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We present an extension of Taylor’s theorem towards nonsmooth evalua-
tion procedures incorporating absolute value operaions. Evaluations procedures are
computer programs of mathematical functions in closed form expression and al-
low a different treatment of smooth operations and calls to the absolute value value
function. The well known classical Theorem of Taylor defines polynomial approx-
imation of sufficiently smooth functions and is widely used for the derivation and
analysis of numerical integrators for systems of ordinary differential or differential
algebraic equations, for the construction of solvers for the continuous nonlinear op-
timization of finite dimensional objective functions and for root solving of nonlinear
systems of equations. The herein provided proof is construtive and allow efficiently
designed algorithms for the execution and computation of generalized piecewise
polynomial expansions. As a demonstration we will derive a k-step method on the
basis of polynomial interpolation and the proposed generalized expansions.
We present an extension of Taylor's Theorem for the piecewise polynomial expansion of non-smooth evaluation procedures involving absolute value operations. Evaluation procedures are computer programs of mathematical functions in closed form expression and allow a different treatment of smooth operations or calls to the absolute value function. The well known classical Theorem of Taylor defines polynomial approximations of sufficiently smooth functions and is widely used for the derivation and analysis of numerical integrators for systems of ordinary differential- or differential-algebraic equations, for the construction of solvers for continuous non-linear optimization of finite dimensional objective functions and for root solving of non-linear systems of equations. The long term goal is the stabilization and acceleration of already known methods and the derivation of new methods by incorporating piecewise polynomial Taylor expansions. The herein provided proof of the higher order approximation quality of the new generalized expansions is constructive and allows efficiently designed algorithms for the execution and computation of the piecewise polynomial expansions. As a demonstration towards the ultimate goal we will derive a prototype of a {\$}{\$}k{\$}{\$}k-step method on the basis of polynomial interpolation and the proposed generalized expansions.
We present a concept that provides an efficient description of differential-algebraic equations (DAEs) describing flow networks which provides the DAE function f and their Jacobians in an automatized way such that the sparsity pattern of the Jacobians is determined before their evaluation and previously determined values of f can be exploited. The user only has to provide the network topology and local function descriptions for each network element. The approach uses automatic differentiation (AD) and is adapted to switching element functions via the abs-normal-form (ANF).
We present a concept that provides an efficient description of differential-algebraic equations (DAEs) describing flow networks which provides the DAE function f and their Jacobians in an automatized way such that the sparsity pattern of the Jacobians is determined before their evaluation and previously determined values of f can be exploited. The user only has to provide the network topology and local function descriptions for each network element. The approach uses automatic differentiation (AD) and is adapted to switching element functions via the abs-normal-form (ANF).
Simulation of Piecewise Smooth Differential Algebraic Equations with Application to Gas Networks
(2022)
Recent research has shown that piecewise smooth (PS) functions can be approximated by piecewise linear functions with second order error in the distance to
a given reference point. A semismooth Newton type algorithm based on successive application of these piecewise linearizations was subsequently developed
for the solution of PS equation systems. For local bijectivity of the linearization
at a root, a radius of quadratic convergence was explicitly calculated in terms
of local Lipschitz constants of the underlying PS function. In the present work
we relax the criterium of local bijectivity of the linearization to local openness.
For this purpose a weak implicit function theorem is proved via local mapping
degree theory. It is shown that there exist PS functions f:IR^2 --> IR^2 satisfying the weaker
criterium where every neighborhood of the root of f contains a point x such that
all elements of the Clarke Jacobian at x are singular. In such neighborhoods
the steps of classical semismooth Newton are not defined, which establishes
the new method as an independent algorithm. To further clarify the relation between a PS function and its piecewise linearization,
several statements about structure correspondences between the two are proved.
Moreover, the influence of the specific representation of the local piecewise linear models
on the robustness of our method is studied.
An example application from cardiovascular mathematics is given.
