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An efficient sparse approach to sensitivity generation for large-scale dynamic optimizationBarz, T., Kuntsche, S., Wozny, G., Arellano-Garcia, Harvey January 2011 (has links)
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Perturbation analysis and numerical discretisation of hyperbolic partial differential algebraic equations describing flow networksHuck, Christoph 05 December 2018 (has links)
Diese Arbeit beschäftigt sich mit verschiedenen mathematischen Fragestellungen hinsichtlich der Modellierung, Analysis und numerischen Simulation von Gasnetzen. Hierbei liegt der Fokus auf der mathematischen Handhabung von partiellen differential-algebraischen Gleichungen, die mit algebraischen Gleichungen gekoppelt sind. Diese bieten einen einfachen Zugang hinsichtlich der Modellierung von dynamischen Strukturen auf Netzen Somit sind sie insbesondere für Gasnetze geeignet, denen im Zuge der steigenden Bedeutung von erneuerbaren Energien ein gestiegenes Interesse seitens der Öffentlichkeit, Politik und Wissenschaft entgegen gebracht wird.
Wir führen zunächst die gängigsten Elemente, die in Gasnetzen benötigt werden ein und formulieren zwei PDAE-Klassen für solche Netze: Eine für reine Rohrnetze, und eine, die zusätzliche Elemente wie Verdichter und Widerstände beinhaltet. Des Weiteren untersuchen wir die Sensitivität der Lösung der Rohrnetz-PDAE hinsichtlich Störungen. Dabei berücksichtigen wir Störungen, die nicht nur den dynamischen Teil der PDAE beeinflussen, sondern auch Störungen in den algebraischen Gleichungen und weisen Stabilitätseigenschaften für die Lösung der PDAE nach.
Darüber hinaus beschäftigen wir uns mit einer neu entwickelten, an die Netztopologie angepassten Ortsdiskretisierung, welche die Stabilitätseigenschaften der PDAE auf DAE Systeme überträgt. Des Weiteren zeigen wir, wie sich die Gasnetz-DAE zu einer gewöhnlichen Differentialgleichung, welche die inhärente Dynamik der DAE widerspiegelt entkoppeln lässt. Dieses entkoppelte System kann darüber hinaus direkt aus den Topologie- und Elementinformationen des Netzes aufgestellt werden. Abschließend demonstrieren wir die Ergebnisse an Benchmark-Gasnetzen. Dabei vergleichen wir sowohl die entkoppelte Differentialgleichung mit dem ursprünglichen DAE System, zeigen aber auch, welche Vorteile die an die Netztopologie angepasste Ortsdiskretisierung gegenüber existierenden Verfahren besitzt. / This thesis addresses several aspects regarding modelling, analysis and numerical simulation of gas networks. Hereby, our focus lies on (partial) differential-algebraic equations, thus systems of partial and ordinary differential equations which are coupled by algebraic equations. These coupled systems allow an easy approach towards the modelling of dynamic structures on networks. Therefore, they are well suited for gas networks, which have gained a rise of attention in society, politics and science due to the focus towards renewable energies.
We give an introduction towards gas network modelling that includes the most common elements that also appear in real gas networks and present two PDAE systems: One for pipe networks and one that includes additional elements like resistors and compressors. Furthermore, we investigate the impact of perturbations onto the pipe network PDAE, where we explicitly allow perturbations to affect the system in the differential as well as in the algebraic components. We conclude that the solution of the PDAE possesses stability properties.
In addition, this thesis introduces a new spatial discretisation that is adapted to the net- work topology. This topology-adapted semi-discretisation results in a DAE which possesses the same perturbation behaviour as the space continuous PDAE. Furthermore, we present a topology based decoupling procedure that allows to reformulate the DAE as an ordinary differential equation (ODE), which represents the inherent dynamics of the DAE system. This ODE, together with a decoupled set of algebraic equations, can be derived from the topology and element information directly. We conclude by demonstrating the established results for several benchmark networks. This includes a comparison of numerical solutions for the decoupled ODE and the DAE system. In addition we present the advantages of the topology-adapted spatial discretisation over existing well established methods.
