784 research outputs found
Global dynamic optimization
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 2004.Includes bibliographical references (p. 247-256).(cont.) on a set composed of the Cartesian product between the parameter bounds and the state bounds. Furthermore, I show that the solution of the differential equations is affine in the parameters. Because the feasible set is convex pointwise in time, the standard result that a convex function composed with an affine function remains convex yields the desired result that the integrand is convex under composition. Additionally, methods are developed using interval arithmetic to derive the exact state bounds for the solution of a linear dynamic system. Given a nonzero tolerance, the method is rigorously shown to converge to the global solution in a finite time. An implementation is developed, and via a collection of case studies, the technique is shown to be very efficient in computing the global solutions. For problems with embedded nonlinear dynamic systems, the analysis requires a more sophisticated composition technique attributed to McCormick. McCormick's composition technique provides a method for computing a convex underestimator for for the integrand given an arbitrary nonlinear dynamic system provided that convex underestimators and concave overestimators can be given for the states. Because the states are known only implicitly via the solution of the nonlinear differential equations, deriving these convex underestimators and concave overestimators is a highly nontrivial task. Based on standard optimization results, outer approximation, the affine solution to linear dynamic systems, and differential inequalities, I present a novel method for constructing convex underestimators and concave overestimators for arbitrary nonlinear dynamic systems ...My thesis focuses on global optimization of nonconvex integral objective functions subject to parameter dependent ordinary differential equations. In particular, efficient, deterministic algorithms are developed for solving problems with both linear and nonlinear dynamics embedded. The techniques utilized for each problem classification are unified by an underlying composition principle transferring the nonconvexity of the embedded dynamics into the integral objective function. This composition, in conjunction with control parameterization, effectively transforms the problem into a finite dimensional optimization problem where the objective function is given implicitly via the solution of a dynamic system. A standard branch-and-bound algorithm is employed to converge to the global solution by systematically eliminating portions of the feasible space by solving an upper bounding problem and convex lower bounding problem at each node. The novel contributions of this work lie in the derivation and solution of these convex lower bounding relaxations. Separate algorithms exist for deriving convex relaxations for problems with linear dynamic systems embedded and problems with nonlinear dynamic systems embedded. However, the two techniques are unified by the method for relaxing the integral in the objective function. I show that integrating a pointwise in time convex relaxation of the original integrand yields a convex underestimator for the integral. Separate composition techniques, however, are required to derive relaxations for the integrand depending upon the nature of the embedded dynamics; each case is addressed separately. For problems with embedded linear dynamic systems, the nonconvex integrand is relaxed pointwise in timeby Adam Benjamin Singer.Ph.D
Developing a flexible and expressive realtime polyphonic wave terrain synthesis instrument based on a visual and multidimensional methodology
The Jitter extended library for Max/MSP is distributed with a gamut of tools for the generation, processing, storage, and visual display of multidimensional data structures. With additional support for a wide range of media types, and the interaction between these mediums, the environment presents a perfect working ground for Wave Terrain Synthesis. This research details the practical development of a realtime Wave Terrain Synthesis instrument within the Max/MSP programming environment utilizing the Jitter extended library. Various graphical processing routines are explored in relation to their potential use for Wave Terrain Synthesis
Programming with Numerical Uncertainties
Numerical software, common in scientific computing or embedded systems, inevitably uses an approximation of the real arithmetic in which most algorithms are designed. In many domains, roundoff errors are not the only source of inaccuracy and measurement as well as truncation errors further increase the uncertainty of the computed results. Adequate tools are needed to help users select suitable approximations (data types and algorithms) which satisfy their accuracy requirements, especially for safety- critical applications. Determining that a computation produces accurate results is challenging. Roundoff errors and error propagation depend on the ranges of variables in complex and non-obvious ways; even determining these ranges accurately for nonlinear programs poses a significant challenge. In numerical loops, roundoff errors grow, in general, unboundedly. Finally, due to numerical errors, the control flow in the finite-precision implementation may diverge from the ideal real-valued one by taking a different branch and produce a result that is far-off of the expected one. In this thesis, we present techniques and tools for automated and sound analysis, verification and synthesis of numerical programs. We focus on numerical errors due to roundoff from floating-point and fixed-point arithmetic, external input uncertainties or truncation errors. Our work uses interval or affine arithmetic together with Satisfiability Modulo Theories (SMT) technology as well as analytical properties of the underlying mathematical problems. This combination of techniques enables us to compute sound and yet accurate error bounds for nonlinear computations, determine closed-form symbolic invariants for unbounded loops and quantify the effects of discontinuities on numerical errors. We can furthermore certify the results of self-correcting iterative algorithms. Accuracy usually comes at the expense of resource efficiency: more precise data types need more time, space and energy. We propose a programming model where the scientist writes his or her numerical program in a real-valued specification language with explicit error annotations. It is then the task of our verifying compiler to select a suitable floating-point or fixed-point data type which guarantees the needed accuracy. Sometimes accuracy can be gained by simply re-arranging the non-associative finite-precision computation. We present a scalable technique that searches for a more optimal evaluation order and show that the gains can be substantial. We have implemented all our techniques and evaluated them on a number of benchmarks from scientific computing and embedded systems, with promising results
Compressive Wave Computation
This paper considers large-scale simulations of wave propagation phenomena.
