• Title/Summary/Keyword: Differential Algebraic Equation

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Linear Quadratic Regulators with Two-point Boundary Riccati Equations (양단 경계 조건이 있는 리카티 식을 가진 선형 레규레이터)

  • Kwon, Wook-Hyun
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.16 no.5
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    • pp.18-26
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    • 1979
  • This paper extends some well-known system theories on algebraic matrix Lyapunov and Riccati equations. These extended results contain two point boundary conditions in matrix differential equations and include conventional results as special cases. Necessary and sufficient conditions are derived under which linear systems are stabilizable with feedback gains derived from periodic two-point boundary matrix differential equations. An iterative computation method for two-point boundary differential Riccati equations is given with an initial guess method. The results in this paper are related to periodic feedback controls and also to the quadratic cost problem with a discrete state penalty.

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THE RECURSIVE ALGOFITHM FOR OPTIMAL REGULATOR OF NONSTANCARD SINGULARLY PERTURVED SYSTEMS

  • Mukaidani, Hiroaki;Xu, Hau;Mizukami, Koichi
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.10-13
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    • 1995
  • This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.

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AN UNSTRUCTURED MESH FINITE VOLUME METHOD FOR MODELLING SALTWATER INTRUSION INTO COASTAL AQUIFERS

  • Liu, F.;Turner, I.;Anh, V.
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.561-577
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    • 2002
  • In this paper, a two-dimensional finite volume unstructured mesh method (FVUM) based on a triangular background interpolation mesh is developed for analysing the evolution of the saltwater intrusion into single and multiple coastal aquifer systems. The model formulation consists of a ground-water flow equation and a salt transport equation. These coupled and non-linear partial differential equations are transformed by FVUM into a system of differential/algebraic equations, which is solved using backward differentiation formulas of order one through five. Simulation results are compared with previously published solutions where good agreement is observed.

PARALLEL OPTIMAL CONTROL WITH MULTIPLE SHOOTING, CONSTRAINTS AGGREGATION AND ADJOINT METHODS

  • Jeon, Moon-Gu
    • Journal of applied mathematics & informatics
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    • v.19 no.1_2
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    • pp.215-229
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    • 2005
  • In this paper, constraint aggregation is combined with the adjoint and multiple shooting strategies for optimal control of differential algebraic equations (DAE) systems. The approach retains the inherent parallelism of the conventional multiple shooting method, while also being much more efficient for large scale problems. Constraint aggregation is employed to reduce the number of nonlinear continuity constraints in each multiple shooting interval, and its derivatives are computed by the adjoint DAE solver DASPKADJOINT together with ADIFOR and TAMC, the automatic differentiation software for forward and reverse mode, respectively. Numerical experiments demonstrate the effectiveness of the approach.

Dynamic analysis of electromechanical system (기전 시스템의 동역학 해석)

  • 김진식;박정훈;임홍재
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.10a
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    • pp.1113-1118
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    • 2004
  • This paper presents the dynamic analysis method for an electromechanical system. The engineer has at his disposal a variety of software simulation tools. However, difficulties arise when the study of the behavior of complex electromechanical systems in combination with coupling element is required. Typical examples of such systems are machines for factory automation, home automation, and office automation. Dynamic systems analysis packages or electronic systems analysis packages offer the restrictive to simulate these mixed systems such electromechanical product. Electronic circuit analysis algorithm is easily incorporated into a multi-body dynamics analysis algorithm. The governing equation of electronic circuit is formulated as a differential algebraic equation form including both electrical and mechanical variables and is simultaneously solved in every time step. This analysis method clearly demonstrates the application potential for mixed electromechanical simulation.