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Régularité et contraintes de descendance : équations algébriques. / Regularity and descendant constraints : algebraic equations.Ferte, Julien 18 April 2014 (has links)
Ce mémoire est constitué de 3 parties.La NP-complétude de la satisfaction de combinaisons booléennes de contraintes de sous-arbres est démontrée dans l'article [Ven87] ; la partie I de ce mémoire étudie dans quelle mesure l'ajout de contraintes régulières laisse espérer conserver la complexité NP. Ce modèle étendu définit une nouvelle classe de langages dont l'expressivité est comparée à celle des Rigid Tree Automata [JKV11]. Puis un début de formalisation des t-dags est donné.Les patterns ont été étudiés, principalement du point de vue des contraintes sur les données qu'ils demandent. La partie II de ce mémoire les étudie plus finement, en mettant de côté les données. Les squelettes sont définis en tant qu'intermédiaire de calcul et le fait que leur syntaxe caractérise leur sémantique est démontré. Puis un lemme de pompage est donné dans un cas restreint, un autre dans le cas général est étudié et conjecturé. Ensuite des fragments de combinaisons booléennes de patterns sont comparés en expressivité pour terminer avec l'étude de la complexité des problèmes de model-checking, satisfaisabilité et DTD-satisfaisabilité sur les dits fragments.Le contenu de la partie III constitue l'article [FMS11], c'est la démonstration de la caractérisation des langages des automates fortement déterministes de niveau 2 par des systèmes d'équations récurrentes caténatives. Celle-ci utilise, entre autres, des techniques de réécriture, la notion d'inconnues non-réécrivables et les ordres noethériens. Cette caractérisation constitue le cas de base de la récurrence démontrée dans [Sén07]. / This thesis is in 3 parts.The NP-completeness of satisfiability of boolean combinations of subtree constraints is shown in the article [Ven87] ; in the part I of this thesis, we study whether adding regular contraints lets hope for keeping the same complexity. This extended model defines a new class of languages which is compared in expressivity to the Rigid Tree Automata [JKV11]. Then a begining of formalisation of the t-dags is developped.The patterns have been studied mainly from the point of view of the constraints they demand on the data. The part II of this thesis study them more finely, by putting aside the data. The skeletons are defined as calculus intermediate and the characterisation holding between their syntax and their semantics is shown. Then a pumping lemma is prooved in a restreict case, another one is conjectured in the most general case. Then fragments of boolean combinations of patterns are compared in expressivity, this parts ends with the study of complexity of model-checking, satisfiability and DTD-satisfiability on these fragments.The content of part III constitutes the article [FMS11], it is the demonstration of the characterisation of strongly-deterministic 2-level pushdown automata by recurrent catenative equation systems. This proof uses in particular, some rewriting techniques, unrewritable unknowns and noetherian orders. This characterisation provides the base case of the recurrence shown in [Sén07].
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Consistent initialization for index-2 differential algebraic equations and its application to circuit simulationSchwarz, Diana Estévez 13 July 2000 (has links)
Zur numerischen L\"osung von Algebro-Differentialgleichungen (ADGln) m\"ussen konsistente Anfangswerte berechnet werden. Diese Arbeit befasst sich mit einem Ansatz zur Behandlung dieses Problems f\"ur Index-2 DAEs unter Verwendung von Projektoren auf die zur DAE zugeh\"origen Unterr\"aume. Die Arbeit hat zwei Schwerpunkte.\\ Zum einen werden neue Struktureigenschaften aus schwachen Voraussetzungen hergeleitet. Anschlie{\ss}end wird eine Vorgehensweise zur Auswahl von geeigneten Gleichungen einer Index-2 ADGln vorgeschlagen, deren Differentiation zu einer Indexreduktion f\"uhrt. Diese Indexreduktion liefert neue Existenz- und Eindeutigkeitsergebnisse f\"ur L\"osungen von Index-2 ADGln. Die Ergebnisse umfassen eine allgemeinere Aufgabenklasse als die bisherigen Resultate. Beruhend auf dieser Vorgehensweise wird ein stufenweiser Ansatz zur Berechnung konsistenter Anfangswerte hergeleitet. Auf diese Weise werden neue Einsichten hinsichtlich der Ausnutzung von Struktureigenschaften von Index-2 ADGln gewonnen. Insbesondere stellt sich heraus, dass im Vergleich zu Index-1 ADGln der zus\"atzliche Schritt oft in der L\"osung eines linearen Systems besteht. Die sich hieraus ergebenden numerischen Folgen werden f\"ur zwei in der Schaltungssimulation h\"aufig verwendete Verfahren, das implizite Eulerverfahren und die Trapezregel, erl\"autert. \\ Zum anderen wird die Anwendung der erhaltenen Ergebnisse auf die Gleichungen, die bei der Schaltungssimulation mittels modifizierter Knotenanalyse entstehen, ausgearbeitet. Abschlie{\ss}end wird eine kurze \"Ubersicht der durchgef\"uhrten Umsetzung gegeben.\\ / For solving DAEs numerically, consistent initial values have to be calculated. This thesis deals with an approach for handling this problem for index-2 DAEs by considering projectors onto the spaces related to the DAE. There are two major aspects in this work.\\ On the one hand, new structural properties are deduced from weak assumptions. Subsequently, a method is proposed to choose suitable equations of an index-2 DAE, whose differentiation leads to an index reduction. This index reduction yields new theoretical results for the existence and uniqueness of solutions of index-2 DAEs which apply to a wider class of applications than previous results. Based on this method, a step-by-step approach to compute consistent initial values is developed. In this way, we gain new insights about how to deal with structural properties of index-2 DAEs. In particular, it turns out that, in comparison to index-1 DAEs, the additional step that has to be undertaken in practice often consists in solving a linear system. The numerical consequences of this fact are exemplified for two methods commonly used in circuit simulation, the implicit Euler method and the trapezoidal rule.\\ On the other hand, the application of the obtained results to the equations arising in circuit simulation by means of the modified nodal analysis (MNA) is worked out. Finally, a short overview of the specifics of their realization is given.
