Verified integration of differential equations with discrete delay

Many dynamic system models in population dynamics, physics and control involve temporally delayed state information in such a way that the evolution of future state trajectories depends not only on the current state as the initial condition but also on some previous state. In technical systems, such phenomena result, for example, from mass transport of incompressible fluids through finitely long pipelines, the transport of combustible material such as coal in power plants via conveyor belts, or information processing delays. Under the assumption of continuous dynamics, the corresponding delays can be treated either as constant and fixed, as uncertain but bounded and fixed, or even as state-dependent. In this paper, we restrict the discussion to the first two classes and provide suggestions on how interval-based verified approaches to solving ordinary differential equations can be extended to encompass such delay differential equations. Three close-to-life examples illustrate the theory

Verified global optimization for estimating the parameters of nonlinear models

Nonlinear parameter estimation is usually achieved via the minimization of some possibly non-convex cost function. Interval analysis allows one to derive algorithms for the guaranteed characterization of the set of all global minimizers of such a cost function when an explicit expression for the output of the model is available or when this output is obtained via the numerical solution of a set of ordinary differential equations. However, cost functions involved in parameter estimation are usually challenging for interval techniques, if only because of multi-occurrences of the parameters in the formal expression of the cost. This paper addresses parameter estimation via the verified global optimization of quadratic cost functions. It introduces tools for the minimization of generic cost functions. When an explicit expression of the output of the parametric model is available, significant improvements may be obtained by a new box exclusion test and by careful manipulations of the quadratic cost function. When the model is described by ODEs, some of the techniques available in the previous case may still be employed, provided that sensitivity functions of the model output with respect to the parameters are available

Verified interval enclosure techniques for robust gain scheduling controllers

In real-life applications, dynamic systems are often subject to uncertainty due to model simplifications, measurement inaccuracy or approximation errors which can be mapped to specific parameters. Uncertainty in dynamic systems can come either in stochastic forms or as interval representations. The latter is applied if the uncertainty is bounded as it will be done in this paper. The main idea is to find a joint approach for an interval-based gain scheduling controller while simultaneously reducing overestimation by enclosing state intervals with the least amount of conservativity. The robust and/ or optimal control design is realized using linear matrix inequalities (LMIs) to find an efficient solution and aims at a guaranteed stabilization of the system dynamics over a predefined time horizon. A temporal reduction of the widths of intervals representing worst-case bounds of the system states at a specific point of time should occur due to asymptotic stability proven by the employed LMI-based design. However, for commonly used approaches in the computation of interval enclosures, those interval widths seemingly blow up due to the wrapping effect in many cases. To avoid this, we provide two interval enclosure techniques — an exploitation of cooperativity and an exponential approach — and discuss their applicability taking into account two real-life applications, a high-bay rack feeder and an inverse pendulum

Cooperativity and its use in robust control and state estimation for uncertain dynamic systems with engineering applications

This work shows a general applicable approach to robustly control uncertain dynamic systems, where the uncertainty is given by bounded intervals. The presented robust control methods rely on a verified enclosure of the state intervals. Since state-of-the-art-methods to calculate this fail, the property of cooperativity is used. However, since not all systems are naturally cooperative, a transformation routine is established to widen the possible application of this method. Different application scenarios chosen from a variety of engineering fields are used to validate the theoretical findings.Diese Arbeit zeigt einen generell verwendbaren Ansatz, um ein unsicheres dynamisches System robust zu regeln. Der gezeigte Ansatz verwendet dabei verifizierte Intervalleinschlüsse, die sich aus der intervallbasierten Unsicherheit ergeben. Da moderne Rechenmethoden hierbei versagen, wird die Eigenschaft der Kooperativität ausgenutzt, um dies dennoch zu ermöglichen. Da nicht alle Systeme diese Eigenschaft direkt aufweisen, wird eine Transformationsroutine entwickelt, um den gezeigten Ansatz auf andere Einsatzszenarien zu erweitern. Dies wird durch verschiedene Anwendungen in der Arbeit bewiesen

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 ±∞. 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

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

Unified Framework for the Propagation of Continuous-Time Enclosures for Parametric Nonlinear ODEs

Abstract This paper presents a framework for constructing and analyzing enclosures of the reachable set of nonlinear ordinary differential equations (ODEs) using continuous-time setpropagation methods. The focus is on convex enclosures that can be characterized in terms of their support functions. A generalized differential inequality is introduced, whose solutions describe such support functions for a convex enclosure of the reachable set under mild conditions. It is shown that existing continuous-time bounding methods that are based on standard differential inequalities or ellipsoidal set propagation techniques can be recovered as special cases of this generalized differential inequality. A way of extending this approach for the construction of nonconvex enclosures is also described, which relies on Taylor models with convex remainder bounds. This unifying framework provides a means for analyzing the convergence properties of continuous-time enclosure methods. The enclosure techniques and convergence results are illustrated with numerical case studies throughout the paper, including a six-state dynamic model of anaerobic digestion