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A Dynamic Analysis of Constrained Multibody Systems (구속된 다물체 시스템을 위한 동역학 해석론)

  • 이상호;한창수;서문석
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.9
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    • pp.2339-2348
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    • 1994
  • The objective of this paper is to develop a solution method for the differential-algebraic equation(DAE) derived from constrained muti-body dynamic systems. Mechanical systems are often modeled as bodies and joints. Differential equations of motion are formulated for bodies. Since the bodies are connected by joint, the differential variables must satisfy the kinematic constraint equations that come from the joints. Difficulties are arised due to drift of the differential variables off the constraint equations. An optimization method is adopted to correct the drift of the differential variables. To demonstrate the efficiency of the proposed method a slider-crank mechanism is analyzed dynamically. Identical results are obtained as these from the commercial program DADS. Dynamic analysis of a High Mobility Multi-purpose Wheeled. Vehicle(HMMWV) is carried out to show the practicalism of the proposed method.

GEGENBAUER WAVELETS OPERATIONAL MATRIX METHOD FOR FRACTIONAL DIFFERENTIAL EQUATIONS

  • UR REHMAN, MUJEEB;SAEED, UMER
    • Journal of the Korean Mathematical Society
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    • v.52 no.5
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    • pp.1069-1096
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    • 2015
  • In this article we introduce a numerical method, named Gegenbauer wavelets method, which is derived from conventional Gegenbauer polynomials, for solving fractional initial and boundary value problems. The operational matrices are derived and utilized to reduce the linear fractional differential equation to a system of algebraic equations. We perform the convergence analysis for the Gegenbauer wavelets method. We also combine Gegenbauer wavelets operational matrix method with quasilinearization technique for solving fractional nonlinear differential equation. Quasilinearization technique is used to discretize the nonlinear fractional ordinary differential equation and then the Gegenbauer wavelet method is applied to discretized fractional ordinary differential equations. In each iteration of quasilinearization technique, solution is updated by the Gegenbauer wavelet method. Numerical examples are provided to illustrate the efficiency and accuracy of the methods.

Dynamic Analysis of a Moving Vehicle on Flexible Beam structures ( I ) : General Approach

  • Park, Tae-Won;Park, Chan-Jong
    • International Journal of Precision Engineering and Manufacturing
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    • v.3 no.4
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    • pp.54-63
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    • 2002
  • In recent years, mechanical systems such as high speed vehicles and railway trains moving on elastic beam structures have become a very important issue to consider. In this paper, a general approach, which can predict the dynamic behavior of a constrained mechanical system moving on a flexible beam structure, is proposed. Various supporting conditions for the foundation support are considered for the elastic beam structure. The elastic structure is assumed to be a non-uniform and linear Bernoulli-Euler beam with a proportional damping effect. Combined differential-algebraic equation of motion is derived using the multi-body dynamics theory and the finite element method. The proposed equations of motion can be solved numerically using the generalized coordinate partitioning method and predictor-corrector algorithm, which is an implicit multi-step integration method.

Dynamic Analysis of a Moving Vehicle on Flexible beam Structure (II) : Application

  • Park, Tae-Won;Park, Chan-Jong
    • International Journal of Precision Engineering and Manufacturing
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    • v.3 no.4
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    • pp.64-71
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    • 2002
  • Recently, mechanical systems such as a high-speed vehicles and railway trains moving on flexible beam structures have become a very important issue to consider. Using the general approach proposed in the first part of this paper, it is possible to predict motion of the constrained mechanical system and the elastic structure, with various kinds of foundation supporting conditions. Combined differential-algebraic equation of motion derived from both multibody dynamics theory and finite element method can be analyzed numerically using a generalized coordinate partitioning algorithm. To verify the validity of this approach, results from the simply supported elastic beam subjected to a moving load are compared with the exact solution from a reference. Finally, parametric study is conducted for a moving vehicle model on a simply supported 3-span bridge.

Lie Algebraic Solution of Stochastic Differential Equations

  • Kim, Yoon-Tae;Jeon, Jong-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.25-30
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    • 2003
  • We prove that the logarithm of the flow of stochastic differential equations is an element of the free Lie algebra generated by a finite set consisting of vector fields being coefficients of equations. As an application, we directly obtain a formula of the solution of stochastic differential equations given by Castell(1993) without appealing to an expansion for ordinary differential equations given by Strichartz (1987).

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