{a_{1}a_{3}a_{5}}{a_{1}a_{3}+a_{1}a_{5}+a_{3}a_{5}}}\right\}
Table 4: The distance from the displacement-controlled vector c-c^{\prime} to the boundary of the normal cone formed by the normal vectors with indexes I0.I_{0}. The notations of the table are introduced and explained in Step 4 of Section 6 and computed for model of Fig. 1 in Step 4 of Section 7.
Proposition 8

(scenarios 7-8) Assume that elastic limits of the elastoplastic springs of the model of Fig. 1 with displacement-controlled loading (84) satisfy the feasibility condition of one the scenarios 7-8 of Table 3. Define ε0\varepsilon_{0} according to Table 4 and put

τd=1ε0A1c+A1cA.\tau_{d}=\dfrac{1}{\varepsilon_{0}}\cdot\|A^{-1}c^{+}-A^{-1}c^{-}\|^{A}.

Then, for any initial distribution of stresses, the 3 springs with the indexes from I0I_{0} (of Table 1) will undergo plastic deformation for tτd.t\geq\tau_{d}. During this plastic deformation, the stresses of all 5 springs will hold the specific constant values given by the second column of Table 3.

Proposition 8 completes the study of scenarios 7-8 and the next step completes the study of scenarios 1-6.

Step 5. Computing σi.\sigma_{i}. For each of the vertexes I1I_{1} and I2I_{2} in each of the scenarios 1-6 we setup the matrixes 1\mathcal{L}_{1} and 2\mathcal{L}_{2} according to formula (53) and use Mathematica to compute the corrections σ1\sigma_{1} and σ2\sigma_{2} as defined by formula (82). The results of this computation are summarized in Table 5.

Proposition 9

(scenarios 1-6) Assume that elastic limits of the elastoplastic springs of the model of Fig. 1 with displacement-controlled loading (84) satisfy the feasibility condition of one the scenarios 1-6 of Table 3. Define ε0\varepsilon_{0} according to Table 4, define σ1,σ2\sigma_{1},\sigma_{2} according to Table 5, and put

τd=max{σ1,σ2}ε0A1c+A1cA.\tau_{d}=\dfrac{\max\{\sqrt{\sigma_{1}},\sqrt{\sigma_{2}}\}}{\varepsilon_{0}}\cdot\|A^{-1}c^{+}-A^{-1}c^{-}\|^{A}.

Then, for any initial values of stresses, the 2 springs with the indexes from I0I_{0} (of Table 1) will undergo plastic deformation for tτd.t\geq\tau_{d}. During this plastic deformation, the stresses of the remaining springs can admit any constant value from the line segment given by the second column of Tables 2 and 3.

Step 5
scenario 1 σ1=σ2=max{1,(a1+a4)(a2+a5)(a4a5+a3(a4+a5))a4a5(a3a4+a2(a3+a4)+a3a5+a4a5+a1(a2+a3+a5))}\sigma_{1}=\sigma_{2}=\max\left\{1,\dfrac{\left(a_{1}+a_{4}\right)\left(a_{2}+a_{5}\right)\left(a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)\right)}{a_{4}a_{5}\left(a_{3}a_{4}+a_{2}\left(a_{3}+a_{4}\right)+a_{3}a_{5}+a_{4}a_{5}+a_{1}\left(a_{2}+a_{3}+a_{5}\right)\right)}\right\}
scenario 2 σ1=σ2=max{1,(a3(a2+a5)+a1(a2+a3+a5))(a4a5+a3(a4+a5))a3a5(a3a4+a2(a3+a4)+a3a5+a4a5+a1(a2+a3+a5))}\sigma_{1}=\sigma_{2}=\max\left\{1,\dfrac{\left(a_{3}\left(a_{2}+a_{5}\right)+a_{1}\left(a_{2}+a_{3}+a_{5}\right)\right)\left(a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)\right)}{a_{3}a_{5}\left(a_{3}a_{4}+a_{2}\left(a_{3}+a_{4}\right)+a_{3}a_{5}+a_{4}a_{5}+a_{1}\left(a_{2}+a_{3}+a_{5}\right)\right)}\right\}
scenario 3 σ1=σ2=max{1,(a1(a2+a3)+a3a4+a2(a3+a4))(a4a5+a3(a4+a5))a3a4(a3a4+a2(a3+a4)+a3a5+a4a5+a1(a2+a3+a5))}\sigma_{1}=\sigma_{2}=\max\left\{1,\dfrac{\left(a_{1}\left(a_{2}+a_{3}\right)+a_{3}a_{4}+a_{2}\left(a_{3}+a_{4}\right)\right)\left(a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)\right)}{a_{3}a_{4}\left(a_{3}a_{4}+a_{2}\left(a_{3}+a_{4}\right)+a_{3}a_{5}+a_{4}a_{5}+a_{1}\left(a_{2}+a_{3}+a_{5}\right)\right)}\right\}
scenario 4 σ1=σ2=max{1,(a2a3+a1(a2+a3))(a2(a3+a4)+a4a5+a3(a4+a5))a2a3(a3a4+a2(a3+a4)+a3a5+a4a5+a1(a2+a3+a5))}\sigma_{1}=\sigma_{2}=\max\left\{1,\dfrac{\left(a_{2}a_{3}+a_{1}\left(a_{2}+a_{3}\right)\right)\left(a_{2}\left(a_{3}+a_{4}\right)+a_{4}a_{5}+a_{3}\left(a_{4}+a_{5}\right)\right)}{a_{2}a_{3}\left(a_{3}a_{4}+a_{2}\left(a_{3}+a_{4}\right)+a_{3}a_{5}+a_{4}a_{5}+a_{1}\left(a_{2}+a_{3}+a_{5}\right)\right)}\right\}
scenario 5 σ1=σ2=max{1,(a2a3+a1(a2+a3))(a4a5+a1(a3+a5)+a3(a4+a5))a1a3(a3a4+a2(a3+a4)+a3a5+a4a5+a1(a2+a3+a5))}\sigma_{1}=\sigma_{2}=\max\left\{1,\dfrac{\left(a_{2}a_{3}+a_{1}\left(a_{2}+a_{3}\right)\right)\left(a_{4}a_{5}+a_{1}\left(a_{3}+a_{5}\right)+a_{3}\left(a_{4}+a_{5}\right)\right)}{a_{1}a_{3}\left(a_{3}a_{4}+a_{2}\left(a_{3}+a_{4}\right)+a_{3}a_{5}+a_{4}a_{5}+a_{1}\left(a_{2}+a_{3}+a_{5}\right)\right)}\right\}
scenario 6 σ1=σ2=max{1,(a2a3+a1(a2+a3))(a1+a4)(a2+a5)a1a2(a3a4+a2(a3+a4)+a3a5+a4a5+a1(a2+a3+a5))}\sigma_{1}=\sigma_{2}=\max\left\{1,\dfrac{\left(a_{2}a_{3}+a_{1}\left(a_{2}+a_{3}\right)\right)\left(a_{1}+a_{4}\right)\left(a_{2}+a_{5}\right)}{a_{1}a_{2}\left(a_{3}a_{4}+a_{2}\left(a_{3}+a_{4}\right)+a_{3}a_{5}+a_{4}a_{5}+a_{1}\left(a_{2}+a_{3}+a_{5}\right)\right)}\right\}
scenario 7
scenario 8
Table 5: Corrections for the distance ε0\varepsilon_{0} computed in Table 4. The notations of the table are introduced and explained in Step 5 of Section 6 and computed for model of Fig. 1 in Step 5 of Section 7.

