Este trabalho apresenta a aplicação de técnicas de Decomposição de Domínio e Processamento Paralelo na solução de grandes sistemas de equações algébricas lineares provenientes da modelagem de fenômenos eletromagnéticos pelo Método de Elementos Finitos. Foram implementadas as técnicas dos tipos Complemento de Schur e o Método Aditivo de Schwarz, adaptadas para a resolução desses sistemas em cluster de computadores do tipo Beowulf e com troca de mensagens através da Biblioteca MPI. A divisão e balanceamento de carga entre os processadores são feitos pelo pacote METIS. Essa metodologia foi testada acoplada a métodos, seja iterativo (ICCG), seja direto (LU) na etapa de resolução dos sistemas referentes aos nós internos de cada partição. Para a resolução do sistema envolvendo os nós de fronteira, no caso do Complemento de Schur, utilizou-se uma implementação paralisada do Método de Gradientes Conjugados (PCG). S~ao discutidos aspectos relacionados ao desempenho dessas técnicas quando aplicadas em sistemas de grande porte. As técnicas foram testadas na solução de problemas de aplicação do Método de Elementos Finitos na Engenharia Elétrica (Magnetostática, Eletrocinética e Magnetodinâmica), sejam eles de natureza bidimensional com malhas não estruturadas, seja tridimensional, com malhas estruturadas. / This work presents the study of Domain Decomposition and Parallel Processing Techniques applied to the solution of systems of algebraic equations issued from the Finite Element Analysis of Electromagnetic Phenomena. Both Schur Complement and Schwarz Additive techniques were implemented. They were adapted to solve the linear systems in Beowulf clusters with the use of MPI library for message exchange. The load balance among processors is made with the aid of METIS package. The methodology was tested in association to either iterative (ICCG) or direct (LU) methods in order to solve the system related to the inner nodes of each partition. In the case of Schur Complement, the solution of the system related to the boundary nodes was performed with a parallelized Conjugated Gradient Method (PCG). Some aspects of the peformance of these techniques when applied to large scale problems have also been discussed. The techniques has been tested in the simulation of a collection of problems of Electrical Engineering, modelled by the Finite Element Method, both in two dimensions with unstructured meshes (Magnetostatics) and three dimensions with structured meshes (Electrokinetics).

Esta tese aborda o problema de regulação para sistemas lineares sujeitos a saltos Markovianos de tempo discreto com matrizes de transição incertas. Considera-se que as incertezas são limitadas em norma e os estados da cadeia de Markov podem não ser completamente observados pelo controlador. No cenário com observação completa dos estados, a solução é deduzida com base em um funcional quadrático dado em termos das probabilidades de transição incertas. Enquanto que no cenário sem observação, a solução é obtida por meio da reformulação do sistema Markoviano como um sistema determinístico, independente da cadeia de Markov. Três modelos são propostos para essa reformulação: um modelo é baseado no primeiro momento do sistema Markoviano, o segundo é obtido a partir da medida de Dirac e resulta em um sistema aumentado, e o terceiro fornece um sistema aumentado singular. Os reguladores recursivos robustos são projetados a partir de critérios de custo quadrático, dados em termos de problemas de otimização restritos. A solução é derivada da técnica de mínimos quadrados regularizados robustos e apresentada em uma estrutura matricial. A recursividade é estabelecida por equações de Riccati, que se assemelham às soluções dos reguladores clássicos, para essa classe de sistemas, quando não estão sujeitos a incertezas. / This thesis deals with regulation problem for discrete-time Markovian jump linear systems with uncertain transition matrix. The uncertainties are assumed to be normbounded type. The states of the Markov chain can not be completely observed by the controller. In the scenario with complete observation of the states, the solution is deduced based on a quadratic functional given in terms of uncertain transition probabilities. While in the scenario without observation, the solution is obtained from reformulation of the Markovian system as a deterministic system, independent of the Markov chain. Three models are proposed for the reformulation process: a model is based on the first moment of the Markovian system, the second is obtained from Dirac measure which results in an augmented system, and the third provides a singular augmented system. Recursive robust regulators are designed from quadratic cost criteria given in terms of constrained optimization problems. The solution is derived from the robust regularized least-square approach, whose framework is given in terms of a matrix structure. The recursiveness is established by Riccati equations which resemble the solutions of standard regulators for this class of systems, when they are not subject to uncertainties.

