Optimal time averages in non-autonomous nonlinear dynamical systems

The auxiliary function method allows computation of extremal long-time averages of functions of dynamical variables in autonomous nonlinear ordinary differential equations via convex optimization. For dynamical systems defined by autonomous polynomial vector fields, it is operationally realized as a semidefinite program utilizing sum of squares technology. In this contribution we review the method and extend it for application to periodically driven non-autonomous nonlinear vector fields involving trigonometric functions of the dynamical variables. The damped driven Duffing oscillator and periodically driven pendulum are presented as examples to illustrate the auxiliary function method's utility.

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