Drake

Functions  
Eigen::VectorXd  SampleBasedLyapunovAnalysis (const System< double > &system, const Context< double > &context, const std::function< VectorX< AutoDiffXd >(const VectorX< AutoDiffXd > &state)> &basis_functions, const Eigen::Ref< const Eigen::MatrixXd > &state_samples, const Eigen::Ref< const Eigen::VectorXd > &V_zero_state) 
Sets up a linear program to search for the coefficients of a Lyapunov function that satisfies the Lyapunov conditions at a set of sample points. More...  
double  RandomSimulation (const SimulatorFactory &make_simulator, const ScalarSystemFunction &output, double final_time, RandomGenerator *generator) 
Run a deterministic simulation of a (stochastic) System using the generator to instantiate all "random" quantities. More...  
std::vector< RandomSimulationResult >  MonteCarloSimulation (const SimulatorFactory &make_simulator, const ScalarSystemFunction &output, double final_time, int num_samples, RandomGenerator *generator=nullptr, int num_parallel_executions=kNoConcurrency) 
Generate samples of a scalar random variable output by running many random simulations drawn from independent samples of the distributions governing the stochastic simulation. More...  
symbolic::Expression  RegionOfAttraction (const System< double > &system, const Context< double > &context, const RegionOfAttractionOptions &options=RegionOfAttractionOptions()) 
Estimates the region of attraction of the timeinvariant system at the fixed point defined by context . More...  
std::vector<RandomSimulationResult> drake::systems::analysis::MonteCarloSimulation  (  const SimulatorFactory &  make_simulator, 
const ScalarSystemFunction &  output,  
double  final_time,  
int  num_samples,  
RandomGenerator *  generator = nullptr , 

int  num_parallel_executions = kNoConcurrency 

) 
Generate samples of a scalar random variable output by running many random simulations drawn from independent samples of the distributions governing the stochastic simulation.
In pseudocode, this algorithm implements:
make_simulator
, output
, and final_time
.num_samples  Number of independent samples to draw from the distribution (and equivalently, the number of simulations to run). 
generator  Random number generator to be used to generate the random samples. If null, then a new RandomGenerator will be allocated and used internally (and repeated calls to this method will return identical results). To produce statistically "independent" samples on a future call to MonteCarloSimulation, you should make repeated uses of the same RandomGenerator object. 
num_parallel_executions  Specify number of parallel executions to use while performing num_samples simulations. The default value, kNoConcurrency, specifies that simulations should be executed in serial. To use the default concurrency available on your hardware (equivalent to num_parallel_executions=std::thread::hardware_concurrency()), use value kUseHardwareConcurrency. Otherwise, num_parallel_executions must be >= 1. 
Thread safety when parallel execution is specified:
make_simulator
and generator
are only accessed from the main thread.make_simulator
and its context are only accessed from within a single worker thread; however, any resource shared between these simulators must be safe for concurrent use.output
is called from within worker threads performing simulation with the simulator and context belonging to each worker thread. It must be safe to make concurrent calls to output
(i.e. any mutable state inside the function must be safe for concurrent use). double drake::systems::analysis::RandomSimulation  (  const SimulatorFactory &  make_simulator, 
const ScalarSystemFunction &  output,  
double  final_time,  
RandomGenerator *  generator  
) 
Run a deterministic simulation of a (stochastic) System using the generator
to instantiate all "random" quantities.
In pseudocode, this algorithm implements:
make_simulator  Callers to this method define a stochastic simulation by providing the make_simulator factory method to return a Simulator using the supplied RandomGenerator as the only source of randomness. This interface was designed to support cases where the System/Diagram is random (not only the Context), e.g. in the case where are variable number of objects are added to a multibody simulation. 
output  The scalar random variable output, denoted output , is defined as a function of the Simulator's System's Context, evaluated at the final_time . MonteCarlo investigations that studying the details of an entire trajectory can still use this interface, e.g. by including a "runtime monitor" System that latches the worstcase deviation of a specification into it's Context to be queried at the final time. 
final_time  The time that each instance of the Simulator is stepped to. In many cases, this will be equivalent to the duration of the simulation, but it need not be because SetRandomContext() could initialize the time to a nonzero value, or an event could trigger premature termination of the simulation (see #4447). 
generator  Random number generator to be used to generate the random samples. 
output
evaluated from the Context at final_time
. symbolic::Expression drake::systems::analysis::RegionOfAttraction  (  const System< double > &  system, 
const Context< double > &  context,  
const RegionOfAttractionOptions &  options = RegionOfAttractionOptions() 

) 
Estimates the region of attraction of the timeinvariant system
at the fixed point defined by context
.
This implementation only searches for the largest level set of the lyapunov_candidate
function from options
(or a candidate obtained from solving the Lyapunov equation on the linearization).
system  a timeinvariant continuoustime System that supports scalartype conversion to symbolic::Expression. The dynamics of the system must be polynomial. 
context  a Context that defines the parameters of the system and the fixedpoint about which we are analyzing the regional stability. 
options  provides a variety of configuration options. 
context
, or the vector state_variables passed in through the options structure (if it is nonempty). The level set {x  V(x)<=1} containing the fixedpoint in context
represents the region of attraction.system
and context
, any required input ports on system
must be "defined", i.e., connected to other systems in a larger diagram or holding fixed values; see System::FixInputPortsFrom for possible caveats. Analyzing a closedloop system would typically be accomplished by having both the plant and the controller in a diagram (which then has no input ports), and passing the diagram into this method as system
.Note: There are more numerical recipes for region of attraction analysis that could extend the current implementation. Do report an issue if you discover a system for which this code does not perform well.
Eigen::VectorXd drake::systems::analysis::SampleBasedLyapunovAnalysis  (  const System< double > &  system, 
const Context< double > &  context,  
const std::function< VectorX< AutoDiffXd >(const VectorX< AutoDiffXd > &state)> &  basis_functions,  
const Eigen::Ref< const Eigen::MatrixXd > &  state_samples,  
const Eigen::Ref< const Eigen::VectorXd > &  V_zero_state  
) 
Sets up a linear program to search for the coefficients of a Lyapunov function that satisfies the Lyapunov conditions at a set of sample points.
∀xᵢ, V(xᵢ) ≥ 0, ∀xᵢ, V̇(xᵢ) = ∂V/∂x f(xᵢ) ≤ 0. In order to provide boundary conditions to the problem, and improve numerical conditioning, we additionally impose the constraint V(x₀) = 0, and add an objective that pushes V̇(xᵢ) towards 1 (timetogo): min ∑ V̇(xᵢ) + 1.
For background, and a description of this algorithm, see http://underactuated.csail.mit.edu/underactuated.html?chapter=lyapunov . It currently requires that the system to be optimized has only continuous state and it is assumed to be time invariant.
system  to be verified. We currently require that the system has only continuous state, and it is assumed to be time invariant. Unlike many analysis algorithms, the system does not need to support conversion to other ScalarTypes (double is sufficient). 
context  is used only to specify any parameters of the system, and to fix any input ports. The system/context must have all inputs assigned. 
basis_functions  must define an AutoDiffXd function that takes the state vector as an input argument and returns the vector of values of the basis functions at that state. The Lyapunov function will then have the form V(x) = ∑ pᵢ φᵢ(x), where p is the vector to be solved for and φ(x) is the vector of basis function evaluations returned by this function. 
state_samples  is a list of sample states (one per column) at which to apply the optimization constraints and the objective. 
V_zero_state  is a particular state, x₀, where we impose the condition: V(x₀) = 0. 