Nonlinear Algebraic Constraint Research Articles

Observer design method for nonlinear generalized systems with nonlinear algebraic constraints with applications

This paper proposes a new method to estimate the state of nonlinear generalized systems subject to nonlinear algebraic constraints via H∞ observers. Compared with previous research, the proposed approach relaxes the linear algebraic constraint and the infinite observability, making it applicable to a wider range of generalized systems. The generalized inverse technique for matrices avoids the additional structural requirements caused by the nonlinear algebraic constraints. Moreover, we assume an easier-to-implement rank condition than infinite observability, allowing for the handling of two different observability. Building on the above, the method can be extended to systems with nonlinear outputs after converting them to a suitable form. To validate the effectiveness of the proposed method, we demonstrate three practical applications, including observer designing for electromechanical systems, Lithium batteries, and vehicles.

A robust observer based on the nonlinear descriptor systems application to estimate the state of charge of lithium-ion batteries

A robust observer based on nonlinear descriptor systems is applied to estimate lithium-ion batteries’ state of charge (SOC). We creatively take the relationship between the battery’s open circuit voltage (OCV) and SOC as a nonlinear algebraic constraint, thereby modeling the battery as a nonlinear descriptor system. This model can effectively trade off accuracy and complexity. The robust convergence, even in the presence of uncertainties, is proven through a combination of the Lyapunov stability theorem and linear matrix inequality (LMI) techniques. Experimental results showcase the effectiveness of the proposed SOC estimation technique, offering enhanced convergence speed, estimation accuracy, and robustness compared to conventional sliding mode observers.

Optimal Greedy Control in Reinforcement Learning.

We consider the problem of dimensionality reduction of state space in the variational approach to the optimal control problem, in particular, in the reinforcement learning method. The control problem is described by differential algebraic equations consisting of nonlinear differential equations and algebraic constraint equations interconnected with Lagrange multipliers. The proposed method is based on changing the Lagrange multipliers of one subset based on the Lagrange multipliers of another subset. We present examples of the application of the proposed method in robotics and vibration isolation in transport vehicles. The method is implemented in FRUND-a multibody system dynamics software package.

Holographic spin liquids and Lovelock Chern-Simons gravity

We explore the role of torsion as source of spin current in strongly interacting conformal fluids using holography. We establish the constitutive relations of the basic hydrodynamic variables, the energy-momentum tensor and the spin current based on the classification of the spin sources in irreducible Lorentz representations. The fluids we consider are assumed to be described by the five dimensional Lovelock-Chern-Simons gravity with independent vielbein and spin connection. We construct a hydrodynamic expansion that involves the stress tensor and the spin current and compute the corresponding one-point functions holographically. As a byproduct we find a class of interesting analytic solutions to the Lovelock-Chern-Simons gravity, including blackholes, by mapping the equations of motion into non-linear algebraic constraints for the sources. We also derive a Lee-Wald entropy formula for these blackholes in Chern-Simons theories with torsion. The blackhole solutions determine the thermodynamic potentials and the hydrodynamic constitutive relations in the corresponding fluid on the boundary. We observe novel spin induced transport in these holographic models: a dynamical version of the Barnett effect where vorticity generates a spin current and anomalous vortical transport transverse to a vector-like spin source.

Optimal Control of Grid-Connected Li-Ion Batteries to Maximise Revenue and Minimise Degradation

