Adjoint Pairs of Differential-Algebraic Equations and Their Lyapunov Exponents

2015 ◽  
Vol 29 (2) ◽  
pp. 655-684 ◽  
Author(s):  
Vu Hoang Linh ◽  
Roswitha März
2012 ◽  
Vol 12 (04) ◽  
pp. 1250002 ◽  
Author(s):  
NGUYEN DINH CONG ◽  
NGUYEN THI THE

We introduce a concept of Lyapunov exponents and Lyapunov spectrum of a stochastic differential algebraic equation (SDAE) of index-1. The Lyapunov exponents are defined samplewise via the induced two-parameter stochastic flow generated by inherent regular stochastic differential equations. We prove that Lyapunov exponents are nonrandom.


Mathematics ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1393
Author(s):  
Andrés González-Zumba ◽  
Pedro Fernández-de-Córdoba ◽  
Juan-Carlos Cortés ◽  
Volker Mehrmann

In this paper, we discuss stochastic differential-algebraic equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on index-1 SDAEs and their reformulation as ordinary stochastic differential equations (SDEs). Via ergodic theory, it is then feasible to analyze the LEs via the random dynamical system generated by the underlying SDEs. Once the existence of well-defined LEs is guaranteed, we proceed to the use of numerical simulation techniques to determine the LEs numerically. Discrete and continuous QR decomposition-based numerical methods are implemented to compute the fundamental solution matrix and use it in the computation of the LEs. Important computational features of both methods are illustrated via numerical tests. Finally, the methods are applied to two applications from power systems engineering, including the single-machine infinite-bus (SMIB) power system model.


2020 ◽  
Author(s):  
Gilles Mpembele ◽  
Jonathan Kimball

<div>The analysis of power system dynamics is usually conducted using traditional models based on the standard nonlinear differential algebraic equations (DAEs). In general, solutions to these equations can be obtained using numerical methods such as the Monte Carlo simulations. The use of methods based on the Stochastic Hybrid System (SHS) framework for power systems subject to stochastic behavior is relatively new. These methods have been successfully applied to power systems subjected to</div><div>stochastic inputs. This study discusses a class of SHSs referred to as Markov Jump Linear Systems (MJLSs), in which the entire dynamic system is jumping between distinct operating points, with different local small-signal dynamics. The numerical application is based on the analysis of the IEEE 37-bus power system switching between grid-tied and standalone operating modes. The Ordinary Differential Equations (ODEs) representing the evolution of the conditional moments are derived and a matrix representation of the system is developed. Results are compared to the averaged Monte Carlo simulation. The MJLS approach was found to have a key advantage of being far less computational expensive.</div>


Author(s):  
Achim Ilchmann ◽  
Jonas Kirchhoff

AbstractWe investigate genericity of various controllability and stabilizability concepts of linear, time-invariant differential-algebraic systems. Based on well-known algebraic characterizations of these concepts (see the survey article by Berger and Reis (in: Ilchmann A, Reis T (eds) Surveys in differential-algebraic equations I, Differential-Algebraic Equations Forum, Springer, Berlin, pp 1–61. 10.1007/978-3-642-34928-7_1)), we use tools from algebraic geometry to characterize genericity of controllability and stabilizability in terms of matrix formats.


Author(s):  
J. P. Meijaard ◽  
V. van der Wijk

Some thoughts about different ways of formulating the equations of motion of a four-bar mechanism are communicated. Four analytic methods to derive the equations of motion are compared. In the first method, Lagrange’s equations in the traditional form are used, and in a second method, the principle of virtual work is used, which leads to equivalent equations. In the third method, the loop is opened, principal points and a principal vector linkage are introduced, and the equations are formulated in terms of these principal vectors, which leads, with the introduced reaction forces, to a system of differential-algebraic equations. In the fourth method, equivalent masses are introduced, which leads to a simpler system of principal points and principal vectors. By considering the links as pseudorigid bodies that can have a uniform planar dilatation, a compact form of the equations of motion is obtained. The conditions for dynamic force balance become almost trivial. Also the equations for the resulting reaction moment are considered for all four methods.


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