7.1 Remarks

1. Under the conditions of Proposition 7, part B, the 3 springs with indexes from I0I_{0} undergo the plastic deformation after they saturate (see scenarios 7, 8 of Table 3). During this plastic deformation, the absolute values of the elongations of these springs continue to increase. On the other hand, if condition (24) is violated, then other terminal states of the same model with increasing displacement-controlled loading (84) are possible. Table 6 lists such terminal states for the case where ci=ci+c_{i}^{-}=-c_{i}^{+} for all ii. In each of these terminal states of stresses, three springs are saturated but only two of them continue to undergo the plastic deformation as ll increases. In other words, two springs continue to stretch in the terminal state, while the other three springs maintain a fixed elongation and stress.

Saturated springs Springs undergoing plastic Springs maintaining their
in the terminal state deformation in the terminal state length in the terminal state
1, 2, 4 1, 2 3, 4, 5
2, 4, 5 4, 5 1, 2, 3
1, 2, 3 1, 2 3, 4, 5
1, 2, 4 1, 2 3, 4, 5
3, 4, 5 4, 5 1, 2, 3
1, 4, 5 4, 5 1, 2, 3
Table 6: Possible terminal states of the model shown in Fig. 1 with increasing displacement-controlled loading (84). Each particular terminal state is achieved for a different domain of parameters ci±,aic_{i}^{\pm},a_{i} in the parameter state. These scenarios are different from the scenarios listed in Tables 2, 3.

2. Scenario 7 deserves particular attention. Since the terminal stress of spring 3 is c3c_{3}^{-} (see Table 3), if the initial stress of spring 3 is greater than c3c_{3}^{-}, then spring 3 will necessarily contract before it gets to the terminal state of constant stress, even though the entire network of springs stretches (according to formula (84)). That is, the elongation and stress of spring 3 decrease with increasing “length of the system” (input) ll. All the other springs always respond with increasing length to the increasing ll.

Perhaps even more interestingly, there are several scenarios when spring 3 responds non-monotonically to a monotone input ll. For simplicity, let us assume that ci+=cic_{i}^{+}=-c_{i}^{-} for all ii, hence the maximal absolute value of stress for spring ii is ci+c_{i}^{+}. We will say that a spring saturates if its stress reaches either the maximal possible value ci+c_{i}^{+} or the minimal possible value cic_{i}^{-}. Let us consider the zero initial state where the elongations of all five springs are zero (all the springs are relaxed) and apply an increasing input l=l(t)l=l(t). The springs can saturate and de-saturate in different order as ll increases, depending on the parameters ai,ci+a_{i},c_{i}^{+}. In particular, one can show that the following scenarios with non-monotone behavior of spring 3 are possible. If a1a5>a2a4a_{1}a_{5}>a_{2}a_{4}, it is easy to see that initially all the springs stretch. Suppose that the first spring to saturate is either spring 1 or spring 5 at a moment τ\tau. Then, after this point, spring 3 will contract. On the other hand, if spring 3 is the first one to saturate at a time τ1\tau_{1}, and the second spring to saturate is either spring 1 or spring 5 at a time τ2>τ1\tau_{2}>\tau_{1}, then spring 3 stretches until the moment τ2\tau_{2} and contracts after this moment. In the latter scenario, spring 3 saturates at the momnet τ1\tau_{1}, undergoes the plastic deformation between the moments τ1\tau_{1} and τ2\tau_{2} and de-saturates at the moment τ2\tau_{2}.

