77 research outputs found
An implicit algorithm for validated enclosures of the solutions to variational equations for ODEs
We propose a new algorithm for computing validated bounds for the solutions
to the first order variational equations associated to ODEs. These validated
solutions are the kernel of numerics computer-assisted proofs in dynamical
systems literature. The method uses a high-order Taylor method as a predictor
step and an implicit method based on the Hermite-Obreshkov interpolation as a
corrector step. The proposed algorithm is an improvement of the -Lohner
algorithm proposed by Zgliczy\'nski and it provides sharper bounds.
As an application of the algorithm, we give a computer-assisted proof of the
existence of an attractor set in the R\"ossler system, and we show that the
attractor contains an invariant and uniformly hyperbolic subset on which the
dynamics is chaotic, that is, conjugated to subshift of finite type with
positive topological entropy.Comment: 33 pages, 11 figure
An Interval Constraint Programming Approach for Quasi Capture Tube Validation
Proving that the state of a controlled nonlinear system always stays inside a time moving bubble (or capture tube) amounts to proving the inconsistency of a set of nonlinear inequalities in the time-state space. In practice however, even with a good intuition, it is difficult for a human to find such a capture tube except for simple examples. In 2014, Jaulin et al. established properties that support a new interval approach for validating a quasi capture tube, i.e. a candidate tube (with a simple form) from which the mobile system can escape, but into which it enters again before a given time. A quasi capture tube is easy to find in practice for a controlled system. Merging the trajectories originated from the candidate tube yields the smallest capture tube enclosing it.
This paper proposes an interval constraint programming solver dedicated to the quasi capture tube validation. The problem is viewed as a differential CSP where the functional variables correspond to the state variables of the system and the constraints define system trajectories that escape from the candidate tube "for ever". The solver performs a branch and contract procedure for computing the trajectories that escape from the candidate tube. If no solution is found, the quasi capture tube is validated and, as a side effect, a corrected smallest capture tube enclosing the quasi one is computed. The approach is experimentally validated on several examples having 2 to 5 degrees of freedom
Optimization techniques for error bounds of ODEs
Fehlerschranken von Anfangswertproblemen mit unbestimmten
Anfangsbedingungen werden
herkömmlicherweise mit Hilfe von Intervallanalysis berechnet, allerdings
mit mĂ€Ăigem Erfolg.
Die traditionelle Herangehensweise fĂŒhrt zu asymptotischen
FehlerabschĂ€tzungen, die nur gĂŒltig
sind, wenn die maximale Schrittweite gegen Null geht.
Jedoch benötigt eine effiziente Approximation
gröĂtmögliche Schrittweiten, ohne die Genauigkeit zu mindern.
Neue Entwicklungen in der globalen Optimierung ermöglichen es, das
Finden von Fehlerschranken als globales Optimierungsproblem
aufzufassen.
Das ist insbesondere wichtig im Fall, dass die Differentialgleichungen
oder die Anfangsbedingungen bedeutende UnschÀrfen enthalten.
Es wurde ein neuer Solver - DIVIS (Differential Inequality based
Validated IVP Solver) - entwickelt, um die Fehlerschranken fĂŒr
Anfangswertprobleme mit Hilfe von FehlerabschÀtzungen und
Optimierungstechniken zu berechnen.
Die Idee dabei ist, die FehlerabschÀtzung von Anfangswertproblemen durch
elliptische Approximation zu berechnen.
Die validierten Zustandseinschliessungen werden mit Hilfe von
Differentialungleichungen berechnet.
Die Konvergenz dieser Methode hÀngt von der Wahl geeigneter
Vorkonditionierer ab.
Das beschriebene Schema wurde in MATLAB und AMPL implementiert.
