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# Robust Performance of A Class of Control Systems

## 1 Introduction

Motivated by the seminal theorem of Kharitonov on robust stability of interval polynomials, a number of papers on robustness analysis of uncertain systems have been published in the past few years. Kharitonov’s theorem states that the Hurwitz stability of the real (or complex) interval polynomial family can be guaranteed by the Hurwitz stability of four (or eight) prescribed critical vertex polynomials in this family. This result is significant since it reduces checking stability of infinitely many polynomials to checking stability of finitely many polynomials, and the number of critical vertex polynomials need to be checked is independent of the order of the polynomial family. An important extension of Kharitonov’s theorem is the edge theorem discovered by Bartlett, Hollot and Huang. The edge theorem states that the stability of a polytope of polynomials can be guaranteed by the stability of its one-dimensional exposed edge polynomials. The significance of the edge theorem is that it allows some (affine) dependency among polynomial coefficients, and applies to more general stability regions, e.g., unit circle, left sector, shifted half plane, hyperbola region, etc. When the dependency among polynomial coefficients is nonlinear, however, Ackermann shows that checking a subset of a polynomial family generally can not guarantee the stability of the entire family.

In this paper, we consider a class of complex polynomial families with nonlinear coefficient dependency. Based on our previous results, we will establish some Kharitonov-like robust stability criteria, i.e., the entire family is stable if and only if some critical vertices in this family are stable, and the number of critical vertices is independent of the order of the polynomial family. We will then extend our results to the polynomial matrix case and non-interval D-stability case. Applications of these results in testing strict positive realness of interval transfer function family are also presented.

## 2 Main Results

A polynomial $`p(s)`$ is said to be Hurwitz stable, denoted by $`p(s)H`$, if all its roots lie within the open left half of the complex plane $`𝐂`$. A polynomial family $`P`$ is said to be Hurwitz stable, denoted by $`PH`$, if all polynomials in $`P`$ are Hurwitz stable.

Consider the $`n`$-th order real interval polynomial family

$$\mathrm{\Gamma }=\{p(s)p(s)=\underset{i=0}{\overset{n}{}}q_is^i,q_i[q_i^{},q_i^+],i=0,1,\mathrm{},n\}$$
(1)
and define the four Kharitonov polynomials of $`\mathrm{\Gamma }`$ as

$$K_1(s)=q_0^{}+q_1^{}s+q_2^+s^2+q_3^+s^3+q_4^{}s^4+q_5^{}s^5+\mathrm{}$$
(2)
$$K_2(s)=q_0^++q_1^+s+q_2^{}s^2+q_3^{}s^3+q_4^+s^4+q_5^+s^5+\mathrm{}$$
(3)
$$K_3(s)=q_0^++q_1^{}s+q_2^{}s^2+q_3^+s^3+q_4^+s^4+q_5^{}s^5+\mathrm{}$$
(4)
$$K_4(s)=q_0^{}+q_1^+s+q_2^+s^2+q_3^{}s^3+q_4^{}s^4+q_5^+s^5+\mathrm{}$$
(5)
Lemma 1(Kharitonov’s Theorem for Real Polynomials)

$$\mathrm{\Gamma }HK_1(s),K_2(s),K_3(s),K_4(s)H$$
(6)
Consider the $`n`$-th order complex interval polynomial family

$$\mathrm{\Delta }=\{\delta (s)\delta (s)=\underset{i=0}{\overset{n}{}}(\alpha _i+j\beta _i)s^i,\alpha _i[\alpha _i^{},\alpha _i^+],\beta _i[\beta _i^{},\beta _i^+],i=0,1,\mathrm{},n\}$$
(7)
and define the eight Kharitonov polynomials of $`\mathrm{\Delta }`$ as

$$K_1^+\left(s\right)=\left(\alpha _0^{}+j\beta _0^{}\right)+\left(\alpha _1^{}+j\beta _1^+\right)s+\left(\alpha _2^++j\beta _2^+\right)s^2+\left(\alpha _3^++j\beta _3^{}\right)s^3+\left(\alpha _4^{}+j\beta _4^{}\right)s^4+\left(\alpha _5^{}+j\beta _5^+\right)s^5+\mathrm{}$$
(8)
$$K_2^+\left(s\right)=\left(\alpha _0^{}+j\beta _0^+\right)+\left(\alpha _1^++j\beta _1^+\right)s+\left(\alpha _2^++j\beta _2^{}\right)s^2+\left(\alpha _3^{}+j\beta _3^{}\right)s^3+\left(\alpha _4^{}+j\beta _4^+\right)s^4+\left(\alpha _5^++j\beta _5^+\right)s^5+\mathrm{}$$
(9)
$$K_3^+\left(s\right)=\left(\alpha _0^++j\beta _0^{}\right)+\left(\alpha _1^{}+j\beta _1^{}\right)s+\left(\alpha _2^{}+j\beta _2^+\right)s^2+\left(\alpha _3^++j\beta _3^+\right)s^3+\left(\alpha _4^++j\beta _4^{}\right)s^4+\left(\alpha _5^{}+j\beta _5^{}\right)s^5+\mathrm{}$$
(10)
$$K_4^+\left(s\right)=\left(\alpha _0^++j\beta _0^+\right)+\left(\alpha _1^++j\beta _1^{}\right)s+\left(\alpha _2^{}+j\beta _2^{}\right)s^2+\left(\alpha _3^{}+j\beta _3^+\right)s^3+\left(\alpha _4^++j\beta _4^+\right)s^4+\left(\alpha _5^++j\beta _5^{}\right)s^5+\mathrm{}$$
(11)
$$K_1^{}\left(s\right)=\left(\alpha _0^{}+j\beta _0^{}\right)+\left(\alpha _1^++j\beta _1^{}\right)s+\left(\alpha _2^++j\beta _2^+\right)s^2+\left(\alpha _3^{}+j\beta _3^+\right)s^3+\left(\alpha _4^{}+j\beta _4^{}\right)s^4+\left(\alpha _5^++j\beta _5^{}\right)s^5+\mathrm{}$$
(12)
$$K_2^{}\left(s\right)=\left(\alpha _0^{}+j\beta _0^+\right)+\left(\alpha _1^{}+j\beta _1^{}\right)s+\left(\alpha _2^++j\beta _2^{}\right)s^2+\left(\alpha _3^++j\beta _3^+\right)s^3+\left(\alpha _4^{}+j\beta _4^+\right)s^4+\left(\alpha _5^{}+j\beta _5^{}\right)s^5+\mathrm{}$$
(13)
$$K_3^{}\left(s\right)=\left(\alpha _0^++j\beta _0^{}\right)+\left(\alpha _1^++j\beta _1^+\right)s+\left(\alpha _2^{}+j\beta _2^+\right)s^2+\left(\alpha _3^{}+j\beta _3^{}\right)s^3+\left(\alpha _4^++j\beta _4^{}\right)s^4+\left(\alpha _5^++j\beta _5^+\right)s^5+\mathrm{}$$
(14)
$$K_4^{}\left(s\right)=\left(\alpha _0^++j\beta _0^+\right)+\left(\alpha _1^{}+j\beta _1^+\right)s+\left(\alpha _2^{}+j\beta _2^{}\right)s^2+\left(\alpha _3^++j\beta _3^{}\right)s^3+\left(\alpha _4^++j\beta _4^+\right)s^4+\left(\alpha _5^{}+j\beta _5^+\right)s^5+\mathrm{}$$
(15)
Lemma 2(Kharitonov’s Theorem for Complex Polynomials)

$$\mathrm{\Delta }HK_1^+(s),K_2^+(s),K_3^+(s),K_4^+(s),K_1^{}(s),K_2^{}(s),K_3^{}(s),K_4^{}(s)H$$
(16)
Now consider the $`n_u`$-th , $`n_v`$-th order real interval polynomial families $`\mathrm{\Gamma }_u`$ and $`\mathrm{\Gamma }_v`$ . Denote their Kharitonov polynomials as $`K_i^u(s),i=1,2,3,4`$ and $`K_j^v(s),j=1,2,3,4`$ respectively.

Similarly, consider the $`n_u`$-th , $`n_v`$-th order complex interval polynomial families $`\mathrm{\Delta }_u`$ and $`\mathrm{\Delta }_v`$ . Denote their Kharitonov polynomials as $`K_i^{+u}(s),K_i^u(s),i=1,2,3,4`$ and $`K_j^{+v}(s),K_j^v(s),j=1,2,3,4`$ respectively.

For any function $`f(x,y)`$, define

$$f(\mathrm{\Gamma }_u,\mathrm{\Gamma }_v)=\{f(p_u(s),p_v(s))p_u(s)\mathrm{\Gamma }_u,p_v(s)\mathrm{\Gamma }_v\}$$
(17)
$$f(\mathrm{\Delta }_u,\mathrm{\Delta }_v)=\{f(\delta _u(s),\delta _v(s))\delta _u(s)\mathrm{\Delta }_u,\delta _v(s)\mathrm{\Delta }_v\}$$
(18)
Lemma 3

For any fixed complex number $`z𝐂`$, suppose the polynomial family $`\mathrm{\Gamma }_uz\mathrm{\Gamma }_v`$ has a fixed order. Then

$$\begin{array}{c}\mathrm{\Gamma }_uz\mathrm{\Gamma }_vH\\ K_i^u(s)zK_j^v(s)H,i,j=1,2,3,4\end{array}$$
(19)
If the location of $`z`$ is known, then the number of critical vertices need to be checked can further be reduced. For example, if $`z`$ is on the negative real axis, then only 4 out of the 16 critical vertices need to be checked, namely

$$\begin{array}{c}\mathrm{\Gamma }_uz\mathrm{\Gamma }_vH\\ K_i^u(s)zK_i^v(s)H,i=1,2,3,4;\end{array}$$
(20)
if $`z`$ is on the imaginary axis, then only 8 critical vertices need to be checked; if $`z`$ is in the left half of the complex plane, then only 12 critical vertices need to be checked.

