12/22/2020
Ali M. Sahlodin
Department of Chemical Engineering
AmirKabir University of Technology
1397 S.H
Transitionand consistent re-initialization
Discontinuity sticking
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Parametric Sensitivities
in
Hybrid Dynamic Processes
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 3
Effect of variations of the parameters on the
solution
Applications
Design
analyze design changes w/o trial and error
Modeling
Relative importance of parameters
Parameter estimation
Optimization
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 4
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t;p) f (t , x(t;p), p),
Dynamic system (ODE) x( x(t0 ;p) h(p)
x p j (t ; p) f x (t , x(t; p), p)x p j (t; p) f p j (t , x(t; p), p)
x p j (t0 ; p) h p j (p)
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 5
Example
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 6
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Initial sensitivities
Differentiate initialization system w.r.t.
parameters
Sensitivity trajectories
Sensitivity transfer
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 7
Availability
of sensitivity in the new mode
depends on the discontinuity function
No guarantee of valid sensitivities
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 8
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Sensitivity jumps at event
points
See your notes for
calculation of sensitivity
transfers Galan et al., 1999
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 9
Mode switches 3 times
Galan et al (1999), Applied Num Math
Sensitivity jump
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Mode switches only once
Galan et al (1999), Applied Num Math
Sensitivity jump
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Generally, it occurs at event times
Sensitivities not defined at these times
Special cases with no sensitivity jump
Equal state derivatives across the event (for
ODEs)
Time events (independent of parameters)
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 12
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12/22/2020
If the sequence of modes changes by perturbing
the parameter
p=2.9: Mode 1Mode 2Mode
1Mode 2
p=3.1: Mode 1Mode 2
Mode 1
p=3: is a critical point
Mode 2
Galan et al (1999), Applied Num. Math
Copyright © Ali M. Sahlodin, Dept. of Chemical Engineering, AmirKabir Univ. of Tech. 13