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Control and Optimization of Energy Efficient Buildings: A Control Grand Challenge J. A. Burns, E. M. Cliff, C. N. Rautenberg, L. Zietsman Interdisciplinary Center for Applied Mathematics Workshop in Celebration of the Life, Mathematics and Memories of Christopher I. Byrnes September 10 - 12, 2010 Air Flow in a Hospital Suite

Control and Optimization of Energy Efficient Buildings: A …gilliam/ttu/cib_mem_webpage/Chris_Byrnes... · Control and Optimization of Energy Efficient Buildings: A Control Grand

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Page 1: Control and Optimization of Energy Efficient Buildings: A …gilliam/ttu/cib_mem_webpage/Chris_Byrnes... · Control and Optimization of Energy Efficient Buildings: A Control Grand

Control and Optimization of Energy Efficient Buildings: A Control Grand Challenge

J. A. Burns, E. M. Cliff, C. N. Rautenberg, L. Zietsman

Interdisciplinary Center for Applied MathematicsWorkshop in Celebration of the Life, Mathematics and

Memories of Christopher I. ByrnesSeptember 10 - 12, 2010

Air Flow in aHospital Suite

Page 2: Control and Optimization of Energy Efficient Buildings: A …gilliam/ttu/cib_mem_webpage/Chris_Byrnes... · Control and Optimization of Energy Efficient Buildings: A Control Grand

Control and Optimization of Energy Efficient Buildings: A Control Grand Challenge

J. A. Burns, E. M. Cliff, C. N. Rautenberg, L. Zietsman

Interdisciplinary Center for Applied MathematicsWorkshop in Celebration of the Life, Mathematics and

Memories of Christopher I. ByrnesSeptember 10 - 12, 2010

Air Flow in aHospital Suite

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Christopher I. Byrnes

3Chris Byrnes Workshop

ALWAYS HAD A SMILEENJOYED LIFE

LOVED HIS WIFELOVED MATHEMATICS

CHRIS HAD “THAT VISION THING” … THE LAST TIME WE TALKED

IT WAS ABOUT DESIGN & CONTROL OF BUILDINGS

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Energy and Buildings

WHYBUILDINGS

4Chris Byrnes Workshop

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Energy and Buildings

WHYBUILDINGS

ANDNOT THIS

5Chris Byrnes Workshop

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Energy and Buildings

WHYBUILDINGS

ANDNOT THIS

6Chris Byrnes Workshop

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Impact of Energy Efficient Buildings

• A 50 percent reduction in buildings’ energy usage would beequivalent to taking every passenger vehicle and small truck in theUnited States off the road.

• A 70 percent reduction in buildings’ energy usage is equivalent toeliminating the entire energy consumption of the U.S.transportation sector.

HUGE

7Chris Byrnes Workshop

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Impact of Energy Efficient Buildings

• A 50 percent reduction in buildings’ energy usage would beequivalent to taking every passenger vehicle and small truck in theUnited States off the road.

• A 70 percent reduction in buildings’ energy usage is equivalent toeliminating the entire energy consumption of the U.S.transportation sector.

HUGE

? WHY ?

DESIGN, CONTROL AND OPTIMIZATION OF WHOLE BUILDING SYSTEMS IS THE ONLY WAY TO GET THERE

8Chris Byrnes Workshop

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Impact of Energy Efficient Buildings

• A 50 percent reduction in buildings’ energy usage would beequivalent to taking every passenger vehicle and small truck in theUnited States off the road.

• A 70 percent reduction in buildings’ energy usage is equivalent toeliminating the entire energy consumption of the U.S.transportation sector.

HUGE

? WHY ?

84% of energy consumed in buildingsis during the use of the building

DESIGN, CONTROL AND OPTIMIZATION OF WHOLE BUILDING SYSTEMS IS THE ONLY WAY TO GET THERE

9Chris Byrnes Workshop

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Impact of Energy Efficient Buildings

• A 50 percent reduction in buildings’ energy usage would beequivalent to taking every passenger vehicle and small truck in theUnited States off the road.

• A 70 percent reduction in buildings’ energy usage is equivalent toeliminating the entire energy consumption of the U.S.transportation sector.