For complex polynomials, we have the following similar result

Lemma 4

For any fixed complex number $`z𝐂`$, suppose the polynomial family $`\mathrm{\Delta }_uz\mathrm{\Delta }_v`$ has a fixed order. Then

$$\begin{array}{c}\mathrm{\Delta }_uz\mathrm{\Delta }_vH\\ K_i^{+u}(s)zK_j^{+v}(s),K_i^u(s)zK_j^v(s)H,i,j=1,2,3,4\end{array}$$
(21)
Theorem 1

Consider the polynomial family

$$a_m\mathrm{\Gamma }_u^m+a_{m1}\mathrm{\Gamma }_u^{m1}\mathrm{\Gamma }_v+a_{m2}\mathrm{\Gamma }_u^{m2}\mathrm{\Gamma }_v^2+\mathrm{}\mathrm{}+a_2\mathrm{\Gamma }_u^2\mathrm{\Gamma }_v^{m2}+a_1\mathrm{\Gamma }_u\mathrm{\Gamma }_v^{m1}+a_0\mathrm{\Gamma }_v^m$$
(22)
where $`a_k𝐑,k=0,1,\mathrm{},m.`$ Suppose it has a fixed order. Then

$$\begin{array}{c}a_m\mathrm{\Gamma }_u^m+a_{m1}\mathrm{\Gamma }_u^{m1}\mathrm{\Gamma }_v+\mathrm{}\mathrm{}+a_1\mathrm{\Gamma }_u\mathrm{\Gamma }_v^{m1}+a_0\mathrm{\Gamma }_v^mH\hfill \\ a_m[K_i^u(s)]^m+a_{m1}[K_i^u(s)]^{m1}K_j^v(s)+\mathrm{}\mathrm{}\hfill \\ +a_1K_i^u(s)[K_j^v(s)]^{m1}+a_0[K_j^v(s)]^mH,i,j=1,2,3,4\hfill \end{array}$$
(23)
Proof: Consider the polynomial

$$q(z)=a_mz^m+a_{m1}z^{m1}+a_{m2}z^{m2}+\mathrm{}\mathrm{}+a_2z^2+a_1z+a_0$$
(24)
Let $`r=\mathrm{max}\{ka_k0\}`$. Then $`q(z)`$ can be expressed as

$$q(z)=a_r(zz_1)(zz_2)\mathrm{}\mathrm{}(zz_{r1})(zz_r)$$
(25)
where $`z_1,z_2,\mathrm{}\mathrm{},z_{r1},z_r𝐂`$. Hence, we have

$$\begin{array}{cc}& a_m\mathrm{\Gamma }_u^m+a_{m1}\mathrm{\Gamma }_u^{m1}\mathrm{\Gamma }_v+\mathrm{}\mathrm{}+a_1\mathrm{\Gamma }_u\mathrm{\Gamma }_v^{m1}+a_0\mathrm{\Gamma }_v^mH\hfill \\ & \mathrm{\Gamma }_v^m\left[a_r\left(\frac{\mathrm{\Gamma }_u}{\mathrm{\Gamma }_v}\right)^r+a_{r1}\left(\frac{\mathrm{\Gamma }_u}{\mathrm{\Gamma }_v}\right)^{r1}+\mathrm{}\mathrm{}+a_1\left(\frac{\mathrm{\Gamma }_u}{\mathrm{\Gamma }_v}\right)+a_0\right]H\hfill \\ & \mathrm{\Gamma }_v^m\left[a_r\left(\frac{\mathrm{\Gamma }_u}{\mathrm{\Gamma }_v}z_1\right)\left(\frac{\mathrm{\Gamma }_u}{\mathrm{\Gamma }_v}z_2\right)\mathrm{}\mathrm{}\left(\frac{\mathrm{\Gamma }_u}{\mathrm{\Gamma }_v}z_{r1}\right)\left(\frac{\mathrm{\Gamma }_u}{\mathrm{\Gamma }_v}z_r\right)\right]H\hfill \\ & a_r\mathrm{\Gamma }_v^{mr}(\mathrm{\Gamma }_uz_1\mathrm{\Gamma }_v)(\mathrm{\Gamma }_uz_2\mathrm{\Gamma }_v)\mathrm{}\mathrm{}(\mathrm{\Gamma }_uz_{r1}\mathrm{\Gamma }_v)(\mathrm{\Gamma }_uz_r\mathrm{\Gamma }_v)H\hfill \\ & \{\begin{array}{cc}\mathrm{\Gamma }_uz_k\mathrm{\Gamma }_vH,k=1,2,\mathrm{}\mathrm{},r1,r\hfill & \hfill r=m\\ \mathrm{\Gamma }_uz_k\mathrm{\Gamma }_vH,k=1,2,\mathrm{}\mathrm{},r1,r\mathrm{and}\mathrm{\Gamma }_vH\hfill & \hfill r<m\end{array}\hfill \\ \stackrel{\mathrm{Lemmas}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\&3}{}& \{\begin{array}{cc}K_i^u\left(s\right)z_kK_j^v\left(s\right)H,i,j=1,2,3,4,k=1,2,\mathrm{},r1,r\hfill & \hfill r=m\\ K_i^u\left(s\right)z_kK_j^v\left(s\right)H,i,j=1,2,3,4,k=1,2,\mathrm{},r1,r\mathrm{and}K_j^v\left(s\right)H,j=1,2,3,4\hfill & \hfill r<m\end{array}\hfill \end{array}$$
(26)
$$\begin{array}{cc}& a_r[K_j^v(s)]^{mr}[K_i^u(s)z_1K_j^v(s)][K_i^u(s)z_2K_j^v(s)]\mathrm{}\hfill \\ & \mathrm{}[K_i^u(s)z_{r1}K_j^v(s)][K_i^u(s)z_rK_j^v(s)]H,i,j=1,2,3,4\hfill \\ & [K_j^v(s)]^m[a_r(\frac{K_i^u(s)}{K_j^v(s)}z_1)(\frac{K_i^u(s)}{K_j^v(s)}z_2)\mathrm{}\hfill \\ & \mathrm{}(\frac{K_i^u(s)}{K_j^v(s)}z_{r1})(\frac{K_i^u(s)}{K_j^v(s)}z_r)]H,i,j=1,2,3,4\hfill \\ & [K_j^v(s)]^m[a_r\left(\frac{K_i^u(s)}{K_j^v(s)}\right)^r+a_{r1}\left(\frac{K_i^u(s)}{K_j^v(s)}\right)^{r1}+\mathrm{}\hfill \\ & \mathrm{}+a_1\left(\frac{K_i^u(s)}{K_j^v(s)}\right)+a_0]H,i,j=1,2,3,4\hfill \\ & a_m[K_i^u(s)]^m+a_{m1}[K_i^u(s)]^{m1}K_j^v(s)+\mathrm{}\hfill \\ & \mathrm{}+a_1K_i^u(s)[K_j^v(s)]^{m1}+a_0[K_j^v(s)]^mH,i,j=1,2,3,4\hfill \end{array}$$
(27)
This completes the proof.

From the proof of Theorem 1 and by Lemmas 2 and 4, we have

Theorem 2

Consider the polynomial family

$$c_m\mathrm{\Delta }_u^m+c_{m1}\mathrm{\Delta }_u^{m1}\mathrm{\Delta }_v+c_{m2}\mathrm{\Delta }_u^{m2}\mathrm{\Delta }_v^2+\mathrm{}\mathrm{}+c_2\mathrm{\Delta }_u^2\mathrm{\Delta }_v^{m2}+c_1\mathrm{\Delta }_u\mathrm{\Delta }_v^{m1}+c_0\mathrm{\Delta }_v^m$$
(28)
where $`c_k𝐂,k=0,1,\mathrm{},m.`$ Suppose it has a fixed order. Then

$$\begin{array}{c}c_m\mathrm{\Delta }_u^m+c_{m1}\mathrm{\Delta }_u^{m1}\mathrm{\Delta }_v+\mathrm{}\mathrm{}+c_1\mathrm{\Delta }_u\mathrm{\Delta }_v^{m1}+c_0\mathrm{\Delta }_v^mH\hfill \\ c_m[K_i^{+u}(s)]^m+c_{m1}[K_i^{+u}(s)]^{m1}K_j^{+v}(s)+\mathrm{}\mathrm{}\hfill \\ +c_1K_i^{+u}(s)[K_j^{+v}(s)]^{m1}+c_0[K_j^{+v}(s)]^mH,\hfill \\ c_m[K_i^u(s)]^m+c_{m1}[K_i^u(s)]^{m1}K_j^v(s)+\mathrm{}\mathrm{}\hfill \\ +c_1K_i^u(s)[K_j^v(s)]^{m1}+c_0[K_j^v(s)]^mH,i,j=1,2,3,4\hfill \end{array}$$
(29)
Remark. We have established strong Kharitonov-like criteria for the stability of a class of polynomial families with nonlinearly correlated perturbations. The number of critical polynomials need to be checked is independent of the order of the polynomial family.

Example 1

Consider a negative unity feedback system with the forward path as three same blocks in tandem. Each block consists of an interval plant $`\frac{N(s)}{D(s)}`$ with negative unity feedback. Then, the characteristic polynomial of the closed-loop system is

$$[N(s)]^3+[N(s)+D(s)]^3$$
(30)
By Theorem 1, we only need to check 16 vertex systems for the stability of the entire uncertain system family. Furthermore, since all the roots of

$$q(z)=2z^3+3z^2+3z+1$$
(31)
lie within the left half of the complex plane, only 12 out of the 16 vertex systems need to be checked to verify robust stability of the entire system family.

Example 2

Consider a negative unity feedback system with the forward path as a controller and an interval plant $`\frac{N(s)}{D(s)}`$ in tandem. The controller is simply a gain $`k`$ , but can be switched among $`\{k_1,k_2,\mathrm{}\mathrm{},k_m\}`$ under different working conditions. Thus, robust stability of the entire system family is tantamount to

$$[k_1N(s)+D(s)][k_2N(s)+D(s)]\mathrm{}\mathrm{}[k_mN(s)+D(s)]H$$
(32)
By Theorem 1, we only need to check 16 vertex systems for the stability of the entire uncertain system family. Furthermore, since all the roots of

$$q(z)=(k_1z+1)(k_2z+1)\mathrm{}\mathrm{}(k_mz+1)$$
(33)
lie on the real axis, only 8 out of the 16 vertex systems need to be checked. Moreover, if $`k_1,k_2,\mathrm{}\mathrm{},k_m`$ have the same sign, then only 4 out of the 16 vertex systems need to be checked.

## 3 Some Extensions

### 3.1 Extension to Non-Interval D-Stability Case

Given any stability region $`D`$ in the complex plane $`𝐂`$, a polynomial $`p(s)`$ is said to be D-stable, denoted by $`p(s)D`$, if all its roots lie within $`D`$. A polynomial family $`P`$ is said to be D-stable, denoted by $`PD`$, if all polynomials in $`P`$ are D-stable.

