Index-2 hybrid DAE: a case study with well-posedness and numerical analysis

In this work, we study differential algebraic equations with constraints defined in a piecewise manner using a conditional statement. Such models classically appear in systems where constraints can evolve in a very small time frame compared to the observed time scale. The use of conditional statements or hybrid automata are a powerful way to describe such systems and are, in general, well suited to simulation with event driven numerical schemes. However, such methods are often subject to chattering at mode switch in presence of sliding modes, or can result in Zeno behaviours. In contrast, the representation of such systems using differential inclusions and method from non-smooth dynamics are often closer to the physical theory but may be harder to interpret. Associated time-stepping numerical methods have been extensively used in mechanical modelling with success and then extended to other fields such as electronics and system biology. In a similar manner to the previous application of non-smooth methods to the simulation of piecewise linear ODEs, non-smooth event-capturing numerical scheme are applied to piecewise linear DAEs. In particular, the study of a 2-D dynamical system of index-2 with a switching constraint using set-valued operators, is presented

Index-2 hybrid DAE: a case study with well-posedness and numerical analysis

International audienceIn this work, we study differential algebraic equations with constraints defined in a piecewise manner using a conditional statement. Such models classically appear in systems where constraints can evolve in a very small time frame compared to the observed time scale. The use of conditional statements or hybrid automata are a powerful way to describe such systems and are, in general, well suited to simulation with event driven numerical schemes. However, such methods are often subject to chattering at mode switch in presence of sliding modes, or can result in Zeno behaviours. In contrast, the representation of such systems using differential inclusions and method from non-smooth dynamics are often closer to the physical theory but may be harder to interpret. Associated time-stepping numerical methods have been extensively used in mechanical modelling with success and then extended to other fields such as electronics and system biology. In a similar manner to the previous application of non-smooth methods to the simulation of piecewise linear ODEs, non-smooth event-capturing numerical scheme are applied to piecewise linear DAEs. In particular, the study of a 2-D dynamical system of index-2 with a switching constraint using set-valued operators, is presented

Index-2 hybrid DAE: a case study with well-posedness and numerical analysis

In this work, we study differential algebraic equations with constraints defined in a piece-wise manner using a conditional statement. Such models classically appear in systems where constraints can evolve in a very small time frame compared to the observed time scale. The use of conditional statements or hybrid automata are a powerful way to describe such systems and are, in general, well suited to simulation with event driven numerical schemes. However, such methods are often subject to chattering at mode switch in presence of sliding modes, and can result in Zeno behaviours. In contrast, the representation of such systems using differential inclusions and method from non-smooth dynamics are often closer to the physical theory but may be harder to interpret. Associated time-stepping numerical methods have been extensively used in mechanical modelling with success and then extended to other fields such as electronics and system biology. In a similar manner to the previous application of non-smooth methods to the simulation of piece-wise linear ODEs, we want to apply non-smooth numerical scheme to piece-wise linear DAEs. In particular, the study of a 2-D dynamical system of index-2 with a switching constraint using set-valued operators, is presented

Lexicographic Sensitivity Functions for Nonsmooth Models in Mathematical Biology

Systems of ordinary differential equations (ODEs) may be used to model a wide variety of real-world phenomena in biology and engineering. Classical sensitivity theory is well-established and concerns itself with quantifying the responsiveness of such models to changes in parameter values. By performing a sensitivity analysis, a variety of insights can be gained into a model (and hence, the real-world system that it represents); in particular, the information gained can uncover a system\u27s most important aspects, for use in design, control or optimization of the system. However, while the results of such analysis are desirable, the approach that classical theory offers is limited to the case of ODE systems whose right-hand side functions are at least once continuously differentiable. This requirement is restrictive in many real-world systems in which sudden changes in behavior are observed, since a sharp change of this type often translates to a point of nondifferentiability in the model itself. To contend with this issue, recently-developed theory employing a specific class of tools called lexicographic derivatives has been shown to extend classical sensitivity results into a broad subclass of locally Lipschitz continuous ODE systems whose right-hand side functions are referred to as lexicographically smooth. In this thesis, we begin by exploring relevant background theory before presenting lexicographic sensitivity functions as a useful extension of classical sensitivity functions; after establishing the theory, we apply it to two models in mathematical biology. The first of these concerns a model of glucose-insulin kinetics within the body, in which nondifferentiability arises from a biochemical threshold being crossed within the body; the second models the spread of rioting activity, in which similar nonsmooth behavior is introduced out of a desire to capture a tipping point behavior where susceptible individuals suddenly begin to join a riot at a quicker rate after a threshold riot size is crossed. Simulations and lexicographic sensitivity functions are given for each model, and the implications of our results are discussed