On QZ steps with perfect shifts and computing the index of a differential-algebraic equation

2020 ◽  
Author(s):  
Nicola Mastronardi ◽  
Paul Van Dooren
Keyword(s):  
Differential Algebraic Equations ◽  
Important Application ◽  
Algebraic Equations ◽  
Differential Algebraic Equation ◽  
Triangular Form ◽  
Finite Precision ◽  
Exact Arithmetic ◽  
Exact Eigenvalue ◽  
Algebraic Constraints ◽  
The Given

Abstract In this paper we revisit the problem of performing a $QZ$ step with a so-called ‘perfect shift’, which is an ‘exact’ eigenvalue of a given regular pencil $\lambda B-A$ in unreduced Hessenberg triangular form. In exact arithmetic, the $QZ$ step moves that eigenvalue to the bottom of the pencil, while the rest of the pencil is maintained in Hessenberg triangular form, which then yields a deflation of the given eigenvalue. But in finite precision the $QZ$ step gets ‘blurred’ and precludes the deflation of the given eigenvalue. In this paper we show that when we first compute the corresponding eigenvector to sufficient accuracy, then the $QZ$ step can be constructed using this eigenvector, so that the deflation is also obtained in finite precision. An important application of this technique is the computation of the index of a system of differential algebraic equations, since an exact deflation of the infinite eigenvalues is needed to impose correctly the algebraic constraints of such differential equations.

Projection Method With Minimal Correction Procedure for Numerical Simulation of Constrained Dynamics

2017 ◽  
Author(s):  
Patrick S. Heaney ◽  
Gene Hou
Keyword(s):  
Projection Method ◽  
Numerical Technique ◽  
Correction Method ◽  
Differential Algebraic Equations ◽  
Constrained Systems ◽  
Correction Procedure ◽  
Algebraic Equations ◽  
Differential Algebraic Equation ◽  
Index Reduction ◽  
Algebraic Constraints

This paper describes a numerical technique for simulating the dynamics of constrained systems, which are described generally by differential-algebraic equations. The Projection Method for index reduction of a differential-algebraic equation and a minimal correction procedure are described. This procedure ensures algebraic constraints are satisfied during the numerical integration of the reduced index system of differential equations. Two examples illustrate how the method can be utilized to solve constrained multibody and rotational dynamics problems. The efficiency and accuracy of the proposed index-reduction and minimal correction method are then evaluated.

scholarly journals The Pantelides algorithm for delay differential-algebraic equations

2020 ◽  
Vol 4 (1) ◽  
Author(s):  
Ines Ahrens ◽  
Benjamin Unger
Keyword(s):  
Differential Algebraic Equations ◽  
Equivalence Classes ◽  
Point Of View ◽  
Algebraic Equations ◽  
Sufficient Criterion ◽  
Differential Algebraic Equation ◽  
Graph Theoretical Approach ◽  
Delay Differential ◽  
Necessary And Sufficient ◽  
Structural Point

Abstract We present a graph-theoretical approach that can detect which equations of a delay differential-algebraic equation (DDAE) need to be differentiated or shifted to construct a solution of the DDAE. Our approach exploits the observation that differentiation and shifting are very similar from a structural point of view, which allows us to generalize the Pantelides algorithm for differential-algebraic equations to the DDAE setting. The primary tool for the extension is the introduction of equivalence classes in the graph of the DDAE, which also allows us to derive a necessary and sufficient criterion for the termination of the new algorithm.

scholarly journals Modeling and PDC fuzzy control of planar parallel robot

2017 ◽  
Vol 14 (1) ◽  
pp. 172988141668711
Author(s):  
Benyamine Allouche ◽  
Antoine Dequidt ◽  
Laurent Vermeiren ◽  
Michel Dambrine
Keyword(s):  
Structural Characteristics ◽  
Differential Algebraic Equations ◽  
Parallel Robots ◽  
Linear Matrix ◽  
Parallel Mechanisms ◽  
Algebraic Equations ◽  
Differential Algebraic Equation ◽  
Trajectory Tracking Control ◽  
Model Based ◽  
Takagi Sugeno

Many works in the literature have studied the kinematical and dynamical issues of parallel robots. But it is still difficult to extend the vast control strategies to parallel mechanisms due to the complexity of the model-based control. This complexity is mainly caused by the presence of multiple closed kinematic chains, making the system naturally described by a set of differential–algebraic equations. The aim of this work is to control a two-degree-of-freedom parallel manipulator. A mechanical model based on differential–algebraic equations is given. The goal is to use the structural characteristics of the mechanical system to reduce the complexity of the nonlinear model. Therefore, a trajectory tracking control is achieved using the Takagi-Sugeno fuzzy model derived from the differential–algebraic equation forms and its linear matrix inequality constraints formulation. Simulation results show that the proposed approach based on differential–algebraic equations and Takagi-Sugeno fuzzy modeling leads to a better robustness against the structural uncertainties.

LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1

2012 ◽  
Vol 12 (04) ◽  
pp. 1250002 ◽  
Author(s):  
NGUYEN DINH CONG ◽  
NGUYEN THI THE
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Lyapunov Exponents ◽  
Algebraic Equation ◽  
Differential Algebraic Equations ◽  
Lyapunov Spectrum ◽  
Stochastic Flow ◽  
Algebraic Equations ◽  
Differential Algebraic Equation ◽  
Two Parameter

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.

Collocation methods for integro-differential algebraic equations with index 1

2019 ◽  
Vol 40 (2) ◽  
pp. 850-885 ◽  
Author(s):  
Hui Liang ◽  
Hermann Brunner
Keyword(s):  
Exact Solution ◽  
Differential Algebraic Equations ◽  
Collocation Methods ◽  
Polynomial Space ◽  
Algebraic Equations ◽  
Piecewise Polynomial ◽  
Tractability Index ◽  
Volterra Integral Operator ◽  
The Given ◽  
Collocation Solution

Abstract The notion of the tractability index based on the $\nu $-smoothing property of a Volterra integral operator is introduced for general systems of linear integro-differential algebraic equations (IDAEs). It is used to decouple the given IDAE system of index $1$ into the inherent system of regular Volterra integro-differential equations (VIDEs) and a system of second-kind Volterra integral equations (VIEs). This decoupling of the given general IDAE forms the basis for the convergence analysis of the two classes of piecewise polynomial collocation methods for solving the given index-$1$ IDAE system. The first one employs the same continuous piecewise polynomial space $S_m^{(0)}$ for both the VIDE part and the second-kind VIE part of the decoupled system. In the second one the VIDE part is discretized in $S_m^{(0)}$, but the second-kind VIE part employs the space of discontinuous piecewise polynomials $S_{m - 1}^{(- 1)}$. The optimal orders of convergence of these collocation methods are derived. For the first method, the collocation solution converges uniformly to the exact solution if and only if the collocation parameters satisfy a certain condition. This condition is no longer necessary for the second method; the collocation solution now converges to the exact solution for any choice of the collocation parameters. Numerical examples illustrate the theoretical results.

scholarly journals On Solving System of Linear Differential-Algebraic Equations Using Reduction Algorithm

2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
Srinivasarao Thota
Keyword(s):  
Power Series ◽  
Differential Algebraic Equations ◽  
Equivalent System ◽  
Reduction Algorithm ◽  
Algebraic Equations ◽  
Linear Differential ◽  
The Given

In this paper, we present a new reduction algorithm for solving system of linear differential-algebraic equations with power series coefficients. In the proposed algorithm, we transform the given system of differential-algebraic equations into another simple equivalent system using the elementary algebraic techniques. This algorithm would help to implement the manual calculations in commercial packages such as Mathematica, Maple, MATLAB, Singular, and Scilab. Maple implementation of the proposed algorithm is discussed, and sample computations are presented to illustrate the proposed algorithm.

scholarly journals A New Block Structural Index Reduction Approach for Large-Scale Differential Algebraic Equations

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 2057
Author(s):  
Juan Tang ◽  
Yongsheng Rao
Keyword(s):  
Large Scale ◽  
Differential Algebraic Equations ◽  
Coupled Systems ◽  
Algebraic Equations ◽  
Triangular Form ◽  
Large Scale Systems ◽  
Index Reduction ◽  
Dae Systems ◽  
New Generation ◽  
Block Structures

A new generation of universal tools and languages for modeling and simulation multi-physical domain applications has emerged and became widely accepted; they generate large-scale systems of differential algebraic equations (DAEs) automatically. Motivated by the characteristics of DAE systems with large dimensions, high index or block structures, we first propose a modified Pantelides’ algorithm (MPA) for any high order DAEs based on the Σ matrix, which is similar to Pryce’s Σ method. By introducing a vital parameter vector, a modified Pantelides’ algorithm with parameters has been presented. It leads to a block Pantelides’ algorithm (BPA) naturally which can immediately compute the crucial canonical offsets for whole (coupled) systems with block-triangular form. We illustrate these algorithms by some examples, and preliminary numerical experiments show that the time complexity of BPA can be reduced by at least O(ℓ) compared to the MPA, which is mainly consistent with the results of our analysis.