Similar examples of a non-monotone response are possible in the complementary case when a1a5<a2a4a_{1}a_{5}<a_{2}a_{4}. Here, starting from the zero state, spring 3 initially contracts, while springs 1, 2, 4, 5 stretch as ll increases. If the first to saturate is either spring 2 or spring 4 at a moment τ1\tau_{1}, then spring 33 stretches for t>τ1t>\tau_{1}. If spring 3 is the first to staurate at a moment τ1\tau_{1} and either spring 2 or spring 4 is the second to saturate at a moment τ2>τ1\tau_{2}>\tau_{1}, then spring 3 contracts for t<τ2t<\tau_{2} and stretches for t>τ2t>\tau_{2}, i.e. spring 3 de-saturates when another spring (2 or 4) saturates.

3. Some conclusions about finite time stability of the system shown in Fig. 1 can be obtained from the results of Rachinskiy , which establish the equivalence of a particular class of the sweeping processes and the Prandtl-Ishlinskii model of one-dimensional plasticity, which is one-period stable PI2 ; kp ; PI1 .

We say that an initial state y=(y1,y2,y3,y4,y5)y=(y_{1},y_{2},y_{3},y_{4},y_{5}) is reachable from zero if this state can be reached from the zero state y=0y=0 under at least one input l=l(t)l=l(t), 0t10\leq t\leq 1. In the zero state, all the springs are relaxed, i.e. all the stresses are zero. Let us denoty by Ω\Omega the set of all the reachable from zero states. One can show that the zero state is reachable from any state yΩy\in\Omega. Hence any reachable from zero state can be reached from any other reachable from zero state.

Let us consider a restriction of the elastoplastic system shown in Fig. 1, and the corrsponding sweeping process, to the set Ω\Omega of reachable from zero states, i.e. we consider the initial states from Ω\Omega only. Systems shown in Fig. 1 can be divided into two types depending on their response to an increasing input such as l(t)=tl(t)=t, t0t\geq 0, which is applied to the system assuming the zero initial state. The system will be called anomalous if the first spring that saturates under such conditions is spring 3 and the second spring that saturates is either spring 1 or spring 5 in the case a1a5>a2a4a_{1}a_{5}>a_{2}a_{4}, and either spring 2 or spring 4 in the case a1a5<a2a4a_{1}a_{5}<a_{2}a_{4}. According to Remark 2 of this subsection, the response of spring 3 of an anomalous system to increasing inputs is non-monotone. The corresponding solution of the sweeping process makes a transition from one two-dimensional face of the polyhedron to another two-dimensional face at the moment when the second spring saturates and spring 3 simultaneously de-saturates.

The system will be called regular if it is not anomalous and no two springs saturate simultaneously during the response to an increasing input starting from the zero initial state. Regular and anomalous systems are represented by complementary open domains seprated by their boundary in the parameter space.

The next statement follows from the results of Rachinskiy Rachinskiy . Its rigorous proof is outside of the scope of the present paper.

Proposition 10

The restriction of a regular system shown in Fig. 1 to the class of reachable from zero states is one period stable under any periodic input l(t)l(t).

8 Conclusions

In this paper we adjusted and applied the ideas of Adly et al Adly about finite-time stability of frictional systems to finite-time stability of sweeping processes with polyhedral moving constraints. By using the results obtained we proposed a step-by-step guide to analyze finite-time reachability of plastic deformation in networks of elastoplastic springs. The proposed guide has been tested on a particular example of 5 elastoplastic springs on 4 nodes, and demonstrated that all the required algebraic computations can be executed in Wolfram Mathematica. The Mathematica notebook is uploaded as supplementary material and can be readily used in other networks of elastoplastic springs.

Our step-by-step application guide of Section 6 addresses a single displacement-controlled loading and a particular way of creating the list of scenarios. However, the finite-time stability results of Section 2 are obtained for general polyhedral sweeping processes (5) and can be applied to arbitrary networks of elastoplastic springs along the lines of Sections 5 and 6. We anticipate that this kind of applications will facilitate collaboration between set-valued analysts and materials scientists.

Conflict of interest

The authors declare that they have no conflict of interest.


Appendix

Appendix A Skipped proofs

Proof of implication (12) \Longrightarrow (46). By definition (44), if ξNCA(y,i)\xi\in N_{C}^{A}(y_{*,i}), then there exist non-negative numbers λ1,,λd\lambda_{1},...,\lambda_{d} such that

ξ=({αnj:(α,j)(I0Ii)}})(λ1,,λd)T.\xi=(\left\{\alpha n_{j}:(\alpha,j)\in(I_{0}\cup I_{i})\}\right\})(\lambda_{1},...,\lambda_{d})^{T}.

