Improvement of classical first-order adjoint sensitivity relations

This contribution is concerned with a novel approach for the improvement of classical first-order adjoint sensitivity relations of general objective functionals or quantities of interest. The improvement approach is based on an exact variational formulation for the change in the quantity of interest due to finite design perturbations. The exact change in the quantity of interest can be expressed in a closed variational form. This formulation is used in order to predict the change in the quantity of interest and yields an improved solution in comparison to the results of classical first-order approximations. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Exact bounds for the sensitivity analysis of structures with uncertain-but-bounded parameters

Based on interval mathematical theory, the interval analysis method for the sensitivity analysis of the structure is advanced in this paper. The interval analysis method deals with the upper and lower bounds on eigenvalues of structures with uncertain-but-bounded (or interval) parameters. The stiffness matrix and the mass matrix of the structure, whose elements have the initial errors, are unknown except for the fact that they belong to given bounded matrix sets. The set of possible matrices can be described by the interval matrix. In terms of structural parameters, the stiffness matrix and the mass matrix take the non-negative decomposition. By means of interval extension, the generalized interval eigenvalue problem of structures with uncertain-but-bounded parameters can be divided into two generalized eigenvalue problems of a pair of real symmetric matrix pair by the real analysis method. Unlike normal sensitivity analysis method, the interval analysis method obtains informations on the response of structures with structural parameters (or design variables) changing and without any partial differential operation. Low computational effort and wide application rang are the characteristic of the proposed method. Two illustrative numerical examples illustrate the efficiency of the interval analysis.     

Efficient topology optimization of thermo-elasticity problems using coupled field adjoint sensitivity analysis method

We develop a unified and efficient adjoint design sensitivity analysis (DSA) method for weakly coupled thermo-elasticity problems. Design sensitivity expressions with respect to thermal conductivity and Young's modulus are derived. Besides the temperature and displacement adjoint equations, a coupled field adjoint equation is defined regarding the obtained adjoint displacement field as the adjoint load in the temperature field. Thus, the computing cost is significantly reduced compared to other sensitivity analysis methods. The developed DSA method is further extended to a topology design optimization method. For the topology design optimization, the design variables are parameterized using a bulk material density function. Numerical examples show that the DSA method developed is extremely efficient and the optimal topology varies significantly depending on the ratio of mechanical and thermal loadings.     

New approach for the identification of power system economic dispatch parameters

It is well known that the coefficients of the input-output characteristics of the thermal steam-turbine model as well as the network model parameters have a great effect on the optimal economic operation of all thermal-electric power systems. Until today, these coefficients, the loss formula coefficients, theB-coefficients, and the active-reactive power loss models have been estimated using the well-known least-square estimation algorithm.In this paper, we present a new algorithm to estimate the power system parameters for economic dispatch calculation (EDC); this algorithm is based on the least absolute-value approximation (LAV)l ₁-norm. We compare the results obtained using the proposed algorithms with those obtained using the least-square error algorithm (LS). Optimal costs as well as overall network performance resulting from the implementation of each technique provide the basis of our conclusion.This work was supported by the Natural Science and Engineering Research Council of Canada, Grant No. A4146.     

A theorem on the adjoint system for vector bundles

In this paper, we study the classification theory of uniruled varieties by means of the adjoint system for vector bundles on the varieties. We prove that ifE is an ample vector bundle on a smooth projective varietyX with rank(E)=dimX-2, thenK _X +C ₁ (E) is numerically effective except in a few cases. In all of the exceptional cases,X is a uniruled variety. As consequences, we generalized a result of Fujita [Fu3] and Ionescu [Io] and improve upon a theorem of Wiśniewski [Wi1].     

Computer system for kinematic and dynamic analysis synthesis of rigid and flexible multibody systems

In the paper an overview of a general numerical algorithm and program system library for deriving the kinematic constraint equations and dynamic equations of motion, as well as, computation of their first and second order partial derivatives with respect to kinematic parameters of motion, design parameters and mass and inertia characteristics for rigid and flexible multibody systems is presented. These are the main basic computational modules for implementation of kinematic and dynamic synthesis, optimization and design. The main theoretical basis consists in matrix methods for deriving the kinematic constraints and dynamic equations, as well as, the generalized Newton – Euler dynamic equations for rigid and flexible bodies, and finite element discretization in relative coordinates. Block–scheme of the computational procedures and problem oriented program compilation is presented. An example of kinematic synthesis of six–link path generating mechanism with singular points is presented. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Active damping control for an underactuated multibody system