The increased deployment of intermittent renewable energy sources opens up many new opportunities for grid-connected storage units. Lithium-ion batteries offer extra flexibility compared with most other storage technologies but batteries are often found to be too expensive. The lifetime of a battery is a key factor affecting the profitability of battery storage. The lifetime of a lithium-ion battery depends on how it is used because there are multiple degradation mechanisms, each influenced by different utilization patterns. However, most techno-economics studies use a simplistic battery model not capable of accounting for this effect in order to simplify the optimisation. Some studies include a simple empirical correlation based on measured degradation tests to improve accuracy, e.g. [1]. Although this can give extra insights, the validity of the used correlations in real grid applications is not proven. In this study, three battery models of increasing accuracy are developed: a bucket model that only accounts for the state-of-charge and the maximum number of cycles in the battery life; an equivalent circuit model with an empirical degradation correlation as described by Schmalstieg et al. [2]; and a Single Particle Model [3] extended with a thermal model [4] and a side reaction responsible for growing the Solid Electrolyte Interface layer [5]. The accuracy of the three models in predicting degradation is assessed by comparing the simulations with two large degradation experiments. The bucket model is not very accurate. The equivalent circuit model is accurate for calendar ageing, but cycle ageing is problematic. The Single Particle Model has the highest overall accuracy, although the error for cycle ageing is still quite large. In a second part, these three battery models are coupled with an economic model to maximise the profit of the battery trading on the wholesale power market: by buying power on the wholesale market when it is cheap and selling power when the price is high, a battery could make a revenue. The optimisation to maximise revenue and minimise battery degradation is nonlinear and advanced techniques have to be used to allow a long time horizon. Simultaneous discretisation and multiple shooting are used to reformulate the problem to a set of nonlinear algebraic constraints [6]. Sparse automatic differentiation is used to calculate the gradient and Jacobian needed by IPOPT, which carries out the nonlinear optimisation. Finally, a sliding window approach allows simulating one year as a series of optimisations of a couple of days each. Each optimisation is carried out twice: one maximising revenue (not accounting for degradation) and once maximises ‘net profit’ (revenue minus the degradation cost). This results in 6 optimal utilisation profiles. Figure 1 shows these profiles for the first week of the year. Results show large performance gains by using more accurate battery models. The better the dynamics of a battery are modelled, the smaller the safety margins to avoid under- or overcharges and the larger the capacity that can be accessed by the optimisation, from 65% for the linear model to 95% for the Single Particle Model. This directly increases the revenue, which scales almost linearly with the accessible battery capacity. Secondly, accounting for battery degradation in the optimisation massively reduces the (simulated) capacity lost in a year’s operation, from 2.75% when revenue is maximised (not accounting for degradation in the optimisation) to 0.55% when degradation is co-optimised. Both goals can be achieved at the same time. Starting from the bucket model maximising revenue, the revenue can be increased and at the same time the battery degradation can be decreased. This leads to a 175% larger net profit for the Single Particle Model. [1] B. Battke, T.S. Schmidt, D. Grosspietsch, V.H. Hoffmann, A review and probabilistic model of lifecycle costs of stationary batteries in multiple applications, Renew. Sustain. Energy Rev. 25 (2013) 240–250. doi:10.1016/j.rser.2013.04.023. [2] J. Schmalstieg, S. Käbitz, M. Ecker, D.U. Sauer, A holistic aging model for Li(NiMnCo)O2 based 18650 lithium-ion batteries, J. Power Sources. 257 (2014) 325–334. doi:10.1016/j.jpowsour.2014.02.012. [3] G. Ning, B.N. Popov, Cycle Life Modeling of Lithium-Ion Batteries, J. Electrochem. Soc. 151 (2004) A1584–A1591. doi:10.1149/1.1787631. [4] M. Guo, G. Sikha, R.E. White, Single-Particle Model for a Lithium-Ion Cell: Thermal Behavior, J. Electrochem. Soc. 158 (2011) A122–A132. doi:10.1149/1.3521314. [5] J. Christensen, J. Newman, Cyclable Lithium and Capacity Loss in Li-Ion Cells, J. Electrochem. Soc. 152 (2005) A818. doi:10.1149/1.1870752. [6] R. Bulirsch, The multiple shooting method for solving nonlinear boundary-value problems and optimal control problems, Carl-Cranz-Gesellschaft Tech. Rep. (1971). Figure 1

TLISMNI/Adams algorithm for the solution of the differential/algebraic equations of constrained dynamical systems

