Variational multirate integration of constrained dynamics

Mechanical systems with dynamics on varying time scales, in particular those including highly oscillatory motion, impose challenging questions for numerical integration schemes. Tiny step sizes are required to guarantee a stable integration of the fast frequencies. However, for the simulation of the slow dynamics, integration with a larger time step is accurate enough. Small time steps increase integration times unnecessarily, especially for costly function evaluations. For systems comprising fast and slow dynamics, multirate methods integrate the slow part of the system with a relatively large step size while the fast part is integrated with a small time step. Main challenges are the identification of fast and slow parts (e.g. by separating the energy or by distinguishing sets of variables), the synchronisation of their dynamics and in particular the treatment of mixed parts that often appear when fast and slow dynamics are coupled by constraints. In this contribution, a multirate integrator is derived in closed form via a discrete variational principle on a time grid consisting of macro and micro time nodes. Variational integrators (based on a discrete version of Hamilton's principle) lead to symplectic and momentum preserving integration schemes that also exhibit good energy behavior. The resulting multirate variational integrator has the same preservation properties. An example demonstrates the performance of the multirate integrator for constrained multibody dynamics. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Computing time investigations for variational multirate integration

Consider a mechanical system that contains slow and fast dynamics. Let it be possible, to split the potential energy into a slow and a fast potential and the configuration vector into slow and fast variables. For such systems, multirate schemes simulate the different parts using different time steps with the goal to save computing time. For the proposed multirate scheme, a time grid consisting of micro and macro nodes is used and the integrator is derived from a discrete variational principle. Variational integrators conserve properties like symplecticity and momentum maps and have good energy behavior. To solve the resulting system of coupled nonlinear equations, a Newton-Raphson iteration with an analytical Jacobian is used. It is demonstrated that the multirate approach leads to less computing time compared to singlerate simulation by means of three example systems, the Fermi-Pasta-Ulam problem, a triple spherical pendulum and a simple atomistic model, where the latter two are subject to constraints. Computing times are compared for different numbers of micro and macro nodes for dynamic simulations during a certain time interval. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Limitations of computing time savings in variational multirate integrations

For systems that contain slow and fast dynamics, variational multirate integration schemes are used. These schemes split the system into parts which are simulated using a time grid consisting of micro and macro nodes. This leads to computing time savings, however not unlimited, for a certain number of micro steps per macro step the computing time is minimal. To find a relation between this minimum computing time and the number of variables in the system, the computing time for the Fermi-Pasta-Ulam problem (FPU) is measured for different numbers of masses and different numbers of micro steps. In addition, the numerical convergence of the variational multirate integration is shown for the FPU. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

DAE-formulation for optimal solutions of a multirate model

A dynamical system including frequency modulated signals can be transformed into multirate partial differential algebraic equations. Optimal solutions are determined by a necessary condition. A method of lines yields a semi-discretisation in the case of initial-boundary value problems. We show that the resulting system can be written in a standard formulation of differential algebraic equations. Hence appropriate time integration schemes are available for a numerical solution. We present results for a test example modelling the electric circuit of a ring oscillator. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Energy and Quadratic Invariants Preserving Methods for Hamiltonian Systems with Holonomic Constraints

We introduce a new class of parametrized structure--preserving partitioned Runge-Kutta ($\alpha$-PRK) methods for Hamiltonian systems with holonomic constraints. The methods are symplectic for any fixed scalar parameter $\alpha$, and are reduced to the usual symplectic PRK methods like Shake-Rattle method or PRK schemes based on Lobatto IIIA-IIIB pairs when $\alpha=0$. We provide a new variational formulation for symplectic PRK schemes and use it to prove that the $\alpha$-PRK methods can preserve the quadratic invariants for Hamiltonian systems subject to holonomic constraints. Meanwhile, for any given consistent initial values $(p_{0}, q_0)$ and small step size $h>0$, it is proved that there exists $\alpha^*=\alpha(h, p_0, q_0)$ such that the Hamiltonian energy can also be exactly preserved at each step. Based on this, we propose some energy and quadratic invariants preserving $\alpha$-PRK methods. These $\alpha$-PRK methods are shown to have the same convergence rate as the usual PRK methods and perform very well in various numerical experiments.     