One of the most powerful properties of mathematical systems theory is the fact that interconnecting systems yields composites that are themselves systems. This property allows for the engineering of complex systems by aggregating simpler systems into intricate patterns. We call these interconnection patterns the "structure" of the system. Similarly, this property also enables the understanding of complex systems by decomposing them into simpler parts. We likewise call the relationship between these parts the "structure" of the system. At first glance, these may appear to represent identical views of structure of a system. However, further investigation invites the question: are these two notions of structure of a system the same? This dissertation answers this question by developing a theory of dynamical structure. The work begins be distinguishing notions of structure from their associated mathematical representations, or models, of a system. Focusing on linear time invariant (LTI) systems, the key technical contributions begin by extending the definition of the dynamical structure function to all LTI systems and proving essential invariance properties as well as extending necessary and sufficient conditions for the reconstruction of the dynamical structure function from data. Given these extensions, we then develop a framework for analyzing the structures associated with different representations of the same system and use this framework to show that interconnection (or subsystem) structures are not necessarily the same as decomposition (or signal) structures. We also show necessary and sufficient conditions for the reconstruction of the interconnection (or subsystem) structure for a class of systems. In addition to theoretical contributions, this work also makes key contributions to specific applications. In particular, network reconstruction algorithms are developed that extend the applicability of existing methods to general LTI systems while improving the computational complexity. Also, a passive reconstruction method was developed that enables reconstruction without actively probing the system. Finally, the structural theory developed here is used to analyze the vulnerability of a system to simultaneous attacks (coordinated or uncoordinated), enabling a novel approach to the security of cyber-physical-human systems.

The main interest of the present thesis is the constrained control of time-delay system, more specifically taking into consideration the discretization problem (due to, for example, a communication network) and the presence of constraints in the system's trajectories and control inputs. The effects of data-sampling and modeling problem are studied in detail, where an uncertainty is added into the system due to additional effect of the discretization and delay. The delay variation with respect to the sampling instants is characterized by a polytopic supra-approximation of the discretization/delay induced uncertainty. Some stabilizing techniques, based on Lyapunov's theory, are then derived for the unconstrained case. Lyapunov-Krasovskii candidates were also used to obtain LMI conditions for a state feedback, in the ''original" state-space of the system. For the constrained control purposes, the set invariance theory is used intensively, in order to obtain a region where the system is ''well-behaviored", despite the presence of constraints and (time-varying) delay. Due to the high complexity of the maximal delayed state admissible set obtained in the augmented state-space approach, in the present manuscript we proposed the concept of set invariance in the ''original" state-space of the system, called D-invariance. Finally, in the las part of the thesis, the MPC scheme is presented, in order to take into account the constraints and the optimality of the control solution.

This thesis considers four nonlinear systems with parametric forcing. The first problem involves an inverted pendulum with asymmetric elastic restraints subjected to harmonic vertical base excitation. On linearizing trigonometric terms the pendulum is governed by an asymmetric Mathieu equation. Solutions to this equation are scaleable. The stability regions in the parameter plane are studied numerically. Periodic solutions at the boundaries of stable regions in the parameter plane are found numerically and then their existence is proved theoretically. The second problem involves use of the method of multiple scales to elucidate the dynamics associated with early and delayed ejection of ions from Paul traps. A slow flow equation is developed to approximate the solution of a weakly nonlinear Mathieu equation to describe ion dynamics in the neighborhood of the nominal stability boundary of ideal traps. Since the solution to the unperturbed equation involves linearly growing terms, some care in identification and elimination of secular terms is needed. Due to analytical difficulties, harmonic balance approximations are used within the formal implementation of the method. The third problem involves the attenuation, caused by weak damping, of harmonic waves through a discrete, periodic structure with wave frequency nominally within the Propagation Zone. Adapting the transfer matrix method and using the harmonic balance for nonlinear terms, a four-dimensional map governing the dynamics is obtained. This map is analyzed by applying the method of multiple scales upto first order. The resulting slow evolution equations give the amplitude decay rate in the structure. The fourth problem involves the dynamic response of a strongly nonlinear single-degree-of-freedom oscillator under a constant amplitude, parametric, periodic, impulsive forcing, e.g., a pendulum with strongly nonlinear torsional spring that is periodically struck in the axial direction. Single-term harmonic balance gives an approximate, but explicit, 2-dimensional map governing the dynamics. The map exhibits many fixed points (both stable and unstable), higher period orbits, transverse intersections of stable and unstable manifolds of unstable fixed points, and chaos.