This paper examines the performance of the 3rd and 4th order implicit Adams methods in the framework of the two-loop implicit sparse matrix numerical integration method in solving the differential/algebraic equations of heavily constrained dynamical systems. The variable-step size two-loop implicit sparse matrix numerical integration/Adams method proposed in this investigation avoids numerical force differentiation, ensures satisfying the nonlinear algebraic constraint equations at the position, velocity, and acceleration levels, and allows using sparse matrix techniques for efficiently solving the dynamical equations. The iterative outer loop of the two-loop implicit sparse matrix numerical integration/Adams method is aimed at achieving the convergence of the implicit integration formulae used to solve the independent differential equations of motion, while the inner loop is used to ensure the convergence of the iterative procedure used to satisfy the algebraic constraint equations. To solve the independent differential equations, two different implicit Adams integration formulae are examined in this investigation; a 3rd order implicit Adams-Moulton formula with a 2nd order explicit predictor Adams Bashforth formula, and a 4th order implicit Adams-Moulton formula with a 3rd order explicit predictor Adams Bashforth formula. A standard Newton–Raphson algorithm is used to satisfy the nonlinear algebraic constraint equations at the position level. The constraint equations at the velocity and acceleration levels are linear, and therefore, there is no need for an iterative procedure to solve for the dependent velocities and accelerations. The algorithm used for the error check and step-size change is described. The performance of the two-loop implicit sparse matrix numerical integration/Adams algorithm developed in this investigation is evaluated by comparison with the explicit predictor-corrector Adams method which has a variable-order and variable-step size. Simple and heavily constrained dynamical systems are used to evaluate the accuracy, robustness, damping characteristics, and effect of the outer-loop iterations of the proposed implicit schemes. The results obtained in this investigation show that the two-loop implicit sparse matrix numerical integration methods proposed in this study can be more efficient for stiff systems because of their ability to damp out high-frequency oscillations. Explicit integration methods, on the other hand, can be more efficient in the case of non-stiff systems.

Stochastic dynamics for inextensible fibers in a spatially semi-discrete setting

We investigate a spatially discrete surrogate model for the dynamics of a slender, elastic, inextensible fiber in turbulent flows. Deduced from a continuous space-time beam model for which no solution theory is available, it consists of a high-dimensional second order stochastic differential equation in time with a nonlinear algebraic constraint and an associated Lagrange multiplier term. We establish a suitable framework for the rigorous formulation and analysis of the semi-discrete model and prove existence and uniqueness of a global strong solution. The proof is based on an explicit representation of the Lagrange multiplier and on the observation that the obtained explicit drift term in the equation satisfies a one-sided linear growth condition on the constraint manifold. The theoretical analysis is complemented by numerical studies concerning the time discretization of our model. The performance of implicit Euler-type methods can be improved when using the explicit representation of the Lagrange multiplier to compute refined initial estimates for the Newton method applied in each time step.

Further investigation of wheel climb initiation: Three-point contact

In previous research, a set of nonlinear algebraic kinematic constraint equations were developed that describe the configuration of a wheelset in contact with a track at two distinct points. In suc...

A novel technique to solve nonlinear higher-index Hessenberg differential-algebraic equations by Adomian decomposition method.

Since 1980, the Adomian decomposition method (ADM) has been extensively used as a simple powerful tool that applies directly to solve different kinds of nonlinear equations including functional, differential, integro-differential and algebraic equations. However, for differential–algebraic equations (DAEs) the ADM is applied only in four earlier works. There, the DAEs are first pre-processed by some transformations like index reductions before applying the ADM. The drawback of such transformations is that they can involve complex algorithms, can be computationally expensive and may lead to non-physical solutions. The purpose of this paper is to propose a novel technique that applies the ADM directly to solve a class of nonlinear higher-index Hessenberg DAEs systems efficiently. The main advantage of this technique is that; firstly it avoids complex transformations like index reductions and leads to a simple general algorithm. Secondly, it reduces the computational work by solving only linear algebraic systems with a constant coefficient matrix at each iteration, except for the first iteration where the algebraic system is nonlinear (if the DAE is nonlinear with respect to the algebraic variable). To demonstrate the effectiveness of the proposed technique, we apply it to a nonlinear index-three Hessenberg DAEs system with nonlinear algebraic constraints. This technique is straightforward and can be programmed in Maple or Mathematica to simulate real application problems.

