scholarly journals Multiple Shooting for Unstructured Nonlinear Differential-Algebraic Equations of Arbitrary Index

2005 ◽  
Vol 42 (6) ◽  
pp. 2277-2297 ◽  
Author(s):  
Peter Kunkel ◽  
Volker Mehrmann ◽  
Ronald Stöver
2022 ◽  
Vol 12 (2) ◽  
pp. 890
Author(s):  
Paweł Dra̧g

An optimization task with nonlinear differential-algebraic equations (DAEs) was approached. In special cases in heat and mass transfer engineering, a classical direct shooting approach cannot provide a solution of the DAE system, even in a relatively small range. Moreover, available computational procedures for numerical optimization, as well as differential- algebraic systems solvers are characterized by their limitations, such as the problem scale, for which the algorithms can work efficiently, and requirements for appropriate initial conditions. Therefore, an αDAE model optimization algorithm based on an α-model parametrization approach was designed and implemented. The main steps of the proposed methodology are: (1) task discretization by a multiple-shooting approach, (2) the design of an α-parametrized system of the differential-algebraic model, and (3) the numerical optimization of the α-parametrized system. The computations can be performed by a chosen iterative optimization algorithm, which can cooperate with an outer numerical procedure for solving DAE systems. The implemented algorithm was applied to solve a counter-flow exchanger design task, which was modeled by the highly nonlinear differential-algebraic equations. Finally, the new approach enabled the numerical simulations for the higher values of parameters denoting the rate of changes in the state variables of the system. The new approach can carry out accurate simulation tests for systems operating in a wide range of configurations and created from new materials.


2020 ◽  
Vol 10 (24) ◽  
pp. 9027
Author(s):  
Paweł Drąg

In this article, an optimization task with nonlinear differential-algebraic equations (DAEs) is considered. As a main result, a new solution procedure is designed. The computational procedure represents the sequential optimization approach. The proposed algorithm is based on a multiple shooting parametrization method. Two main aspects of a generalized parametrization approach are analyzed in detail: a control function and DAE model parametrization. A comparison between the original and modified DAEs is made. The new algorithm is applied to solve an optimization task in heat and mass transfer engineering.


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.


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