Let the uncertainty bounding set (hyperbox) be

$$\begin{array}{c}\hfill Q=\{q=(q_1,q_2,\mathrm{}\mathrm{},q_l)^Tq_i[q_i^{},q_i^+],\\ \hfill i=1,2,\mathrm{}\mathrm{},l\}\end{array}$$
(34)
and define its one-dimensional edge set as

$$\begin{array}{c}\hfill Q_E=\{q=(q_1,q_2,\mathrm{}\mathrm{},q_l)^Tq_k[q_k^{},q_k^+]\mathrm{for}\mathrm{some}\\ \hfill k\{1,2,\mathrm{}\mathrm{},l\}\mathrm{and}q_i\{q_i^{},q_i^+\}\mathrm{for}\mathrm{all}ik\}\end{array}$$
(35)
Consider the $`n_1`$-th, $`n_2`$-th order complex polynomials

$$n(s,q)=\underset{i=0}{\overset{n_1}{}}c_i(q)s^i$$
(36)
$$d(s,q)=\underset{j=0}{\overset{n_2}{}}b_j(q)s^j$$
(37)
where the complex coefficients $`c_i(q),b_j(q)`$ are affine functions of the uncertain parameters $`q=(q_1,q_2,\mathrm{}\mathrm{},q_l)^T,`$ respectively.

In the sequel, we will suppose that $`D^c`$ is a connected set. Note that Hurwitz stability and Schur stability are special cases of D-stability.

Lemma 5

For any fixed complex numbers $`z_{01},z_{02}𝐂,`$ suppose the polynomial family $`\{z_{01}n(s,q)+z_{02}d(s,q)qQ\}`$ has a fixed order. Then

$$\begin{array}{c}\{z_{01}n(s,q)+z_{02}d(s,q)qQ\}D\\ \{z_{01}n(s,q)+z_{02}d(s,q)qQ_E\}D\end{array}$$
(38)
Proof: Since the coefficients of $`z_{01}n(s,q)+z_{02}d(s,q)`$ are also affine functions of $`q=(q_1,q_2,\mathrm{}\mathrm{},q_l)^T,`$ the result follows directly from the Edge Theorem.

For notational simplicity, define

$$\begin{array}{c}g(s,q)=a_m\left[n(s,q)\right]^m+a_{m1}\left[n(s,q)\right]^{m1}d(s,q)\hfill \\ +a_{m2}\left[n(s,q)\right]^{m2}\left[d(s,q)\right]^2+\mathrm{}\mathrm{}\hfill \\ +a_2\left[n(s,q)\right]^2\left[d(s,q)\right]^{m2}+a_1n(s,q)\left[d(s,q)\right]^{m1}\hfill \\ +a_0\left[d(s,q)\right]^m\hfill \end{array}$$
(39)
where $`a_k𝐂,k=0,1,\mathrm{}\mathrm{},m.`$

Theorem 3

Consider the polynomial family

$$\{g(s,q)qQ\}$$
(40)
Suppose it has a fixed order. Then

$$\begin{array}{c}\{g(s,q)qQ\}D\\ \{g(s,q)qQ_E\}D\end{array}$$
(41)
Proof: Consider the polynomial

$$q\left(z\right)=a_mz^m+a_{m1}z^{m1}+a_{m2}z^{m2}+\mathrm{}\mathrm{}+a_2z^2+a_1z+a_0$$
(42)
Let $`r=\mathrm{max}\{ka_k0\}`$. Then $`q(z)`$ can be expressed as

$$q(z)=a_r(zz_1)(zz_2)\mathrm{}\mathrm{}(zz_{r1})(zz_r)$$
(43)
where $`z_1,z_2,\mathrm{}\mathrm{},z_{r1},z_r𝐂`$. Hence, we have

$$\begin{array}{cc}& \{g(s,q)qQ\}Dg(s,q)D,qQ\hfill \\ & \left[d(s,q)\right]^m\{a_m\left[\frac{n(s,q)}{d(s,q)}\right]^m+a_{m1}\left[\frac{n(s,q)}{d(s,q)}\right]^{m1}+\mathrm{}\hfill \\ & \mathrm{}+a_1\left[\frac{n(s,q)}{d(s,q)}\right]^1+a_0\}D,qQ\hfill \\ & \left[d(s,q)\right]^m\{a_r[\frac{n(s,q)}{d(s,q)}z_1][\frac{n(s,q)}{d(s,q)}z_2]\mathrm{}\hfill \\ & \mathrm{}[\frac{n(s,q)}{d(s,q)}z_{r1}][\frac{n(s,q)}{d(s,q)}z_r]\}D,qQ\hfill \\ & a_r\left[d(s,q)\right]^{mr}\left[n(s,q)z_1d(s,q)\right]\left[n(s,q)z_2d(s,q)\right]\mathrm{}\hfill \\ & \mathrm{}\left[n(s,q)z_{r1}d(s,q)\right]\left[n(s,q)z_rd(s,q)\right]D,qQ\hfill \\ & \{\begin{array}{cc}\begin{array}{c}n(s,q)z_kd(s,q)D,\hfill \\ k=1,2,\mathrm{}\mathrm{},r1,r,qQ\hfill \end{array}\hfill & \hfill r=m\\ \begin{array}{c}n(s,q)z_kd(s,q)D,\hfill \\ k=1,2,\mathrm{}\mathrm{},r1,r,qQ\hfill \\ \mathrm{and}d(s,q)D,qQ\hfill \end{array}\hfill & \hfill r<m\end{array}\hfill \\ \stackrel{\mathrm{Lemma}\mathrm{\hspace{0.17em}\hspace{0.17em}5}}{}& \{\begin{array}{cc}\begin{array}{c}n(s,q)z_kd(s,q)D,\hfill \\ k=1,2,\mathrm{}\mathrm{},r1,r,qQ_E\hfill \end{array}\hfill & \hfill r=m\\ \begin{array}{c}n(s,q)z_kd(s,q)D,\hfill \\ k=1,2,\mathrm{}\mathrm{},r1,r,qQ_E\hfill \\ \mathrm{and}d(s,q)D,qQ_E\hfill \end{array}\hfill & \hfill r<m\end{array}\hfill \\ & a_r\left[d(s,q)\right]^{mr}\left[n(s,q)z_1d(s,q)\right]\left[n(s,q)z_2d(s,q)\right]\mathrm{}\hfill \\ & \mathrm{}\left[n(s,q)z_{r1}d(s,q)\right]\left[n(s,q)z_rd(s,q)\right]D,qQ_E\hfill \\ & \left[d(s,q)\right]^m\{a_r[\frac{n(s,q)}{d(s,q)}z_1][\frac{n(s,q)}{d(s,q)}z_2]\mathrm{}\hfill \\ & \mathrm{}[\frac{n(s,q)}{d(s,q)}z_{r1}][\frac{n(s,q)}{d(s,q)}z_r]\}D,qQ_E\hfill \\ & \left[d(s,q)\right]^m\{a_m\left[\frac{n(s,q)}{d(s,q)}\right]^m+a_{m1}\left[\frac{n(s,q)}{d(s,q)}\right]^{m1}+\mathrm{}\hfill \\ & \mathrm{}+a_1\left[\frac{n(s,q)}{d(s,q)}\right]^1+a_0\}D,qQ_E\hfill \\ & g(s,q)D,qQ_E\{g(s,q)qQ_E\}D\hfill \end{array}$$
(44)
This completes the proof.

Remark. Theorem 3 reveals that, for a class of polynomial family with nonlinearly correlated perturbations, D-stability of the entire family can be ascertained by only checking one-dimensional edge polynomials in this family.

### 3.2 Extension to Polynomial Matrix Families

Consider the uncertain polynomial matrix

$$M(s,q)=\left[\begin{array}{ccc}2n(s,q)+3d(s,q)& \mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}3}n(s,q)+4d(s,q)& \mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}\\ 0& \mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}4}n(s,q)+5d(s,q)& \mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}2}n(s,q)\\ 9d(s,q)& \mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}6}n(s,q)& \mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}5}n(s,q)+6d(s,q)\end{array}\right]$$
(45)
it is easy to see that

$$\begin{array}{c}\hfill det[M(s,q)]=16[n(s,q)]^3+176[n(s,q)]^2d(s,q)\\ \hfill +279n(s,q)[d(s,q)]^2+90[d(s,q)]^3\end{array}$$
(46)
By Theorem 3, we have

$$\begin{array}{c}\{det[M(s,q)]qQ\}D\\ \{det[M(s,q)]qQ_E\}D\end{array}$$
(47)
Namely, robust D-stability of the entire polynomial matrix family can be ascertained by only checking one-dimensional edges. More generally, for any uncertain polynomial matrix of the form

$$M(s,q)=[\alpha _{ij}n(s,q)+\beta _{ij}d(s,q)]_{n\times n}$$
(48)
it is easy to see that the above edge result also holds. Moreover, if $`n(s,q),d(s,q)`$ are replaced by interval polynomial families $`\mathrm{\Gamma }_u`$ , $`\mathrm{\Gamma }_v`$ or $`\mathrm{\Delta }_u`$ , $`\mathrm{\Delta }_v`$ as defined in the last section, then Kharitonov-like results can be established for robust Hurwitz stability of the corresponding polynomial matrix families.