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Modelling heat transfer for energy effiency assessment of buildings : Identification of physical parameters / Estimations des performances énergétiques des bâtiments par l’identification des paramètres des modèles physiquesNaveros Mesa, Ibán 24 October 2016 (has links)
La performance énergétique est un pilier pour réduire l'utilisation d'énergie non renouvelable, en plus de l'utilisation des énergies renouvelables. En fait, les bâtiments sont au cœur de la politique des performances énergétiques de l'UE puisque 40% de la consommation finale d'énergie et 36% des émissions de gaz à effet de serre provient des bureaux, magasins et autres bâtiments. Les bâtiments peuvent être considérés comme des systèmes dynamiques et le transfert de la chaleur dans les bâtiments peut être représenté en utilisant des modèles dynamiques. De cette façon, le transfert de la chaleur dans les bâtiments peut être décrit par des réseaux thermiques obtenus en utilisant la théorie des graphes et de la thermodynamique, et peuvent être déduits de l'équation de la chaleur classique. Les réseaux thermiques peuvent être exprimés comme un système d'équations différentielles et algébriques (DAE) qui peut être transformé en représentation d'état et obtenir un fonction de transfert à partir de laquelle un modèle autorégressif avec des variables exogènes (ARX) peut être obtenu. Ces différentes structures de modèle peuvent être utilisées pour identifier les paramètres physiques des réseaux thermiques, ce qui implique que la méthode peut être utilisée pour identifier la performance intrinsèque des bâtiments et aider à la réduction de la consommation d'énergie dans les bâtiments.Cela peut faciliter l'évaluation de la performance énergétique des bâtiments dans un cadre reproductible qui permet la comparaison entre différentes solutions constructives.Les principales contributions originales de cette thèse sont: 1) les réseaux thermiques sont présentées à partir de la théorie des graphes et de la thermodynamique, sans considérer l'analogie thermique-électrique; 2) l'équation classique de la chaleur est reliée explicitement avec un système de DAE (réseau thermique) par les éléments finis; 3) différentes transformations pour déduire des modèles du transfert de la chaleur avec signification physique, à partir de l'équation de la chaleur classique, sont présentées toutes ensemble; 4) les transformations entre les modèles sont effectuées à partir des réseaux thermiques jusqu’aux modèles autorégressifs avec des variables exogènes (ARX) et vice-versa; et 5) un critère de sélection de l'ordre du modèle par une analyse de fréquence des mesures est proposé. / Energy efficiency is one of the two pillars to decrease the use of non-renewable energy besides the use of renewables energies. In fact, buildings are central to the EU's energy efficiency policy, as nearly 40% of the final energy consumption and 36% of greenhouse gas emissions take place in houses, offices, shops and other buildings. Buildings may be considered as dynamic systems and heat transfer in buildings may be represented using dynamic models. In this way, heat transfer in buildings may be described by thermal networks which may be stated considering graph theory and thermodynamics, and may be deduced from the classical heat equation. Thermal networks may be expressed as a system of linear differential algebraic equations (DAE) and the system of linear DAE may be transformed into a state-space representation from which an autoregressive model with exogenous (ARX) can be obtained. These different model structures may be used for identifying the physical parameters of thermal networks which implies that this methodology may be useful for identifying the intrinsic performance of buildings and tackling the reduction of non-renewable energy consumption in buildings. This may facilitate the assessment of energy efficiency of buildings within a reproducible framework which allows the comparison between different constructive solutions.The main original contributions of this dissertation are: 1) thermal networks are stated from graph theory and thermodynamics, leaving back the thermal-electrical analogy; 2) classical heat equation is connected explicitly to a system of DAE (thermal network) by using the finite elements; 3) the transformations for deducing heat transfer models with physical meaning from the classical heat equation are put altogether; 4) transformations between models may are done from thermal networks to autoregressive models with exogenous (ARX) and back; and 5) a criterion for selecting the order of the model by frequency analysis of measurements is proposed.