HUGE

? WHY ?

84% of energy consumed in buildingsis during the use of the building

REQUIRES COMBINING - MODELING, COMPLEX MULTISCALE DYNAMICS, CONTROL, OPTIMIZATION, SENSITIVITY, HIGH PERFORMANCE COMPUTING … THINGS THAT WE DO!

DESIGN, CONTROL AND OPTIMIZATION OF WHOLE BUILDING SYSTEMS IS THE ONLY WAY TO GET THERE

10Chris Byrnes Workshop

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Existence ProofEnergy Retrofit

10-30% Reduction

Very Low Energy>50% Reduction

LEED Design20-50% Reduction

Tulane Lavin BernieNew Orleans LA

150K ft2, 150 kWhr/m2

1513 HDD, 6910 CDDPorous Radiant Ceiling, Humidity Control Zoning, Efficient Lighting,

Shading

Cityfront SheratonChicago IL

1.2M ft2, 300 kWhr/m2

5753 HDD, 3391 CDDVS chiller, VFD fans, VFD pumps

Condensing boilers & DHW

Deutsche PostBonn Germany

1M ft2, 75 kWhr/m2

6331 HDD, 1820 CDDNo fans or Ducts

Slab coolingFaçade preheat

Night cool

• Different types of equipment for space

conditioning & ventilation

• Increasing design integration of

subsystems & control

Courtesy of Clas Jacobson UTC

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Whole Building Systems

Loads

Electrical

Information Management

Distribution

Weather

Heating, Ventilation,Air Conditioning

Lighting Lights &Fixtures

EnvelopeStructure

BuildingInsulation

Building Operating Conditions

Safety & Security

Information Thermal Power Link that is not always exploited

Building ManagementSystem

Cost Utilities

Thermostat

MotionSensors

IT Network

BuildingGeometry

Grid

On-Site Gen

Distribution (Fans, Pumps)

Heating & ACEquipment

Other LoadsWater HeatingOffice Equipment

Facilityaccess

Fire / Smoke Detection and Alarm Video

12Chris Byrnes Workshop

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Multi-Scale in Time and Space

Chris Byrnes Workshop 13

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Whole Buildings Are Complex SystemA whole building system is a complex system because:

1. The system components do not necessarily have mathematically similar structures and may involve different scales in time or space;

2. The number of components may be large, sometimes enormous;3. Components can be connected in a variety of different ways, most often

nonlinearly and/or via a network. Furthermore, local and system wide phenomena may depend on each other in complicated ways;

4. The behavior of the overall system can be difficult to predict from the behavior of individual components. Moreover, the overall system behavior may evolve along qualitatively different pathways that may display great sensitivity to small perturbations at any stage.

In addition to the above definition, even a single room can be a complex system if one is concerned with multi-physics dynamics such as coupled (chemically reacting) air flows, thermal profiles, energy flows, air quality, room geometry and the supervisory (closed-loop, possible human in the loop) control.

14Chris Byrnes Workshop

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Whole Buildings Are Complex SystemA whole building system is a complex system because:

1. The system components do not necessarily have mathematically similar structures and may involve different scales in time or space;

2. The number of components may be large, sometimes enormous;3. Components can be connected in a variety of different ways, most often

nonlinearly and/or via a network. Furthermore, local and system wide phenomena may depend on each other in complicated ways;

4. The behavior of the overall system can be difficult to predict from the behavior of individual components. Moreover, the overall system behavior may evolve along qualitatively different pathways that may display great sensitivity to small perturbations at any stage.

In addition to the above definition, even a single room can be a complex system if one is concerned with multi-physics dynamics such as coupled (chemically reacting) air flows, thermal profiles, energy flows, air quality, room geometry and the supervisory (closed-loop, possible human in the loop) control.

MATHEMATICAL DEFINITIONOF A COMPLEX SYSTEM

David L. Brown, John Bell, Donald Estep, William Gropp, Bruce Hendrickson, Sallie Keller-McNulty, David Keyes, J. Tinsley Oden and Linda Petzold, Appled Mathematics at the U.S. Department of Energy: Past, Present and a View to the Future, DOE Report LLNL-TR-401536, May 2008.