Theorem 4

Consider the polynomial matrix family

$$M(\delta _u(s),\delta _v(s))=[\gamma _{ij}\delta _u(s)+\eta _{ij}\delta _v(s)]_{n\times n}$$
(49)
where $`\delta _u(s)\mathrm{\Delta }_u,\delta _v(s)\mathrm{\Delta }_v`$, and $`\gamma _{ij},\eta _{ij},i,j=1,2,\mathrm{}\mathrm{},n`$ are complex numbers. Then

$$\begin{array}{c}\{det[M(\delta _u(s),\delta _v(s))]\delta _u(s)\mathrm{\Delta }_u,\delta _v(s)\mathrm{\Delta }_v\}H\\ \{det[M(K_i^{+u}(s),K_j^{+v}(s))]i,j=1,2,3,4\}\\ \{det[M(K_i^u(s),K_j^v(s))]i,j=1,2,3,4\}H\end{array}$$
(50)
## 4 Some Applications

A proper transfer function $`\frac{p(s)}{q(s)}`$ is said to be strictly positive real, denoted by $`\frac{p(s)}{q(s)}SPR`$, if

$$\begin{array}{c}1)q(s)H\hfill \\ 2)\mathrm{}\frac{p(j\omega )}{q(j\omega )}>0,\omega R\hfill \end{array}$$
(51)
Suppose $`p(s),q(s)`$ have positive leading coefficients. Then, it is easy to see that

$$\frac{p(s)}{q(s)}SPR\lambda p^2(s)+(1\lambda )q^2(s)H,\lambda [0,1]$$
(52)
Now consider the proper interval transfer function family

$$T=\{\frac{p_u(s)}{p_v(s)}p_u(s)\mathrm{\Gamma }_u,p_v(s)\mathrm{\Gamma }_v\}$$
(53)
In order to have

$$\frac{p_u(s)}{p_v(s)}SPR,p_u(s)\mathrm{\Gamma }_u,p_v(s)\mathrm{\Gamma }_v$$
(54)
we must have

$$\lambda \mathrm{\Gamma }_u^2+(1\lambda )\mathrm{\Gamma }_v^2H,\lambda [0,1]$$
(55)
Since $`\lambda z^2+(1\lambda )`$ has purely imaginary roots. By Theorem 1, we only need to have

$$\lambda [K_1^u(s)]^2+(1\lambda )[K_4^v(s)]^2H,\lambda [0,1]$$
(56)
$$\lambda [K_2^u(s)]^2+(1\lambda )[K_3^v(s)]^2H,\lambda [0,1]$$
(57)
$$\lambda [K_3^u(s)]^2+(1\lambda )[K_1^v(s)]^2H,\lambda [0,1]$$
(58)
$$\lambda [K_4^u(s)]^2+(1\lambda )[K_2^v(s)]^2H,\lambda [0,1]$$
(59)
$$\lambda [K_1^u(s)]^2+(1\lambda )[K_3^v(s)]^2H,\lambda [0,1]$$
(60)
$$\lambda [K_2^u(s)]^2+(1\lambda )[K_4^v(s)]^2H,\lambda [0,1]$$
(61)
$$\lambda [K_3^u(s)]^2+(1\lambda )[K_2^v(s)]^2H,\lambda [0,1]$$
(62)
$$\lambda [K_4^u(s)]^2+(1\lambda )[K_1^v(s)]^2H,\lambda [0,1]$$
(63)
Equivalently

$$\begin{array}{c}\frac{K_1^u(s)}{K_4^v(s)},\frac{K_2^u(s)}{K_3^v(s)},\frac{K_3^u(s)}{K_1^v(s)},\frac{K_4^u(s)}{K_2^v(s)},\hfill \\ \frac{K_1^u(s)}{K_3^v(s)},\frac{K_2^u(s)}{K_4^v(s)},\frac{K_3^u(s)}{K_2^v(s)},\frac{K_4^u(s)}{K_1^v(s)}SPR\hfill \end{array}$$
(64)
Namely, in order to guarantee that every member of the interval transfer function family $`T`$ is strictly positive real, we only need to check eight specially selected vertex transfer functions. That is

$$\begin{array}{c}\frac{p_u(s)}{p_v(s)}SPR,p_u(s)\mathrm{\Gamma }_u,p_v(s)\mathrm{\Gamma }_v\hfill \\ \frac{K_1^u(s)}{K_4^v(s)},\frac{K_2^u(s)}{K_3^v(s)},\frac{K_3^u(s)}{K_1^v(s)},\frac{K_4^u(s)}{K_2^v(s)},\hfill \\ \frac{K_1^u(s)}{K_3^v(s)},\frac{K_2^u(s)}{K_4^v(s)},\frac{K_3^u(s)}{K_2^v(s)},\frac{K_4^u(s)}{K_1^v(s)}SPR\hfill \end{array}$$
(65)
which is consistent with the result of Chapellat et al, and Wang.

Moreover, for any $`\gamma R`$, in order to have

$$\gamma +\frac{p_u(s)}{p_v(s)}SPR,p_u(s)\mathrm{\Gamma }_u,p_v(s)\mathrm{\Gamma }_v$$
(66)
we must have

$$\lambda [\gamma \mathrm{\Gamma }_v+\mathrm{\Gamma }_u]^2+(1\lambda )\mathrm{\Gamma }_v^2H,\lambda [0,1]$$
(67)
Since $`\lambda (\gamma +z)^2+(1\lambda )`$ has roots either at first and fourth quadrants (when $`\gamma <0`$) or at second and third quadrants (when $`\gamma >0`$). By Theorem 1, we only need to check twelve vertices to guarantee robust stability. Namely, in order to guarantee that

$$\gamma +\frac{p_u(s)}{p_v(s)}SPR,p_u(s)\mathrm{\Gamma }_u,p_v(s)\mathrm{\Gamma }_v$$
(68)
we only need to check the same property for twelve specially selected vertex transfer functions.

Remark. The above result can be easily extended to the case of complex interval transfer function family. Namely, every member in the complex interval transfer function family is strictly positive real, if and only if, sixteen specially selected vertex transfer functions in this family are strictly positive real.

## 5 Robust Sensitivity Functions

Denote the $`m`$-th, $`n`$-th $`(m<n)`$ order real interval polynomial families $`K_g(s)`$, $`K_f(s)`$ as

$$K_g(s)=\{g(s)|g(s)=\underset{i=0}{\overset{m}{}}b_is^i,b_i[\underset{¯}{b_i},\overline{b_i}],i=0,1,\mathrm{}\mathrm{},m\},$$
(69)
$$K_f(s)=\{f(s)|f(s)=\underset{i=0}{\overset{n}{}}a_is^i,a_i[\underset{¯}{a_i},\overline{a_i}],i=0,1,\mathrm{}\mathrm{},n\}.$$
(70)
For any $`f(s)K_f(s)`$ , it can be expressed as

$$f(s)=\alpha _f(s^2)+s\beta _f(s^2),$$
(71)
where

$$\alpha _f(s^2)=a_0+a_2s^2+a_4s^4+a_6s^6+\mathrm{}\mathrm{},$$
(72)
$$\beta _f(s^2)=a_1+a_3s^2+a_5s^4+a_7s^6+\mathrm{}\mathrm{}.$$
(73)
Obviously, for any fixed $`\omega R`$, $`\alpha _f(\omega ^2)`$ and $`\omega \beta _f(\omega ^2)`$ are the real and imaginary parts of $`f(j\omega )C`$ respectively.

For the interval polynomial family $`K_f(s)`$, define

$$\alpha _f^{(1)}(s^2)=\underset{¯}{a_0}+\overline{a_2}s^2+\underset{¯}{a_4}s^4+\overline{a_6}s^6+\mathrm{}\mathrm{},$$
(74)
$$\alpha _f^{(2)}(s^2)=\overline{a_0}+\underset{¯}{a_2}s^2+\overline{a_4}s^4+\underset{¯}{a_6}s^6+\mathrm{}\mathrm{},$$
(75)
$$\beta _f^{(1)}(s^2)=\underset{¯}{a_1}+\overline{a_3}s^2+\underset{¯}{a_5}s^4+\overline{a_7}s^6+\mathrm{}\mathrm{},$$
(76)
$$\beta _f^{(2)}(s^2)=\overline{a_1}+\underset{¯}{a_3}s^2+\overline{a_5}s^4+\underset{¯}{a_7}s^6+\mathrm{}\mathrm{},$$
(77)
and denote the four Kharitonov vertex polynomials of $`K_f(s)`$ as

$$f_{ij}(s)=\alpha _f^{(i)}(s^2)+s\beta _f^{(j)}(s^2),i,j=1,2$$
(78)
For the interval polynomial family $`K_g(s)`$, the corresponding $`\alpha _g^{(i)}(s),\beta _g^{(j)}(s)`$ and $`g_{ij}(s)K_g(s)`$ can be defined analogously.

Lemma 6

For any fixed $`\omega R`$, $`f(s)K_f(s)`$, we have

$$\alpha _f^{(1)}(\omega ^2)\alpha _f(\omega ^2)\alpha _f^{(2)}(\omega ^2),$$
(79)
$$\beta _f^{(1)}(\omega ^2)\beta _f(\omega ^2)\beta _f^{(2)}(\omega ^2).$$
(80)
Lemma 7 (Zero Exclusion Principle)

For the $`n`$-th order polynomial family

$$f(s,T)=:\{f(s,t)|tT\},$$
(81)
where $`T`$ is a bounded connected closed set, and the coefficients of $`f(s,t)`$ are continuous functions of $`t`$, then $`f(s,T)H`$ if and only if

1) there exists $`t^{}T,`$ such that $`f(s,t^{})H`$;

2) $`0f(j\omega ,T),`$ $`\omega R`$.

Consider the strictly proper open-loop transfer function

$$P=\frac{g(s)}{f(s)}$$
(82)
and suppose the closed-loop system is stable under negative unity feedback. Denote its sensitivity function as

$$S=\frac{1}{1+P}=\frac{f(s)}{f(s)+g(s)}$$
(83)
Apparently, we have

$$S_{\mathrm{}}1$$
(84)
For notational simplicity, define

$$J_{i_1j_1i_2j_2}(s)=g_{i_1j_1}(s)+(1+\delta e^{j\theta })f_{i_2j_2}(s),\delta (0,1),i_1,j_1,i_2,j_2=1,2,\theta [\pi ,\pi ].$$
(85)
Lemma 8

Suppose $`g(s)+f(s)H`$. Then, for any $`\gamma >1`$, we have

$$S_{\mathrm{}}<\gamma g(s)+(1+\frac{1}{\gamma }e^{j\theta })f(s)H,\theta [\pi ,\pi ].$$
(86)
Proof: Necessity: Since $`g(s)+f(s)H`$ and $`\frac{\frac{1}{\gamma }f(s)}{f(s)+g(s)}_{\mathrm{}}<1`$, by Rouche’s Theorem, we know that

$$[g(s)+f(s)]+\frac{1}{\gamma }e^{j\theta }f(s)H,\theta [\pi ,\pi ]$$
(87)
Sufficiency: Now suppose on the contrary that $`S_{\mathrm{}}\gamma `$, namely, $`\frac{\frac{1}{\gamma }f(s)}{f(s)+g(s)}_{\mathrm{}}1`$. Since $`|\frac{\frac{1}{\gamma }f(s)}{f(s)+g(s)}|_{s=j\omega }|`$ is a contiunous function of $`\omega `$, and since

$$\underset{\omega \mathrm{}}{lim}|\frac{\frac{1}{\gamma }f(s)}{f(s)+g(s)}|_{s=j\omega }|=\frac{1}{\gamma }<1$$
(88)
there must exist $`\omega _0`$ such that

$$|\frac{\frac{1}{\gamma }f(s)}{f(s)+g(s)}|_{s=j\omega _0}|=1$$
(89)
Therefore, there exists $`\theta _0[\pi ,\pi ]`$ such that

$$\{g(s)+f(s)+\frac{1}{\gamma }e^{j\theta _0}f(s)\}|_{s=j\omega _0}=0$$
(90)
which contradicts the original hypothesis. This completes the proof.