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Real-time Dynamic Simulation of Constrained Multibody Systems using Symbolic ComputationUchida, Thomas Kenji January 2011 (has links)
The main objective of this research is the development of a framework for the automatic generation of systems of kinematic and dynamic equations that are suitable for real-time applications. In particular, the efficient simulation of constrained multibody systems is addressed. When modelled with ideal joints, many mechanical systems of practical interest contain closed kinematic chains, or kinematic loops, and are most conveniently modelled using a set of generalized coordinates of cardinality exceeding the degrees-of-freedom of the system. Dependent generalized coordinates add nonlinear algebraic constraint equations to the ordinary differential equations of motion, thereby producing a set of differential-algebraic equations that may be difficult to solve in an efficient yet precise manner. Several methods have been proposed for simulating such systems in real time, including index reduction, model simplification, and constraint stabilization techniques.
In this work, the equations of motion are formulated symbolically using linear graph theory. The embedding technique is applied to eliminate the Lagrange multipliers from the dynamic equations and obtain one ordinary differential equation for each independent acceleration. The theory of Gröbner bases is then used to triangularize the kinematic constraint equations, thereby producing recursively solvable systems for calculating the dependent generalized coordinates given values of the independent coordinates. For systems that can be fully triangularized, the kinematic constraints are always satisfied exactly and in a fixed amount of time. Where full triangularization is not possible, a block-triangular form can be obtained that still results in more efficient simulations than existing iterative and constraint stabilization techniques.
The proposed approach is applied to the kinematic and dynamic simulation of several mechanical systems, including six-bar mechanisms, parallel robots, and two vehicle suspensions: a five-link and a double-wishbone. The efficient kinematic solution generated for the latter is used in the real-time simulation of a vehicle with double-wishbone suspensions on both axles, which is implemented in a hardware- and operator-in-the-loop driving simulator. The Gröbner basis approach is particularly suitable for situations requiring very efficient simulations of multibody systems whose parameters are constant, such as the plant models in model-predictive control strategies and the vehicle models in driving simulators.
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Real-time Dynamic Simulation of Constrained Multibody Systems using Symbolic ComputationUchida, Thomas Kenji January 2011 (has links)
The main objective of this research is the development of a framework for the automatic generation of systems of kinematic and dynamic equations that are suitable for real-time applications. In particular, the efficient simulation of constrained multibody systems is addressed. When modelled with ideal joints, many mechanical systems of practical interest contain closed kinematic chains, or kinematic loops, and are most conveniently modelled using a set of generalized coordinates of cardinality exceeding the degrees-of-freedom of the system. Dependent generalized coordinates add nonlinear algebraic constraint equations to the ordinary differential equations of motion, thereby producing a set of differential-algebraic equations that may be difficult to solve in an efficient yet precise manner. Several methods have been proposed for simulating such systems in real time, including index reduction, model simplification, and constraint stabilization techniques.
In this work, the equations of motion are formulated symbolically using linear graph theory. The embedding technique is applied to eliminate the Lagrange multipliers from the dynamic equations and obtain one ordinary differential equation for each independent acceleration. The theory of Gröbner bases is then used to triangularize the kinematic constraint equations, thereby producing recursively solvable systems for calculating the dependent generalized coordinates given values of the independent coordinates. For systems that can be fully triangularized, the kinematic constraints are always satisfied exactly and in a fixed amount of time. Where full triangularization is not possible, a block-triangular form can be obtained that still results in more efficient simulations than existing iterative and constraint stabilization techniques.
The proposed approach is applied to the kinematic and dynamic simulation of several mechanical systems, including six-bar mechanisms, parallel robots, and two vehicle suspensions: a five-link and a double-wishbone. The efficient kinematic solution generated for the latter is used in the real-time simulation of a vehicle with double-wishbone suspensions on both axles, which is implemented in a hardware- and operator-in-the-loop driving simulator. The Gröbner basis approach is particularly suitable for situations requiring very efficient simulations of multibody systems whose parameters are constant, such as the plant models in model-predictive control strategies and the vehicle models in driving simulators.
