A validated Integration algorithm for nonlinear ODEs using Taylor models and ellipsoidal calculus
File(s)paper.pdf (235.85 KB)
Accepted version
Author(s)
Houska, B
Villanueva, ME
Chachuat, B
Type
Conference Paper
Abstract
his paper presents a novel algorithm for bounding the reachable set of parametric nonlinear differential equations. This algorithm is based on a first-discretize-then-bound approach to enclose the reachable set via propagation of a Taylor model with ellipsoidal remainder, and it accounts for truncation errors that are inherent to the discretization. In contrast to existing algorithms that proceed in two phases-an a priori enclosure phase, followed by a tightening phase-the proposed algorithm first predicts a continuous-time enclosure and then seeks a maximal step-size for which validity of the predicted enclosure can be established. It is shown that this reversed approach leads to a natural step-size control mechanism, which no longer relies on the availability of an a priori enclosure. Also described in the paper is an open-source implementation of the algorithm in ACADO Toolkit. A simple numerical case study is presented to illustrate the performance and stability of the algorithm.
Date Issued
2013-12-13
Date Acceptance
2013-12-13
Citation
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on, 2013, pp.484-489
ISSN
0191-2216
Publisher
IEEE
Start Page
484
End Page
489
Journal / Book Title
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Copyright Statement
© 2013 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000352223500075&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
EP/J006572/1
Source
52nd IEEE Annual Conference on Decision and Control (CDC)
Subjects
Science & Technology
Technology
Automation & Control Systems
Engineering, Electrical & Electronic
Engineering
ORDINARY DIFFERENTIAL-EQUATIONS
INITIAL-VALUE PROBLEMS
PARAMETRIC ODES
INEQUALITIES
OPTIMIZATION
RELAXATIONS
Publication Status
Published
Start Date
2013-12-10
Finish Date
2013-12-13
Coverage Spatial
Florence, ITALY