But by (12), {αnj:(α,j)(I0Ii)}\{\alpha n_{j}:(\alpha,j)\in(I_{0}\cup I_{i})\} is a basis of VV. Therefore, the correspondence between ξNCA(y,i)\xi\in N_{C}^{A}(y_{*,i}) and non-negative λ1,,λd\lambda_{1},...,\lambda_{d} is one-to-one. Therefore, any ξNCA(y,i)\xi\in N_{C}^{A}(y_{*,i}) for which the corresponding λ1,,λd\lambda_{1},...,\lambda_{d} contains λi=0\lambda_{i}=0 is from NCA(y,i)\partial N_{C}^{A}(y_{*,i}), which is exactly the statement of formula (46).∎


Proof of formula (55). By (6), 1ajcjyj1ajcj+,for all yC.\dfrac{1}{a_{j}}c_{j}^{-}\leq y_{j}\leq\dfrac{1}{a_{j}}c_{j}^{+},\ \mbox{for all }y\in C. Therefore,

maxu,vC(uvA)2=j=1maj(ujvj)2j=1m1aj(cj+cj)2=(A1c+A1cA)2.\max\limits_{u,v\in C}\left(\|u-v\|^{A}\right)^{2}=\sum\limits_{j=1}^{m}a_{j}(u_{j}-v_{j})^{2}\leq\sum\limits_{j=1}^{m}\dfrac{1}{a_{j}}(c_{j}^{+}-c_{j}^{-})^{2}=\left(\|A^{-1}c^{+}-A^{-1}c^{-}\|^{A}\right)^{2}.


Proof of the equivalence (63) \Longleftrightarrow (66). Statement (63) implies the existence of (λ1,,λ|I0|)(\lambda_{1},...,\lambda_{|I_{0}|}) such that

𝒱basisW1(10mn+1)l(t)=𝒱basisW1{(RT(D)T)({αej:(α,j)I0})}(λ1λ|I0|).-\mathcal{V}_{basis}W^{-1}\left(\begin{array}[]{c}1\\ 0_{m-n+1}\end{array}\right)l^{\prime}(t)=\mathcal{V}_{basis}W^{-1}\left\{\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\left(\left\{\alpha e_{j}:(\alpha,j)\in I_{0}\right\}\right)\right\}\left(\begin{array}[]{c}\lambda_{1}\\ \vdots\\ \lambda_{|I_{0}|}\end{array}\right).

Due to (59), (61), and (39), the latter formula just coincides with

c(t)={αnj:(α,j)I0}(λ1λ|I0|),c^{\prime}(t)=\left\{\alpha n_{j}:(\alpha,j)\in I_{0}\right\}\left(\begin{array}[]{c}\lambda_{1}\\ \vdots\\ \lambda_{|I_{0}|}\end{array}\right),

which yields (66).∎


Proof of the implication (7)-(20) \Longrightarrow (70). Based on formula (12), finding y,iy_{*,i} means solving a system of dd algebraic equations

ej,Ay,i=cjα,(α,j)I0Ii,\left<e_{j},Ay_{*,i}\right>=c_{j}^{\alpha},\quad(\alpha,j)\in I_{0}\cup I_{i},

or, equivalently,

({ej,(α,j)I0Ii})TA𝒱basisv,i=({cjα,(α,j)I0Ii})T,\left(\left\{e_{j},(\alpha,j)\in I_{0}\cup I_{i}\right\}\right)^{T}A\mathcal{V}_{basis}v_{*,i}=\left(\left\{c_{j}^{\alpha},(\alpha,j)\in I_{0}\cup I_{i}\right\}\right)^{T},

where y,i=𝒱basisv,i.y_{*,i}=\mathcal{V}_{basis}v_{*,i}.


Appendix B Technical lemmas

Lemma 5

If a non-negative continuously differentiable function v(t)v(t) satisfies the differential inequality v˙(t)2εv(t)\dot{v}(t)\leq-2\varepsilon\sqrt{v(t)}, then v(t1)=0v(t_{1})=0 for some t11εv(0).t_{1}\leq\dfrac{1}{\varepsilon}v(0).

Proof. The proof follows by observing that the solution of the differential equation v¯˙(t)=2εv¯(t)\dot{\bar{v}}(t)=-2\varepsilon\sqrt{\bar{v}(t)} with v¯(0)0\bar{v}(0)\geq 0 is given by v¯(t)=(εt+v¯(0))2\bar{v}(t)=\left(-\varepsilon t+\sqrt{\bar{v}(0)}\right)^{2} on [0,t¯1],[0,\bar{t}_{1}], where t¯1=1εv¯(0).\bar{t}_{1}=\dfrac{1}{\varepsilon}\sqrt{\bar{v}(0)}.

Lemma 6

Consider f,g:𝒱𝒱1,f,g:\mathcal{V}\to\mathcal{V}_{1}, where 𝒱,\mathcal{V}, 𝒱1\mathcal{V}_{1} are scalar product spaces. If both Dξf(v)D_{\xi}f(v) and Dξg(v)D_{\xi}g(v) exist then Dξf(),g()(v)D_{\xi}\left<f(\cdot),g(\cdot)\right>(v) exists and

Dξf(),g()(v)=Dξf(v),g(v)+f(v),Dξg(v).D_{\xi}\left<f(\cdot),g(\cdot)\right>(v)=\left<D_{\xi}f(v),g(v)\right>+\left<f(v),D_{\xi}g(v)\right>.

