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2009 | 19 | 3 | 381-397

Tytuł artykułu

A novel interval arithmetic approach for solving differential-algebraic equations with VALENCIA-IVP

Treść / Zawartość

Warianty tytułu

Języki publikacji

EN

Abstrakty

EN
The theoretical background and the implementation of a new interval arithmetic approach for solving sets of differentialalgebraic equations (DAEs) are presented. The proposed approach computes guaranteed enclosures of all reachable states of dynamical systems described by sets of DAEs with uncertainties in both initial conditions and system parameters. The algorithm is based on VALENCIA-IVP, which has been developed recently for the computation of verified enclosures of the solution sets of initial value problems for ordinary differential equations. For the application to DAEs, VALENCIA-IVP has been extended by an interval Newton technique to solve nonlinear algebraic equations in a guaranteed way. In addition to verified simulation of initial value problems for DAE systems, the developed approach is applicable to the verified solution of the so-called inverse control problems. In this case, guaranteed enclosures for valid input signals of dynamical systems are determined such that their corresponding outputs are consistent with prescribed time-dependent functions. Simulation results demonstrating the potential of VALENCIA-IVP for solving DAEs in technical applications conclude this paper. The selected application scenarios point out relations to other existing verified simulation techniques for dynamical systems as well as directions for future research.

Rocznik

Tom

19

Numer

3

Strony

381-397

Opis fizyczny

Daty

wydano
2009
otrzymano
2008-09-22
poprawiono
2008-12-15

Twórcy

autor
  • Chair of Mechatronics, University of Rostock, D-18059 Rostock, Germany
  • Institute of Measurement, Control, and Microtechnology, University of Ulm, D-89069 Ulm, Germany
  • Institute of Measurement, Control, and Microtechnology, University of Ulm, D-89069 Ulm, Germany

