Advances in Reachability Analysis for Nonlinear Dynamic Systems

Systems of nonlinear ordinary differential equations (ODEs) are used to model an incredible variety of dynamic phenomena in chemical, oil and gas, and pharmaceutical industries. In reality, such models are nearly always subject to significant uncertainties in their initial conditions, parameters, and inputs. This dissertation provides new theoretical and numerical techniques for rigorously enclosing the set of solutions reachable by a given systems of nonlinear ODEs subject to uncertain initial conditions, parameters, and time-varying inputs. Such sets are often referred to as reachable sets, and methods for enclosing them are critical for designing systems that are passively robust to uncertainty, as well as for optimal real-time decision-making. Such enclosure methods are used extensively for uncertainty propagation, robust control, system verification, and optimization of dynamic systems arising in a wide variety of applications. Unfortunately, existing methods for computing such enclosures often provide an unworkable compromise between cost and accuracy. For example, interval methods based on differential inequalities (DI) can produce bounds very efficiently but are often too conservative to be of any practical use. In contrast, methods based on more complex sets can achieve sharp bounds, but are far too expensive for real-time decision-making and scale poorly with problem size. Recently, it has been shown that bounds computed via differential inequalities can often be made much less conservative while maintaining high efficiency by exploiting redundant model equations that are known to hold for all trajectories of interest (e.g., linear relationships among chemical species in a reaction network that hold due to the conservation of mass or elements). These linear relationships are implied by the governing ODEs, and can thus be considered redundant. However, these advances are only applicable to a limited class of system in which pre-existing linear redundant model equations are available. Moreover, the theoretical results underlying these algorithms do not apply to redundant equations that depend on time-varying inputs and rely on assumptions that prove to be very restrictive for nonlinear redundant equations, etc. This dissertation continues a line of research that has recently achieved very promising bounding results using methods based on differential inequalities. In brief, the major contributions can be divided into three categories: (1) In regard to algorithms, this dissertation significantly improves existing algorithms that exploit linear redundant model equations to achieve more accurate and efficient enclosures. It also develops new fast and accurate bounding algorithms that can exploit nonlinear redundant model equations. (2) Considering theoretical contributions, it develops a novel theoretical framework for the introduction of redundant model equations into arbitrary dynamic models to effectively reduce conservatism. The newly developed theories have more generality in terms of application. For example, complex nonlinear constraints that involve states, time derivatives of the system states, and time- varying inputs are allowed to be exploited. (3) A new differential inequalities method called Mean Value Differential Inequalities (MVDI) is developed that can automatically introduce redundant model equations for arbitrary dynamic systems and has a second-order convergence rate reported the first time among DI-based methods

Development of an integrated BEM approach for hot fluid structure interaction: BEST-FSI: Boundary Element Solution Technique for Fluid Structure Interaction

As part of the continuing effort at NASA LeRC to improve both the durability and reliability of hot section Earth-to-orbit engine components, significant enhancements must be made in existing finite element and finite difference methods, and advanced techniques, such as the boundary element method (BEM), must be explored. The BEM was chosen as the basic analysis tool because the critical variables (temperature, flux, displacement, and traction) can be very precisely determined with a boundary-based discretization scheme. Additionally, model preparation is considerably simplified compared to the more familiar domain-based methods. Furthermore, the hyperbolic character of high speed flow is captured through the use of an analytical fundamental solution, eliminating the dependence of the solution on the discretization pattern. The price that must be paid in order to realize these advantages is that any BEM formulation requires a considerable amount of analytical work, which is typically absent in the other numerical methods. All of the research accomplishments of a multi-year program aimed toward the development of a boundary element formulation for the study of hot fluid-structure interaction in Earth-to-orbit engine hot section components are detailed. Most of the effort was directed toward the examination of fluid flow, since BEM's for fluids are at a much less developed state. However, significant strides were made, not only in the analysis of thermoviscous fluids, but also in the solution of the fluid-structure interaction problem

Steady-state Ab Initio Laser Theory: Generalizations and Analytic Results

We improve the steady-state ab initio laser theory (SALT) of Tureci et al. by expressing its fundamental self-consistent equation in a basis set of threshold constant flux states that contains the exact threshold lasing mode. For cavities with non-uniform index and/or non-uniform gain, the new basis set allows the steady-state lasing properties to be computed with much greater efficiency. This formulation of the SALT can be solved in the single-pole approximation, which gives the intensities and thresholds, including the effects of nonlinear hole-burning interactions to all orders, with negligible computational effort. The approximation yields a number of analytic predictions, including a "gain-clamping" transition at which strong modal interactions suppress all higher modes. We show that the single-pole approximation agrees well with exact SALT calculations, particularly for high-Q cavities. Within this range of validity, it provides an extraordinarily efficient technique for modeling realistic and complex lasers.Comment: 17 pages, 11 figure

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 $C^1$-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