Lemma 9

For any $`\delta (0,1),\theta [\pi ,\pi ]`$, we have

$$W(s)=:\{g(s)+(1+\delta e^{j\theta })f(s)|g(s)K_g(s),f(s)K_f(s)\}H$$
(91)
$$J_{1111},J_{1212},J_{2222},J_{2121},J_{1112},J_{1222},J_{2221},J_{2111},J_{1211},J_{2212},J_{2122},J_{1121}H$$
(92)
Proof: Necessity is obvious. To prove sufficiency, note that $`W(s)`$ is a set of polynomials with complex coefficients, and with constant order $`n`$. By Lemma 7, it suffices to show that

$$0W(j\omega ),\omega R$$
(93)
Since $`0W(j\omega _{\mathrm{}})`$ for sufficiently large $`\omega _{\mathrm{}}`$, we only need to show that

$$0W(j\omega ),\omega R$$
(94)
where $`W(j\omega )`$ stands for the boundary of $`W(j\omega )`$ in the complex plane.

To construct $`W(j\omega )`$, note that $`\mathrm{arg}(1+\delta e^{j\theta })(\frac{\pi }{2},\frac{\pi }{2})`$. Suppose now $`\omega 0`$ and $`\mathrm{arg}(1+\delta e^{j\theta })[0,\frac{\pi }{2})`$. Then by Lemma 6, we know that $`K_g(j\omega ),K_f(j\omega )`$ are rectangles with edges parallel to the coordinate axes. The four vertices of $`K_g(j\omega )`$ are $`g_{11}(j\omega ),g_{12}(j\omega ),g_{21}(j\omega ),g_{22}(j\omega )`$, respectively; and the four vertices of $`K_f(j\omega )`$ are $`f_{11}(j\omega ),`$ $`f_{12}(j\omega ),`$ $`f_{21}(j\omega ),f_{22}(j\omega )`$, respectively. $`(1+\delta e^{j\theta })K_f(j\omega )`$ is generated by rotating $`K_f(j\omega )`$ by $`\mathrm{arg}(1+\delta e^{j\theta })`$ counterclockwisely, and then scaling by $`|1+\delta e^{j\theta }|`$. Thus, $`W(j\omega )=K_g(j\omega )+(1+\delta e^{j\theta })K_f(j\omega )`$ is a convex polygon with eight edges. These edges are parallel to either the edges of $`K_g(j\omega )`$ or the edges of $`(1+\delta e^{j\theta })K_f(j\omega )`$. Therefore, their orientations are fixed (independent of $`\omega `$). The eight vertices of $`W(j\omega )`$ are (clockwisely) $`J_{1111}(j\omega )`$, $`J_{1112}(j\omega )`$, $`J_{1212}(j\omega )`$, $`J_{1222}(j\omega )`$, $`J_{2222}(j\omega )`$, $`J_{2221}(j\omega )`$, $`J_{2121}(j\omega )`$, $`J_{2111}(j\omega )`$, respectively.

Now suppose on the contrary that there exists $`\omega _00`$ such that

$$0W(j\omega _0)$$
(95)
Without loss of generality, suppose

$$0\{\lambda J_{1111}(j\omega _0)+(1\lambda )J_{1112}(j\omega _0)|\lambda [0,1]\}$$
(96)
Namely, there exists $`\lambda _0(0,1)`$ such that

$$\lambda _0J_{1111}(j\omega _0)+(1\lambda _0)J_{1112}(j\omega _0)=0$$
(97)
Since $`J_{1111}(s),J_{1112}(s)H`$, we have

$$\frac{d}{d\omega }\mathrm{arg}J_{1111}(j\omega )>0,\frac{d}{d\omega }\mathrm{arg}J_{1112}(j\omega )>0$$
(98)
Thus

$$\frac{d}{d\omega }\mathrm{arg}[J_{1112}(j\omega )J_{1111}(j\omega )]|_{\omega =\omega _0}=$$
(99)
$$(1\lambda _0)\frac{d}{d\omega }\mathrm{arg}J_{1111}(j\omega )|_{\omega =\omega _0}+\lambda _0\frac{d}{d\omega }\mathrm{arg}J_{1112}(j\omega )|_{\omega =\omega _0}>0$$
(100)
This contradicts the fact that the edges of $`W(j\omega )`$ have fixed orientations. Thus

$$0W(j\omega )$$
(101)
Suppose now $`\omega 0`$ and $`\mathrm{arg}(1+\delta e^{j\theta })(\frac{\pi }{2},0]`$. Then $`K_g(j\omega ),(1+\delta e^{j\theta })K_f(j\omega )`$ are the mirror images (with respect to the real axis) of the corresponding sets in the case of $`\omega 0`$ and $`\mathrm{arg}(1+\delta e^{j\theta })[0,\frac{\pi }{2})`$. Therefore, following an identical line of arguments, we have

$$0W(j\omega )$$
(102)
The cases when $`\omega 0`$ and $`\mathrm{arg}(1+\delta e^{j\theta })(\frac{\pi }{2},0]`$ and when $`\omega 0`$ and $`\mathrm{arg}(1+\delta e^{j\theta })[0,\frac{\pi }{2})`$ are also symmetric with respect to the real axis. Hence, we only need to consider the former case. In this case, $`K_g(j\omega ),K_f(j\omega )`$ are rectangles with edges parallel to the coordinate axes. $`(1+\delta e^{j\theta })K_f(j\omega )`$ is generated by rotating $`K_f(j\omega )`$ by $`|\mathrm{arg}(1+\delta e^{j\theta })|`$ clockwisely, and then scaling by $`|1+\delta e^{j\theta }|`$. Thus, $`W(j\omega )=K_g(j\omega )+(1+\delta e^{j\theta })K_f(j\omega )`$ is a convex polygon with eight edges. These edges are parallel to either the edges of $`K_g(j\omega )`$ or the edges of $`(1+\delta e^{j\theta })K_f(j\omega )`$. Therefore, their orientations are fixed (independent of $`\omega `$). The eight vertices of $`W(j\omega )`$ are (clockwisely) $`J_{1111}(j\omega )`$, $`J_{1211}(j\omega )`$, $`J_{1212}(j\omega )`$, $`J_{2212}(j\omega )`$, $`J_{2222}(j\omega )`$, $`J_{2122}(j\omega )`$, $`J_{2121}(j\omega )`$, $`J_{1121}(j\omega )`$, respectively. Thus, following a similar argument, we have

$$0W(j\omega )$$
(103)
This completes the proof.

The following theorem shows that, for an interval system, the maximal $`H_{\mathrm{}}`$ norm of its sensitivity function is achieved at twelve (out of sixteen) Kharitonov vertices.

Theorem 5

Suppose $`g_{ij}(s)+f_{ij}(s)H,i,j=1,2`$. Then

$$\mathrm{max}\{\frac{f(s)}{f(s)+g(s)}_{\mathrm{}}|g(s)K_g(s),f(s)K_f(s)\}=$$
(104)
$$\mathrm{max}\{||\frac{f_{i_2j_2}(s)}{f_{i_2j_2}(s)+g_{i_1j_1}(s)}||_{\mathrm{}}|(i_1j_1i_2j_2)=(1111),(1212),$$
(105)
$$(2222),(2121),(1112),(1222),(2221),(2111),(1211),(2212),(2122),(1121)\}$$
(106)
Proof: Since $`g_{ij}(s)+f_{ij}(s)H,i,j=1,2`$, by Kharitonov’s Theorem, we know that $`K_g(s)+K_f(s)H`$. Let

$$\gamma _1=\mathrm{max}\{\frac{f(s)}{f(s)+g(s)}_{\mathrm{}}|g(s)K_g(s),f(s)K_f(s)\}$$
(107)
$$\gamma _2=\mathrm{max}\{||\frac{f_{i_2j_2}(s)}{f_{i_2j_2}(s)+g_{i_1j_1}(s)}||_{\mathrm{}}|(i_1j_1i_2j_2)=(1111),(1212),$$
(108)
$$(2222),(2121),(1112),(1222),(2221),(2111),(1211),(2212),(2122),(1121)\}$$
(109)
Then apparently

$$\gamma _1\gamma _21$$
(110)
Now suppose $`\gamma _1\gamma _2`$, namely, $`\gamma _1>\gamma _2`$. Then there exists $`\gamma _0`$ such that $`\gamma _1>\gamma _0>\gamma _2`$. Thus, for any $`(i_1j_1i_2j_2)\{(1111),(1212),(2222),(2121),(1112),(1222),(2221),`$ $`(2111),(1211),(2212),(2122),(1121)\}`$, we have

$$\frac{f_{i_2j_2}(s)}{f_{i_2j_2}(s)+g_{i_1j_1}(s)}_{\mathrm{}}<\gamma _0$$
(111)
Hence, by Lemma 8, we have

$$g_{i_1j_1}(s)+(1+\frac{1}{\gamma _0}e^{j\theta })f_{i_2j_2}(s)H,\theta [\pi ,\pi ]$$
(112)
By Lemma 9, we know that

$$\{g(s)+(1+\frac{1}{\gamma _0}e^{j\theta })f(s)|g(s)K_g(s),f(s)K_f(s)\}H,\theta [\pi ,\pi ]$$
(113)
Therefore, by Lemma 8, for any $`g(s)K_g(s),f(s)K_f(s)`$, we have

$$\frac{f(s)}{f(s)+g(s)}_{\mathrm{}}<\gamma _0$$
(114)
Namely

$$\mathrm{max}\{\frac{f(s)}{f(s)+g(s)}_{\mathrm{}}|g(s)K_g(s),f(s)K_f(s)\}<\gamma _0$$
(115)
That is, $`\gamma _1<\gamma _0`$, which contradicts $`\gamma _1>\gamma _0>\gamma _2`$. This completes the proof.