15Chris Byrnes Workshop

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Technical Challenge

Chris Byrnes Workshop 16

The general technical challenge was issued by the U.S. Secretary of Energy, Dr. Steven Chu:

“We need to do more transformational research at DOE … including computer design tools for commercial and residential buildings that enable reductions in energy consumption of up to 80 percent with investments that will pay for themselves in less than 10 years.”

Secretary of Energy Dr. Steven Chu, House Science Committee Testimony, March 17, 2009

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Technical Challenges

Chris Byrnes Workshop 17

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Technical Challenges

Chris Byrnes Workshop 18

MODELING AND SIMULATION TOOLS THAT CAPTURE THE CORRECT BUILDING PHYSICS AT ALL KEY TIME AND SPATIAL SCALES ARE ESSENTIAL

HOWEVER, BUILDING SIMULATION ALONE IS NOT SUFFICIENT

MATHEMATICAL AND COMPUTATIONAL TOOLS MUST BE DEVELOPED SPECIFICALLY TO ALLOW INTEGRATION AND TO INTERFACE WITH:

DESIGN – CONTROL – OPTIMIZATION –SENSITIVITY – UNCERTAINTY TOOLS

ALSO, REVOLUTIONARY ADVANCES WILL OCCUR ONLY IF THE ALGORITHMS AND COMPUTATIONAL TOOLS …

ENABLE “PLUG-AND-PLAY” FOR NEW COMPONENT TECHNOLOGIESARE BASED ON STATE OF THE ART COMPUTATIONAL SCIENCEHAVE USER INTERFACES SUITABLE FOR BROAD BUILDING STOCKSBE BUILT ON OPEN SOURCE SOFTWARETAKE ADVANTAGE OF MODERN COMPUTER AND COMPUTER SCIENCE TECHNOLOGY INCLUDING HIGH PERFORMANCE COMPUTING

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Chris Byrnes Workshop 19

BARRIERS MISCONCEPTIONSIF I CAN SIMULATE A SYSTEM, THEN I CAN OPTIMIZE OR CONTROL IT or I MUST BE ABLE TO CONDUCT HIGH FIDELITY SIMULATIONS BEFORE I CAN DESIGN, OPTIMIZE OR CONTROL A SYSTEM

• DESIGN, OPTIMIZATION AND CONTROL MAY REQUIRE 1,000’s OF SIMULATIONS

• SIMULATION ASSUMES ALL PARAMETERS, INPUTS, DISTRUBANCES ARE GIVEN

• CONTROL DESIGN IS THE PROCESS OF FINDING OPTIMAL INPUTS

• DESIGN AND CONTROL IS OFTEN DONE WITH REDUCED ORDER MODELS

CONCATENATING THE “BEST SIMULATION TOOL” WITH THE “BEST DESIGN TOOL” PRODUCES THE BEST DESIGN OR CONTROL

IF I CAN SIMULATE THE OPEN-LOOP SYSTEM, THEN I CAN SIMULATE THE CLOSED-LOOP SYSTEM

THERE ARE NO THEORIES TO DEAL WITH MULTI-SCALE DISTRIBUTED PARAMETER CONTROL SYSTEMS

1. EXISTING BUILDING SIMULATION AND ENERGY TOOLS ARE NOT SUITABLE FOR DESIGN, OPTIMIZATION AND CONTROL OF WHOLE BUILDING SYSTEMS

• THEY WERE NOT DESIGNED FOR THESE PURPOSES

• THEY WERE DESIGNED TO RUN ON PC TYPE PLATFORMS AND HENCE FORCED TO USE CRUDE MODELS OF THE PHYSICS - CHEMISTRY

• DO NOT TAKE ADVANTAGE OF STATE-OF-THE ART ALGORITHMS AND NEW COMPUTER PLATFORMS

• OFTEN IGNORE SPATIAL FEATURES AND TIME SCALES THAT ARE ESSENTIAL TO OPTIMIZATION AND DESIGN TOOLS

2. EXISTING MODELS DO NOT ADDRESS UNCERTAINTY, MULTI-SCALE DYNAMICS AND REAL-TIME REQUIREMENTS

3. EXISTING SOFTWARE IS OFTEN BASED ON CRUDE MODELS, DOES NOT ALLOW FOR EASY INTEGRATION OF DESIGN AND CONTROL TOOLBOXES AND GUI’s / USER INTERFACES DO NOT EXIST – “USED ONLY BECAUSE IT IS FREE”