Proof. We have

Dξf(),g()(v)\displaystyle D_{\xi}\left<f(\cdot),g(\cdot)\right>(v) =\displaystyle= limτ0f(v+τξ),g(v+τξ)f(v),g(v)τ=\displaystyle\lim_{\tau\to 0}\dfrac{\left<f(v+\tau\xi),g(v+\tau\xi)\right>-\left<f(v),g(v)\right>}{\tau}=
=\displaystyle= limτ0f(v+τξ)f(v)τ,g(v)+f(v),limτ0g(v+τξ)g(v)τ+\displaystyle\left<\lim_{\tau\to 0}\dfrac{f(v+\tau\xi)-f(v)}{\tau},g(v)\right>+\left<f(v),\lim_{\tau\to 0}\dfrac{g(v+\tau\xi)-g(v)}{\tau}\right>+
+limτ0f(v+τξ)f(v),g(v+τξ)g(v)τ=\displaystyle+\lim_{\tau\to 0}\left<f(v+\tau\xi)-f(v),\dfrac{g(v+\tau\xi)-g(v)}{\tau}\right>=
=\displaystyle= Dξf(v),g(v)+f(v),Dξg(v),\displaystyle\left<D_{\xi}f(v),g(v)\right>+\left<f(v),D_{\xi}g(v)\right>,

where we used that

|f(v+τξ)f(v),g(v+τξ)g(v)τ|2τf(v+τξ)f(v)τg(v+τξ)g(v)τ\left|\left<f(v+\tau\xi)-f(v),\dfrac{g(v+\tau\xi)-g(v)}{\tau}\right>\right|^{2}\leq\tau\cdot\left\|\dfrac{f(v+\tau\xi)-f(v)}{\tau}\right\|\cdot\left\|\dfrac{g(v+\tau\xi)-g(v)}{\tau}\right\|

by Cauchy-Schwartz inequality.∎

Lemma 7

Consider f:𝒱V1f:\mathcal{V}\to V_{1} and u:𝒱u:\mathbb{R}\to\mathcal{V}, where 𝒱\mathcal{V}, 𝒱1\mathcal{V}_{1} are scalar product spaces. If both u(t0)u^{\prime}(t_{0}) and (fu)(t0)(f\circ u)^{\prime}(t_{0}) exist and if ff is Lipschitz continuous in the neighborhood of u0=u(t0)u_{0}=u(t_{0}), then Du(t0)f(u0)D_{u^{\prime}(t_{0})}f(u_{0}) exists and

Du(t0)f(u0)=(fu)(t0).D_{u^{\prime}(t_{0})}f(u_{0})=(f\circ u)^{\prime}(t_{0}).

Proof. We have

Du(t0)f(u0)=limτ0f(u0+τu(t0))f(u0)τ=\displaystyle D_{u^{\prime}(t_{0})}f(u_{0})=\lim_{\tau\to 0}\dfrac{f(u_{0}+\tau u^{\prime}(t_{0}))-f(u_{0})}{\tau}=
=limτ0(f(u(t0)+τu(t0))f(u(t0+τ))τ+f(u(t0+τ))f(u0)τ)=(fu)(t0),\displaystyle\quad=\lim_{\tau\to 0}\left(\dfrac{f(u(t_{0})+\tau u^{\prime}(t_{0}))-f(u(t_{0}+\tau))}{\tau}+\dfrac{f(u(t_{0}+\tau))-f(u_{0})}{\tau}\right)=(f\circ u)^{\prime}(t_{0}),

where we used Lipschitz continuity of ff to conclude that the first fraction in the limit converges to 0 as τ0.\tau\to 0.

Lemma 8

If DξprojA(,F)(v)D_{\xi}{\rm proj}^{A}(\cdot,F)(v) exists then formula (31) holds.

Proof. Let v,ξdv,\xi\in\mathbb{R}^{d} be such that DξprojA(,F)(v)D_{\xi}{\rm proj}^{A}(\cdot,F)(v) exists. We claim that

DξprojA(,F)(v),A(vprojA(v,F))=0.\left<D_{\xi}{\rm proj}^{A}(\cdot,F)(v),A(v-{\rm proj}^{A}(v,F))\right>=0. (91)

Assume that (91) doesn’t hold.

Case 1: Assume that DξprojA(,F)(v),A(vprojA(v,F))>0.\left<D_{\xi}{\rm proj}^{A}(\cdot,F)(v),A(v-{\rm proj}^{A}(v,F))\right>>0. By the definition of the bilateral directional derivative,

DξprojA(,F)(v)=projA(v+τξ,F)projA(v,F)τ+o(τ)τ,D_{\xi}{\rm proj}^{A}(\cdot,F)(v)=\dfrac{{\rm proj}^{A}(v+\tau\xi,F)-{\rm proj}^{A}(v,F)}{\tau}+\dfrac{o(\tau)}{\tau},

for all τ\tau\in\mathbb{R} with |τ||\tau| sufficiently small. Therefore, we can choose a sufficiently small positive τ\tau such that

projA(v+τξ,F)projA(v,F)τ,A(vprojA(v,F))>0,\left<\dfrac{{\rm proj}^{A}(v+\tau\xi,F)-{\rm proj}^{A}(v,F)}{\tau},A(v-{\rm proj}^{A}(v,F))\right>>0,

or, by multiplying by τ\tau,

projA(v+τξ,F)projA(v,F),A(vprojA(v,F))>0.\left<{\rm proj}^{A}(v+\tau\xi,F)-{\rm proj}^{A}(v,F),A(v-{\rm proj}^{A}(v,F))\right>>0. (92)

This contradicts the following property of the projection projA(v,F){\rm proj}^{A}(v,F) (see e.g. Bauschke-Combettes (Bauschke-Combettes, , Theorem 3.16)):

v1projA(v,F),A(vprojA(v,F))0,forallv1F.\left<v_{1}-{\rm proj}^{A}(v,F),A(v-{\rm proj}^{A}(v,F))\right>\leq 0,\quad{\rm for\ all\ }v_{1}\in F.