Numerical Computation of Differential-Algebraic Equations for Non-Linear Dynamics of Multibody Systems Involving Contact Forces

1999 ◽  
Vol 123 (2) ◽  
pp. 272-281 ◽  
Author(s):  
B. Fox ◽  
L. S. Jennings ◽  
A. Y. Zomaya
Keyword(s):  
Multibody Systems ◽  
Virtual Work ◽  
Equations Of Motion ◽  
Variational Problems ◽  
Differential Algebraic Equations ◽  
Contact Forces ◽  
Algebraic Equations ◽  
Differential Algebraic Equation ◽  
Lagrange Equations ◽  
Constraint Equations

The well known Euler-Lagrange equations of motion for constrained variational problems are derived using the principle of virtual work. These equations are used in the modelling of multibody systems and result in differential-algebraic equations of high index. Here they concern an N-link pendulum, a heavy aircraft towing truck and a heavy off-highway track vehicle. The differential-algebraic equation is cast as an ordinary differential equation through differentiation of the constraint equations. The resulting system is computed using the integration routine LSODAR, the Euler and fourth order Runge-Kutta methods. The difficulty to integrate this system is revealed to be the result of many highly oscillatory forces of large magnitude acting on many bodies simultaneously. Constraint compliance is analyzed for the three different integration methods and the drift of the constraint equations for the three different systems is shown to be influenced by nonlinear contact forces.

scholarly journals A New Block Structural Index Reduction Approach for Large-scale Differential Algebraic Equations

2020 ◽  
Author(s):  
Juan Tang ◽  
Yongsheng Rao
Keyword(s):  
Large Scale ◽  
Differential Algebraic Equations ◽  
Coupled Systems ◽  
Algebraic Equations ◽  
Structural Index ◽  
Triangular Form ◽  
Large Scale Systems ◽  
Index Reduction ◽  
New Generation ◽  
Block Structures

A new generation of universal tools and languages for modeling and simulation multi-physical domain applications emerged and became widely accepted, which generate large-scale systems of differential algebraic equations (DAEs) automatically. Motivated by the characteristics of DAEs systems with large dimension, high index or block structures, we first propose a modified Pantelides’ algorithm (MPA) for any high order DAEs based on its Σ matrix, which is similar to Pryce’s Σ method. By introducing a vital parameter vector, a modified Pantelides’ algorithm with parameter has been presented.It leads to a block Pantelides’ algorithm (BPA) naturally which can immediately compute the crucial canonical offsets for whole (coupled) systems with block-triangular form. We illustrate these algorithms by some examples. And numerical experiments show that the time complexity of BPA can be reduced by at least O(ℓ) compared to the MPA, which is mainly consistent with the results of our analysis.

scholarly journals Co-Simulation of Algebraically Coupled Dynamic Subsystems

2001 ◽  
Author(s):  
Bei Gu ◽  
H. Harry Asada
Keyword(s):  
Boundary Condition ◽  
Boundary Conditions ◽  
Discrete Time ◽  
Sliding Mode ◽  
Differential Algebraic Equations ◽  
Algebraic Equations ◽  
Step Size ◽  
Sliding Manifold ◽  
Sliding Manifolds ◽  
Algebraic Constraints

Abstract This paper analyzes the problem of Co-Simulation. The term Co-Simulation is used to describe a large dynamic system that is simulated by running a group of independently coded subsystem simulators. Very commonly, the Co-Simulation of subsystems faces incompatible boundary conditions, i.e., causal conflicts. These causal conflicts cannot be directly resolved, due to the nonlinearity and/or difficulties in modification of coded subsystem simulators. Causal conflicts result in algebraic constraints. Boundary Condition Coordinators (BCCs) are designed to calculate boundary conditions based on subsystem models and their algebraic constraints. The Co-Simulation, which is modeled as Differential Algebraic Equations, then relies on BCC to provide compatible boundary conditions for subsystem simulators. The high index constraint is reduced to index one by defining a sliding manifold. Different ways of enforcing the sliding manifold are discussed: A new Discrete-Time Sliding Mode (DTSM) controller is devised to serve as a BCC, enforcing sliding manifolds and providing boundary conditions. The multi-rate scheme can guarantee Co-Simulation stability at any given step size of all subsystem simulators, provided the subsystem simulators are tested stable at that step size. An example is given to demonstrate the DTSM method. Advantages and possible future improvements are discussed.

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