Simultaneous Optimal Uncertainty Apportionment and Robust Design Optimization of Systems Governed by Ordinary Differential Equations

The inclusion of uncertainty in design is of paramount practical importance because all real-life systems are affected by it. Designs that ignore uncertainty often lead to poor robustness, suboptimal performance, and higher build costs. Treatment of small geometric uncertainty in the context of manufacturing tolerances is a well studied topic. Traditional sequential design methodologies have recently been replaced by concurrent optimal design methodologies where optimal system parameters are simultaneously determined along with optimally allocated tolerances; this allows to reduce manufacturing costs while increasing performance. However, the state of the art approaches remain limited in that they can only treat geometric related uncertainties restricted to be small in magnitude. This work proposes a novel framework to perform robust design optimization concurrently with optimal uncertainty apportionment for dynamical systems governed by ordinary differential equations. The proposed framework considerably expands the capabilities of contemporary methods by enabling the treatment of both geometric and non-geometric uncertainties in a unified manner. Additionally, uncertainties are allowed to be large in magnitude and the governing constitutive relations may be highly nonlinear. In the proposed framework, uncertainties are modeled using Generalized Polynomial Chaos and are solved quantitatively using a least-square collocation method. The computational efficiency of this approach allows statistical moments of the uncertain system to be explicitly included in the optimization-based design process. The framework formulates design problems as constrained multi-objective optimization problems, thus enabling the characterization of a Pareto optimal trade-off curve that is off-set from the traditional deterministic optimal trade-off curve. The Pareto off-set is shown to be a result of the additional statistical moment information formulated in the objective and constraint relations that account for the system uncertainties. Therefore, the Pareto trade-off curve from the new framework characterizes the entire family of systems within the probability space; consequently, designers are able to produce robust and optimally performing systems at an optimal manufacturing cost. A kinematic tolerance analysis case-study is presented first to illustrate how the proposed methodology can be applied to treat geometric tolerances. A nonlinear vehicle suspension design problem, subject to parametric uncertainty, illustrates the capability of the new framework to produce an optimal design at an optimal manufacturing cost, accounting for the entire family of systems within the associated probability space. This case-study highlights the general nature of the new framework which is capable of optimally allocating uncertainties of multiple types and with large magnitudes in a single calculation

Motion Planning of Uncertain Ordinary Differential Equation Systems

This work presents a novel motion planning framework, rooted in nonlinear programming theory, that treats uncertain fully and under-actuated dynamical systems described by ordinary differential equations. Uncertainty in multibody dynamical systems comes from various sources, such as: system parameters, initial conditions, sensor and actuator noise, and external forcing. Treatment of uncertainty in design is of paramount practical importance because all real-life systems are affected by it, and poor robustness and suboptimal performance result if it’s not accounted for in a given design. In this work uncertainties are modeled using Generalized Polynomial Chaos and are solved quantitatively using a least-square collocation method. The computational efficiency of this approach enables the inclusion of uncertainty statistics in the nonlinear programming optimization process. As such, the proposed framework allows the user to pose, and answer, new design questions related to uncertain dynamical systems. Specifically, the new framework is explained in the context of forward, inverse, and hybrid dynamics formulations. The forward dynamics formulation, applicable to both fully and under-actuated systems, prescribes deterministic actuator inputs which yield uncertain state trajectories. The inverse dynamics formulation is the dual to the forward dynamic, and is only applicable to fully-actuated systems; deterministic state trajectories are prescribed and yield uncertain actuator inputs. The inverse dynamics formulation is more computationally efficient as it requires only algebraic evaluations and completely avoids numerical integration. Finally, the hybrid dynamics formulation is applicable to under-actuated systems where it leverages the benefits of inverse dynamics for actuated joints and forward dynamics for unactuated joints; it prescribes actuated state and unactuated input trajectories which yield uncertain unactuated states and actuated inputs. The benefits of the ability to quantify uncertainty when planning the motion of multibody dynamic systems are illustrated through several case-studies. The resulting designs determine optimal motion plans—subject to deterministic and statistical constraints—for all possible systems within the probability space

Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control

This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York

Steady and Stable: Numerical Investigations of Nonlinear Partial Differential Equations

Excerpt: Mathematics is a language which can describe patterns in everyday life as well as abstract concepts existing only in our minds. Patterns exist in data, functions, and sets constructed around a common theme, but the most tangible patterns are visual. Visual demonstrations can help undergraduate students connect to abstract concepts in advanced mathematical courses. The study of partial differential equations, in particular, benefits from numerical analysis and simulation