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A verified method for solving piecewise smooth initial value problems

100%
Auer E., Kiel S., Rauh A.
International Journal of Applied Mathematics and Computer Science
|
2013
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tom 23
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nr 4
731-747
EN
In many applications, there is a need to choose mathematical models that depend on non-smooth functions. The task of simulation becomes especially difficult if such functions appear on the right-hand side of an initial value problem. Moreover, solution processes from usual numerics are sensitive to roundoff errors so that verified analysis might be more useful if a guarantee of correctness is required or if the system model is influenced by uncertainty. In this paper, we provide a short overview of possibilities to formulate non-smooth problems and point out connections between the traditional non-smooth theory and interval analysis. Moreover, we summarize already existing verified methods for solving initial value problems with non-smooth (in fact, even not absolutely continuous) right-hand sides and propose a way of handling a certain practically relevant subclass of such systems. We implement the approach for the solver VAL E NC IA-IVP by introducing into it a specialized template for enclosing the first-order derivatives of non-smooth functions. We demonstrate the applicability of our technique using a mechanical system model with friction and hysteresis. We conclude the paper by giving a perspective on future research directions in this area.
2
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Nonlinear state observers and extended Kalman filters for battery systems

100%
Rauh A., Butt S., Aschemann H.
International Journal of Applied Mathematics and Computer Science
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2013
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tom 23
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nr 3
539-556
EN
The focus of this paper is to develop reliable observer and filtering techniques for finite-dimensional battery models that adequately describe the charging and discharging behaviors. For this purpose, an experimentally validated battery model taken from the literature is extended by a mathematical description that represents parameter variations caused by aging. The corresponding disturbance models account for the fact that neither the state of charge, nor the above-mentioned parameter variations are directly accessible by measurements. Moreover, this work provides a comparison of the performance of different observer and filtering techniques as well as a development of estimation procedures that guarantee a reliable detection of large parameter variations. For that reason, different charging and discharging current profiles of batteries are investigated by numerical simulations. The estimation procedures considered in this paper are, firstly, a nonlinear Luenberger-type state observer with an offline calculated gain scheduling approach, secondly, a continuous-time extended Kalman filter and, thirdly, a hybrid extended Kalman filter, where the corresponding filter gains are computed online.
3
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A novel interval arithmetic approach for solving differential-algebraic equations with VALENCIA-IVP

100%
Rauh A., Brill M., Günther C.
International Journal of Applied Mathematics and Computer Science
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2009
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tom 19
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nr 3
381-397
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.
4
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Verification techniques for sensitivity analysis and design of controllers for nonlinear dynamic systems with uncertainties

100%
Rauh A., Minisini J., Hofer E.
International Journal of Applied Mathematics and Computer Science
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2009
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tom 19
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nr 3
425-439
EN
Control strategies for nonlinear dynamical systems often make use of special system properties, which are, for example, differential flatness or exact input-output as well as input-to-state linearizability. However, approaches using these properties are unavoidably limited to specific classes of mathematical models. To generalize design procedures and to account for parameter uncertainties as well as modeling errors, an interval arithmetic approach for verified simulation of continuoustime dynamical system models is extended. These extensions are the synthesis, sensitivity analysis, and optimization of open-loop and closed-loop controllers. In addition to the calculation of guaranteed enclosures of the sets of all reachable states, interval arithmetic routines have been developed which verify the controllability and observability of the states of uncertain dynamic systems. Furthermore, they assure asymptotic stability of controlled systems for all possible operating conditions. Based on these results, techniques for trajectory planning can be developed which determine reference signals for linear and nonlinear controllers. For that purpose, limitations of the control variables are taken into account as further constraints. Due to the use of interval techniques, issues of the functionality, robustness, and safety of dynamic systems can be treated in a unified design approach. The presented algorithms are demonstrated for a nonlinear uncertain model of biological wastewater treatment plants.
5
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An integrodifferential approach to modeling, control, state estimation and optimization for heat transfer systems

88%
Rauh A., Senkel L., Aschemann H., Saurin V., Kostin G.
International Journal of Applied Mathematics and Computer Science
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2016
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tom 26
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nr 1
15-30
EN
In this paper, control-oriented modeling approaches are presented for distributed parameter systems. These systems, which are in the focus of this contribution, are assumed to be described by suitable partial differential equations. They arise naturally during the modeling of dynamic heat transfer processes. The presented approaches aim at developing finitedimensional system descriptions for the design of various open-loop, closed-loop, and optimal control strategies as well as state, disturbance, and parameter estimation techniques. Here, the modeling is based on the method of integrodifferential relations, which can be employed to determine accurate, finite-dimensional sets of state equations by using projection techniques. These lead to a finite element representation of the distributed parameter system. Where applicable, these finite element models are combined with finite volume representations to describe storage variables that are-with good accuracy-homogeneous over sufficiently large space domains. The advantage of this combination is keeping the computational complexity as low as possible. Under these prerequisites, real-time applicable control algorithms are derived and validated via simulation and experiment for a laboratory-scale heat transfer system at the Chair of Mechatronics at the University of Rostock. This benchmark system consists of a metallic rod that is equipped with a finite number of Peltier elements which are used either as distributed control inputs, allowing active cooling and heating, or as spatially distributed disturbance inputs.
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