Bibliografia

  • Auer, E., Rauh, A., Hofer, E. P. and Luther, W. (2008). Validated modeling of mechanical systems with S MART MOBILE: Improvement of Performance by VALENCIA-IVP, Proceedings of the Dagstuhl Seminar 06021-Reliable Implementation of Real Number Algorithms: Theory and Practice, Dagstuhl, Germany, Lecture Notes in Computer Science, Vol. 5045, Springer-Verlag, Berlin/Heidelberg, pp. 1-27.
  • Bendsten, C. and Stauning, O. (2007). FADBAD++, Version 2.1, Available at: http://www.fadbad.com.
  • Berz, M. and Makino, K. (1998). Verified integration of ODEs and flows using differential algebraic methods on highorder Taylor models, Reliable Computing 4(4): 361-369.
  • Cash, J. R. and Considine, S. (1992). An MEBDF code for stiff initial value problems, ACM Transactions on Mathematical Software (TOMS) 18(2): 142-155.
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  • Czechowski, P. P., Giovannini, L. and Ordys, A. W. (2006). Testing algorithms for inverse simulation, Proceedings of the 2006 IEEE International Conference on Control Applications, Munich, Germany, pp. 2607-2612.
  • de Swart, J. J. B., Lioen, W. M. and van der Veen, W. A. (1998). Specification of PSIDE, Technical Report MAS-R9833, CWI, Amsterdam, Available at: http://walter.lioen.com/papers/SLV98.pdf.
  • Deville, Y., Janssen, M. and van Hentenryck, P. (2002). Consistency techniques for ordinary differential equations, Constraint 7(3-4): 289-315.
  • Eijgenraam, P. (1981). The solution of initial value problems using interval arithmetic, Mathematical Centre Tracts No. 144, Stichting Mathematisch Centrum, Amsterdam.
  • Galassi, M. (2006). GNU Scientific Library Reference Manual. Revised Second Edition (v1.8), Available at: http://www.gnu.org/software/gsl/.
  • Hairer, E., Lubich, C. and Roche, M. (1989). The Numerical Solution of Differential-Algebraic Systems by RungeKutta Methods, Lecture Notes in Mathematics, Vol. 1409, Springer-Verlag, Berlin.
  • Hairer, E. and Wanner, G. (1991). Solving Ordinary Differential Equations II-Stiff and Differential-Algebraic Problems, Springer-Verlag, Berlin/Heidelberg.
  • Hammersley, J. M. and Handscomb, D. C. (1964). Monte-Carlo Methods, John Wiley & Sons, New York, NY.
  • Hoefkens, J. (2001). Rigorous Numerical Analysis with High-Order Taylor Models, Ph.D. thesis, Michigan State University, East Lansing, MI, Available at: http://www.bt.pa.msu.edu/cgi-bin/display.pl?name=hoefkensphd.
  • Iavernaro, F. and Mazzia, F. (1998). Solving ordinary differential equations by generalized Adams methods: Properties and implementation techniques, Applied Numerical Mathematics 28(2): 107-126.
  • Jaulin, L., Kieffer, M., Didrit, O. and Walter, É. (2001). Applied Interval Analysis, Springer-Verlag, London.
  • Keil, C. (2007). Profil/BIAS, Version 2.0.4, Available at: www.ti3.tu-harburg.de/keil/profil/.
  • Krawczyk, R. (1969). Newton-Algorithmen zur Bestimmung von Nullstellen mit Fehlerschranken, Computing 4(3): 189-201, (in German).
  • Kunkel, P., Mehrmann, V., Rath, W. and Weickert, J. (1997). GELDA: A Software Package for the Solution of General Linear Differential Algebraic Equations, pp. 115-138, Available at: http://www.math.tu-berlin.de/numerik/mt/NumMat/Software/GELDA/.
  • Lin, Y. and Stadtherr, M. A. (2007). Deterministic global optimization for dynamic systems using interval analysis, CD-Proceedings of the 12th GAMM-IMACS International Symposium on Scientific Computing, Computer Arithmetic, and Validated Numerics SCAN 2006, Duisburg, Germany, IEEE Computer Society, Los Alamitos, CA.
  • Moore, R. E. (1966). Interval Arithmetic, Prentice-Hall, Englewood Cliffs, New Jersey, NY.
  • Nedialkov, N. S. (2007). Interval tools for ODEs and DAEs, CD-Proceedings of the 12th GAMM-IMACS International Symposium on Scientific Computing, Computer Arithmetic, and Validated Numerics SCAN 2006, Duisburg, Germany, IEEE Computer Society, Los Alamitos, CA.
  • Nedialkov, N. S. and Pryce, J. D. (2008). DAETS-DifferentialAlgebraic Equations by Taylor Series, Available at: http://www.cas.mcmaster.ca/~nedialk/daets/.
  • Petzold, L. (1982). A description of DASSL: A differential/algebraic systems solver, IMACS Transactions on Scientific Computation 1: 65-68.
  • Rauh, A. (2008). Theorie und Anwendung von Intervallmethoden für Analyse und Entwurf robuster und optimaler Regelungen dynamischer Systeme, FortschrittBerichte VDI, Reihe 8, Nr. 1148, Ph.D. thesis, University of Ulm, Ulm, (in German).
  • Rauh, A. and Auer, E. (2008). Verified simulation of ODEs and DAEs in VALENCIA-IVP, Proceedings of the 13th GAMM-IMACS International Symposium on Scientific Computing, Computer Arithmetic, and Validated Numerics SCAN 2008, El Paso, TX, USA, (under review).
  • Rauh, A., Auer, E., Freihold, M., Hofer, E. P. and Aschemann, H. (2008). Detection and reduction of overestimation in guaranteed simulations of hamiltonian systems, Proceedings of the 13th GAMM-IMACS International Symposium on Scientific Computing, Computer Arithmetic, and Validated Numerics SCAN 2008, El Paso, TX, USA, (under review).
  • Rauh, A., Auer, E. and Hofer, E. P. (2007a). VALENCIA-IVP: A comparison with other initial value problem solvers, CD-Proceedings of the 12th GAMM-IMACS International Symposium on Scientific Computing, Computer Arithmetic, and Validated Numerics SCAN 2006, Duisburg, Germany, IEEE Computer Society, Los Alamitos, CA.
  • Rauh, A., Auer, E., Minisini, J. and Hofer, E. P. (2007b). Extensions of VALENCIA-IVP for reduction of overestimation, for simulation of differential algebraic systems, and for dynamical optimization, Proceedings of the 6th International Congress on Industrial and Applied Mathematics, Minisymposium on Taylor Model Methods and Interval Methods-Applications, PAMM, Zurich, Switzerland, Vol. 7(1), pp. 1023001-1023002.
  • Rauh, A. and Hofer, E. P. (2009). Interval methods for optimal control, in A. Frediani and G. Buttazzo (Eds.), Proceedings of the 47th Workshop on Variational Analysis and Aerospace Engineering 2007, Erice, Italy, Springer-Verlag, New York, NY, pp. 397-418.
  • Rauh, A., Minisini, J. and Hofer, E. P. (2009). Towards the development of an interval arithmetic environment for validated computer-aided design and verification of systems in control engineering, Proceedings of the Dagstuhl Seminar 08021: Numerical Validation in Current Hardware Architectures, Dagstuhl, Germany, Lecture Notes in Computer Science, Vol. 5492, Springer-Verlag, Berlin/Heidelberg, pp. 175-188.
  • Röbenack, K. (2002). On the efficient computation of higher order maps $ad^k_f g(x)$ using Taylor arithmetic and the Campbell-Baker-Hausdorff formula, in A. Zinober and D. Owens (Eds.), Nonlinear and Adaptive Control, Lecture Notes in Control and Information Science, Vol. 281, Springer, London, pp. 327-336.

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Bibliografia

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