Least-squares solutions of boundary-value problems in hybrid systems

DOI10.1016/J.CAM.2021.113524zbMATH Open1471.65087OpenAlexW2988538102MaRDI QIDQ2020581FDOQ2020581

Authors Hunter Johnston, Daniele Mortari

Publication date 23 April 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.04390

zbMATH Keywords

least-squareshybrid systemsembedded linear constraintstheory of functional connectionsfunctional interpolation

Mathematics Subject Classification ID

Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Abstract: This paper looks to apply the mathematical framework of the Theory of Functional Connections to the solution of boundary-value problems arising from hybrid systems. The Theory of Functional Connections is a technique to derive constrained expressions which are analytical expressions with embedded constraints. These expressions are particularly suitable to transform a large class of constrained optimization problems into unconstrained problems. The initial and most useful application of this technique is in the solution of differential equations where the problem can be posed as an unconstrained optimization problem and solved with simple numerical techniques (i.e. least-squares). A hybrid system is simply a sequence of different differential equations. The approach developed in this work derives an analytical constrained expression for the entire range of a hybrid system, enforcing both the boundary conditions as well as the continuity conditions across the sequence of differential equations. This reduces the searched solution space of the hybrid system to only admissible solutions. The transformation allows for a least-squares solution of the sequence for linear differential equations and a iterative least-squares solution for nonlinear differential equations. Lastly, the general formulation for "n" segments is developed and validation is provided through numerical tests for three differential equation sequences: linear/linear, linear/nonlinear, and nonlinear/nonlinear. The accuracy level obtained are all at machine-error, which is consistent with the accuracy experienced in past studies on the application of the Theory of Functional Connections to solve single ordinary differential equations.

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Cited in

(4)

• Analysis of Timoshenko-Ehrenfest beam problems using the theory of functional connections
• Theory of functional connections applied to quadratic and nonlinear programming under equality constraints
• A neural networks-based numerical method for the generalized Caputo-type fractional differential equations
• Analysis of nonlinear Timoshenko-Ehrenfest beam problems with von Kármán nonlinearity using the theory of functional connections

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Uses Software

• JAX
• GitHub
• TFC

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