Locally Stable Neural ODEs with Characterized Region of Attraction

Abstract

We propose a class of neural ODEs that universally approximates locally exponentially stable dynamics and the region of attraction from trajectory data. The model dynamics are constrained by the gradient field of a jointly learned maximal Lyapunov function. Under this constraint, we show that exponentially stable dynamics can be approximated arbitrarily well within the region of attraction. Furthermore, the region of attraction of the constrained model is exactly characterized by the 1-sublevel set of the jointly learned Lyapunov function, and we derive conditions under which it approximates the true region of attraction arbitrarily well. We validate the approach experimentally on nonlinear systems with nonconvex regions of attraction.