Postbuckling and Mode Jumping Analysis of Deep Hygrothermally Buckled Angle-Ply Laminated Plates

An analytical investigation is performed to study the secondary instability and dynamic aspects of the mode jumping in hygrothermally buckled angle-ply laminated plates. The governing partial differential equations (PDEs) and constitution relations are derived rigorously from an asymptotically correct, geometrically nonlinear theory. A novel and relatively simpler solution approach is developed to solve the two coupled fourth-order PDEs, namely, the compatibility equation and the dynamic governing equation. The von Kármán plate equation, namely, the coupled nonlinear governing equation, is reduced to a system of nonlinear ordinary differential equations (ODEs) by expressing the transverse deflection as a series of linear buckling modes. The ODEs, combined with the nonlinear algebraic constraint equations obtained from in-plane boundary conditions, are then solved numerically under the parametric variation of the temperature and moisture. The comparison between the present method and the FEA shows that the secondary bifurcation point of the hygrothermally loaded plate is far beyond the primary buckling point, and the jump behavior cannot be predicted correctly without sufficient assumed modes, while the present method has the capability of exploring deeply into the post-secondary buckling realm and capture the mode jumping phenomenon for various combinations of plate configurations boundary conditions. Furthermore, by monitoring free vibration along the stable primary postbuckling and the jumped equilibrium paths, we find that a mode shifting phenomenon (the exchange of vibration modes) exists in the primary post-buckling regime.

A new multibody system approach for tire modeling using ANCF finite elements

This paper introduces a new computational multibody system framework for developing accurate tire models using the finite element absolute nodal coordinate formulation (ANCF). Absolute nodal coordinate formulation finite elements are used to create the geometry and perform the finite element/multibody system analysis of the tires. The computational procedure used in this study allows for modeling composite tires and for using a continuum-based air pressure and contact tire force models. The absolute nodal coordinate formulation tire mesh, which allows for high spinning speed, has a constant inertia matrix and zero Coriolis and centrifugal forces. The concept of the absolute nodal coordinate formulation reference node, introduced recently, is used to develop linear connectivity conditions between the tire tread and rim, thereby allowing for imposing these linear conditions at a preprocessing stage. Using this approach, the dependent variables are eliminated at a preprocessing stage before the start of the simulation. The reference node, which is not associated with a particular finite element, is used to define the inertia of the rigid rims. The inertia coefficients associated with the rim reference nodes are first developed in terms of the absolute nodal coordinate formulation position and gradient coordinates. The rigidity of each rim is enforced during the dynamic analysis using six nonlinear algebraic constraint equations that are combined with the dynamic differential equations of motion using the technique of Lagrange multipliers. It is shown in this investigation that the concept of the absolute nodal coordinate formulation reference node can be used to develop a complete vehicle model using one absolute nodal coordinate formulation mesh in which the redundant variables are systematically eliminated at a preprocessing stage, and consequently, the number of differential and algebraic equations that need to be solved is significantly reduced. The use of the new approach proposed in this paper is demonstrated using a vehicle model described by one absolute nodal coordinate formulation mesh.

Secondary instability and mode jumping analysis of deep hygrothermally buckled cross-ply laminated plates

An analytical investigation is performed to study the secondary instability and dynamic aspects of the mode jumping in hygrothermally buckled cross-ply laminated plates. The governing partial differential equations (PDEs) and constitution relations are derived rigorously from an asymptotically correct, geometrically nonlinear theory. A novel and relatively simpler solution approach is developed to solve the two coupled fourth-order PDEs, namely, the compatibility equation and the dynamic governing equation. The von Kàmàn plate equation, namely, the coupled nonlinear governing equation, is reduced to a system of nonlinear ordinary differential equations (ODEs) by expressing the transverse deflection as a series of linear buckling modes. The ODEs, combined with the non-linear algebraic constraint equations obtained from in-plane boundary conditions, are then solved numerically under the parametric variation of the temperature and moisture. The comparison between the present method and the FEA shows that the secondary bifurcation point of the hygrothermally loaded plate is far beyond the primary buckling point, and the jump behavior cannot be predicted correctly without sufficient assumed modes, while the present method has the capability of exploring deeply into the post-secondary buckling realm and capturing the mode jumping phenomenon for various combinations of plate configurations boundary conditions. Furthermore, by monitoring free vibration along the stable primary postbuckling and the jumped equilibrium paths, we find that a mode shifting phenomenon (the exchange of vibration modes) exists in the primary post-buckling regime.