Case 2: Assume that DξprojA(,F)(v),A(vprojA(v,F))<0.\left<D_{\xi}{\rm proj}^{A}(\cdot,F)(v),A(v-{\rm proj}^{A}(v,F))\right><0. In this case, we will choose a negative τ\tau with sufficiently small absolute value |τ||\tau| so that

projA(v+τξ,F)projA(v,F)τ,A(vprojA(v,F))<0,\left<\dfrac{{\rm proj}^{A}(v+\tau\xi,F)-{\rm proj}^{A}(v,F)}{\tau},A(v-{\rm proj}^{A}(v,F))\right><0,

which leads to the same (92) upon multiplying by τ\tau.

The proof of the lemma is complete.∎

Lemma 9

For mnm\geq n, consider a m×nm\times n-matrix DD and m×(mn+1)m\times(m-n+1)-matrix DD^{\perp}, such that (D)TD=0n×(mn+1)(D^{\perp})^{T}D=0_{n\times(m-n+1)}. If (56) and (58) hold, then

Dmn+1=(Dn).D^{\perp}\mathbb{R}^{m-n+1}=(D\mathbb{R}^{n})^{\perp}. (93)

Proof. By the definition of DD^{\perp},

Dmn+1KerDT.D^{\perp}\mathbb{R}^{m-n+1}\subset{\rm Ker}D^{T}. (94)

Furthermore, we have

(Dn)=KerDT,(D\mathbb{R}^{n})^{\perp}={\rm Ker}\hskip 1.42271ptD^{T}, (95)

see e.g. Friedberg et al (Friedberg, , Exercise 17, p. 367). To prove the backwards implication in (93), we use (95) and assumption (56) to conclude that KerDT=dim((Dn))=mn+1{\rm Ker}\hskip 1.42271ptD^{T}={\rm dim}\left((D\mathbb{R}^{n})^{\perp}\right)=m-n+1. On the other hand, assumption (58) implies that dim(Dmn+1)=mn+1{\rm dim}\left(D^{\perp}\mathbb{R}^{m-n+1}\right)=m-n+1 too. Therefore, the dimensions of the spaces in the two sides of (94) coincide and the inclusion (94) is actually an equality. ∎

Corollary 4

Assume that mn.m\geq n. Let RR be an m×qm\times q-matrix. Let DD^{\perp} be as defined in Lemma 9. Consider

𝒰={xDn:RTx=0}.\mathcal{U}=\left\{x\in D\mathbb{R}^{n}:R^{T}x=0\right\}.

If conditions (56) and (58) hold, then

x𝒰if and only if(RT(D)T)x=0.x\in\mathcal{U}\quad\mbox{if and only if}\quad\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)x=0.

Proof. The proof follows by observing that (D)Tx=0(D^{\perp})^{T}x=0 if and only if

xKer((D)T)=(Dmn+1)=((Dn))=Dn,x\in{\rm Ker}\left((D^{\perp})^{T}\right)=\left(D^{\perp}\mathbb{R}^{m-n+1}\right)^{\perp}=\left((D\mathbb{R}^{n})^{\perp}\right)^{\perp}=D\mathbb{R}^{n},

where the first equality is the property that we already used in the proof of Lemma 9 (see formula (95)) and the second equality is the conclusion of Lemma 9.∎

Corollary 5

In the settings of Corollary 4, assume that

rank(DTR)=q,{\rm rank}(D^{T}R)=q, (96)

in addition to (56) and (58). Put d=mn+q+1d=m-n+q+1. Let 𝒱basis\mathcal{V}_{basis} be a matrix of dd linearly independent vectors of m\mathbb{R}^{m} which are orthogonal to vectors of 𝒰\mathcal{U} in some scalar product. Then,

  • (i)

    the d×dd\times d-matrix (RT(D)T)𝒱basis\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\mathcal{V}_{basis} is invertible,

  • (ii)

    rank(RT(D)T)=mn+q+1.{\rm rank}\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)=m-n+q+1.

Proof. (i) If (RT(D)T)𝒱basisv=0\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\mathcal{V}_{basis}v=0 for some vdv\in\mathbb{R}^{d}, then 𝒱basisv\mathcal{V}_{basis}v must be an element of 𝒰\mathcal{U} by Corollary 4. On the other hand, vector 𝒱basisv\mathcal{V}_{basis}v is orthogonal to the vectors of 𝒰\mathcal{U}, which implies 𝒱basisv=0\mathcal{V}_{basis}v=0 which can only happen if v=0.v=0.