Die Ergebnisse wurden mit VALENCIA-IVP, VNODE-LP und VSPODE verglichen.Error bounds of initial value problems with uncertain initial conditions are traditionally
computed by using interval analysis but with limited success. Traditional analysis only
leads to asymptotic error estimates valid when the maximal step size tends to zero, while
efficiency in the approximation requires that step sizes are as large as possible without
compromising accuracy. Recent progress in global optimization makes it feasible to treat the
error bounding problem as a global optimization problem. This is particularly important
in the case where the differential equations or the initial conditions contain significant
uncertainties. A new solver DIVIS (Differential Inequality based Validated IVP Solver)
has been developed to compute the error bounds of initial value problems by using defect
estimates and optimization techniques. The basic idea is to compute the defect estimates
of initial value problems by using outer ellipsoidal approximation. The validated state
enclosures are computed by applying differential inequalities. Convergence of the method
depends upon a suitable choice of preconditioner.
The scheme is implemented in MATLAB and AMPL and the resulting enclosures are compared
with VALENCIA-IVP, VNODE-LP and VSPODE
Status of the differential transformation method
Further to a recent controversy on whether the differential transformation
method (DTM) for solving a differential equation is purely and solely the
traditional Taylor series method, it is emphasized that the DTM is currently
used, often only, as a technique for (analytically) calculating the power
series of the solution (in terms of the initial value parameters). Sometimes, a
piecewise analytic continuation process is implemented either in a numerical
routine (e.g., within a shooting method) or in a semi-analytical procedure
(e.g., to solve a boundary value problem). Emphasized also is the fact that, at
the time of its invention, the currently-used basic ingredients of the DTM
(that transform a differential equation into a difference equation of same
order that is iteratively solvable) were already known for a long time by the
"traditional"-Taylor-method users (notably in the elaboration of software
packages --numerical routines-- for automatically solving ordinary differential
equations). At now, the defenders of the DTM still ignore the, though much
better developed, studies of the "traditional"-Taylor-method users who, in
turn, seem to ignore similarly the existence of the DTM. The DTM has been given
an apparent strong formalization (set on the same footing as the Fourier,
Laplace or Mellin transformations). Though often used trivially, it is easily
attainable and easily adaptable to different kinds of differentiation
procedures. That has made it very attractive. Hence applications to various
problems of the Taylor method, and more generally of the power series method
(including noninteger powers) has been sketched. It seems that its potential
has not been exploited as it could be. After a discussion on the reasons of the
"misunderstandings" which have caused the controversy, the preceding topics are
concretely illustrated.Comment: To appear in Applied Mathematics and Computation, 29 pages,
references and further considerations adde
Global Optimisation for Dynamic Systems using Interval Analysis
Engineers seek optimal solutions when designing dynamic systems but a crucial element is to ensure bounded performance over time. Finding a globally optimal bounded trajectory requires the solution of the ordinary differential equation (ODE) systems in a verified way. To date these methods are only able to address low dimensional problems and for larger systems are unable to prevent gross overestimation of the bounds. In this paper we show how interval contractors can be used to obtain tightly bounded optima. A verified solver constructs tight upper and lower bounds on the dynamic variables using contractors for initial value problems (IVP) for ODEs within a global optimisation method. The solver provides guaranteed bound on the objective function and on the first order sensitivity equations in a branch and bound framework. The method is compared with three previously published methods on three examples from process engineering
Eigenvalue enclosures and exclosures for non-self-adjoint problems in hydrodynamics
In this paper we present computer-assisted proofs of a number of results in theoretical fluid dynamics and in quantum mechanics. An algorithm based on interval arithmetic yields provably correct eigenvalue enclosures and exclosures for non-self-adjoint boundary eigenvalue problems, the eigenvalues of which are highly sensitive to perturbations. We apply the algorithm to: the Orr-Sommerfeld equation with Poiseuille profile to prove the existence of an eigenvalue in the classically unstable region for Reynolds number R=5772.221818; the Orr-Sommerfeld equation with Couette profile to prove upper bounds for the imaginary parts of all eigenvalues for fixed R and wave number α; the problem of natural oscillations of an incompressible inviscid fluid in the neighbourhood of an elliptical flow to obtain information about the unstable part of the spectrum off the imaginary axis; Squire's problem from hydrodynamics; and resonances of one-dimensional Schrödinger operators
Global optimisation for dynamic systems using novel overestimation reduction techniques