Driving simulator with double-wishbone suspension using efficient block-triangularized kinematic equations

When modeled with ideal joints, many vehicle suspensions contain closed kinematic chains, or kinematic loops, and are most conveniently modeled using a set of generalized coordinates of cardinality exceeding the degrees-of-freedom of the system. Dependent generalized coordinates add nonlinear algebraic constraint equations to the ordinary differential equations of motion, thereby producing a set of differential-algebraic equations that may be difficult to solve in an efficient yet precise manner. Several methods have been proposed for simulating such systems in real time, including index reduction, model simplification, and constraint stabilization techniques. In this work, the equations of motion for a double-wishbone suspension are formulated symbolically using linear graph theory. The embedding technique is applied to eliminate the Lagrange multipliers from the dynamic equations and obtain one ordinary differential equation for each independent acceleration. Symbolic computation is then used to triangularize a subset of the kinematic constraint equations, thereby producing a recursively solvable system for calculating a subset of the dependent generalized coordinates. Thus, the kinematic equations are reduced to a block-triangular form, which results in a more computationally efficient solution strategy than that obtained by iterating over the original constraint equations. The efficiency of this block-triangular kinematic solution is exploited in the real-time simulation of a vehicle with double-wishbone suspensions on both axles, which is implemented in a hardware- and operator-in-the-loop driving simulator.

An Ensemble Kalman Filter for Systems Governed by Differential Algebraic Equations (DAEs)

Many process systems can be realistically described by a set of nonlinear differential algebraic equations (DAEs). To carry out state estimation of these systems, the conventional sequential Bayesian estimation schemes have to be modified to accommodate nonlinear algebraic constraints. In this work, we present a modified formulation of the Ensemble Kalman Filter for state estimation of systems described by DAEs. The proposed formulation can utilize measurements obtained either from, the differential or algebraic states. The efficacy of the proposed EnKF formulation is demonstrated by simulating two benchmark examples from the literature. The simulation results indicate that the proposed EnKF algorithm can efficiently track both the differential and the algebraic states with reasonable accuracy.

Triangularizing kinematic constraint equations using Gröbner bases for real-time dynamic simulation

Real-time simulation is an essential component of hardware- and operator-in-the-loop applications, such as driving simulators, and can greatly facilitate the design, implementation, and testing of dynamic controllers. Such applications may involve multibody systems containing closed kinematic chains, which are most readily modeled using a set of redundant generalized coordinates. The governing dynamic equations for such systems are differential-algebraic in nature—that is, they consist of a set of ordinary differential equations coupled with a set of nonlinear algebraic constraint equations—and can be difficult to solve in real time. In this work, the equations of motion are formulated symbolically using linear graph theory. The embedding technique is applied to eliminate the Lagrange multipliers from the dynamic equations and obtain one ordinary differential equation for each independent acceleration. The theory of Grobner bases is then used to triangularize the kinematic constraint equations, thereby producing a recursively solvable system for calculating the dependent generalized coordinates given values of the independent coordinates. The proposed approach can be used to generate computationally efficient simulation code that avoids the use of iteration, which makes it particularly suitable for real-time applications.

Some aspects of load-rate sensitivity in visco-elastic microplane material model

The paper describes localization of deformation in a bar under tensile loading. The material of the bar is considered as non-linear viscous elastic and the bar consists of two symmetric halves. It is assumed that the model represents behavior of the quasi-brittle viscous material under uniaxial tension with different loading rates. Besides that, the bar could represent uniaxial stress-strain law on a single plane of a microplane material model. Non-linear material property is taken from the microplane material model and it is coupled with the viscous damper producing non-linear Maxwell material model. Mathematically, the problem is described with a system of two partial differential equations with a non-linear algebraic constraint. In order to obtain solution, the system of differential algebraic equations is transformed into a system of three partial differential equations. System is subjected to loadings of different rate and it is shown that localization occurs only for high loading rates. Mathematically, in such a case two solutions are possible: one without the localization (unstable) and one with the localization (stable one). Furthermore, mass is added to the bar and in that case the problem is described with a system of four differential equations. It is demonstrated that for high enough loading rates, it is the added mass that dominates the response, in contrast to the viscous and elastic material parameters that dominated in the case without mass. This is demonstrated by several numerical examples.