Due to the current and foreseeable shifts in energy production, the trading and transport operations of gas will become more dynamic, volatile, and hence also less predictable.
Therefore, computer-aided support in terms of rapid simulation and control optimization will further broaden its importance for gas network dispatching.
In this paper, we aim to contribute and openly publish two new mathematical models for regulators, also referred to as control valves, which together with compressors make up the most complex and involved types of active elements in gas network infrastructures.
They provide full direct control over gas networks but are in turn controlled via target values, also known as set-point values, themselves.
Our models incorporate up to six dynamical target values to define desired transient states for the elements' local vicinity within the network.
That is, each pair of every two target values defines a bounding box for the inlet pressure, outlet pressure as well as the passing mass flow of gas.
In the proposed models, those target values are prioritized differently and are constantly in competition with each other, which can only be resolved dynamically at run-time of either a simulation or optimization process.
Besides careful derivation, we compare simulation and optimization results with predictions of the commercial simulation tool SIMONE.
Due to the current and foreseeable shifts towards carbon dioxide neutral energy production, which will likely result in balancing fluctuating renewable energy generation by transforming power-to-gas-to-power as well as building a large-scale hydrogen transport infrastructure, the trading and transport operations of gas will become more dynamic, volatile, and hence also less predictable.
Therefore, computer-aided support in terms of rapid simulation and control optimization will further broaden its importance for gas network dispatching.
In this paper, we aim to contribute and openly publish two new mathematical models for regulators, also referred to as control valves, which together with compressors make up the most complex and involved types of active elements in gas network infrastructures.
They provide direct control over gas networks but are in turn controlled via target values, also known as set-point values, themselves.
Our models incorporate up to six dynamical target values to define desired transient states for the elements' local vicinity within the network.
That is, each pair of every two target values defines a bounding box for the inlet pressure, outlet pressure as well as the passing mass flow of gas.
In the proposed models, those target values are prioritized differently and are constantly in competition with each other, which can only be resolved dynamically at run-time of either a simulation or optimization process.
Besides careful derivation, we compare simulation and optimization results with predictions of the widely adopted commercial simulation tool SIMONE, serving as our substitute for actual real-world transport operations.
In this article we analyze a generalized trapezoidal rule for initial value problems with piecewise smooth right hand side F:IR^n -> IR^n.
When applied to such a problem, the classical trapezoidal rule suffers from a loss of accuracy if the solution trajectory intersects a non-differentiability of F. In such a situation the investigated generalized trapezoidal rule achieves a higher convergence order than the classical method. While the asymptotic behavior of the generalized method was investigated in a previous work, in the present article we develop the algorithmic structure for efficient implementation strategies
and estimate the actual computational cost of the latter.
Moreover, energy preservation of the generalized trapezoidal rule is proved for Hamiltonian systems with piecewise linear right hand side.
Tom Streubel has observed that for functions in abs-normal form, generalized Taylor expansions of arbitrary order $\bar d-1$ can be generated by algorithmic piecewise differentiation. Abs-normal form means that the real or vector valued function is defined by an evaluation procedure that involves the absolute value function $|...|$ apart from arithmetic operations and $\bar d$ times continuously differentiable univariate intrinsic functions. The additive terms in Streubel's expansion are abs-polynomial, i.e. involve neither divisions nor intrinsics. When and where no absolute values occur, Moore's recurrences can be used to propagate univariate Taylor polynomials through the evaluation procedure with a computational effort of $\mathcal O({\bar d}^2)$, provided all univariate intrinsics are defined as solutions of linear ODEs. This regularity assumption holds for all standard intrinsics, but for irregular elementaries one has to resort to Faa di Bruno's formula, which has exponential complexity in $\bar d$. As already conjectured we show that the Moore recurrences can be adapted for regular intrinsics to the abs-normal case. Finally, we observe that where the intrinsics are real analytic the expansions can be extended to infinite series that converge absolutely on spherical domains.