## 6 Conclusions

Some Kharitonov-like robust Hurwitz stability criteria have been established for a class of complex polynomial families with nonlinearly correlated perturbations. These results have been extended to the polynomial matrix case and non-interval D-stability case. Applications of these results in testing of robust strict positive realness of real and complex interval transfer function families have also been presented.


text:
# ISOELECTRONIUM CORRELATIONS AS A NONLINEAR TWO-DIMENSIONAL TWO-PARTICLE TUNNEL EFFECT

## 1 Introduction

In a recent paper, Santilli and Shillady  suggested a new isochemical model of the hydrogen molecule characterized by a bond at short distances of the two valence electrons into a singlet quasi-particle state called isoelectronium. Namely, the isochemical model suggests introducing of attractive short-range Hulten potential interaction between the electrons, in addition to the usual Coulomb repulsive potential. An origin of the short-range attractive potential has been assumed due to a deep overlapping of wavepackets of the electrons giving rise to nonlinear and other effects.

Both the cases of unstable and stable isoelectronium corresponding to the general four-body and the restricted three-body problems, respectively, have been analyzed, in Born-Oppenheimer approximation. Standard Boys-Reeves numerical three-body and four-body calculations , exact analytic three-body solution , and analytic four-body Ritz variational study  of the model have been carried out. The Hulten potential $`V_h`$, which contains two parameters, appeared to lead to rather complicated calculations so that the simplified potentials, the Gaussian-screened-Coulomb potential $`V_g`$ and the exponential-screened-Coulomb potential $`V_e`$, have been used in the above papers, to mimic the Hulten potential at long and short distance asymptotics. A comparison of the obtained results with experimental data on H2 molecule showed that the approximation of stable pointlike isoelectronium (the three-body problem) does not fit the data while for the unstable isoelectronium case (the general four-body problem) exact representation of the experimental binding energy and bond length of H2 molecule can be achieved by fitting the correlation length parameter of the potential. The ground state energy based estimation  showed that the contribution of the attractive interelectron potential $`V_e`$ (i.e., the contribution of the potential related to the isoelectronium) should be about 1%…6% of that of the usual repulsive interelectron Coulomb potential, to meet the experimental data. In ref.  certain relation between the two parameters of the Hulten potential was established, thus only one parameter has been used for the fitting. This relation arose from consideration of the two-electron system governed by the Hulten potential, with the assumption that the electron pair could form one-level bound state with zero ground state energy.

The effect of electron correlations made by the introduced attractive short-range interelectron potentials (i.e., the unstable isoelectronium), with the correlation length parameter value of about 0.01 bohr appeared to be helpful in achieving exact representation of the experimental data on H2 molecule. Also, within the Boys-Reeves framework the isoelectronium based approach appeared to provide an essentially (at least 1000 times) faster computer calculations , in comparison to a standard C.I. calculation. This approach has been extended to the case of other diatomic molecules  and water molecule .

In the present paper, we study two-electron correlations arising, alternatively, from the two-dimensional tunnel effect with dissipation which can take place in diatomic molecules subjected to strong external electromagnetic fields. More specifically, we take H2 molecule as a simple example and assume that the three-dimensional potential of the model can be effectively reduced to a two-dimensional one under the action of external fields. Also, we assume that the H2 molecule is a part of molecular association. Due to obtained results, the two-particle tunnel effect leads to a contribution which resembles that of the above isoelectronium correlations in two dimensions. However, we should to emphasize that we do not introduce any attractive interelectron potential. Namely, the characteristic two-electron correlation arises naturally as a consequence of the two-dimensional two-particle tunnel effect with dissipation.

Present consideration is strongly motivated by recent studies of a light gas called magnegasTM, consisting due to a standard chemical analysis mainly of carbon monoxide CO (41%) and hydrogen H2 (48%), produced by Santilli’s PlasmaArcFlowTM chemical reactor . Gas-chromatography mass-spectrometry and infrared spectroscopy data obtained at room temperatures clearly indicate presence of high molecular mass species (up to 1000 a.m.u.) in magnegas, in a macroscopic percentage. They have no strong infrared signature of conventional chemical bonds, except for that of carbon monoxide CO and carbon dioxide CO2, which is present in magnegas in small percentage. The GC-MS/IR search results using a library of about 138,000 chemical species did not indicate any matches with these high molecular mass species. The main hypothesis on the origin of these species called magnecules is that they are formed from the usual molecules (CO, H2, etc.) bonded to each other in some way, under the initial action of strong external electromagnetic fields produced by underwater arc in the PlasmaArcFlow reactor . We refer the interested reader to refs.  for more detailed information on magnegas and PlasmaArcFlow reactor, and their applications.

In the present paper, we conjecture that the two-dimensional tunnel effects play an essential role at the stage of forming of the above mentioned high molecular mass species (magnecules) inside the reactor, where the influence of strong external electromagnetic fields takes place. Physical and chemical processes inside the reactor concern specific plasmachemical studies and can be elaborated elsewhere. Here, we note only that the importance of studying of the tunnel effects is grounded on the fact that a tunnel effect is known to be as a mechanism in forming of formaldehyde (CH2=O) polymer structure.

We concentrate on the study of consequences implied by the eventual ’magnetic freezing‘ (lowering of the effective temperature due to the effect of external magnetic fields) of the hydrogen molecule in molecular association. The magnetic freezing is characterized by an effective reduction of the three-dimensional potential to some two-dimensional one (‘polarizing of orbits’). We should to emphasize that the system under study is not a usual H2 molecule since we assume the effective two-dimensional treatment of electron dynamics and the presence of neighbor molecules (molecular association) serving as a heat bath; herebelow, the system under study is referred to as H-H system.

We use oscillator potential as an approximation to superposition of Coulomb potentials in the H-H system in the molecular association. Such an approximation is naturally used in low-temperature chemical kinetics, with parameters of the oscillator potential being adjusted to reproduce a ground state energy level. Also, we account for the interelectron interaction by using the Coulomb potential. We note that the ground state energy of the ”magnetically frozen” H2 molecule (i.e., the H-H system) is lower than that of the ordinary H2 molecule. As the result the binding energy of the H-H system is bigger than that of H2 molecule. Detailed study of the effect of external magnetic fields is out of the scope of the present paper and will be made elsewhere.

Set up of the model is the following. We consider two-dimensional (planar) motion of two electrons around fixed nuclei of two H atoms. The electrons thus move in a nonlinear potential $`U(q_1,q_2)`$, where the reaction coordinates $`q_1`$ and $`q_2`$ of the electrons in the H-H system can be linearized in the first order approximation as shown in Fig. 1. The linearization assumes introducing of four centers, instead of the original two centers (protons).

The resulting approximate nonlinear potential $`U(q_1,q_2)`$ represents two-dimensional potential surface modelling the two-dimensional potential of the original system (two protons and two electrons moving in the plane). This surface has the highest points at a one-half of the proton-proton distance, and four lowest points at the proton positions.

Dynamics of two interacting electrons in this two-dimensional potential is due to the ordinary quantum mechanics to which the energy barrier between the protons makes a specific contribution: two-dimensional quantum tunnel effect of two-electron transitions. The tunnel component of the probability of two-electron transitions becomes essential in the case when the ordinary overbarrier two-electron transitions are suppressed.

Clearly, the tunnel transitions can greatly affect both the character and strength of the chemical bond in diatomic molecule. As a consequence, they can give an essential contribution to electron dynamics in the molecular association consisting of such molecules.

We remark that usually a tunnel effect is considered for the case of one particle in one dimension, which is a simplest case studied to much extent. In this paper, we consider the tunnel effect with dissipation for the case of two interacting particles in a two-dimensional potential.

The tunnel correlation of electrons is considered on the background of a formed two-dimensional potential of the H-H system which is assumed to be a part of the molecular association. Therefore we study temperature effects by introducing interaction of the H-H system with a heat bath.

## 2 The two-dimensional tunnel model

Applications of the theory of quantum tunnelling with dissipation - in chemical kinetics can be found in the literature -. Below, we turn to determining of the two-dimensional nonlinear potential for two interacting electrons.

For the case of non-interacting electrons the potential energies of first and second electrons, as functions of the reaction coordinates, $`q_1`$ and $`q_2`$, are taken in the following form:

$`U(q_1)={\displaystyle \frac{1}{2}}\omega ^2(q_1+a)^2\theta (q_1)+{\displaystyle \frac{1}{2}}\omega ^2(q_1a)^2\theta (q_1),`$
$`U(q_2)={\displaystyle \frac{1}{2}}\omega ^2(q_2a)^2\theta (q_2)+{\displaystyle \frac{1}{2}}\omega ^2(q_1+a)^2\theta (q_2),`$ (1)
where $`2a`$ is the distance between two nuclei in the H-H system (e.g., $`2a1.40`$ bohr, for H2 molecule in vacuum), mass of electron is $`m=1`$, and $`\omega `$ is a frequency. In Fig. 2, the potentials $`U(q_1)`$ and $`U(q_2)`$ are shown.

The interaction between two electrons is taken in the following form:

$$V_{int}(q_1,q_2)=\frac{1}{2}\alpha (q_1q_2)^2,$$
(2)
where $`\alpha `$ is a positive parameter, and $`(q_1q_2)`$ is distance between the electrons. Note that $`V_{int}`$ has the form of attractive harmonic potential. Indeed, in the $`xy`$-plane the $`x`$-component of the mutual distance of two interacting electrons in two dimensions are much bigger than the $`y`$-component, $`q_0a`$, as shown in Fig. 3

Thus, the interaction potential can be expanded in small parameter $`(q_{1y}q_{2y})^2/q_0^2`$, where $`q_{1y}`$ and $`q_{2y}`$ are coordinates of tunneling. The Coulomb repulsion potential between the electrons, with electric charges $`e`$, is then

$`V_C={\displaystyle \frac{e^2}{\epsilon _0|q|}}={\displaystyle \frac{e^2}{\epsilon _0\sqrt{q_0^2+(q_{1y}q_{2y})^2}}}`$
$`{\displaystyle \frac{e^2}{\epsilon _0q_0}}{\displaystyle \frac{e^2}{2\epsilon _0q_0}}{\displaystyle \frac{(q_{1y}q_{2y})^2}{q_0^2}},`$ (3)
where $`\epsilon _0`$ is the dielectric constant. The negative (second) term in the series expansion (3) is the effective attractive potential (2) so that the constant $`\alpha `$ is found as

$$\alpha =\frac{e^2}{2\epsilon _0q_0}.$$
(4)
The first term, $`e^2/(\epsilon _0q_0)`$, is responsible for repulsion between the electrons, and is constant along the reaction coordinates so that it can be absorbed by redefining $`U(q_1)`$ and $`U(q_2)`$. Obviously, the interaction potential $`V_C`$ is always repulsive but one can see that only its effective attractive part given by Eq. (2), as a function of the reaction coordinates, appears to contribute to the reaction dynamics.