Implementation of the Nitsche approach for various contact kinematics

Numerical approaches are in case of contact problems mainly dealing with additional terms enforcing constraints. Within the Nitsche approach the inclusion of constraints for the non-penetration and equilibrium of stresses of the contacting bodies is carried out in a fully variational sense. Taking into account a specific choice and the physical meaning of the encountered Lagrange multipliers two different schemes for the Nitsche formulation are obtained. Both types of the Nitsche approach are implemented in a nonlinear element and verification with numerical examples is done. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A variational inequality approach to constrained control problems for parabolic equations

A distributed optimal control problem for parabolic systems with constraints in state is considered. The problem is transformed to control problem without constraints but for systems governed by parabolic variational inequalities. The new formulation presented enables the efficient use of a standard gradient method for numerically solving the problem in question. Comparison with a standard penalty method as well as numerical examples are given.     

二维流体力学变分通用公式

推导得到了二维流体力学变分通用公式,该公式适用于任何二维守恒型流体力学方程,得到的泛函受约于所谓的参数约束方程(控制方程中各参数间的相互关系式)。消除参数约束,我们可以十分方便地从通用公式导得广义变分原理。几个实例证明这种方法是有效的、简单的,并具有普遍的意义。     

Efficient simulation of a slow-fast dynamical system using multirate finite difference schemes

We consider a system of ordinary differential equations describing a slow-fast dynamical system, in particular, a predator-prey system that is highly susceptible to local time variations. This model exhibits coexistence of predatorprey dynamics in the case when the prey population grows much faster than that of the predators with a quite diversified time response. For particular parametric values their interactions show a stable relaxation oscillation in the positive octant. Such characteristics are di?cult to mimic using conventional time integrators that are used to solve systems of ordinary di?erential equations. To resolve this, we design and analyze multirate time integration methods to solve a mathematical model for a slow-fast dynamical system. Proposed methods are based on using extrapolation multirate discretisation algorithms. Through these methods, we reduce the integration time by integrating the slow sub-system with a larger step length than the fast sub-system. This allows us to efficiently solve multiscale ordinary differential equations. Besides theoretical results, we provide thorough numerical experiments which confirm that these multirate schemes outperform corresponding single-rate schemes substantially both in terms of computational work and CPU times.     

A multirate time stepping strategy for stiff ordinary differential equations

To solve ODE systems with different time scales which are localized over the components, multirate time stepping is examined. In this paper we introduce a self-adjusting multirate time stepping strategy, in which the step size for a particular component is determined by its own local temporal variation, instead of using a single step size for the whole system. We primarily consider implicit time stepping methods, suitable for stiff or mildly stiff ODEs. Numerical results with our multirate strategy are presented for several test problems. Comparisons with the corresponding single-rate schemes show that substantial gains in computational work and CPU times can be obtained. AMS subject classification (2000)  65L05, 65L06, 65L50     

Multirate Partitioned Runge-Kutta Methods

The coupling of subsystems in a hierarchical modelling approach leads to different time constants in the dynamical simulation of technical systems. Multirate schemes exploit the different time scales by using different time steps for the subsystems. The stiffness of the system or at least of some subsystems in chemical reaction kinetics or network analysis, for example, forbids the use of explicit integration schemes. To cope with stiff problems, we introduce multirate schemes based on partitioned Runge—Kutta methods which avoid the coupling between active and latent components based on interpolating and extrapolating state variables. Order conditions and test results for such a lower order MPRK method are presented.This revised version was published online in October 2005 with corrections to the Cover Date.     

Variational methods of constructing monotone approximations for atmospheric chemistry models

A new method of constructing efficient monotone numerical schemes for solving direct, adjoint, and inverse atmospheric chemistry problems is presented. It is a synthesis of variational principles combined with splitting and decomposition methods and a constructive implementation of Euler integrating multipliers (EIM) bymeans of a local adjoint problem technique. To increase the efficiency of calculations, a method of decomposing the multicomponent substance transformation operators in terms of the mechanisms of reactions is also proposed. With analytical EIMs, the systems of stiff ODEs are decomposed and reduced to equivalent systems of integral equations solved by noniterative multistage algorithms of a given order of accuracy. An unconventional variational method of constructing mutually consistent algorithms for direct and adjoint problems and sensitivity studies for complex models with constraints is described.     

A nonlinear finite element framework for flexible multibody dynamics

We present a uniform treatment of rigid body dynamics and nonlinear structural dynamics. The advocated approach is based on a rotationless formulation of rigid bodies, nonlinear beams and shells. In this connection, the specific kinematic assumptions are taken into account by the explicit incorporation of holonomic constraints. This approach facilitates the straightforward extension to flexible multibody dynamics by including additional constraints due to the interconnection of rigid and flexible bodies. We further address the design of energy-momentum schemes for the stable numerical integration of the underlying finite-dimensional Hamiltonian systems. To demonstrate the superior numerical performance of the proposed methodology, the numerical examples deals with a multibody system containing both rigid and flexible bodies undergoing large deformations. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A novel variational method for 3D viscous flow in flow channel of turbomachines based on differential geometry

ABSTRACT

This paper presents a novel variational method for treating three-dimensional rotational Navier-Stokes equations in flow channel of turbomachines. The proposed method establishes a new semi-geodesic coordinate system on the central surface of blades. From the perspective of differential geometry, the system under concern is split into a set of membrane operator equations on two-dimensional manifolds and bending operator equations along hub circle. The third variable of the new coordinate system is approximated by the central difference scheme. We derive a new formulation of two-dimensional Navier-Stokes equations with three components on the manifolds in the variational sense. The well-posedness of the proposed variational formulation is rigorously justified.     

Variational formulations for Vlasov–Poisson–Fokker–Planck systems

Time‐discrete variational schemes are introduced for both the Vlasov–Poisson–Fokker–Planck (VPFP) system and a natural regularization of the VPFP system. The time step in these variational schemes is governed by a certain Kantorovich functional (or scaled Wasserstein metric). The discrete variational schemes may be regarded as discretized versions of a gradient flow, or steepest descent, of the underlying free energy functionals for these systems. For the regularized VPFP system, convergence of the variational scheme is rigorously established. Copyright © 2000 John Wiley & Sons, Ltd.     

Influence coefficients for the consideration of friction effects in multi-body systems

The kinetic equations for multi-body systems with friction-affected sliders and hinges are reformulated with the help of influence coefficients depending on the structure geometry and mass distribution of the system. With these equations a trial-and-error method for the computation of the solutions for the initial value problem is established, which extends the cases with closed form solutions. For the general case, a combination method based on trial-and error and iterative computations shows better convergence properties than pure iteration schemes.     

一般目标信号和干扰信号下多采样率系统的最优预见控制器设计

针对目标信号和干扰信号为多项式的情形,研究了多采样率离散时间控制系统的最优预见控制问题.首先利用离散时间系统提升技术,把所研究的系统转化成单采样率的扩大系统.然后构造扩大误差系统,把问题转化为包含预见信号的最优调节问题.最后利用最优预见控制理论的结果得到系统的最优预见控制输入,其中包含积分器和预见前馈补偿.本文还对扩大误差系统的能控性和能观测性和相应的代数Riccati方程的可解性进行了讨论.     

Computing minimal optimization horizons for stabilizing unconstrained MPC schemes

We present a method for the computation of minimal stabilizing optimization horizons in MPC schemes without stabilizing terminal constraints. The method applies to general nonlinear control systems satisfying a controllability assumption. Key idea is the formulation of a small linear program whose solution determines the minimal horizon. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

带摩擦的弹性接触问题广义变分不等原理的简化证明

在弹性摩擦接触问题中 ,从变分原理出发来研究接触问题 ,可以将摩擦力纳入问题的能量泛函 .为了得到摩擦约束弹性接触问题的能量泛函 ,日前大多是用拉格朗日乘子法 ,但拉格朗日方法用在变分不等问题中 ,要利用非线性泛函分析和凸分析来证明 ,证明复杂 .本文利用向量分析的工具及巧妙的变换 ,对带摩擦约束的弹性接触问题的广义变分不等原理进行了严格的证明 ,由于只用到向量分析 ,简化了证明 .     

Algorithms for solutions of extended general mixed variational inequalities and fixed points

In this paper, we introduce and study a new class of extended general nonlinear mixed variational inequalities and a new class of extended general resolvent equations and establish the equivalence between the extended general nonlinear mixed variational inequalities and implicit fixed point problems as well as the extended general resolvent equations. Then by using this equivalent formulation, we discuss the existence and uniqueness of solution of the problem of extended general nonlinear mixed variational inequalities. Applying the aforesaid equivalent alternative formulation and a nearly uniformly Lipschitzian mapping S, we construct some new resolvent iterative algorithms for finding an element of set of the fixed points of nearly uniformly Lipschitzian mapping S which is the unique solution of the problem of extended general nonlinear mixed variational inequalities. We study convergence analysis of the suggested iterative schemes under some suitable conditions. We also suggest and analyze a class of extended general resolvent dynamical systems associated with the extended general nonlinear mixed variational inequalities and show that the trajectory of the solution of the extended general resolvent dynamical system converges globally exponentially to the unique solution of the extended general nonlinear mixed variational inequalities. The results presented in this paper extend and improve some known results in the literature.