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We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

Variational principle for Kolmogorov-Petrovsky-Piskunov (KPP) minimal front speeds provides an efficient tool for statistical speed analysis, as well as a fast and accurate method for speed computation. A variational principle based…

Analysis of PDEs · Mathematics 2009-11-10 James Nolen , Jack Xin

Recent results in control systems and numerical integration literature utilize invariant set theory to lift dynamical systems evolving on nonlinear manifolds to those evolving on vector spaces. We leverage this technique to propose an…

Optimization and Control · Mathematics 2022-08-09 Siddharth H. Nair

This paper presents a new model-based algorithm that computes predictive optimal controls on-line and in closed loop for traditionally challenging nonlinear systems. Examples demonstrate the same algorithm controlling hybrid impulsive,…

Robotics · Computer Science 2017-09-04 Alex Ansari , Todd Murphey

Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…

Numerical Analysis · Mathematics 2018-08-20 Alexander Grimm , Christopher Beattie , Zlatko Drmač , Serkan Gugercin

Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard…

Numerical Analysis · Mathematics 2022-09-07 Brittany A Erickson , Jeremy E Kozdon , Tobias W Harvey

In this contribution we present how to obtain explicit state space models in port-Hamiltonian form when a mixed finite element method is applied to a linear mechanical system with non-uniform boundary conditions. The key is to express the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Tobias Thoma , Paul Kotyczka

This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…

Optimization and Control · Mathematics 2024-08-27 Ahmed Allibhoy , Jorge Cortés

Many physical systems are described by nonlinear differential equations that are too complicated to solve in full. A natural way to proceed is to divide the variables into those that are of direct interest and those that are not, formulate…

Numerical Analysis · Mathematics 2015-11-24 Alexandre J. Chorin , Fei Lu

Invariant manifolds are important constructs for the quantitative and qualitative understanding of nonlinear phenomena in dynamical systems. In nonlinear damped mechanical systems, for instance, spectral submanifolds have emerged as useful…

Computational Engineering, Finance, and Science · Computer Science 2021-10-15 Shobhit Jain , George Haller

We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…

Numerical Analysis · Mathematics 2019-04-15 Roland Pulch

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

A novel probabilistic approach for the design of mechanical structures with friction interfaces is proposed. The objective function is defined as the probability that a specified performance measure of the forced vibration response is…

Computational Engineering, Finance, and Science · Computer Science 2021-01-01 Malte Krack , Sebastian Tatzko , Lars Panning-von Scheidt , Jörg Wallaschek

In this paper we address the class of Sequential Decision Making (SDM) problems that are characterized by time-varying parameters. These parameter dynamics are either pre-specified or manipulable. At any given time instant the decision…

Optimization and Control · Mathematics 2022-01-26 Amber Srivastava , S. M. Salapaka

In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…

Plasma Physics · Physics 2016-10-05 David Ciro Taborda , Todd Edwin Evans , Iberê Luiz Caldas

This article introduces, and reviews recent work using, a simple optimisation technique for analysing the nonlinear stability of a state in a dynamical system. The technique can be used to identify the most efficient way to disturb a system…

Fluid Dynamics · Physics 2014-08-18 R. R. Kerswell , C. C. T. Pringle , A. P. Willis

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar

It is well known that conservative mechanical systems exhibit local oscillatory behaviours due to their elastic and gravitational potentials, which completely characterise these periodic motions together with the inertial properties of the…

Optimization and Control · Mathematics 2023-06-26 Yannik Wotte , Sven Dummer , Nicolò Botteghi , Christoph Brune , Stefano Stramigioli , Federico Califano

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…

Machine Learning · Statistics 2022-09-15 Jarrad Courts , Adrian Wills , Thomas Schön , Brett Ninness

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski