Abstract
In the automated modeling of multi-physics dynamical systems, frequently different subsystems are coupled together via interface or coupling conditions. This approach often results in large-scale high-index differential-algebraic equations (DAEs). Since the direct numerical simulation of these kinds of systems leads to instabilities and possibly non-convergence of numerical methods, a regularization or remodeling of such systems is required. In many simulation environments, a structural method that analyzes the system based on its sparsity pattern is used to determine the index and an index-reduced system model. However, this approach is not reliable for certain problem classes, and in particular not suited for coupled systems of DAEs. We present a new approach for the regularization of coupled dynamical systems that combines the Signature method (\({\varSigma }\)-method) for the structural analysis with algebraic regularization techniques. This allows to handle structurally singular systems and also enables a proper treatment of redundancies or inconsistencies in the system.
Similar content being viewed by others
Notes
The term structurally singular is also used slightly differently in the literature: on the one hand, it is used for systems that do not allow an assignment of the highest occurring derivative of each variables to a specific equation (i.e., systems that do not have a transversal with finite value) [14], and on the other hand it is used for systems with singular \({\varSigma }\)-Jacobian [12].
References
Altmeyer, R., Steinbrecher, A.: Regularization and Numerical Simulation of Dynamical Systems Modeled with Modelica. Institut für Mathematik, TU Berlin (2013) (preprint 29-2013)
Barton, P.I., Martinson, W.S., Reißig, G.: Differential-algebraic equations of index 1 may have an arbitrarily high structural index. SIAM J. Sci. Comput. 21, 1987–1990 (2000)
Brenan, K., Campbell, S., Petzold, L.: Numerical Solution of Initial-Value Problems in Differential Algebraic Equations, Classics in Applied Mathematics, vol. 14. SIAM, Philadelphia (1996)
Bunse-Gerstner, A., Byers, R., Mehrmann, V., Nichols, N.K.: Numerical computation of an analytic singular value decomposition of a matrix valued function. Numer. Math. 60(1), 1–39 (1991)
Campbell, S., Gear, C.: The index of general nonlinear DAEs. Numer. Math. 72(2), 173–196 (1995)
Dieci, L., Eirola, T.: On smooth decompositions of matrices. SIAM J. Matrix Anal. Appl. 20(3), 800–819 (2006)
Giesbrecht, M., Pham, N.: A symbolic approach to compute a null-space basis in the projection method. In: Computer Mathematics, pp. 243–259. Springer, New York (2014)
Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II—Stiff and Differential-Algebraic Problems, 2nd edn. Springer, Berlin (1996)
Kunkel, P., Mehrmann, V.: Analysis of over- and underdetermined nonlinear differential-algebraic systems with application to nonlinear control problems. Math. Control Signals Syst. 14, 233–256 (2001)
Kunkel, P., Mehrmann, V.: Index reduction for differential-algebraic equations by minimal extension. Z. Angew. Math. Mech. 84(9), 579–597 (2004)
Kunkel, P., Mehrmann, V.: Differential-Algebraic Equations—Analysis and Numerical Solution. EMS Publishing House, Zürich (2006)
Nedialkov, N., Pryce, J.: Solving differential-algebraic equations by Taylor series (I): computing Taylor coefficients. BIT Numer. Math. 45(3), 561–591 (2005)
Nedialkov, N., Pryce, J., Tan, G.: DAESA—a Matlab tool for structural analysis of DAEs: software. In: Technical Report CAS-12-01-NN, Department of Computing and Software, McMaster University, Hamilton (2012)
Nilsson, H.: Type-based structural analysis for modular systems of equations. In: Proceedings of the 2nd International Workshop on Equation-Based Object-Oriented Languages and Tools, vol. 029, pp. 71–81 (2008)
Pantelides, C.: The consistent initialization of differential-algebraic systems. SIAM J. Sci. Stat. Comput. 9, 213–231 (1988)
Pryce, J.: A simple structural analysis method for DAEs. BIT Numer. Math. 41, 364–394 (2001)
Scholz, L., Steinbrecher, A.: Efficient numerical integration of dynamical systems based on structural-algebraic regularization avoiding state selection. In: Proceedings of the 10th International Modelica Conference, Lund (2014)
Scholz, L., Steinbrecher, A.: Regularization of DAEs based on the signature method. BIT Numer. Math. (2014) (submitted)
Steinbrecher, A.: Numerical Solution of Quasi-Linear Differential-Algebraic Equations and Industrial Simulation of Multibody Systems. PhD thesis, Technische Universität Berlin (2006)
Acknowledgments
We would like to thank two anonymous referees for their careful reading and for thoughtful suggestions for the improvement of the paper. We also thank Jakob Schneck for performing the computations and comparisons of the different simulation environments.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Hans-Petter Langtangen.
Research supported by European Research Council, through ERC Advanced Grant MODSIMCONMP.
Rights and permissions
About this article
Cite this article
Scholz, L., Steinbrecher, A. Structural-algebraic regularization for coupled systems of DAEs. Bit Numer Math 56, 777–804 (2016). https://doi.org/10.1007/s10543-015-0572-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10543-015-0572-y
Keywords
- Differential-algebraic equation
- Coupled system
- Regularization
- Structural analysis
- \({\varSigma }\)-method
- Structurally singular