Light-weight robots and manipulators stand out due to their very good weight-to-load ratio and a low energy consumption. Unfortunately, the light-weight design yields a lower stiffness, which results in undesired elastic deformations, especially during high-speed working motion. One way to limit these unwanted oscillations can be implemented with modifications of the command signals, e.g. by input shaping or pre-computed feed-forward control. However, a feedback control-concept has the ability to provide a fast compensation of elastic deformations due to high-speed working motions or in case of unwanted environment contact as well as in the presence of other external disturbances. In this contribution, an active damping control (ADC) for fast moving manipulators with significant structural elasticities is presented. This approach does not require additional actuators and it is suitable for a large variety of manipulators that exhibit structural vibrations. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Kinematic analysis of multibody systems

We discuss how to use constructive methods in commutative algebra to study multibody systems. The main focus is in the kinematic analysis, i.e. the analysis of the geometry of the configuration space. We show how to define and compute the mobility of the system and study various singularities of the configuration space. We also discuss implications of this analysis for numerical computations. AMS subject classification (2000)  13P10, 65L05, 68W30, 70B10     

Bilevel parameters identification for the multi-stage nonlinear impulsive system in microorganisms fed-batch cultures

Considering the abrupt jump of the substrate and different characters of the bacterial in the lag phase, the exponential phase and the stationary phase this paper proposes the multi-stage nonlinear impulsive system for the fed-batch fermentation from glycerol to 1,3-propanediol (1,3-PD) and establishes the bilevel identification system for its sensitive parameters. The properties of the solutions for the nonlinear multi-stage dynamical system are investigated and identifiability of the parameters is proved. Finally an optimal algorithm is constructed to obtain the optimal solution of the identification model and the numerical example is then discussed to illustrate the algorithm.     

Nonlinear breathing crack identification from time-domain sensitivity analysis

Breathing cracks are often encountered in engineering structures and detection of such cracks at the earliest stage is important for safety and serviceability of the structures. In this paper, a new breathing crack identification approach based on the time-domain sensitivity analysis is proposed. For the forward problem, the crack is simply treated as a nonlinear oscillator and how to model a structure with breathing cracks is specified. As regards the inverse crack identification, it is formulated as a nonlinear least-squares optimization problem and a new sensitivity-based approach is developed to get the solution. In doing so, the sensitivity analysis of the possibly non-differentiable breathing crack models is necessarily proceeded through a smoothing strategy. Moreover, to enhance the convergence, the trust-region constraint is introduced and the Tikhonov regularization is naturally called to tackle the constraint. Numerical examples are studied to verify the feasibility and efficiency of the proposed approach in breathing crack identification.     

Fast sensitivity analysis of defective system

Sensitivity analysis of linear vibration system is of wide interest. In this paper, sensitivity analysis based on non-defective system and defective system is summarized in all cases. Specially, for the defective systems, a fast method for the perturbation problem of state vectors is constructed in terms of the theories of generalized eigenvectors and adjoint matrices. By this method, the state vector derivatives can be expressed by a linear combination of generalized eigenvectors. The expansion coefficients can be obtained without solving large-scale equations based on eigensolutions of original system. Numerical results demonstrate the effectiveness and the stability of the method.     

The sensitivity analysis of the drawpiece response on the material model parameters

On this paper the numerical analysis of the drawing process with use the Finite Element Method is presented. The sensitivity of stresses field on the edge and the round edge of drawpiece on the tangent modulus and yield stress is defined. The analysis with the explicit method in the ANSYS LS-Dyna system is passed. The Die and the stamp as not deformable bodies are accepted and with the shell finite elements are discretized. The drawpiece with the solid finite elements are discretized. Sample results of computer simulations are presented. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Modeling and sensitivity analysis methodology for hybrid dynamical system

This paper provides a complete mathematical framework to compute the sensitivities with respect to system parameters for any second order hybrid Ordinary Differential Equation (ODE) and ranked 1 and 3 Differential Algebraic Equation (DAE) system. The hybrid system is characterized by discontinuities in the velocity state variables due to an impulsive forces at the time of event. Such system may also exhibit at the time of event a change in the equation of motions, or in the kinematic constraints.The methodology and the tools developed in this study compute the sensitivities of the states of the model and of the general cost functionals with respect to model parameters for both, unconstrained and constrained, hybrid mechanical systems. The analytical methodology that solves this problem is structured based on jumping conditions for both, the velocity state variables and the sensitivities matrix. The proposed analytical approach is then benchmarked against a known numerical method.Finally, this study emphasizes the penalty formulation for modeling constrained mechanical systems since this formalism has the advantage that it incorporates the kinematic constraints inside the equation of motion, thus easing the numerical integration, works well with redundant constraints, and avoids kinematic bifurcations.     

