Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

Nonsmooth Lagrangian mechanics and variational collision integrators

Variational techniques are used to analyze the problem of rigid-body dynamics with impacts. The theory of smooth Lagrangian mechanics is extended to a nonsmooth context appropriate for collisions, and it is shown in what sense the system is symplectic and satisfies a Noether-style momentum conservation theorem. Discretizations of this nonsmooth mechanics are developed by using the methodology of variational discrete mechanics. This leads to variational integrators which are symplectic-momentum preserving and are consistent with the jump conditions given in the continuous theory. Specific examples of these methods are tested numerically, and the long-time stable energy behavior typical of variational methods is demonstrated

Discontinuous collocation methods and gravitational self-force applications

Numerical simulations of extereme mass ratio inspirals, the mostimportant sources for the LISA detector, face several computational challenges. We present a new approach to evolving partial differential equations occurring in black hole perturbation theory and calculations of the self-force acting on point particles orbiting supermassive black holes. Such equations are distributionally sourced, and standard numerical methods, such as finite-difference or spectral methods, face difficulties associated with approximating discontinuous functions. However, in the self-force problem we typically have access to full a-priori information about the local structure of the discontinuity at the particle. Using this information, we show that high-order accuracy can be recovered by adding to the Lagrange interpolation formula a linear combination of certain jump amplitudes. We construct discontinuous spatial and temporal discretizations by operating on the corrected Lagrange formula. In a method-of-lines framework, this provides a simple and efficient method of solving time-dependent partial differential equations, without loss of accuracy near moving singularities or discontinuities. This method is well-suited for the problem of time-domain reconstruction of the metric perturbation via the Teukolsky or Regge-Wheeler-Zerilli formalisms. Parallel implementations on modern CPU and GPU architectures are discussed.Comment: 29 pages, 5 figure

Pseudospectral Knotting Methods for Solving Optimal Control Problems

The article of record as published may be found at https://doi.org/10.2514/1.3426A class of computational methods for solving a wide variety of optimal control problems is presented; these problems include nonsmooth, nonlinear, switched optimal control problems, as well as standard multiphase prob lems. Methods are based on pseudospectral approximations of the differential constraints that are assumed to be given in the form of controlled differential inclusions including the usual vector field and differential-algebraic forms. Discontinuities and switches in states, controls, cost functional, dynamic constraints, and various other mappings associated with the generalized Bolza problem are allowed by the concept of pseudospectral (PS) knots. Information across switches and corners is passed in the form of discrete event conditions localized at the PS knots. The optimal control problem is approximated to a structured sparse mathematical programming problem. The discretized problem is solved using off-the-shelf solvers that include sequential quadratic programming and interior point methods. Two examples that demonstrate the concept of hard and soft knots are presented.Charles Stark Draper Laboratory, Inc. (Draper)Jet Propulsion Laboratory (JPL)Naval Postgraduate SchoolSecretary of the U.S. Air Forc

A mathematical framework for inverse wave problems in heterogeneous media

This paper provides a theoretical foundation for some common formulations of inverse problems in wave propagation, based on hyperbolic systems of linear integro-differential equations with bounded and measurable coefficients. The coefficients of these time-dependent partial differential equations respresent parametrically the spatially varying mechanical properties of materials. Rocks, manufactured materials, and other wave propagation environments often exhibit spatial heterogeneity in mechanical properties at a wide variety of scales, and coefficient functions representing these properties must mimic this heterogeneity. We show how to choose domains (classes of nonsmooth coefficient functions) and data definitions (traces of weak solutions) so that optimization formulations of inverse wave problems satisfy some of the prerequisites for application of Newton's method and its relatives. These results follow from the properties of a class of abstract first-order evolution systems, of which various physical wave systems appear as concrete instances. Finite speed of propagation for linear waves with bounded, measurable mechanical parameter fields is one of the by-products of this theory

Continuous approximations of a class of piece-wise continuous systems

In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise functions can be locally or globally approximated. The approximation results can be used to model piece-wise continuous-time dynamical systems of integer or fractional-order. In this way, by overcoming the lack of numerical methods for diffrential equations of fractional-order with discontinuous right-hand side, unattainable procedures for systems modeled by this kind of equations, such as chaos control, synchronization, anticontrol and many others, can be easily implemented. Several examples are presented and three comparative applications are studied.Comment: IJBC, accepted (examples revised

Numerical computation of nonlinear normal modes in mechanical engineering

This paper reviews the recent advances in computational methods for nonlinear normal modes (NNMs). Different algorithms for the computation of undamped and damped NNMs are presented, and their respective advantages and limitations are discussed. The methods are illustrated using various applications ranging from low-dimensional weakly nonlinear systems to strongly nonlinear industrial structures. © 2015 Elsevier Ltd

Geometric Numerical Integration

The subject of this workshop was numerical methods that preserve geometric properties of the flow of an ordinary or partial differential equation. This was complemented by the question as to how structure preservation affects the long-time behaviour of numerical methods