This Thesis is concerned with the approximation of high order controllers or the controller reduction problem. We firstly consider approximating high-order controllers by low order controllers based on the closed-loop system approximation. By approximating the closed-loop system transfer function, we derive a new parametrized double-sided frequency weighted model reduction problem. The formulas for the input and output weights are derived using three closed-loop system configurations: (i) by placing a controller in cascade with the plant, (ii) by placing a controller in the feedback path, and (iii) by using the linear fractional transformation (LFT) representation. One of the weights will be a function of a free parameter which can be varied in the resultant frequency weighted model reduction problem. We show that by using standard frequency weighted model reduction techniques, the approximation error can be easily reduced by varying the free parameter to give more accurate low order controllers. A method for choosing the free parameter to get optimal results is being suggested. A number of practical examples are used to show the effectiveness of the proposed controller reduction method. We have then considered the relationships between the closed-loop system con gurations which can be expressed using a classical control block diagram or a modern control block diagram (LFT). Formulas are derived to convert a closed-loop system represented by a classical control block diagram to a closed-loop system represented by a modern control block diagram and vice versa.

CAPES / Este trabalho apresenta uma proposta ao professor de Ensino Médio que permite uma conexão entre os temas de Discussão de Sistemas Lineares e Programação Linear, sugerindo que o professor leve o aluno a pensar sobre as soluções de problemas e, principalmente, em não somente aceita-las, mas buscar novas e melhores. / This work presents a proposal to the teacher of secondary education that allows a connection between the topics of discussion Linear Systems and Linear Programming, suggesting that the teacher take the student to think about solutions to problems, and especially in not only accepts them but seek new and better.

Esta dissertação desenvolve filtro de informação, algoritmos array para estimador do erro médio mínimo quadrático para sistemas lineares sujeitos a saltos Markovianos e algoritmos array rápidos para filtragem de sistemas singulares convencionais. Exemplos numéricos serão apresentados para mostrarem as vantagens dos algoritmos array deduzidos. Parte dos resultados obtidos nesta pesquisa serão publicados no seguinte artigo: Terra et al. (2007). Terra, M. H., Ishihara, J. Y. and Jesus, G. Q. (2007). Information filtering and array algorithms for discrete-time Markovian jump linear systems. Proceedings of the American Control Conference ACC07. / This dissertation develops information filter and array algorithms for linear minimum mean square error estimator (LMMSE) of discrete-time Markovian jump linear systems (MJLSs) and fast array algorithms for filtering of standard singular systems. Numerical examples to show the advantage of the array algorithms are presented. Some results obtained in this research are published in the following paper: Terra et al. (2007). Terra, M. H., Ishihara, J. Y. and Jesus, G. Q. (2007). Information filtering and array algorithms for discrete-time Markovian jump linear systems. Proceedings of the American Control Conference ACC07.