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Konvergence řešení soustav algebraických rovnic / Algebraic Equations Solution ConvergenceSehnalová, Pavla January 2007 (has links)
The work describes techniques for solving systems of linear and differential equations. It explains the definition of conversion from system of linear to system of differential equations. The method of the elementary transmission and the transform algorithm are presented. Both of methods are demonstrated on simply examples and properties of conversion are shown. The work compares fast and accurate solutions of methods and algorithm. For computing examples and solving experiments following programs were used: TKSL and TKSL/C. The program TKSL/C was enriched with the graphic user interface which makes the conversion of systems and computing results easier.
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Analysis and waveform relaxation for a differential-algebraic electrical circuit modelPade, Jonas 22 July 2021 (has links)
Die Hauptthemen dieser Arbeit sind einerseits eine tiefgehende Analyse von nichtlinearen differential-algebraischen Gleichungen (DAEs) vom Index 2, die aus der modifizierten Knotenanalyse (MNA) von elektrischen Schaltkreisen hervorgehen, und andererseits die Entwicklung von Konvergenzkriterien für Waveform Relaxationsmethoden zum Lösen gekoppelter Probleme. Ein Schwerpunkt in beiden genannten Themen ist die Beziehung zwischen der Topologie eines Schaltkreises und mathematischen Eigenschaften der zugehörigen DAE.
Der Analyse-Teil umfasst eine detaillierte Beschreibung einer Normalform für Schaltkreis DAEs vom Index 2 und Abschätzungen, die für die Sensitivität des Schaltkreises bezüglich seiner Input-Quellen folgen. Es wird gezeigt, wie diese Abschätzungen wesentlich von der topologischen Position der Input-Quellen im Schaltkreis abhängen.
Die zunehmend komplexen Schaltkreise in technologischen Geräten erfordern oftmals eine Modellierung als gekoppeltes System. Waveform relaxation (WR) empfiehlt sich zur Lösung solch gekoppelter Probleme, da sie auf die Subprobleme angepasste Lösungsmethoden und Schrittweiten ermöglicht. Es ist bekannt, dass WR zwar bei Anwendung auf gewöhnliche Differentialgleichungen konvergiert, falls diese eine Lipschitz-Bedingung erfüllen, selbiges jedoch bei DAEs nicht ohne Hinzunahme eines Kontraktivitätskriteriums sichergestellt werden kann. Wir beschreiben allgemeine Konvergenzkriterien für WR auf DAEs vom Index 2. Für den Fall von Schaltkreisen, die entweder mit anderen Schaltkreisen oder mit elektromagnetischen Feldern verkoppelt sind, leiten wir außerdem hinreichende topologische Konvergenzkriterien her, die anhand von Beispielen veranschaulicht werden. Weiterhin werden die Konvergenzraten des Jacobi WR Verfahrens und des Gauss-Seidel WR Verfahrens verglichen. Simulationen von einfachen Beispielsystemen zeigen drastische Unterschiede des WR-Konvergenzverhaltens, abhängig davon, ob die Konvergenzbedingungen erfüllt sind oder nicht. / The main topics of this thesis are firstly a thorough analysis of nonlinear differential-algebraic equations (DAEs) of index 2 which arise from the modified nodal analysis (MNA) for electrical circuits and secondly the derivation of convergence criteria for waveform relaxation (WR) methods on coupled problems. In both topics, a particular focus is put on the relations between a circuit's topology and the mathematical properties of the corresponding DAE.
The analysis encompasses a detailed description of a normal form for circuit DAEs of index 2
and consequences for the sensitivity of the circuit with respect to its input source terms.
More precisely, we provide bounds which describe how strongly changes in the input sources of the circuit affect its behaviour. Crucial constants in these bounds are determined in terms of the topological position of the input sources in the circuit.
The increasingly complex electrical circuits in technological devices often call for coupled systems modelling. Allowing for each subsystem to be solved by dedicated numerical solvers and time scales, WR is an adequate method in this setting. It is well-known that while WR converges on ordinary differential equations if a Lipschitz condition is satisfied, an additional convergence criterion is required to guarantee convergence on DAEs. We present general convergence criteria for WR on higher index DAEs. Furthermore, based on our results of the analysis part, we derive topological convergence criteria for coupled circuit/circuit problems and field/circuit problems. Examples illustrate how to practically check if the criteria are satisfied. If a sufficient convergence criterion holds, we specify at which rate of convergence the Jacobi and Gauss-Seidel WR methods converge. Simulations of simple benchmark systems illustrate the drastically different convergence behaviour of WR depending on whether or not the circuit topological convergence conditions are satisfied.
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