Uniqueness of the Geometric Representation in Large Rotation Finite Element Formulations

Several finite element formulations used in the analysis of large rotation and large deformation problems employ independent interpolations for the displacement and rotation fields. As explained in this paper, three rotations defined as field variables can be sufficient to define a space curve that represents the element centerline. The frame defined by the rotations can differ from the Frenet frame of the space curve defined by the same rotation field and, therefore, such a rotation-based representation can provide measure of twist shear deformations and captures the rotation of the beam about its axis. However, the space curve defined using the rotation interpolation has a geometry that can significantly differ from the geometry defined by an independent displacement interpolation. Furthermore, the two different space curves defined by the two different interpolations can differ by a rigid body motion. Therefore, in these formulations, the uniqueness of the kinematic representation is an issue unless nonlinear algebraic constraint equations are used to establish relationships between the two independent displacement and rotation interpolations. Nonetheless, significant geometric and kinematic differences between two independent space curves cannot always be reduced by using restoring elastic forces. Because of the nonuniqueness of such a finite element representation, imposing continuity on higher derivatives such as the curvature vector is not straight forward as in the case of the absolute nodal coordinate formulation (ANCF) that defines unique displacement and rotation fields. ANCF finite elements allow for imposing curvature continuity without increasing the order of the interpolation or the number of nodal coordinates, as demonstrated in this paper. Furthermore, the relationship between ANCF finite elements and the B-spline representation used in computational geometry can be established, allowing for a straight forward integration of computer aided design and analysis.

Use of General Nonlinear Material Models in Beam Problems: Application to Belts and Rubber Chains

Accurate modeling of many engineering systems requires the integration of multibody system and large deformation finite element algorithms that are based on general constitutive models, account for the coupling between the large rotation and deformation, and allow capturing coupled deformation modes that cannot be captured using beam formulations implemented in existing computational algorithms and computer codes. In this investigation, new three-dimensional nonlinear dynamic rubber chains and belt drives models are developed using the finite element absolute nodal coordinate formulation (ANCF) that allows for a straight forward implementation of general linear and nonlinear material models for structural elements such as beams, plates, and shells. Furthermore, this formulation, which is based on a more general kinematic description, can be used to predict the cross section deformation and its coupling with the extension and bending of the belt drives and rubber chains. The ANCF cross section deformation results are validated by comparison with the results obtained using solid finite elements in the case of a simple tension test problem. The effect of the use of different linear and nonlinear constitutive laws in modeling belt drive mechanisms is also examined in this investigation. The finite element formulation presented in this paper is implemented in a general purpose three-dimensional flexible multibody algorithm that allows for developing detailed models of mechanical systems subject to general loading conditions, nonlinear algebraic constraint equations, and arbitrary large displacements that characterize belt drives and tracked vehicle dynamics. The successful integration of large deformation finite element and multibody system algorithms is shown to be necessary in order to be able to study the dynamics of complex tracked vehicles with rubber chains. A computer simulation of a three-dimensional multibody tracked vehicle model that consists of twenty rigid bodies and two flexible rubber chains is used in order to demonstrate the use of the formulations presented in this investigation.

Listening to the noise: random fluctuations reveal gene network parameters

The cellular environment is abuzz with noise originating from the inherent random motion of reacting molecules in the living cell. In this noisy environment, clonal cell populations show cell-to-cell variability that can manifest significant phenotypic differences. Noise-induced stochastic fluctuations in cellular constituents can be measured and their statistics quantified. We show that these random fluctuations carry within them valuable information about the underlying genetic network. Far from being a nuisance, the ever-present cellular noise acts as a rich source of excitation that, when processed through a gene network, carries its distinctive fingerprint that encodes a wealth of information about that network. We show that in some cases the analysis of these random fluctuations enables the full identification of network parameters, including those that may otherwise be difficult to measure. This establishes a potentially powerful approach for the identification of gene networks and offers a new window into the workings of these networks.

An energy preserving/decaying scheme for nonlinearly constrained multibody systems

Several numerical time integration methods for multibody system dynamics are described: an energy preserving scheme and three energy decaying ones, which introduce high-frequency numerical dissipation in order to annihilate the nondesired high-frequency oscillations. An exhaustive analysis of these four schemes is done, including their formulation, and energy preserving and decaying properties by taking into account the presence of nonlinear algebraic constraints and the incrementation of finite rotations. A new energy preserving/decaying scheme is developed, which is well suited for either stiff or nonstiff nonlinearly constrained multibody systems. Examples on a series of test cases show the performance of the algorithms.