Completions of nonlinear DAE flows based on index reduction techniques and their stabilization

Differential algebraic equations (DAEs) define a differential equation on a manifold. A number of ways have been developed to numerically solve some classes of DAEs. Motivated by problems in control theory, numerical simulation, and the use of general purpose modeling environments, recent research has considered the embedding of the DAE solutions of a general DAE into the solutions of an ODE where the added dynamics have special properties. This paper both provides new results on the linear time-varying case and considers the important nonlinear case.     

Parametric Sensitivity Analysis of Perturbed PDE Optimal Control Problems with State and Control Constraints

We study parametric optimal control problems governed by a system of time-dependent partial differential equations (PDE) and subject to additional control and state constraints. An approach is presented to compute the optimal control functions and the so-called sensitivity differentials of the optimal solution with respect to perturbations. This information plays an important role in the analysis of optimal solutions as well as in real-time optimal control.The method of lines is used to transform the perturbed PDE system into a large system of ordinary differential equations. A subsequent discretization then transcribes parametric ODE optimal control problems into perturbed nonlinear programming problems (NLP), which can be solved efficiently by SQP methods.Second-order sufficient conditions can be checked numerically and we propose to apply an NLP-based approach for the robust computation of the sensitivity differentials of the optimal solutions with respect to the perturbation parameters. The numerical method is illustrated by the optimal control and sensitivity analysis of the Burgers equation.Communicated by H. J. Pesch     

Optimal Control of Differential–Algebraic Equations of Higher Index,Part 2: Necessary Optimality Conditions

This paper deals with optimal control problems described by higher index DAEs. We introduce a class of problems which can be transformed to index one control problems. For these problems we show in the accompanying paper that, if the solutions to the adjoint equations are well–defined, then the first-order approximations to the functionals defining the problem can be expressed in terms of the adjoint variables. In this paper we show that the solutions to the adjoint equations are essentially bounded measurable functions. Then, based on the first order approximations, we derive the necessary optimality conditions for the considered class of control problems. These conditions do not require the transformation of the DAEs to index-one system; however, higher-index DAEs and their associated adjoint equations have to be solved.     

Integration of the equations of gas dynamics for 2.5-dimensional solutions

We integrate the equations of gas dynamics in finite form for the solutions in which the thermodynamic parameters depend only on one spatial variable. The corresponding motion of gas represents the nonlinear superposition of the one-dimensional gas motion corresponding to the invariant system and the two-dimensional motion determined by noninvariant functions. These motions are called 2.5-dimensional. We reduce the invariant system to a first-order implicit ordinary differential equation. We study various solutions of the latter. We construct some continuous and discontinuous solutions to the equations of gas dynamics and give their physical interpretation.     

Generalized solutions in systems with active unilateral constraints

The concept of the generalized solution that admits well-posed representation of controlled complex behavior in systems with active unilateral phase constraints is proposed. Based on this concept, the definition of the generalized solution for this class of problems is introduced that encompasses Zeno type behavior and sliding modes along the constraint boundary. The general representation of such solutions in terms of nonlinear differential equations with a measure is derived. The latter is shown to solve a long-standing problem of providing unique extensibility of a trajectory beyond accumulation points in systems with Zeno-type behavior. An example is given, showing that the representation proposed completely captures Zeno-type behavior and provides unique extensibility of solutions without the need to truncate infinite sequences and/or switch system coefficients depending on system motion relative to the generalized coordinates of the accumulation point.     

A numerical method for the servo constraint problem of underactuated mechanical systems

Servo constraints are used in inverse dynamics simulations of discrete mechanical systems, especially for trajectory tracking control problems [1], whose desired outputs are represented by state variables and treated as servo constraints [2]. Servo constraint problems can be classified into fully actuated and underactuated multibody systems, and the equations of motion take the form of differential algebraic equations (DAEs) including holonomic and servo constraints. For fully actuated systems, control inputs can be solved from the equations by model inversion, as the input distribution matrix is nonsingular and invertible. However, underactuated systems have more degrees of freedom than control inputs. The input distribution matrix is not invertible, and in contrast to passive constraints, the realization of servo constraints with the use of control forces can range from orthogonal to tangential [3]. Therefore, it is challenging for the determination of control inputs which force the underactuated system to realize the partly specified motion. For differentially flat underactuated systems, the differentiation index of DAEs may exceed three. Hence we need to apply specific index reduction techniques, such as the projection approach applied in [3], [4], and [6]. The present work applies index reduction by minimal extension [5] to differentially flat underactuated crane systems and shows that the index can be reduced from five to three and even to one. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping

In this paper, a class of systems of matrix nonlinear differential equations containing as particular cases the systems of coupled Riccati differential equations arising in connection with control of some linear stochastic systems is considered.The system of differential equations considered in this paper are converted in a suitable nonlinear differential equation on a finite-dimensional Hilbert space adequately choosen.This allows us to use the positivity properties of the linear evolution operator defined by the linear differential equations of Lyapunov type.Our aim is to investigate properties of stabilizing and bounded solutions of the considered differential equations and to obtain some conditions ensuring the existence of such solutions.Conditions providing the existence of a maximal solution (minimal solution respectively) with respect to some classes of global solutions are presented. It is shown that if the coefficients of the equations are periodic functions all these special solutions (stabilizing, maximal, minimal) are periodic functions, too.Whenever possible the probabilistic arguments were avoided and so the results proved in the paper appear as results in the field of differential equations with interest in themselves.     

A new approach to the incorporation of servo constraints in multibody dynamics

A new index reduction approach is developed to solve the servo constraint problems [2] in the inverse dynamics simulation of underactuated mechanical systems. The servo constraint problem of underactuated systems is governed by differential algebraic equations (DAEs) with high index. The underlying equations of motion contain both holonomic constraints and servo constraints in which desired outputs (specified in time) are described in terms of state variables. The realization of servo constraints with the use of control forces can range from orthogonal to tangential [3]. Since the (differentiation) index of the DAEs is often higher than three for underactuated systems, in which the number of degrees of freedom is greater than the control outputs/inputs, we propose a new index reduction method [1] which makes possible the stable numerical integration of the DAEs. We apply the proposed method to differentially flat systems, such as cranes [1,4,5], and non-flat underactuated systems. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Transition to turbulence, small disturbances, and sensitivity analysis II: The Navier-Stokes equations

Recent research has shown that small disturbances in the linearized Navier-Stokes equations cause large energy growth in solutions. Although many researchers believe that this interaction triggers transition to turbulence in flow systems, the role of the nonlinearity in this process has not been thoroughly investigated. This paper is the second of a two part work in which sensitivity analysis is used to study the effects of small disturbances on the transition process. In the first part, sensitivity analysis was used to predict the effects of a small disturbance on solutions of a motivating problem, a highly sensitive one-dimensional Burgers' equation. In this paper, we extend the analysis to study the effects of small disturbances on transition to turbulence in the three-dimensional Navier-Stokes equations. We show that the change in a laminar flow with respect to small variations in the initial flow or small forcing acting on the system is large when the linearized operator is stable yet nonnormal. In this case, the solution of the disturbed problem can be very large (and potentially turbulent) even if the disturbances are extremely small. We also give bounds on the disturbed flow in terms of certain constants associated with the linearized operator.     

THE EXISTENCE AND UNIQUENESS OF THE SOLUTIONS OF DAES

1Intr0ducti0nDifferential-algebraicequations(DAEs)areveryusefu1inwidefields(cf.[1]).Bydifferential-algebraicequations,wemeanthoseequati0nswhosepartsof"derivative"cann0tbeexpressedexplicitly.Forexample,weconsidertheimplicitdifferentialequationwithmappingFsm00thssufficient1y.Itisusuallyreferredt0adifferential-algebraicequation(DAE)whentherank0fD.F(t,x,p)islessthann,wheretheremightbesomepurea1gebraic,whichwecallc0nstraintequations.TheDAEs,inparticular,theexistenceanduniquenessofitssolutions…     

奇异耦合分数阶微分方程组Dirichlet型边值问题的正解

研究了一非线性奇异非自治耦合半正分数阶微分方程组Dirichlet型边值问题.利用Schauder不动点定理,获得了该非自治耦合分数阶微分方程组Dirichlet型边值问题的正解.     