The following remark is in order. An attractive character of the interelectron potential $`V_{int}(q_1,q_2)`$ resembles the attractive interelectron Hulten potential $`V_h(r)`$ of the isochemical model . The difference is that $`V_{int}`$ is formulated in terms of reaction coordinates, has a harmonic form, and naturally arises as an effective long-range potential in the two-dimensional approach. So, $`V_{int}`$ can be viewed as a potential essentially supporting the isoelectronium state in two dimensions.

Thus, the general form of the total potential is a sum of $`U(q_1)`$, $`U(q_1)`$, and $`V_{int}(q_1,q_2)`$,

$$\stackrel{~}{U}(q_1,q_2)=U(q_1)+U(q_2)+V_{int}(q_1,q_2),$$

which we rewrite as

$$U(q_1,q_2)=\frac{2\stackrel{~}{U}(q_1,q_2)}{\omega ^2}=(q_1+a)^2\theta (q_1)\theta (q_1)+(q_2a)^2\theta (q_2)\theta (q_2)\frac{\alpha ^{}}{2}(q_1q_2)^2.$$
(5)
Here, we have denoted

$$\alpha ^{}=\frac{2\alpha }{\omega ^2},$$

which is a dimensionless parameter, $`\alpha ^{}<1`$. In Fig. 4, a section of the potential (5), at some energy level, is schematically depicted. In Figs. 5 and 6, three-dimensional plots of the potential, at two different values of the renormalized interelectron coupling parameter, $`\alpha ^{}`$ = 0.1 (weak coupling) and $`\alpha ^{}`$ = 0.5 (strong coupling), are shown. Here, the ovals corresponding to sections of the potential by a horizontal plane at some energy level are depicted for the reader convenience. We recall that $`q_1`$ and $`q_2`$ are the reaction coordinates (not coordinates of real configuration space of the system).

## 3 Probability of the two-electron transition

Since the hydrogen molecule is assumed to be a part of an association of molecules (magnecule), we introduce interaction of the H-H system with external oscillators, a heat bath. Dynamics of the heat bath is defined by the oscillator Hamiltonian

$$H_{hb}=\frac{1}{2}\underset{i}{}(p_i+\omega _i^2Q_i^2).$$
(6)
We assume that each of the electrons linearly interacts with the oscillators, namely, the interaction potentials are

$$V_{ehb}^{(1)}(q_i,Q_i)=q_1\underset{i}{}C_iQ_i,V_{ehb}^{(2)}(q_i,Q_i)=q_2\underset{i}{}C_iQ_i,$$
(7)
The probability of the two-electron transition per unit time is given by

$$\mathrm{\Gamma }=2T\frac{\text{Im}Z}{\text{Re}Z},$$
(8)
where, as usual, the most important part is the exponential part of $`\mathrm{\Gamma }`$. At zero temperature, for the case of metastable levels we have

$$\mathrm{\Gamma }=2\text{Im}E,E=E_0\frac{i}{2}\mathrm{\Gamma },$$
(9)
from which Eq. (8) follows as the generalization to the case of finite temperature $`T`$. Indeed,

$$\mathrm{\Gamma }=\frac{2\underset{i}{}\mathrm{exp}(E_{0i}/T)\text{Im}E_i}{\underset{i}{}\mathrm{exp}(E_{0i}/T)}=\frac{2T\text{Im}\underset{i}{}\mathrm{exp}(E_i/T)}{\text{Re}\underset{i}{}\mathrm{exp}(E_i/T)}=2T\frac{\text{Im}Z}{\text{Re}Z}.$$
(10)
Here, $`i`$ runs over energy levels of the metastable states, and $`Z`$ is the statistical sum of the total system. The imaginary part of $`Z`$ corresponds to a decay of the energy levels.

To calculate $`\mathrm{\Gamma }`$ it is convenient to represent $`Z`$ as a path integral -

$$Z=\underset{i}{}Dq_1Dq_2DQ_i\mathrm{exp}[S(q_1,q_2,Q_i)],$$
(11)
where $`S`$ is the action of the total system. An imaginary part of $`Z`$ corresponds to the decay of the initial energy levels. One can perform functional integral over $`Q_i`$ exactly, and obtain

$$Z=\underset{i}{}Dq_1Dq_2\mathrm{exp}[S(q_1,q_2)],$$

where

$$S(q_1,q_2)=\underset{\beta /2}{\overset{\beta /2}{}}d\tau \{\frac{1}{2}\dot{q}_1^2+\frac{1}{2}\dot{q}_2^2+V(q_1,q_2))+$$
(12)
$$\frac{1}{2}\underset{\beta /2}{\overset{\beta /2}{}}d\tau ^{}D(\tau \tau ^{})(q_1(\tau )+q_2(\tau ))(q_1(\tau ^{})+q_2(\tau ^{}))\},$$

where

$$D(\tau )=\frac{1}{\beta }\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}D(\nu _n)e^{i\nu _n\tau }$$
(13)
is Green function for the oscillators, with

$$D(\nu _n)=\underset{i}{}\frac{C_i^2}{\omega _i^2+\nu _n^2},$$
(14)
$`\beta =\mathrm{}/k_BT`$ is the inverse temperature parameter, and $`\nu _n`$ is Matsubara’s frequency.

The quasiclassical trajectory minimizing the action $`S`$ in two-dimensional space is defined by the equations of motion,

$$\ddot{q}_1+\mathrm{\Omega }_0^2q_1+\alpha _1q_2+\underset{\beta /2}{\overset{\beta /2}{}}𝑑\tau ^{}K(\tau \tau ^{})(q_1(\tau ^{})+q_2(\tau ^{}))+\omega ^2a\theta (q_1)\omega ^2a\theta (q_1)=0$$
(15)
and

$$\ddot{q}_2+\mathrm{\Omega }_0^2q_2+\alpha _1q_1+\underset{\beta /2}{\overset{\beta /2}{}}𝑑\tau ^{}K(\tau \tau ^{})(q_1(\tau ^{})+q_2(\tau ^{}))\omega ^2a\theta (q_2)+\omega ^2a\theta (q_2)=0.$$
(16)
Here, the kernel $`K`$ is defined by

$$K(\tau )=\frac{1}{\beta }\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\xi _ne^{i\nu _n\tau },$$
(17)
where $`\xi _n`$ is determined from the redefined Eq. (14), namely,

$$D(\nu _n)=\underset{i}{}\frac{C_i^2}{\omega _i^2}+\xi _n.$$
(18)
This redefinition has been made in order to extract a zero mode term.

We seek for solutions of the set of Eqs. (15) and (16) in the form of Fourier series expansion in frequencies $`\nu _n`$,

$$q_1=\frac{1}{\beta }\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}q_n^{(1)}e^{i\nu _n\tau },q_2=\frac{1}{\beta }\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}q_n^{(2)}e^{i\nu _n\tau }.$$
(19)
The renormalized frequency, $`\mathrm{\Omega }_0`$ and renormalized coupling constant $`\alpha _1`$ are defined by

$$\mathrm{\Omega }_0^2=\omega ^2\underset{i}{}\frac{C_i^2}{\omega _i^2}\alpha ,\alpha _1=\alpha \underset{i}{}\frac{C_i^2}{\omega _i^2}.$$
(20)
Inserting Eqs. (19) into the set of equations (15) and (16), we get the following equations:

$`q_0^{(1)}+q_0^{(2)}={\displaystyle \frac{4\omega ^2a\epsilon }{\mathrm{\Omega }_0^2+\alpha _1}},`$
$`q_0^{(1)}q_0^{(2)}={\displaystyle \frac{2\omega ^2a\beta }{\mathrm{\Omega }_0^2\alpha _1}}+{\displaystyle \frac{8\omega ^2\tau _0}{\mathrm{\Omega }_0^2\alpha _1}},`$ (21)
for the case $`n=0`$, and

$`q_n^{(1)}+q_n^{(2)}={\displaystyle \frac{4\omega ^2a(\mathrm{sin}\nu _n\tau _1\mathrm{sin}\nu _n\tau _2)}{\nu _n(\nu _n^2+\mathrm{\Omega }_0^2+\alpha _1+2\xi _n)}},`$
$`q_n^{(1)}q_n^{(2)}={\displaystyle \frac{4\omega ^2a(\mathrm{sin}\nu _n\tau _1+\mathrm{sin}\nu _n\tau _2)}{\nu _n(\nu _n^2+\mathrm{\Omega }_0^2\alpha _1)}},`$ (22)
for the case $`n0`$. Here, we have denoted

$$\epsilon =\tau _1\tau _2,\tau _0=\frac{1}{2}(\tau _1+\tau _2),$$
(23)
and $`\tau _1`$ and $`\tau _2`$ are the values of time $`\tau `$ at which first and second electron, respectively, passes through the maximum of the potential barrier. Namely, $`\tau _1`$ and $`\tau _2`$ are determined from the following equations:

$$q_1(\tau _1)=0,q_2(\tau _2)=0.$$
(24)
These two equations can be used to change arguments of the above functions $`\theta `$. As the result, the $`\theta `$ functions become depending on the time values $`\tau _1`$ and $`\tau _2`$, instead of the coordinates $`q_1`$ and $`q_2`$, and the Eqs. (15) and (16) take a linear form. Note that, quasiclassically, the time values $`\pm \tau _1`$ and $`\pm \tau _2`$ correspond to the times when first and second electron, respectively, are at the top of the potential barrier.