(ii) By the rank-nullity theorem (see e.g. Friedberg et al (Friedberg, , Theorem 2.3)) and by Corollary 4 we have

rank(RT(D)T)=mdim(ker(RT(D)T))=mdim(𝒰).{\rm rank}\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)=m-{\rm dim}\left({\rm ker}\left(\begin{array}[]{c}R^{T}\\ (D^{\perp})^{T}\end{array}\right)\right)=m-{\rm dim}(\mathcal{U}).

In this formula, dim(𝒰)=nq1{\rm dim}(\mathcal{U})=n-q-1 by Gudoshnikov-Makarenkov (ESAIM, , Lemma 3.8). ∎

Lemma 10

(Rockafellar-Wets (Rockafellar-Wets, , Theorem 6.46)) Consider a polyhedron

C=k=1K{vd:nk,vck},C=\bigcap_{k=1}^{K}\left\{v\in\mathbb{R}^{d}:\left<n_{k},v\right>\leq c_{k}\right\},

where nkdn_{k}\in\mathbb{R}^{d}, ck,c_{k}\in\mathbb{R}, K.K\in\mathbb{N}. If I(v)={k1,K¯:nk,v=ck}I(v)=\left\{k\in\overline{1,K}:\left<n_{k},v\right>=c_{k}\right\}, then

N𝒞(y)=cone{nk:kI(v)}.N_{\mathcal{C}}(y)={\rm cone}\left\{n_{k}:k\in I(v)\right\}.

Proof of Lemma 1. Fix y𝒱.y\in\mathcal{V}. The definition of NC~A(y)N_{\widetilde{C}}^{A}(y) reads as

NC~A(y),A(c~y)0,c~C~.\left<N_{\widetilde{C}}^{A}(y),A(\widetilde{c}-y)\right>\leq 0,\quad\widetilde{c}\in{\widetilde{C}}. (97)

Let dd be the dimension of 𝒱\mathcal{V} and let 𝒱basis\mathcal{V}_{basis} be a m×dm\times d-matrix of some linearly independent vectors of 𝒱\mathcal{V}. Then we can represent C~\widetilde{C} as

C~=𝒱basisC,whereC=k=1K{vd:nk,vck},nk=(A𝒱basis)Tn~k.\widetilde{C}=\mathcal{V}_{basis}C,\quad{\rm where}\ C=\bigcap_{k=1}^{K}\left\{v\in\mathbb{R}^{d}:\left<n_{k},v\right>\leq c_{k}\right\},\ n_{k}=(A\mathcal{V}_{basis})^{T}\widetilde{n}_{k}.

Defining vdv\in\mathbb{R}^{d} in such a way that y=𝒱basisvy=\mathcal{V}_{basis}v, statement (97) can be rewritten as

NC~A(𝒱basisv),A(c~𝒱basisv)0,c~𝒱basisC,\left<N_{\widetilde{C}}^{A}(\mathcal{V}_{basis}v),A(\widetilde{c}-\mathcal{V}_{basis}v)\right>\leq 0,\quad\widetilde{c}\in\mathcal{V}_{basis}C,

or

(A𝒱basis)TNC~A(𝒱basisv),cv0,cC.\left<(A\mathcal{V}_{basis})^{T}N_{\widetilde{C}}^{A}(\mathcal{V}_{basis}v),c-v\right>\leq 0,\quad c\in C.

But the definition of NC(v)N_{C}(v) reads as

NC(v),cv0,cC.\left<N_{C}(v),c-v\right>\leq 0,\quad c\in C.

Therefore, (A𝒱basis)TNC~A(𝒱basisv)=NC(v)(A\mathcal{V}_{basis})^{T}N_{\widetilde{C}}^{A}(\mathcal{V}_{basis}v)=N_{C}(v) or, incorporating the conclusion of Lemma 10,

(A𝒱basis)TNC~A(𝒱basisv)=cone{(A𝒱basis)Tn~k:kI(v)},(A\mathcal{V}_{basis})^{T}N_{\widetilde{C}}^{A}(\mathcal{V}_{basis}v)={\rm cone}\left\{(A\mathcal{V}_{basis})^{T}\widetilde{n}_{k}:k\in I(v)\right\},

from where the required statement follows.∎

Proposition 11

For any convex set FmF\subset\mathbb{R}^{m},

projA(v,F)+c=projA(v+c,F+c),v,cF.{\rm proj}^{A}(v,F)+c={\rm proj}^{A}(v+c,F+c),\quad v,c\in F.

Proof. Indeed, let

v′′=projA(v+c,F+c).v_{*}^{\prime\prime}={\rm proj}^{A}(v+c,F+c).

Then v′′v_{*}^{\prime\prime} satisfies

minv′′F+cv+cv′′A=v+cv′′A,\min_{v^{\prime\prime}\in F+c}\|v+c-v^{\prime\prime}\|^{A}=\|v+c-v_{*}^{\prime\prime}\|^{A},

or

v+cv′′A>v+cv′′A,for all v′′F+c,v′′v′′,\|v+c-v^{\prime\prime}\|^{A}>\|v+c-v_{*}^{\prime\prime}\|^{A},\quad\mbox{for all }v^{\prime\prime}\in F+c,\ v^{\prime\prime}\not=v_{*}^{\prime\prime},

or

vvA>v+cv′′A,for all vF,c+vv′′.\|v-v^{\prime}\|^{A}>\|v+c-v_{*}^{\prime\prime}\|^{A},\quad\mbox{for all }v^{\prime}\in F,\ c+v^{\prime}\not=v_{*}^{\prime\prime}.