SQP-methods for solving optimal control problems with control and state constraints: adjoint variables, sensitivity analysis and real-time control

Parametric nonlinear optimal control problems subject to control and state constraints are studied. Two discretization methods are discussed that transcribe optimal control problems into nonlinear programming problems for which SQP-methods provide efficient solution methods. It is shown that SQP-methods can be used also for a check of second-order sufficient conditions and for a postoptimal calculation of adjoint variables. In addition, SQP-methods lead to a robust computation of sensitivity differentials of optimal solutions with respect to perturbation parameters. Numerical sensitivity analysis is the basis for real-time control approximations of perturbed solutions which are obtained by evaluating a first-order Taylor expansion with respect to the parameter. The proposed numerical methods are illustrated by the optimal control of a low-thrust satellite transfer to geosynchronous orbit and a complex control problem from aquanautics. The examples illustrate the robustness, accuracy and efficiency of the proposed numerical algorithms.     

Generalized sensitivity analysis in a delay system

It is shown that abstract formulations of state dependent delay equations are useful for numerical computations of sensitivities and generalized sensitivities for such equations. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

以函数为参量的间歇发酵非线性动力系统及其辨识

建立以连续分段线性函数为参量的间歇发酵非线性动力系统,证明该动力系统的主要性质及解的存在性.以实验数据拟合得到的光滑曲线为依据,提出了连续分段线性函数为优化变量的辨识模型,论述可辨识性.依状态变量与辨识函数的相关性,构造求解辨识模型的优化算法,并给出优化算法的收敛性分析及数值结果.     

Linear programming system identification: The general nonnegative parameters case

By linear programming system identification, we mean the problem of estimating the objective function coefficient vector π and the technological coefficient matrix A for a linear programming system that best explains a set of input–output vectors. Input vectors are regarded as available resources. Output vectors are compared to imputed optimal ones by a decisional efficiency measure and a likelihood function is constructed. In an earlier paper, we obtained results for a simplified version of the problem. In this paper, we propose a genetic algorithm approach for the general case in which π and A are of arbitrary finite dimensions and have nonnegative components. A method based on Householder transformations and Monte Carlo integration is used as an alternative to combinatorial algorithms for the extreme points and volumes of certain required convex polyhedral sets. The method exhibits excellent face validity for a published test data set in data envelopment analysis.     

Runge-Kutta methods in optimal control and the transformed adjoint system

Summary. The convergence rate is determined for Runge-Kutta discretizations of nonlinear control problems. The analysis utilizes a connection between the Kuhn-Tucker multipliers for the discrete problem and the adjoint variables associated with the continuous minimum principle. This connection can also be exploited in numerical solution techniques that require the gradient of the discrete cost function. Received January 11, 1999 / Revised version received October 11, 1999 / Published online July 12, 2000     

Eulerian-Lagrangian localized adjoint methods for convection-diffusion equations and their convergence analysis

We develop and analyze Eulerian-Lagrangian localized adjointmethods (ellam) for convection-diffusion problems. The formulationuses space-time elements, with edges oriented along Lagrangianflow paths, in a time-marching scheme, where space-time testfunctions are chosen to satisfy a local adjoint condition. Thisallows Eulerian-Lagrangian concepts to be applied in a systematicmass-conservative manner to problems with general boundary conditions.In one space dimension with constant velocity, all combinationsof inflow and outflow Dirichlet, Neumann, or flux boundary conditionsare carefully considered, compared and discussed based on bothanalysis and numerical experiments. In some cases, the discreteunknowns include influxes, outfluxes, or resolution of the outflowingsolution finer than the time-step size. Optimal-order errorestimates in all cases and some superconvergence results areobtained. Numerical results show the strong potential of thesemethods and verify the theoretical estimates. Implementationsfor variable-coefficient problems in one and multiple spacedimensions, considered in detail elsewhere, are outlined.