On stochastic and chaotic motion

In this paper we prove results regarding certain precise relationships between random motion and chaotic motion. In particular we prove a strong invariance principle for smooth functions of certain chaotic dynamical systems, and show that solutions of dynamical systems which are coupled to such chaotic systems may be approximated by solutions of stochastic differential equations     

Approximability of nonlinear affine control systems

This paper focuses on a strong approximability property for nonlinear affine control systems. We consider control processes governed by ordinary differential equations (ODEs) and study an initial system and the associated generalized system. Our theoretical approach makes it possible to prove a strong approximability result for the above dynamical systems. The latter can be effectively applied to some classes of variable structure and hybrid control systems. In particular, this paper deals with applications of the strong approximability property obtained to the conventional sliding mode processes and to hybrid control systems with autonomous location transitions. We also take into consideration some optimal control problems for the above class of hybrid systems.     

Nonlinear boundary value problems for discontinuous delayed differential equations

In this paper nonlinear boundary value problems for discontinuous delayed differen- tial equations are considered. Some existence and boundedness results of solutions are obtained via the method of upper and lower solutions, which may be discontinuous. Our analysis can be applied to those phenomena from physics and control theory which have been successfully described by delayed differential equations with discontinuous functions, such as electric, pneu- matic, and hydraulic networks. It is also an important step to precede the design of control signals when finite-time or practical stability control are concerned.     

Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions. The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction--diffusion equations), where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black--Scholes or Hamilton-Jacobi-Bellman type.     

A nonlinear truck model and its treatment as a multibody system

A planar vertical truck model with nonlinear suspension and its multibody system formulation are presented. The equations of motion of the model form a system of differential-algebraic equations (DAEs). All equations are given explicitly, including a complete set of parameter values, consistent initial values, and a sample road excitation. Thus the truck model allows various investigations of the specific DAE effects and represents a test problem for algorithms in control theory, mechanics of multibody systems, and numerical analysis. Several numerical tests show the properties of the model.     

The Index of an Infinite Dimensional Implicit System

The idea of the index of a differential algebraic equation (DAE) (or implicit differential equation) has played a fundamental role in both the analysis of DAEs and the development of numerical algorithms for DAEs. DAEs frequently arise as partial discretizations of partial differential equations (PDEs). In order to relate properties of the PDE to those of the resulting DAE it is necessary to have a concept of the index of a possibly constrained PDE. Using the finite dimensional theory as motivation, this paper will examine what one appropriate analogue is for infinite dimensional systems. A general definition approach will be given motivated by the desire to consider numerical methods. Specific examples illustrating several kinds of behavior will be considered in some detail. It is seen that our definition differs from purely algebraic definitions. Numerical solutions, and simulation difficulties, can be misinterpreted if this index information is missing.     

Alternative T-complete systems of shape functions applied in analytical Trefftz finite elements

The authors compare the behavior of hybrid Trefftz p-elements with two different types of shape functions identically fulfilling governing differential equations. Numerical examples include several boundary problems for Laplace, Poisson, and plane elasticity equations. Accuracy of the solutions, convergence properties, numerical stability and sensitivity for mesh distortion are investigated. It is shown that both systems of the functions can be efficiently applied, although they have different properties. © 1995 John Wiley & Sons, Inc.     

Optimal Control of Differential–Algebraic Equations of Higher Index, Part 1: First-Order Approximations

This paper deals with optimal control problems described by higher index DAEs. We introduce a class of these problems which can be transformed to index one control problems. For this class of higher index DAEs, we derive first-order approximations and adjoint equations for the functionals defining the problem. These adjoint equations are then used to state, in the accompanying paper, the necessary optimality conditions in the form of a weak maximum principle. The constructive way used to prove these optimality conditions leads to globally convergent algorithms for control problems with state constraints and defined by higher index DAEs.     

微分代数方程去奇异化分析

利用去奇异化方法讨论了拟线性微分代数方程在奇点邻域内光滑解的性质.通过尺度参数的微分同胚变换,将拟线性微分代数方程转化为相应的常微分方程,从而构造出在孤立奇点邻域内的初始微分代数方程的光滑解,给出解存在的充分条件,并进一步讨论了解的性质.