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Finite Elements with Switch Detection for Direct Optimal Control of Nonsmooth Systems

Title data

Nurkanović, Armin ; Sperl, Mario ; Albrecht, Sebastian ; Diehl, Moritz:
Finite Elements with Switch Detection for Direct Optimal Control of Nonsmooth Systems.
Freiburg , 2022 . - 46 p.
DOI: https://doi.org/10.48550/arXiv.2205.05337

Abstract in another language

This paper introduces Finite Elements with Switch Detection (FESD), a numerical discretization method for nonsmooth differential equations. We regard the Filippov convexification of these systems and a transformation into dynamic complementarity systems introduced by Stewart [44]. FESD is based on solving of nonlinear complementarity problems and able to automatically detect the nonsmooth events in time. If standard Runge-Kutta(RK) methods are naively applied to a nonsmooth ODE, the accuracy is at best of order one. In FESD, we let the integrator step-size to be a degree of freedom. Additional complementarity conditions, that we call cross complementarities, enable exact switch detection, hence FESD is able to recover the high order accuracy which the RK methods enjoy for smooth ODE. Additional conditions called step equilibration allow the step-size to change only when switches occur and thus avoid spurious degrees of freedom. Convergence results for the FESD method are derived, local uniqueness of the solution and convergence of numerical sensitivities are proven. The efficacy of FESD in demonstrated on several simulation and optimal control examples. In an optimal control problem benchmark with FESD we achieve up to five orders of magnitude more accurate solutions than a standard approach for the same computational time.

Further data

Item Type: Preprint, postprint
Refereed: No
Keywords: switched systems; hybrid systems; nonsmooth ODE; numerical integration; optimal control; numerical methods
Subject classification: 34A36, 49M25, 49Q12, 65L99, 49M37
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Result of work at the UBT: No
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 03 Jul 2023 06:13
Last Modified: 03 Jul 2023 06:13
URI: https://eref.uni-bayreuth.de/id/eprint/85901