14,373 research outputs found
Automatic Differentiation of Rigid Body Dynamics for Optimal Control and Estimation
Many algorithms for control, optimization and estimation in robotics depend
on derivatives of the underlying system dynamics, e.g. to compute
linearizations, sensitivities or gradient directions. However, we show that
when dealing with Rigid Body Dynamics, these derivatives are difficult to
derive analytically and to implement efficiently. To overcome this issue, we
extend the modelling tool `RobCoGen' to be compatible with Automatic
Differentiation. Additionally, we propose how to automatically obtain the
derivatives and generate highly efficient source code. We highlight the
flexibility and performance of the approach in two application examples. First,
we show a Trajectory Optimization example for the quadrupedal robot HyQ, which
employs auto-differentiation on the dynamics including a contact model. Second,
we present a hardware experiment in which a 6 DoF robotic arm avoids a randomly
moving obstacle in a go-to task by fast, dynamic replanning
Status of the differential transformation method
Further to a recent controversy on whether the differential transformation
method (DTM) for solving a differential equation is purely and solely the
traditional Taylor series method, it is emphasized that the DTM is currently
used, often only, as a technique for (analytically) calculating the power
series of the solution (in terms of the initial value parameters). Sometimes, a
piecewise analytic continuation process is implemented either in a numerical
routine (e.g., within a shooting method) or in a semi-analytical procedure
(e.g., to solve a boundary value problem). Emphasized also is the fact that, at
the time of its invention, the currently-used basic ingredients of the DTM
(that transform a differential equation into a difference equation of same
order that is iteratively solvable) were already known for a long time by the
"traditional"-Taylor-method users (notably in the elaboration of software
packages --numerical routines-- for automatically solving ordinary differential
equations). At now, the defenders of the DTM still ignore the, though much
better developed, studies of the "traditional"-Taylor-method users who, in
turn, seem to ignore similarly the existence of the DTM. The DTM has been given
an apparent strong formalization (set on the same footing as the Fourier,
Laplace or Mellin transformations). Though often used trivially, it is easily
attainable and easily adaptable to different kinds of differentiation
procedures. That has made it very attractive. Hence applications to various
problems of the Taylor method, and more generally of the power series method
(including noninteger powers) has been sketched. It seems that its potential
has not been exploited as it could be. After a discussion on the reasons of the
"misunderstandings" which have caused the controversy, the preceding topics are
concretely illustrated.Comment: To appear in Applied Mathematics and Computation, 29 pages,
references and further considerations adde
Automating embedded analysis capabilities and managing software complexity in multiphysics simulation part I: template-based generic programming
An approach for incorporating embedded simulation and analysis capabilities
in complex simulation codes through template-based generic programming is
presented. This approach relies on templating and operator overloading within
the C++ language to transform a given calculation into one that can compute a
variety of additional quantities that are necessary for many state-of-the-art
simulation and analysis algorithms. An approach for incorporating these ideas
into complex simulation codes through general graph-based assembly is also
presented. These ideas have been implemented within a set of packages in the
Trilinos framework and are demonstrated on a simple problem from chemical
engineering
XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations
XMDS2 is a cross-platform, GPL-licensed, open source package for numerically
integrating initial value problems that range from a single ordinary
differential equation up to systems of coupled stochastic partial differential
equations. The equations are described in a high-level XML-based script, and
the package generates low-level optionally parallelised C++ code for the
efficient solution of those equations. It combines the advantages of high-level
simulations, namely fast and low-error development, with the speed, portability
and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS
package, and features support for a much wider problem space while also
producing faster code.Comment: 9 pages, 5 figure
Stochastic Nonlinear Model Predictive Control with Efficient Sample Approximation of Chance Constraints
This paper presents a stochastic model predictive control approach for
nonlinear systems subject to time-invariant probabilistic uncertainties in
model parameters and initial conditions. The stochastic optimal control problem
entails a cost function in terms of expected values and higher moments of the
states, and chance constraints that ensure probabilistic constraint
satisfaction. The generalized polynomial chaos framework is used to propagate
the time-invariant stochastic uncertainties through the nonlinear system
dynamics, and to efficiently sample from the probability densities of the
states to approximate the satisfaction probability of the chance constraints.
To increase computational efficiency by avoiding excessive sampling, a
statistical analysis is proposed to systematically determine a-priori the least
conservative constraint tightening required at a given sample size to guarantee
a desired feasibility probability of the sample-approximated chance constraint
optimization problem. In addition, a method is presented for sample-based
approximation of the analytic gradients of the chance constraints, which
increases the optimization efficiency significantly. The proposed stochastic
nonlinear model predictive control approach is applicable to a broad class of
nonlinear systems with the sufficient condition that each term is analytic with
respect to the states, and separable with respect to the inputs, states and
parameters. The closed-loop performance of the proposed approach is evaluated
using the Williams-Otto reactor with seven states, and ten uncertain parameters
and initial conditions. The results demonstrate the efficiency of the approach
for real-time stochastic model predictive control and its capability to
systematically account for probabilistic uncertainties in contrast to a
nonlinear model predictive control approaches.Comment: Submitted to Journal of Process Contro
Algorithmic Integrability Tests for Nonlinear Differential and Lattice Equations
Three symbolic algorithms for testing the integrability of polynomial systems
of partial differential and differential-difference equations are presented.
The first algorithm is the well-known Painlev\'e test, which is applicable to
polynomial systems of ordinary and partial differential equations. The second
and third algorithms allow one to explicitly compute polynomial conserved
densities and higher-order symmetries of nonlinear evolution and lattice
equations.
The first algorithm is implemented in the symbolic syntax of both Macsyma and
Mathematica. The second and third algorithms are available in Mathematica. The
codes can be used for computer-aided integrability testing of nonlinear
differential and lattice equations as they occur in various branches of the
sciences and engineering. Applied to systems with parameters, the codes can
determine the conditions on the parameters so that the systems pass the
Painlev\'e test, or admit a sequence of conserved densities or higher-order
symmetries.Comment: Submitted to: Computer Physics Communications, Latex, uses the style
files elsart.sty and elsart12.st
A sequential semidefinite programming method and an application in passive reduced-order modeling
We consider the solution of nonlinear programs with nonlinear
semidefiniteness constraints. The need for an efficient exploitation of the
cone of positive semidefinite matrices makes the solution of such nonlinear
semidefinite programs more complicated than the solution of standard nonlinear
programs. In particular, a suitable symmetrization procedure needs to be chosen
for the linearization of the complementarity condition. The choice of the
symmetrization procedure can be shifted in a very natural way to certain linear
semidefinite subproblems, and can thus be reduced to a well-studied problem.
The resulting sequential semidefinite programming (SSP) method is a
generalization of the well-known SQP method for standard nonlinear programs. We
present a sensitivity result for nonlinear semidefinite programs, and then
based on this result, we give a self-contained proof of local quadratic
convergence of the SSP method. We also describe a class of nonlinear
semidefinite programs that arise in passive reduced-order modeling, and we
report results of some numerical experiments with the SSP method applied to
problems in that class
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