We argue that it is possible to accurately compute a wavefield by decomposing
it onto a largely incomplete set of eigenfunctions of the Helmholtz operator,
chosen at random, and that this provides a natural way of parallelizing wave
simulations for memory-intensive applications.
This paper shows that L1-Helmholtz recovery makes sense for wave computation,
and identifies a regime in which it is provably effective: the one-dimensional
wave equation with coefficients of small bounded variation. Under suitable
assumptions we show that the number of eigenfunctions needed to evolve a sparse
wavefield defined on N points, accurately with very high probability, is
bounded by C log(N) log(log(N)), where C is related to the desired accuracy and
can be made to grow at a much slower rate than N when the solution is sparse.
The PDE estimates that underlie this result are new to the authors' knowledge
and may be of independent mathematical interest; they include an L1 estimate
for the wave equation, an estimate of extension of eigenfunctions, and a bound
for eigenvalue gaps in Sturm-Liouville problems.
Numerical examples are presented in one spatial dimension and show that as
few as 10 percents of all eigenfunctions can suffice for accurate results.
Finally, we argue that the compressive viewpoint suggests a competitive
parallel algorithm for an adjoint-state inversion method in reflection
seismology.Comment: 45 pages, 4 figure
Affine Arithmetic Based Methods for Power Systems Analysis Considering Intermittent Sources of Power
Intermittent power sources such as wind and solar are increasingly penetrating electrical grids, mainly motivated by global warming concerns and government policies. These intermittent and non-dispatchable sources of power affect the operation and control of the power system because of the uncertainties associated with their output power. Depending on the penetration level of intermittent sources of power, the electric grid may experience considerable changes in power flows and synchronizing torques associated with system stability, because of the variability of the power injections, among several other factors. Thus, adequate and efficient techniques are required to properly analyze the system stability under such uncertainties.
A variety of methods are available in the literature to perform power flow, transient, and voltage stability analyses considering uncertainties associated with electrical parameters. Some of these methods are computationally inefficient and require assumptions regarding the probability density functions (pdfs) of the uncertain variables that may be unrealistic in some cases. Thus, this thesis proposes computationally efficient Affine Arithmetic (AA)-based approaches for voltage and transient stability assessment of power systems, considering uncertainties associated with power injections due to intermittent sources of power. In the proposed AA-based methods, the estimation of the output power of the intermittent sources and their associated uncertainty are modeled as intervals, without any need for assumptions regarding pdfs. This is a more desirable characteristic when dealing with intermittent sources of power, since the pdfs of the output power depends on the planning horizon and prediction method, among several other factors. The proposed AA-based approaches take into account the correlations among variables, thus avoiding error explosions attributed to other self-validated techniques such as Interval Arithmetic (IA).4 month
Discrete Dynamics of Two-Dimensional Nonlinear Hybrid Automata
In this paper, we develop an algorithm to compute under- and over-approximations to the discrete dynamics of a hybrid automaton.
We represent the approximations to the dynamics as \emph{sofic shifts}, which can be generated by a discrete automaton.
We restrict to two-dimensional systems, since these give rise to one-dimensional return maps, which are significantly easier to study.
Given generic non-degeneracy conditions, the under- and over-approximations computed by our algorithm converge to the discrete dynamics of the hybrid automaton.
We apply the algorithms to two simple nonlinear hybrid systems, an affine switching system with hysteresis, and the singularly forced van der Pol oscillator
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