O estudo dos métodos intervalares é importante para a resolução de sistemas de equações lineares, pois os métodos intervalares produzem resultados dentro de limites confiáveis (do intervalo solução) e provam a existência ou não existência de soluções, portanto produzem resultados confiáveis, o que os métodos pontuais podem não proporcionar. Outro aspecto a destacar é o campo de utilizando de sistemas de equações lineares em problemas das engenharias e outras ciências, o que mostra a aplicabilidade desses métodos e por conseguinte a necessidade de elaboração de ferramentas que possibilitem a implementação desses métodos intervalares. O objetivo deste trabalho não é a elaboração de novos métodos intervalares, mas sim o de realizar uma descrição e implementação de alguns dos métodos intervalares encontrados na bibliografia pesquisada. A versão intervalar dos métodos pontuais não é simples e o calculo por métodos intervalares pode ser dispendioso, uma vez que se está tratando com vetores e matrizes de intervalos. A implementação dos métodos intervalares são foi possível graças a existência de ferramentas, como o compilador Pascal-XSC, que incorpora as suas características aspectos importantes como a aritmética intervalar, a verificação automática do resultado, o produto escalar Ótimo e a aritmética de alta exatidão. Este trabalho é dividido em duas etapas. A primeira apresenta um estudo dos métodos intervalares para a resolução de sistemas de equações lineares. São caracterizadas as metodologias de desenvolvimento desses métodos. Metodologias estas, que foram divididas em três grupos de métodos: métodos intervalares baseados em operações algébricas intervalares ou métodos diretos, métodos intervalares baseados em refinamento ou métodos híbridos e métodos intervalares baseados em interacões. São definidas as características, os métodos que as compõe e a aplicabilidade desses métodos na resolução de sistemas de equações lineares. A segunda etapa é caracterizada pela elaboração dos algoritmos referentes aos métodos intervalares estudados e sua respectiva implementação, dando origem a uma biblioteca aplicativa intervalar para a resolução de sistemas de equações lineares, implementada no PC-486 e utilizando o compilador Pascal-XSC. Para este desenvolvimento foi realizado, previamente, um estudo sobre este compilador e sobre bibliotecas disponíveis que são utilizadas na implementação da biblioteca aplicativa intervalar. A biblioteca selintp é organizada em quatro módulos: o módulo dirint (referente aos métodos diretos); o modulo refint (referente aos métodos baseados em refinamento); o módulo itrint (referente aos métodos iterativos) e o modulo equalg (para sistemas de equações de ordem 1). Por fim, através daquela biblioteca foram realizadas comparações entre os resultados obtidos (resultados pontuais, intervalares, seqüenciais e vetoriais) a rim de se realizar uma analise de desempenho quantitativa (exatidão) e uma comparação entre os resultados obtidos. Esses resultados sendo comparados com os obtidos com a biblioteca biblioteca esta que esta sendo desenvolvida para o ambiente do supercomputador Cray Y-MP do CESUP/UFRGS, como parte do projeto de Aritmética Vetorial Intervalar do Grupo de Matemática Computacional da UFRGS. / The study of interval methods is important for resolution of linear equation systems, because such methods produce results into reliable bounds and prove the existence or not existence of solutions, therefore they produce reliable results that, the punctual methods can non present,save that there is an exhaustive analysis of errors. Another aspect to emphasize is the field of utilization of linear equation systems in engineering problems and other sciences, in which is showed the applicability of that methods and, consequently, the necessity of tools elaboration that make possible the implementation of that interval methods. The goal of this work is not the elaboration of new interval methods, but to accomplish a description and implementation of some interval methods found in the searched bibliography. The interval version of punctual methods is not simple, and the calculus by interval methods can be expensive, respecting is treats of vectors and matrices of intervals. The implementation of interval methods was only possible due to the existence of tools, as the Pascal-XSC compiler, which incorporates to their features, important aspects such as the interval arithmetic, the automatic verification of the result, the optimal scalar product and arithmetic of high accuracy. This work is divided in two stages. The first presents a study of the interval methods for resolution of linear equation systems, in which are characterized the methodologies of development of that methods. These methodologies were divided in three method groups: interval methods based in interval algebraic operations or direct methods, interval methods based in refinament or hybrid methods, and interval methods based in iterations, in which are determined the features, the methods that compose them, and the applicability of those methods in the resolution of linear equation systems. The second stage is characterized for the elaboration of the algorithms relating to the interval methods studied and their respective implementation, originating a interval applied library for resolution of linear equation systems, selintp, implemented in PC-486 and making use of Pascal-XSC compiler. For this development was previously accomplished a study about compiler and avaiable libraries that are used in the inplementation of the interval applied library. The library selintp is organized in four modules: the dirint module (regarding to the direct methods); the refint module (regarding to the methods based in refinament); the itrint module (regarding to the iterative methods) and equalg module(for equation systems of order 1). At last, throu gh this library, comparisons were developed among the results obtained (punctual, interval, sequential and vectorial results) in order to be accomplished an analysis of quantitative performance (accuracy) and a comparison among the results obtained with libselint a library, that is been developed for the Cray Y-MP supercomputer environment of CESUP/UFRGS, as part of the Interval Vectorial Arithmetic project of Group of Computational Mathematics of UFRGS.

