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The notion of dissipative dynamical systems provides a formal description of processes that cannot generate energy internally. For these systems, changes in energy can only occur due to an external energy supply or dissipation effects. Unfortunately, dissipative properties tend to deteriorate in numerical computations, especially in nonlinear systems. Discrete gradient methods can help mitigate this problem. In this paper, we present a class of structure-preserving time discretization schemes based on discrete gradients for a special class of systems that are dissipative with respect to a quadratic supply rate.
We investigate discretization strategies for a recently introduced class of energy-based models. The model class encompasses classical port-Hamiltonian systems, generalized gradient flows, and certain systems with algebraic constraints. Our framework combines existing ideas from the literature and systematically addresses temporal discretization, spatial discretization, and model order reduction, ensuring that all resulting schemes are dissipation-preserving in the sense of a discrete dissipation inequality. For this, we use a Petrov-Galerkin ansatz together with appropriate projections. Numerical results for a nonlinear circuit model and the Cahn-Hilliard equation illustrate the effectiveness of the approach.
Dynamical systems consist of ordinary and partial differential equations and are among the most prominent approaches to model physical processes. They describe the evolution of the system in terms of the current system state and external control inputs. To improve model accuracy, it can be beneficial to explicitly include properties such as energy conservation or energy dissipation, which are usually present in the real-world phenomena, in the mathematical problem description. Ideally, these properties should be kept in mind whenever one interacts with the model. The focus of this thesis is on two kinds of interactions: the discretization of such models, and their control. Discretization techniques are necessary whenever the system evolution is to be approximated using computational methods. Similarly fundamental is the numerical realization of control inputs that lead to desired outcomes. Both aspects require special attention to retain an energy-based perspective. For this, the first step is usually to encode the energy properties in the algebraic description of the model. This description must strike a balance between general applicability and its corresponding benefits. The next step is to leverage the algebraic description in further analysis. While the field is well-developed for linear systems, the nonlinear case often poses additional difficulties. First, there seems to be no clear consensus about what model class to use to describe nonlinear physical phenomena. Second, many discretization methods that preserve the energy-based viewpoint in the linear case are not trivial to generalize to nonlinear systems. Third, studying the behavior of energy-optimal controls and finding control laws that can be realized via energy-based models is usually more difficult. In this thesis, these points are addressed. We give an overview of energy-based model classes used for nonlinear phenomena in both finite and infinite dimensions and investigate their relationship. Moreover, using a modified Petrov--Galerkin method and discrete gradients, we present multiple structure-preserving discretization schemes. Furthermore, we show that similar to the linear case, energy-optimal controls steer the associated trajectories to the submanifold of the state space where no dissipation is present. Finally, we combine an optimal feedback law characterized by the Hamilton--Jacobi--Bellman equation with output feedback to state an energy-based feedback controller. Our theoretical results are illustrated using numerical experiments.
This document aims to provide a concise and clear introduction to the topic of gas flow modeling. We present several models for gas flow, organized into hierarchies based on complexity. We discuss in detail the modeling of individual components such as valves and compressors. Network model classes based on purely algebraic relations and energy-based port-Hamiltonian models are included, along with a brief overview of basic numerical methods for hyperbolic balance laws and port-Hamiltonian systems.
We do not claim completeness and refer in many places to the existing literature.
This paper addresses the critical challenge of hydrogen embrittlement in the context of Germany’s transition to a sustainable, hydrogen-inclusive energy system. As hydrogen infrastructure expands, estimating and pricing embrittlement become paramount due to safety, operational, and economic concerns. We present a twofold contribution: (1) We discuss hydrogen embrittlement modeling using both continuum models and simplified approximations. (2) Based on these models, we propose optimization-based pricing schemes for market makers, considering simplified cyclic loading and more complex digital twin models. Our approaches leverage widely-used subcritical crack growth models in steel pipelines, with parameters derived from experiments. The study highlights the challenges and potential solutions for incorporating hydrogen embrittlement into gas transportation planning and pricing, ultimately aiming to enhance the safety and economic viability of Germany’s future energy infrastructure.
For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a Hamiltonian function, which represents an energy in the system and is conserved or dissipated along solutions. For infinite-dimensional systems this structure is preserved under suitable Galerkin discretization in space. The numerical scheme is energy-consistent in the sense that the Hamiltonian of the approximate solutions at time grid points behaves accordingly. This structure preservation property is achieved by specific design of a continuous Petrov-Galerkin (cPG) method in time. It coincides with standard cPG methods in special cases, in which the latter are energy-consistent. Examples of port-Hamiltonian ODEs and PDEs are presented to visualize the framework. In numerical experiments the energy consistency is verified and the convergence behavior is investigated.
We study $H_\infty$ control design for linear time-invariant port-Hamiltonian systems. By a modification of the two central algebraic Riccati equations, we ensure that the resulting controller will be port-Hamiltonian. Using these modified equations, we proceed to show that a corresponding balanced truncation approach preserves port-Hamiltonian structure. We illustrate the theoretical findings using numerical examples and observe that the chosen representation of the port-Hamiltonian system can have an influence on the approximation qualities of the reduced order model.
Manifold turnpikes of nonlinear port-Hamiltonian descriptor systems under minimal energy supply
(2025)
Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with respect to a manifold. Then, under controllability assumptions, it is shown that the optimal control problem exhibits a manifold turnpike property.
Dynamical systems can be used to model a broad class of physical processes, and conservation laws give rise to system properties like passivity or port-Hamiltonian structure. An important problem in practical applications is to steer dynamical systems to prescribed target states, and feedback controllers combining a regulator and an observer are a powerful tool to do so. However, controllers designed using classical methods do not necessarily obey energy principles, which makes it difficult to model the controller-plant interaction in a structured manner. In this paper, we show that a particular choice of the observer gain gives rise to passivity properties of the controller that are independent of the plant structure. Furthermore, we state conditions for the controller to have a port-Hamiltonian realization and show that a model order reduction scheme can be deduced using the framework of nonlinear balanced truncation. In addition, we propose a novel passivity preserving discrete gradient scheme for the time discretization of passive systems. To illustrate our results, we numerically realize the controller using the policy iteration and compare it to a controller where the observer gain is given by the extended Kalman filter.
Passive systems are characterized by their inability to generate energy internally, providing a powerful tool for modeling physical phenomena. In addition, algebraically encoding passivity in the system description can be advantageous. For this, port-Hamiltonian systems are a prominent approach. Another possibility is writing the system in suitable coordinates. In this article, we investigate the equivalence between passivity and the feasibility of passivity encoding representations, thereby elaborating upon existing results for port-Hamiltonian systems. Based on our findings, we present a method to construct port-Hamiltonian representations of a passive system if the dynamics and the Hamiltonian are known.