Paper Info
Title
Unified framework for the propagation of continuous-time enclosures for parametric nonlinear ODEs
Abstract
This paper presents a framework for constructing and analyzing enclosures of the reachable set of nonlinear ordinary differential equations using continuous-time set-propagation methods. The focus is on convex enclosures that can be characterized in terms of their support functions. A generalized differential inequality is introduced, whose solutions describe such support functions for a convex enclosure of the reachable set under mild conditions. It is shown that existing continuous-time bounding methods that are based on standard differential inequalities or ellipsoidal set propagation techniques can be recovered as special cases of this generalized differential inequality. A way of extending this approach for the construction of nonconvex enclosures is also described, which relies on Taylor models with convex remainder bounds. This unifying framework provides a means for analyzing the convergence properties of continuous-time enclosure methods. The enclosure techniques and convergence results are illustrated with numerical case studies throughout the paper, including a six-state dynamic model of anaerobic digestion.
Year
DOI
Venue
2015
10.1007/s10898-014-0235-6
Journal of Global Optimization
Keywords
Field
DocType
Interval analysis,Ellipsoidal calculus,Taylor models,Ordinary differential equations,Differential inequalities,Convergence analysis,Dynamic optimization,Global optimization
Convergence (routing),Mathematical optimization,Nonlinear system,Enclosure,Ordinary differential equation,Global optimization,Mathematical analysis,Computer science,Remainder,Parametric statistics,Interval arithmetic
Journal
Volume
Issue
ISSN
62
3
0925-5001
Citations 
PageRank 
References 
12
0.59
29
Authors
3
Name
Order
Citations
PageRank
Mario Eduardo Villanueva1336.10
Boris Houska221426.14
Benoît Chachuat312510.89