Nonsmooth Hessenberg differential-algebraic equations
dynamic optimizationgeneralized derivativeshigh-index DAEslexicographic derivativessensitivity analysiswell-posedness
Implicit ordinary differential equations, differential-algebraic equations (34A09) Discontinuous ordinary differential equations (34A36) Existence theories for optimal control problems involving ordinary differential equations (49J15) Dynamic programming in optimal control and differential games (49L20) Numerical optimization and variational techniques (65K10)
In this paper, the authors study parametric Hessenberg differential-algebraic equations (DAEs) of size \(\nu\) with nonsmooth right-hand side functions. The authors establish a comprehensive well-posedness theory that extends classical theory including existence, uniqueness, maximal continuation and Lipschitzian/lexicographic dependence on parameters. Hessenberg DAEs are a useful modeling tool for various dynamic problems in science and engineering such as constrained mechanical systems, robotics control problems, electrical circuits and incompressible fluid dynamics. The classical theory needs assumptions on sufficient smoothness of right-hand side functions. However, the relaxation of smoothness assumptions is necessary for modeling a broad range of hybrid and discontinuous systems. The existing nonsmooth DAE theory is limited to semi-explicit DAEs of ``index one that behave locally like nonsmooth ODEs. This work is concerned with nonsmooth Hessenberg DAEs of arbitrarily high differentiation index in generalized sense which can be verified with matrix-theoretic conditions involving, for example, Clarke-Jacobian projections. Existence and maximal continuation of regular solutions are established. Furthermore, regular solutions is shown to be lexicographically smooth with respect to parameters. As a consequence, a sensitivity analysis is presented by an auxiliary, nonsmooth DAE system which admits lexicographic derivatives as its unique solution. Thanks to the recent progress in nonsmooth automatic/algorithmic differentiation, the parametric sensitivity functions can be evaluated and supplied to dynamic optimization methods. As an application, (open-loop) optimal control theory that is numerically implementable is given in details. Applying these results to smooth Hessenberg DAEs, \(C^1\) parametric dependence of regular solutions is formalized, forward sensitivity analysis is obtained and (open-loop) optimal control is developed for smooth Hessenberg DAEs in a rigorous manner.
- Dependence of solutions of nonsmooth differential-algebraic equations on parameters
- Differential-algebraic equations: theory and simulation
- Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems
- Generalized derivatives of differential-algebraic equations
- scientific article; zbMATH DE number 176794
- A bundle-Newton method for nonsmooth unconstrained minimization
- A nonsmooth version of Newton's method
- A vector forward mode of automatic differentiation for generalized derivative evaluation
- Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
- An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
- Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions
- Characterizing differential algebraic equations without the use of derivative arrays
- Complementarity modeling of hybrid systems
- Complementarity systems in optimization.
- Computationally relevant generalized derivatives: theory, evaluation and applications
- DAEs in circuit modelling: a survey
- DAEs, control, and optimization
- Dependence of solutions of nonsmooth differential-algebraic equations on parameters
- Differential algebraic equations with properly stated leading terms
- Differential algebraic systems anew
- Differential variational inequalities
- Differential-Algebraic Equation Index Transformations
- Differential-algebraic equations and beyond: from smooth to nonsmooth constrained dynamical systems
- Differential-algebraic equations from a functional-analytic viewpoint: a survey
- Discontinuous dynamical systems
- Dynamical properties of hybrid automata
- Efficient sensitivity analysis of large-scale differential-algebraic systems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Generalized Derivatives for Hybrid Systems
- Generalized derivatives for solutions of parametric ordinary differential equations with non-differentiable right-hand sides
- Generalized derivatives of differential-algebraic equations
- Generalized derivatives of dynamic systems with a linear program embedded
- Generalized solutions of semistate equations and stability
- scientific article; zbMATH DE number 1193339 (Why is no real title available?)
- scientific article; zbMATH DE number 3674497 (Why is no real title available?)
- scientific article; zbMATH DE number 41285 (Why is no real title available?)
- scientific article; zbMATH DE number 46303 (Why is no real title available?)
- scientific article; zbMATH DE number 852526 (Why is no real title available?)
- scientific article; zbMATH DE number 2229937 (Why is no real title available?)
- Index Reduction in Differential-Algebraic Equations Using Dummy Derivatives
- Integrating Lipschitzian dynamical systems using piecewise algorithmic differentiation
- Introduction to Piecewise Differentiable Equations
- Lexicographic differentiation of nonsmooth functions
- Maintaining Solution Invariants in the Numerical Solution of ODE<scp>s</scp>
- Modeling, simulation, sensitivity analysis, and optimization of hybrid systems
- Nonsmooth mechanics. Models, dynamics and control.
- Nonsmooth modeling and simulation for switched circuits.
- On a geometrical interpretation of differential-algebraic equations
- On an existence and uniqueness theory for nonlinear differential- algebraic equations
- On differential algebraic equations with discontinuities
- On stable piecewise linearization and generalized algorithmic differentiation
- Optimization-constrained differential equations with active set changes
- Parametric sensitivity functions for hybrid discrete/continuous systems
- Piecewise-smooth dynamical systems. Theory and applications
- Reachability analysis and deterministic global optimization of DAE models
- Sensitivity analysis of composite piecewise smooth equations
- Sensitivity coefficients for discontinuous dynamic systems
- Solution dependence on initial conditions in differential variational inequalities
- Switched nonlinear differential algebraic equations: solution theory, Lyapunov functions, and stability
- Switching in systems and control
- The index of general nonlinear DAEs
- The Numerical Solution of Higher Iindex Differential/Algebraic Equations by Implicit Methods
- Theoretical and numerical analysis of differential-algebraic equations
- Differential-algebraic equations and beyond: from smooth to nonsmooth constrained dynamical systems
- Numerical event location techniques in discontinuous differential algebraic equations
- Nonsmooth DAEs with applications in modeling phase changes
- Adjoint sensitivity analysis for nonsmooth differential-algebraic equation systems
- Generalized derivatives for solutions of parametric ordinary differential equations with non-differentiable right-hand sides
- Dependence of solutions of nonsmooth differential-algebraic equations on parameters
This page was built for publication: Nonsmooth Hessenberg differential-algebraic equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1995798)
