Reachability analysis and deterministic global optimization of differential-algebraic systems
Author(s)Scott, Joseph Kirk
Massachusetts Institute of Technology. Dept. of Chemical Engineering.
Paul I. Barton.
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Systems of differential-algebraic equations (DAEs) are used to model an incredible variety of dynamic phenomena. In the chemical process industry in particular, the numerical simulation of detailed DAE models has become a cornerstone of many core activities including, process development, economic optimization, control system design and safety analysis. In such applications, one is primarily interested in the behavior of the model solution with respect variations in the model inputs or uncertainties in the model itself. This thesis addresses two computational problems of general interest in this regard. In the first, we are interested in computing a guaranteed enclosure of all solutions of a given DAE model subject to a specified set of inputs. This analysis has natural applications in uncertainty quantification and process safety verification, and is used for many important tasks in process control. However, for nonlinear dynamic systems, this task is very difficult. Existing methods apply only to ordinary differential equation (ODE) models, and either provide very conservative enclosures or require excessive computational effort. Here, we present new methods for computing interval bounds on the solutions of ODEs and DAEs. For ODEs, the focus is on efficient methods for using physical information that is often available in applications to greatly reduce the conservatism of existing methods. These methods are then extended for the first time to the class of semi-explicit index-one DAEs. The latter portion of the thesis concerns the global solution of optimization problems constrained by DAEs. Such problems arise in optimal control of batch processes, determination of optimal start-up and shut-down procedures, and parameter estimation for dynamic models. In nearly all conceivable applications, there is significant economic and/or intellectual impetus to locate a globally optimal solution. Yet again, this problem has proven to be extremely difficult for nonlinear dynamic models. A small number of practical algorithms have been proposed, all of which are limited to ODE models and require significant computational effort. Here, we present improved lower-bounding procedures for ODE constrained problems and develop a complete deterministic algorithm for problems constrained by semi-explicit index-one DAEs for the first time.
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 2012.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Cataloged from student-submitted PDF version of thesis.Includes bibliographical references (p. 447-460).
DepartmentMassachusetts Institute of Technology. Dept. of Chemical Engineering.
Massachusetts Institute of Technology