Unified framework for the propagation of continuous-time enclosures for parametric nonlinear ODEs
File(s)revision2.pdf (499.25 KB)
Accepted version
Author(s)
Villanueva, ME
Houska, B
Chachuat, B
Type
Journal Article
Abstract
This paper presents a framework for constructing and analyzing enclosures of
the reachable set of nonlinear ordinary differential equations 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.
the reachable set of nonlinear ordinary differential equations 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.
Date Issued
2014-09-12
Date Acceptance
2014-08-23
Citation
Journal of Global Optimization, 2014, 62 (3), pp.575-613
ISSN
1573-2916
Publisher
Springer Verlag (Germany)
Start Page
575
End Page
613
Journal / Book Title
Journal of Global Optimization
Volume
62
Issue
3
Copyright Statement
© Springer Science+Business Media New York 2014. The final publication is available at Springer via http://dx.doi.org/10.1007/s10898-014-0235-6
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Commission of the European Communities
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000355858100009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
EP/J006572/1
PCIG9-GA-2011-293953
Subjects
Science & Technology
Technology
Physical Sciences
Operations Research & Management Science
Mathematics, Applied
Mathematics
Interval analysis
Ellipsoidal calculus
Taylor models
Ordinary differential equations
Differential inequalities
Convergence analysis
Dynamic optimization
Global optimization
INEQUALITIES
Operations Research
Applied Mathematics
Numerical And Computational Mathematics
Computation Theory And Mathematics
Publication Status
Published