Inserting the trajectories defined by Eqs. (19), (21), and (22) into Eqs. (12), we obtain the quasiclassical (instanton) action in the form

$$S=\frac{8\omega ^4a^3\tau _0}{\mathrm{\Omega }_0^2\alpha _1}\frac{4\omega ^4a^2\epsilon ^2}{\beta (\mathrm{\Omega }_0^2+\alpha _1)}\frac{16\omega ^4a^2\tau _0^2}{\beta (\mathrm{\Omega }_0^2\alpha _1)}$$

$$\frac{32\omega ^4a^2}{\beta }\underset{n=1}{\overset{\mathrm{}}{}}\left[\frac{\mathrm{sin}^2\nu _n\tau _0+\mathrm{cos}^2\nu _n\epsilon /2}{\nu _n^2(\nu _n^2+\mathrm{\Omega }_0^2\alpha _1)}+\frac{\mathrm{sin}^2\nu _n\epsilon /2+\mathrm{cos}^2\nu _n\tau _0}{\nu _n^2(\nu _n^2+\mathrm{\Omega }_0^2+\alpha _1+2\xi _n)}\right].$$
(25)
The quasiclassical action $`S`$ describes probability of the two-particle tunnel transition per unit time, with an exponential accuracy. For the case of antiparallel motion of the electrons, the above instanton action $`S`$, at $`\xi _n=0`$ (the heat bath effects are ignored here), takes the form

$$S=2\omega a^2\{|\epsilon |(1\frac{1}{1\alpha ^{}})+\frac{\mathrm{sinh}(|\epsilon |\sqrt{1\alpha ^{}})}{(1\alpha ^{})^{3/2}}\mathrm{sinh}|\epsilon |$$

$$+\frac{\mathrm{cosh}(|\epsilon |\sqrt{1\alpha ^{}})+1}{(1\alpha ^{})^{3/2}}\frac{\mathrm{cosh}((\beta ^{}\tau )\sqrt{1\alpha ^{}})\mathrm{cosh}(\beta ^{}\sqrt{1\alpha ^{}})}{\mathrm{sinh}(\beta ^{}\sqrt{1\alpha ^{}})}$$
(26)
$$+\frac{(\mathrm{cosh}\epsilon 1)(\mathrm{cosh}(\beta ^{}\tau )+\mathrm{cosh}\beta ^{})}{\mathrm{sinh}\beta ^{}}\}.$$

Here, we have denoted

$$\alpha ^{}=\frac{2\alpha }{\omega ^2},\beta ^{}=\frac{\beta \omega }{2},\epsilon =(\tau _1\tau _2)\omega ,\tau =(\tau _1+\tau _2)\omega ,$$

and the parameters $`\epsilon `$ and $`\tau `$ obey the following set of equations:

$$\mathrm{sinh}\epsilon [\mathrm{coth}\beta ^{}+\mathrm{cosh}\tau \mathrm{coth}\beta ^{}\mathrm{sinh}\tau ]+\frac{1}{1\alpha ^{}}\mathrm{sinh}(\epsilon \sqrt{1\alpha ^{}})[\mathrm{coth}(\beta ^{}\sqrt{1\alpha ^{}})$$

$$\mathrm{cosh}(\tau \sqrt{1\alpha ^{}})\mathrm{coth}(\beta ^{}\sqrt{1\alpha ^{}})+\mathrm{sinh}(\tau \sqrt{1\alpha ^{}})]=0,$$

$$1\frac{1}{1\alpha ^{}}+(\mathrm{cosh}\epsilon 1)(\mathrm{sinh}\tau \mathrm{coth}\beta ^{}\mathrm{cosh}\tau )+\mathrm{cosh}\epsilon $$
(27)
$$+\frac{1}{1\alpha ^{}}\{[\mathrm{cosh}(\epsilon \sqrt{1\alpha ^{}})+1][\mathrm{sinh}(\tau \sqrt{1\alpha ^{}})\mathrm{coth}(\beta ^{}\sqrt{1\alpha ^{}})$$

$$\mathrm{cosh}(\epsilon \sqrt{1\alpha ^{}})]\mathrm{cosh}(\epsilon \sqrt{1\alpha ^{}})\}.$$

Solution of the Eq. (27) is

$$\epsilon =(\tau _1\tau _2)\omega =0,\alpha <\frac{1}{2}\omega ^2,\beta ,$$
(28)
$$\tau _1=\tau _2=\frac{\tau }{2\omega }=\frac{\beta }{4}.$$

At low temperatures, $`\omega \beta 1`$, we then have

$$e^{\tau \sqrt{1\alpha ^{}}}\alpha ^{}(1\alpha ^{})^\gamma \left\{1(1\alpha ^{})^\gamma (\frac{\alpha ^{}}{1\sqrt{1\alpha ^{}}}1)\right\}^1,$$
(29)
$$e^\epsilon \frac{1}{1\alpha ^{}}\frac{(\alpha ^{}e^{\tau \sqrt{1\alpha ^{}}})}{e^{\tau \sqrt{1\alpha ^{}}}},$$

where

$$\gamma =\frac{\sqrt{1\alpha ^{}}}{1\sqrt{1\alpha ^{}}}.$$

The approximate solution (29) is valid at

$$\frac{1}{4}<\frac{2\alpha }{\omega ^2}<1$$

and $`\beta >\beta _c`$, where the critical temperature is

$$\beta _c=\frac{1}{\omega \sqrt{1\alpha ^{}}}\mathrm{ln}\left\{\frac{\alpha ^{}(1\alpha ^{})^\gamma }{1(1\alpha ^{})^\gamma (\frac{\alpha ^{}}{1\sqrt{1\alpha ^{}}}1)}\right\}.$$
(30)
As one can see, there arises a characteristic critical temperature, $`\beta _c=\mathrm{}/(k_BT_c)`$, of the system, and it depends mainly on the value of the interelectron coupling parameter $`\alpha ^{}`$.

At $`\epsilon =0`$, for the case of symmetric two-dimensional potential the solution (28) yields

$$S=\frac{4\omega a^2}{(1\alpha ^{})^{3/2}}\mathrm{tanh}\frac{\omega \sqrt{1\alpha ^{}}}{4}\beta $$
(31)
At $`\epsilon 0`$, the resulting expression for the action $`S`$ is cumbersome so that we do not represent it here. However, it can be shown that, at $`\beta >\beta _c`$,

$$S_{(\epsilon =0)}<S_{(\epsilon 0)}$$
(32)
so that the value $`\epsilon =0`$ minimizes the action. As the result, the values $`\epsilon 0`$ correspond to splitted trajectories which appear to be unstable; see Fig. 7.

The instanton solution for $`\epsilon =0`$ corresponds to a strongly correlated antiparallel motion of the two tunnelling electrons. Namely, the two electrons simultaneously pass the top points of the potentials. This correlation of the two electrons depends on the value of the electron-electron (attraction) coupling constant $`\alpha ^{}`$ naturally arising within the framework of our model.

Such a correlation resembles the isoelectronium correlation introduced in ref.  where the correlation was introduced within a different approach and is governed by the short-range attractive electron-electron Hulten potential.

## 4 Conclusions

At $`\beta >\beta _c`$, the basic single trajectory is splitted into two trajectories as shown in Fig. 7 (dash lines). In contrast to the case of parallel transition, this splitting (bifurcation) takes place at any values of the parameters of the potential $`U(q_1,q_2)`$. Also, at $`\beta >\beta _c`$, we have $`S_{(\epsilon 0)}>S_{(\epsilon =0)}`$ so that the trajectory with $`\epsilon =0`$ make a biggest contribution. At $`\beta <\beta _c`$, the two trajectories become a single trajectory characterized by $`q_1=q_2`$.

We see that in contrast to the case of one tunnelling particle at which only one trajectory (instanton) is realized, in the case of two tunnelling particles in the two-dimensional potential the situation is more complicated. As we have shown in general there are two types of trajectories, a single basic trajectory and splitted (degenerate) trajectory, both making contribution to the tunnel effect. The splitted trajectory is characterized by a nonsimultaneous ($`\tau _1\tau _2`$) transition of the two particles through the top points of the barriers, so that the time-correlation between the particles’ motion is lost. It is highly remarkable that in the case of symmetric two-dimensional potential such splitted trajectories in both the cases of parallel and antiparallel motion of the two particles are unstable. At small $`\alpha ^{}`$ and $`\beta <\beta _c`$, the degenerate trajectory is not realized so that there is only the basic single trajectory ($`q_1=q_2`$). This trajectory is characterized by a simultaneous ($`\tau _1=\tau _2`$) transition of the two particles through the top points of the barriers, so that we observe a specific correlation between the electrons.

The chosen form of the interelectron interaction does not affect the motion of the center of mass ($`q_1=q_2`$). So, for the parallel transition along the basic trajectory ($`q_1=q_2`$) the quasiclassical (instanton) action does not depend on the coupling parameter. In this case,

$$S=4\omega a^2\mathrm{tanh}\frac{\omega \beta }{4}.$$
(33)
Since the motion with maximal value of the relative coordinate, i.e. $`q_1=q_2`$, is energetically preferable it becomes clear why for the parallel transition along the degenerate trajectory the action decreases with the increase of the coupling parameter, while for the antiparallel transition along the degenerate trajectory the action increases with the increase of the coupling parameter.

Thus, in the case of antiparallel tunnel transition of two interacting electrons the preferable trajectory is a single basic one which is characterized by strong (isoelectronium-like) correlation between the electrons ($`\tau _1=\tau _2`$). Here, the uncorrelated motion (”decay” of the isoelectronium-like state) is suppressed because it makes bigger contribution to the instanton action.

As to a heat bath, it appears to be possible to study analytically the effect of, for example, one local mode $`\omega _L`$ to the two-electron transition probability. The result is that the heat bath does not change the qualitative conclusions made above. Temperature dependence of the action $`S`$ for the antiparallel motion case ($`\epsilon =0`$) at two different values of the renormalized coupling parameter, $`\alpha ^{}=0.1`$ and $`\alpha ^{}=0.5`$, is shown in Fig. 8

In this paper, we used the assumption that dynamics of the two interacting electrons can be taken approximately as a two-dimensional. This is due to the viewpoint  that strong external magnetic field confines, to some degree, the usual three-dimensional motion of the electrons so that the consideration of two-dimensional effects in molecules, as well as in associations of molecules, becomes important. The main two-dimensional effect, namely, the two-electron tunnel effect with dissipation, for the antiparallel transition, has been studied in this paper.

By using the approximations of one-instanton linearized reaction coordinates and an ideal gas of instanton-antiinstanton pairs ($`\beta \omega 16U_{barrier}/\omega `$), we have shown that the correlated isoelectronium-like motion of the two tunnelling electrons in two-dimensional H-H system with dissipation takes place, and appears to be the most stable configuration. Thus, the tunnel correlations can be viewed as a mechanism supporting the idea of isoelectronium states introduced by Santilli and Shillady .

Detailed study of the effect of strong external magnetic fields, as well as the implications of the results of this paper, will be made in a subsequent paper.

Application of the presented instanton formalism to carbon monoxide molecule $`CO`$ is of much interest as well. Also, study of the transition rates, $`\mathrm{\Gamma }=e^S`$, for the case of association of molecules (intramolecular tunnelling) could be important in investigating electron charge distribution and bonds in the association of molecules (magnecules).

## Acknowledgment

The authors are grateful to Yu.I. Dakhnovskii for a support of this work.