Numerical analysis of optimization-constrained differential equations

Reachability analysis is a fundamental problem for safety verification and falsification of Cyber-Physical Systems (CPS) whose dynamics follow physical laws usually represented as differential equations. In the last two decades, numerous reachability analysis methods and tools have been proposed for a common class of dynamics in CPS known as ordinary differential equations (ODE). However, there is lack of methods dealing with differential algebraic equations (DAE), which is a more general class of dynamics that is widely used to describe a variety of problems from engineering and science, such as multibody mechanics, electrical circuit design, incompressible fluids, molecular dynamics, and chemical process control. Reachability analysis for DAE systems is more complex than ODE systems, especially for high-index DAEs because they contain both a differential part (i.e., ODE) and algebraic constraints (AC). In this paper, we propose a scalable reachability analysis for a class of high-index large linear DAEs. In our approach, a high-index linear DAE is first decoupled into one ODE and one or several AC subsystems based on the well-known Marz decoupling method utilizing admissible projectors. Then, the discrete reachable set of the DAE, represented as a list of star-sets, is computed using simulation. Unlike ODE reachability analysis where the initial condition is freely defined by a user, in DAE cases, the consistency of the initial condition is an essential requirement to guarantee a feasible solution. Therefore, a thorough check for the consistency is invoked before computing the discrete reachable set. Our approach successfully verifies (or falsifies) a wide range of practical, high-index linear DAE systems in which the number of state variables varies from several to thousands.

This paper proposes notions and a tool for passivity properties of non-homogeneous switched Differential Algebraic Equation (DAE) systems and their relationships with stability and control design. Motivated by the lack of results on input-output analysis (such as passivity) for switched DAE systems and their interconnections, we propose to model non-homogeneous switched DAE systems as a class of hybrid systems, modeled here as hybrid DAE systems with linear flows. Passivity and its variations are defined for switched DAE systems and methods relying on storage functions are proposed. The main contributions of this paper are: 1) passivity and detectability concepts for switched DAE systems, 2) links of the aforementioned passivity and detectability properties to stabilization via static output-feedback. Our results are illustrated in a power system, namely, the DC-DC boost converter, whose model involves DAEs and requires feedback control.

Sliding motion of discontinuous dynamical systems described by semi-implicit index one differential algebraic equations

Index-analysis for a method of lines discretising multirate partial differential algebraic equations

Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations

The first attempt to improve battery performance through model-based design optimization was made by W. Tiedemann and J. Newman in 19751. They varied the electrode thickness and porosity and then observed the effects on the effective capacity. Newman later applied the reaction-zone model to maximize the specific energy of the system using the same varying and observing method2. V. Ramadesigan et al.3developed optimal spatially varying porosity for porous electrodes by considering ohmic resistance model in the electrode. They minimized the ohmic resistance in the positive electrode by varying porosity using control vector parameterization (CVP) method. They also introduced the idea of using graded electrode to further improve the performace. Since the introduction of the pseudo-2D (P2D) model by the Newman group, many efforts have been made in utilizing the P2D model in battery design. W. Du et al. applied an optimization framework based on surrogate method4. S. Golmon et al. performed the multi-objective and multi-design-parameter optimization problem with adjoint sensitivity analysis5 incorporating mechanical stress-strain relationship. S. De and his coworkers6 used a reformulated model, to perform simultaneous optimization of multiple design parameters. N. Xue et al. 7 applied the gradient-based algorithm framework to optimize the cell design. More recently, Y. Dai and V. Srinivasan8used a gradient-free direct search method to maximize the specific energy. Z. Du et al. studies the effects of various design parameters on thick electrode performance9. Most of the aforementioned optimization research, used the sequential optimization approach, also known as CVP. CVP takes the differential algebraic equation (DAE) system describing the battery physics, applies a certain nonlinear programming (NLP) solver to them, discretizes only the control variables, and solves the model. The only exception being the effort by Golmon et al which used an indirect approach. Note that as of today, global optimization cannot be guaranteed when CVP type approaches are used with P2D type models. In general optimization approaches can be classified as indirect and direct approach. In the direct approach there are two main categories – sequential and simultaneous approach. The simultaneous approach10, on the other hand, discretizes both the control variables and the design variables before solving the problem. When used for optimization, the DAE system will only be solved once at the optimal point, compared to the repeated numerical integration needed for sequential optimization. By using high order discretization scheme on both the state and the design variables, simultaneous optimization approach results in faster determination of the optimum with fewer time steps. Furthermore, this approach offers more flexibility over constraints on the state variables. Since the state variables are also discretized, it is possible to apply equality/inequality constraints on their internal values. In this work, we will first apply the simultaneous optimization approach to a resistance model similar to the one mentioned earlier3, and compare its performance with the sequential approach. We will also explore the application of the same optimization approach to the P2D model, and identify the challenges. It is viewed as a controversial topic in the literature wherein different authors disagree on the relevance of graded porosity for improved performance8. By using a simultaneous optimization approach and guaranteeing global optimization for convex problem statements, we hope to provide additional insights. Acknowledgements The authors are thankful for the financial support by the Clean Energy Institute at the University of Washington and the Assistant Secretary for Energy Efficiency and Renewable Energy, Office of Vehicle Technologies of the U.S. Department of Energy through the Advanced Battery Materials Research (BMR) Program (Battery500 Consortium).

