Numerical methods for closed-loop systems with non-autonomous data
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866914687759679488 |
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| author | Baran, B. Benner, P. Saak, J. Stillfjord, T. |
| author_facet | Baran, B. Benner, P. Saak, J. Stillfjord, T. |
| contents | By computing a feedback control via the linear quadratic regulator (LQR) approach and simulating a non-linear non-autonomous closed-loop system using this feedback, we combine two numerically challenging tasks. For the first task, the computation of the feedback control, we use the non-autonomous generalized differential Riccati equation (DRE), whose solution determines the time-varying feedback gain matrix. Regarding the second task, we want to be able to simulate non-linear closed-loop systems for which it is known that the regulator is only valid for sufficiently small perturbations. Thus, one easily runs into numerical issues in the integrators when the closed-loop control varies greatly. For these systems, e.g., the A-stable implicit Euler methods fails.\newline On the one hand, we implement non-autonomous versions of splitting schemes and BDF methods for the solution of our non-autonomous DREs. These are well-established DRE solvers in the autonomous case. On the other hand, to tackle the numerical issues in the simulation of the non-linear closed-loop system, we apply a fractional-step-theta scheme with time-adaptivity tuned specifically to this kind of challenge. That is, we additionally base the time-adaptivity on the activity of the control. We compare this approach to the more classical error-based time-adaptivity.\newline We describe techniques to make these two tasks computable in a reasonable amount of time and are able to simulate closed-loop systems with strongly varying controls, while avoiding numerical issues. Our time-adaptivity approach requires fewer time steps than the error-based alternative and is more reliable. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_13656 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Numerical methods for closed-loop systems with non-autonomous data Baran, B. Benner, P. Saak, J. Stillfjord, T. Numerical Analysis 65F45, 93A15, 93B52, 93C10 By computing a feedback control via the linear quadratic regulator (LQR) approach and simulating a non-linear non-autonomous closed-loop system using this feedback, we combine two numerically challenging tasks. For the first task, the computation of the feedback control, we use the non-autonomous generalized differential Riccati equation (DRE), whose solution determines the time-varying feedback gain matrix. Regarding the second task, we want to be able to simulate non-linear closed-loop systems for which it is known that the regulator is only valid for sufficiently small perturbations. Thus, one easily runs into numerical issues in the integrators when the closed-loop control varies greatly. For these systems, e.g., the A-stable implicit Euler methods fails.\newline On the one hand, we implement non-autonomous versions of splitting schemes and BDF methods for the solution of our non-autonomous DREs. These are well-established DRE solvers in the autonomous case. On the other hand, to tackle the numerical issues in the simulation of the non-linear closed-loop system, we apply a fractional-step-theta scheme with time-adaptivity tuned specifically to this kind of challenge. That is, we additionally base the time-adaptivity on the activity of the control. We compare this approach to the more classical error-based time-adaptivity.\newline We describe techniques to make these two tasks computable in a reasonable amount of time and are able to simulate closed-loop systems with strongly varying controls, while avoiding numerical issues. Our time-adaptivity approach requires fewer time steps than the error-based alternative and is more reliable. |
| title | Numerical methods for closed-loop systems with non-autonomous data |
| topic | Numerical Analysis 65F45, 93A15, 93B52, 93C10 |
| url | https://arxiv.org/abs/2402.13656 |