Uncertainty quantification in hybrid dynamical systems

JOURNAL OF COMPUTATIONAL PHYSICS

卷:237

Article

Sahai, Tuhin¹  Pasini, Jose Miguel¹ 

[1] United Technol Res Ctr, E Hartford, CT 06108 USA

关键词: Hybrid dynamical systems;    Uncertainty quantification;    Polynomial chaos;    Wavelet expansions;    Transport operator theory;   

DOI  :  10.1016/j.jcp.2012.10.030

来源: Elsevier

【 摘 要 】

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with stringent assumptions on smoothness (such as polynomial chaos and Quasi-Monte Carlo). In this work, we develop a fast UQ approach for hybrid dynamical systems by extending the polynomial chaos methodology to these systems. To capture discontinuities, we use a wavelet-based Wiener-Haar expansion. We develop a boundary layer approach to propagate uncertainty through separable reset conditions. We also introduce a transport theory based approach for propagating uncertainty through hybrid dynamical systems. Here the expansion yields a set of hyperbolic equations that are solved by integrating along characteristics. The solution of the partial differential equation along the characteristics allows one to quantify uncertainty in hybrid or switching dynamical systems. The above methods are demonstrated on example problems. (c) 2013 United Technologies Corporation. Published by Elsevier Inc. All rights reserved.

【 授权许可】

Free