Power system dynamics are commonly modeled by parameter dependent nonlinear differential-algebraic equations (DAE) x p y x f ) and 0 = p y x g ) . Due to (,, (,, the algebraic constraints, we cannot directly perform integration based on the DAE. Traditionally, we use implicit function theorem to solve for fast variables y to get a reduced model in terms of slow dynamics locally around x or we compute y numerically at each x . However, it is well known that solving nonlinear algebraic equations analytically is quite difficult and numerical solution methods also face many uncertainties since nonlinear algebraic equations may have many solutions, especially around bifurcation points. In this thesis, we apply the singular perturbation method to model power system dynamics in a singularly perturbed ODE (ordinary-differential equation) form, which makes it easier to observe time responses and trace bifurcations without reduction process. The requirements of introducing the fast dynamics are investigated and the complexities in the procedures are explored. Finally, we propose PTE (Perturb and Taylor’s expansion) technique to carry out our goal to convert a DAE to an explicit state space form of ODE. A simplified unreduced Jacobian matrix is also introduced. A dynamic voltage stability case shows that the proposed method works well without complicating the applications.

Differential-algebraic equations (DAEs) result in many areas of science and engineer- ing. In this thesis, numerical methods for solving DAEs are compared for two prob- lems, energy-economic models and traffic flow models. An energy-economic model is presented based on the Hubbert model of oil production and is extended to include economic factors for the first time. Using numerical methods to simulate the DAE model, the resulting graphs break the symmetry of the traditional Hubbert curve. For the traffic flow models, a numerical method is developed to solve the steady-state flow pattern including the linearly unstable regime, i.e. solutions which cannot be found with an initial value solver. / UOIT

Differential-algebraic equations (DAEs) result in many areas of science and engineer- ing. In this thesis, numerical methods for solving DAEs are compared for two prob- lems, energy-economic models and traffic flow models. An energy-economic model is presented based on the Hubbert model of oil production and is extended to include economic factors for the first time. Using numerical methods to simulate the DAE model, the resulting graphs break the symmetry of the traditional Hubbert curve. For the traffic flow models, a numerical method is developed to solve the steady-state flow pattern including the linearly unstable regime, i.e. solutions which cannot be found with an initial value solver.

This paper was presented at CJK-OSM 7, 18–21 June 2012, Huangshan, China.

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Algebro-Differentialgleichungen (engl. differential-algebraic equations - DAEs) sind implizite singuläre gewöhnliche Differentialgleichungen, die restringierte dynamische Prozesse beschreiben. Sie unterscheiden sich von expliziten gewöhnlichen Differentialgleichungen dahingehend, dass Anfangswerte nicht beliebig vorgegeben werden können. Weiterhin sind in einer DAE neben Integrations- auch Differentiationsaufgaben involviert. Der Differentiationsindex gibt an, wieviele Differentiationen zur Lösung notwendig sind. Seit den 1980er Jahren wird vorwiegend an der Charakterisierung und Klassifizierung regulärer DAEs und der Konstruktion nebst Fundierung von Integrationsmethoden gearbeitet. I. Higueras, R. März und C. Tischendorf haben gezeigt, dass man lineare DAEs mit properem Hauptterm, A(t)(D(t)x(t))'' + B(t)x(t) = q(t), die regulär mit Traktabilitätsindex 2 sind, zuverlässig numerisch integrieren kann - im Unterschied zu linearen DAEs in Standardform. In Publikationen von R. Riaza und R. März wird die Klassifizierungen kritischer Punkten von linearen DAEs an die Verletzung bestimmter Rangbedingungen von Matrixfunktionen im Rahmen des Traktabilitätsindexes geknüpft. Im wesentlichen heißt ein kritischer Punkt harmlos, wenn der durch die inhärente Differentialgleichung beschriebene Fluß nicht tangiert ist. Gegenstand der vorliegenden Arbeit sind lineare quasi-proper formulierte DAEs. Es werden Index 2 DAEs mit harmlosen kritischen Punkten charakterisiert. Unter Verwendung von quasi-zulässigen Projektorfunktionen können neben DAEs, die fast überall gleiche charakteristische Werte haben, nun erstmalig auch solche mit Indexwechseln behandelt werden. Der Hauptteil der Arbeit besteht im Nachweis von Durchführbarkeit, Konvergenz und nur schwacher Instabilität von numerischen Integrationsmethoden (BDF, IRK(DAE)) für lineare Index 2 DAEs mit harmlosen kritischen Punkten, sowie in der Entwicklung von Fehlerschätzern und Schrittweitensteuerung. / Differential-algebraic equations (DAEs) are implicit singular ordinary differential equations, which describe dynamical processes that are restricted by some constraints. In contrast to explicit regular ordinary differential equations, for a DAE not any value can be imposed as an initial condition. Furthermore, DAEs involve not only integration problems but also differentiation problems. The differentiation index of a DAE indicates the number of differentiations required in order to solve a DAE. Since the 1980th, research focuses primarily on the characterization and classification of regular problem classes and the construction and foundation of integration methods for simulation software. I. Higueras, R. Maerz, and C. Tischendorf have shown that one can reliably integrate a general linear DAE with a properly stated leading term, A(t)(D(t)x(t))'' + B(t)x(t) = q(t), which is regular with tractability index 2 - in contrast to linear standard form DAEs. The first classification of critical points of linear DAEs has been published by R. Riaza and R. Maerz. Based on the tractability index, critical points are classified according to failures of certain rank conditions of matrix functions. Essentially, a critical point is said to be harmless, if the flow described by the inherent differential equation is not affected. The subject of this work are quasi-proper linear DAEs. Index-2 DAEs with harmless critical points are characterized. Under the application of quasi-admissible projector functions. Besides DAEs which have almost everywhere the same characteristic values, DAEs with index changes can now be discussed for the first time. The main part of the work is to provide a proof of feasibility, convergence, and only weak instability of numerical integration methods (BDF, IRK (DAE)) for linear index-2 DAEs with harmless critical points, as well as the development and testing of error estimators and stepsize control.

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.

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.

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.