O estudo dos métodos intervalares é importante para a resolução de sistemas de equações lineares, pois os métodos intervalares produzem resultados dentro de limites confiáveis (do intervalo solução) e provam a existência ou não existência de soluções, portanto produzem resultados confiáveis, o que os métodos pontuais podem não proporcionar. Outro aspecto a destacar é o campo de utilizando de sistemas de equações lineares em problemas das engenharias e outras ciências, o que mostra a aplicabilidade desses métodos e por conseguinte a necessidade de elaboração de ferramentas que possibilitem a implementação desses métodos intervalares. O objetivo deste trabalho não é a elaboração de novos métodos intervalares, mas sim o de realizar uma descrição e implementação de alguns dos métodos intervalares encontrados na bibliografia pesquisada. A versão intervalar dos métodos pontuais não é simples e o calculo por métodos intervalares pode ser dispendioso, uma vez que se está tratando com vetores e matrizes de intervalos. A implementação dos métodos intervalares são foi possível graças a existência de ferramentas, como o compilador Pascal-XSC, que incorpora as suas características aspectos importantes como a aritmética intervalar, a verificação automática do resultado, o produto escalar Ótimo e a aritmética de alta exatidão. Este trabalho é dividido em duas etapas. A primeira apresenta um estudo dos métodos intervalares para a resolução de sistemas de equações lineares. São caracterizadas as metodologias de desenvolvimento desses métodos. Metodologias estas, que foram divididas em três grupos de métodos: métodos intervalares baseados em operações algébricas intervalares ou métodos diretos, métodos intervalares baseados em refinamento ou métodos híbridos e métodos intervalares baseados em interacões. São definidas as características, os métodos que as compõe e a aplicabilidade desses métodos na resolução de sistemas de equações lineares. A segunda etapa é caracterizada pela elaboração dos algoritmos referentes aos métodos intervalares estudados e sua respectiva implementação, dando origem a uma biblioteca aplicativa intervalar para a resolução de sistemas de equações lineares, implementada no PC-486 e utilizando o compilador Pascal-XSC. Para este desenvolvimento foi realizado, previamente, um estudo sobre este compilador e sobre bibliotecas disponíveis que são utilizadas na implementação da biblioteca aplicativa intervalar. A biblioteca selintp é organizada em quatro módulos: o módulo dirint (referente aos métodos diretos); o modulo refint (referente aos métodos baseados em refinamento); o módulo itrint (referente aos métodos iterativos) e o modulo equalg (para sistemas de equações de ordem 1). Por fim, através daquela biblioteca foram realizadas comparações entre os resultados obtidos (resultados pontuais, intervalares, seqüenciais e vetoriais) a rim de se realizar uma analise de desempenho quantitativa (exatidão) e uma comparação entre os resultados obtidos. Esses resultados sendo comparados com os obtidos com a biblioteca biblioteca esta que esta sendo desenvolvida para o ambiente do supercomputador Cray Y-MP do CESUP/UFRGS, como parte do projeto de Aritmética Vetorial Intervalar do Grupo de Matemática Computacional da UFRGS. / The study of interval methods is important for resolution of linear equation systems, because such methods produce results into reliable bounds and prove the existence or not existence of solutions, therefore they produce reliable results that, the punctual methods can non present,save that there is an exhaustive analysis of errors. Another aspect to emphasize is the field of utilization of linear equation systems in engineering problems and other sciences, in which is showed the applicability of that methods and, consequently, the necessity of tools elaboration that make possible the implementation of that interval methods. The goal of this work is not the elaboration of new interval methods, but to accomplish a description and implementation of some interval methods found in the searched bibliography. The interval version of punctual methods is not simple, and the calculus by interval methods can be expensive, respecting is treats of vectors and matrices of intervals. The implementation of interval methods was only possible due to the existence of tools, as the Pascal-XSC compiler, which incorporates to their features, important aspects such as the interval arithmetic, the automatic verification of the result, the optimal scalar product and arithmetic of high accuracy. This work is divided in two stages. The first presents a study of the interval methods for resolution of linear equation systems, in which are characterized the methodologies of development of that methods. These methodologies were divided in three method groups: interval methods based in interval algebraic operations or direct methods, interval methods based in refinament or hybrid methods, and interval methods based in iterations, in which are determined the features, the methods that compose them, and the applicability of those methods in the resolution of linear equation systems. The second stage is characterized for the elaboration of the algorithms relating to the interval methods studied and their respective implementation, originating a interval applied library for resolution of linear equation systems, selintp, implemented in PC-486 and making use of Pascal-XSC compiler. For this development was previously accomplished a study about compiler and avaiable libraries that are used in the inplementation of the interval applied library. The library selintp is organized in four modules: the dirint module (regarding to the direct methods); the refint module (regarding to the methods based in refinament); the itrint module (regarding to the iterative methods) and equalg module(for equation systems of order 1). At last, throu gh this library, comparisons were developed among the results obtained (punctual, interval, sequential and vectorial results) in order to be accomplished an analysis of quantitative performance (accuracy) and a comparison among the results obtained with libselint a library, that is been developed for the Cray Y-MP supercomputer environment of CESUP/UFRGS, as part of the Interval Vectorial Arithmetic project of Group of Computational Mathematics of UFRGS.