This paper proposes the implementation of dynamic power systems as a system of differential algebraic equations (DAEs) and to solve it by means of DAE solvers, because it is easier and more natural to write the equations as a system of DAEs than to write them as a system of ordinary differential equations (ODEs). Problem-solving environments have recently included routines in their packages to solve DAEs. One of these routines has been used to simulate a power system composed of a nonlinear, three-phase, three-legged transformer, a load and all their possible connections. The magnetic transformer relations and the connections give some of the algebraic equations of the DAE system.

A method is proposed to transform a system of differential algebraic equations (D.A.E.) to a system of ordinary differential equations (O.D.E.) which can be solved relatively easily by standard numerical techniques.Two examples, including a model of an absorption tower, are given to illustrate the utility of the method. The example problems reveal that this easily implemented technique offers significant savings in CPU time compared to the numerical solution of the untransformed D.A.E.s particularly when the algebraic equations are nonlinear.Furthermore, it appears to be faster and/or more reliable than other numerical schemes which have been recently developed for equations of this type.

System of fractional differential algebraic equations with applications

On the modelling of actuator dynamics and the computation of prescribed trajectories

The multi-agent optimal control problem involves a decision process with multiple agents, where each agent solves an optimal control problem with the individual cost functional and strategy set, and the cost functional is dependent on all the other agents’ state and/or control variables. Here the “agent” can be understood as a true decision maker, or as an abstract optimization criterion. The strategy sets, along with admissible control set, are often described by a system of parameterized ordinary differential/difference equations (the state dynamic) or partial differential equations, and in realistic settings they may be dependent on the rivals’s variables due to, for example, certain constraints from the common resources. This chapter describes the multi-agent optimal control problem, and studies the reformulation of a system of differential equations constrained by parameterized variational inequalities, along with some initial and/or boundary conditions. This reformulation presents differential equations, variational inequalities, and equilibrium conditions in a systematic way, and is advantageous since it can be treated as a system of differential algebraic equations, for which abundant theory and algorithms are available.KeywordsVariational InequalityOptimal Control ProblemDifferential Algebraic EquationQuasi Variational InequalityNash Equilibrium ProblemThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

In his algebraic theory of differential equations, J. F. Rittf has developed a decomposition theory for systems of algebraic differential equations by introducing the idea of irreducible systems and proving that every system is equivalent to one and essentially only one finite set of irreducible systems.The analogous theorem for algebraic difference equations was given by Ritt and Doob.fThe purpose of the present paper is to derive a decomposition theorem for algebraic mixed difference equations; i.e., equations which contain algebraically one or more unknown functions y(x), their "transforms" y(x), y(x+l), y(x+2), ---, and the derivatives of those transforms.

One-step collocation methods for differential-algebraic systems of index 1

Data-driven Stochastic Optimization of Numerically Infeasible Differential Algebraic Equations: An Application to the Steam Cracking Process

A model coupling differential equations and an optimization problem with equality and inequality constraints is described. The first order optimality conditions are coupled with the differential equations to form a differential‐algebraic system. Inequality constraints for the optimization variables induce discontinuities in the first derivatives of the solution in time. Tracking techniques based on sensitivity analysis and second order multistep methods are proposed to locate the discontinuities. Application to the dynamics of organic atmospheric aerosol particles is given to illustrate the detection of the activation of constraints. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)