The optimisation of dynamic systems is of high relevance in chemical engineering as many practical systems can be described by ordinary differential equations (ODEs) or differential algebraic equations (DAEs). The current techniques for solving these problems rigorously to global optimality rely mainly on sequential approaches in which a branch and bound framework is used for solving the global optimisation part of the problem and a verified simulator (in which rounding errors are accounted for in the computations) is used for solving the dynamic constraints. The verified simulation part is the main bottleneck since tight bounds are difficult to obtain for high dimensional dynamic systems. Additionally, uncertainty in the form of, for example, intervals is introduced in the parameters of the dynamic constraints which are also the decision variables of the optimisation problem. Nevertheless, in the verified simulation the accumulation of trajectories that do not belong to the exact solution (overestimation) makes the state bounds overconservative and in the worst case they blow up and tend towards 屉. In this thesis, methods for verified simulation in global optimisation for dynamic systems were investigated. A novel algorithm that uses an interval Taylor series (ITS) method with enhanced overestimation reduction capabilities was developed. These enhancements for the reduction of the overestimation rely on interval contractors (Krawczyk, Newton, ForwardBackward) and model reformulation based on pattern substitution and input scaling. The method with interval contractors was also extended to Taylor Models (TM) for comparison purposes. The two algorithms were tested on several case studies to demonstrate the effectiveness of the methods. The case studies have a different number of state variables and system parameters and they use uncertain amounts in some of the system parameters and initial conditions. Both of the methods were also used in a sequential approach to address the global optimisation for dynamic systems problem subject to uncertainty. The simulation results demonstrated that the ITS method with overestimation reduction techniques provided tighter state bounds with less computational expense than the traditional method. In the case of the forward-backward contractor additional constraints can be introduced that can potentially contribute significantly to the reduction of the overestimation. Similarly, the novel TM method with enhanced overestimation reduction capabilities provided tighter bounds than the TM method alone. On the other hand, the optimisation results showed that the global optimisation algorithm with the novel ITS method with overestimation reduction techniques converged faster to a rigorous solution due to the improved state bounds
Constraint reasoning for differential models
The basic motivation of this work was the integration of biophysical models within the interval constraints framework for decision support. Comparing the major features of biophysical models with the expressive power of the existing interval constraints framework, it was clear that the most important inadequacy was related with the representation of differential equations. System dynamics is often modelled through differential equations but there was no way of expressing a differential equation as a constraint and integrate it within the constraints framework. Consequently, the goal of this work is focussed on the integration of ordinary differential equations within the interval constraints framework, which for this purpose is extended with the new formalism of Constraint Satisfaction Differential Problems. Such framework allows the specification of ordinary differential equations, together with related information, by means of constraints, and provides efficient propagation techniques for pruning the domains of their variables. This enabled the integration of all such information in a single constraint whose variables may subsequently be used in other constraints of the model. The specific method used for pruning its variable domains can then be combined with the pruning methods associated with the other constraints in an overall propagation algorithm for reducing the bounds of all model variables. The application of the constraint propagation algorithm for pruning the variable domains, that is, the enforcement of local-consistency, turned out to be insufficient to support decision in practical problems that include differential equations. The domain pruning achieved is not, in general, sufficient to allow safe decisions and the main reason derives from the non-linearity of the differential equations. Consequently, a complementary goal of this work proposes a new strong consistency criterion, Global Hull-consistency, particularly suited to decision support with differential models, by presenting an adequate trade-of between domain pruning and computational effort. Several alternative algorithms are proposed for enforcing Global Hull-consistency and, due to their complexity, an effort was made to provide implementations able to supply any-time pruning results. Since the consistency criterion is dependent on the existence of canonical solutions, it is proposed a local search approach that can be integrated with constraint propagation in continuous domains and, in particular, with the enforcing algorithms for anticipating the finding of canonical solutions. The last goal of this work is the validation of the approach as an important contribution for the integration of biophysical models within decision support. Consequently, a prototype application that integrated all the proposed extensions to the interval constraints framework is developed and used for solving problems in different biophysical domains
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