Introducing v=v′′cv_{*}^{\prime}=v_{*}^{\prime\prime}-c,

vvA>vvA,for all vF,vv.\|v-v^{\prime}\|^{A}>\|v-v_{*}^{\prime}\|^{A},\quad\mbox{for all }v^{\prime}\in F,\ v^{\prime}\not=v_{*}^{\prime}.

Therefore,

minvFvvA=vvA,\min_{v^{\prime}\in F}\|v-v^{\prime}\|^{A}=\|v-v_{*}^{\prime}\|^{A},

i.e. v=proj(v,F).v_{*}^{\prime}={\rm proj}(v,F).


Proof of Lemma 4. Invertibility of the k×kk\times k-matrix 𝒩TA𝒩\mathcal{N}^{T}A\mathcal{N} follows from the fact that rank(A𝒩)=k{\rm rank}(\sqrt{A}\mathcal{N})=k and so rank(𝒩TA𝒩)=rank((A𝒩)TA𝒩)=k{\rm rank}(\mathcal{N}^{T}A\mathcal{N})={\rm rank}((\sqrt{A}\mathcal{N})^{T}\sqrt{A}\mathcal{N})=k, see e.g. Friedberg et al (Friedberg, , §6.3, Lemma 2).

To prove formula (80), we observe that

distA(c,span{ni1,,nik})=cprojA(c,span{ni1,,nik})A.{\rm dist}^{A}\left(-c^{\prime},{\rm span}\left\{n_{i_{1}},...,n_{i_{k}}\right\}\right)=\left\|-c^{\prime}-{\rm proj}^{A}\left(-c^{\prime},{\rm span}\left\{n_{i_{1}},...,n_{i_{k}}\right\}\right)\right\|^{A}.

By the definition of projection (see e.g. Bauschke-Combettes (Bauschke-Combettes, , §3.2)),

projA(c,span{ni1,,nik})=λ1ni1++λknik,{\rm proj}^{A}\left(-c^{\prime},{\rm span}\left\{n_{i_{1}},...,n_{i_{k}}\right\}\right)=\lambda_{1}n_{i_{1}}+\ldots+\lambda_{k}n_{i_{k}},

where λ1,,λk\lambda_{1},\ldots,\lambda_{k}\in\mathbb{R} minimize the quantity

cλ1ni1λk,A(cλ1ni1λk).\left<-c^{\prime}-\lambda_{1}n_{i_{1}}-\ldots-\lambda_{k},A(-c^{\prime}-\lambda_{1}n_{i_{1}}-\ldots-\lambda_{k})\right>.

Therefore,

cλ1ni1λk,Ani1=0,cλ1ni1λk,Anik=0,\begin{array}[]{rcl}\left<-c^{\prime}-\lambda_{1}n_{i_{1}}-\ldots-\lambda_{k},An_{i_{1}}\right>&=&0,\\ &\vdots&\\ \left<-c^{\prime}-\lambda_{1}n_{i_{1}}-\ldots-\lambda_{k},An_{i_{k}}\right>&=&0,\end{array}

for the unknown λ1,,λk,\lambda_{1},...,\lambda_{k}, or, equivalently,

𝒩TAc𝒩TA𝒩(λ1λk)T=0.-\mathcal{N}^{T}Ac^{\prime}-\mathcal{N}^{T}A\mathcal{N}(\lambda_{1}\ldots\lambda_{k})^{T}=0.

Formula (80) follows by solving this equation for (λ1λk)T(\lambda_{1}\ldots\lambda_{k})^{T} and by plugging the result into projA(c,span{ni1,,nik})=𝒩(λ1λk)T.{\rm proj}^{A}\left(-c^{\prime},{\rm span}\left\{n_{i_{1}},...,n_{i_{k}}\right\}\right)=\mathcal{N}(\lambda_{1}\ldots\lambda_{k})^{T}.

Lemma 11

If conditions (12), (17), and (23) hold, then all vertices of FF are contained in the set {y,1,,y,M}.\{y_{*,1},...,y_{*,M}\}.

Proof. Assume that FF has a vertex y~{y,1,,y,M}.\tilde{y}_{*}\not\in\{y_{*,1},...,y_{*,M}\}. We have

{y~}={y:yL¯¯(α,j),(α,j)I0{j1,,jd|I0|}},\{\tilde{y}_{*}\}=\{y:y\in\overline{\overline{L}}(\alpha,j),\ (\alpha,j)\in I_{0}\cup\{j_{1},...,j_{d-|I_{0}|}\}\},

where |I0{j1,,jd|I0|}|=d.|I_{0}\cup\{j_{1},...,j_{d-|I_{0}|}\}|=d. By (17),

{j1,,jd|I0|}=iJy~Ii.\{j_{1},...,j_{d-|I_{0}|}\}=\cup\bigcap_{i\in J_{\tilde{y}_{*}}}I_{i}.

But |Ii|=d|I0||I_{i}|=d-|I_{0}| by (23). Therefore, there exists i~Jy~\tilde{i}\in J_{\tilde{y}_{*}} such that {j1,,jd|I0|}=Ii~,\{j_{1},...,j_{d-|I_{0}|}\}=I_{\tilde{i}}, i.e. y~=y,i~.\tilde{y}_{*}=y_{*,\tilde{i}}. The proof of the lemma is complete.∎

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