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NEW DOE HUB

Chris Byrnes Workshop 20

August 22, 2010: The U.S. Department of Energy announced theestablishment of a research hub for energy-efficient building technologies atthe Navy Yard in South Philadelphia. The Energy-Efficient Building SystemsDesign Hub’s mission will be to develop new energy efficient components forintegration into whole building systems, new mathematical models andcomputer design tools that can be used for design and control of newbuildings and to retrofit existing buildings. It also will analyze the role ofpolicy, markets and behavior in the adoption and use of energy technology inbuildings.

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NEW DOE HUB

Chris Byrnes Workshop 21

August 22, 2010: The U.S. Department of Energy announced theestablishment of a research hub for energy-efficient building technologies atthe Navy Yard in South Philadelphia. The Energy-Efficient Building SystemsDesign Hub’s mission will be to develop new energy efficient components forintegration into whole building systems, new mathematical models andcomputer design tools that can be used for design and control of newbuildings and to retrofit existing buildings. It also will analyze the role ofpolicy, markets and behavior in the adoption and use of energy technology inbuildings.

Interdisciplinary Center for Applied Mathematics

Task 1: MODELING AND COMPUTATIONAL TOOLS SPECIFICALLY FOR DESIGN, OPTIMIZATION AND CONTROL OF HIGH PERFORMANCE BUILDINGS ….

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Chris Byrnes Workshop 22

WHOLE BUILDING MODELING, SIMULATION AND HOLISTIC DESIGN

HPC ENABLED MODEL REDUCTION

HPC FOR PARALLEL OPTIMIZATION & DESIGN

PREDICTIVE MODELING AND SIMULATION OF CLOSED-LOOP DYNAMICSENABLE “PLUG-AND-PLAY” FOR NEW COMPONENT TECHNOLOGIES

SHOULD “SOLVE” NON-STANDARD EQUATIONS –

NON-LOCAL (IN SPACE) COUPLED SYSTEMS

PDE SYSTEMS IN HIGH SPATIAL DIMENSION ( ≥ 6) ALLOW FOR DATA DRIVEN COMPUTATION

UNCERTAINTY QUANTIFICATION

NEW MATHEMATICAL AND COMPUTATIONAL TOOLS SPECIFICALLYFOR DESIGN – CONTROL - OPTIMIZATION – SENSITIVITY – UNCERTAINTY

BASED ON STATE OF THE ART COMPUTATIONAL SCIENCE

DEAL WITH MULTI-SCALE PHYSICS, CHEMISTRY AND COMPLEXITY

HAVE USER INTERFACES SUITABLE FOR BROAD BUILDING STOCKS

BE BUILT ON OPEN SOURCE SOFTWARE

ROLES OF HIGH PERFORMANCE COMPUTING

22

Difficult but Essential R&D

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Chris Byrnes Workshop 23

WHOLE BUILDING MODELING, SIMULATION AND HOLISTIC DESIGN

HPC ENABLED MODEL REDUCTION

HPC FOR PARALLEL OPTIMIZATION & DESIGN

PREDICTIVE MODELING AND SIMULATION OF CLOSED-LOOP DYNAMICSENABLE “PLUG-AND-PLAY” FOR NEW COMPONENT TECHNOLOGIES

SHOULD “SOLVE” NON-STANDARD EQUATIONS –

NON-LOCAL (IN SPACE) COUPLED SYSTEMS

PDE SYSTEMS IN HIGH SPATIAL DIMENSION ( ≥ 6) ALLOW FOR DATA DRIVEN COMPUTATION

UNCERTAINTY QUANTIFICATION

NEW MATHEMATICAL AND COMPUTATIONAL TOOLS SPECIFICALLYFOR DESIGN – CONTROL - OPTIMIZATION – SENSITIVITY – UNCERTAINTY

BASED ON STATE OF THE ART COMPUTATIONAL SCIENCE

DEAL WITH MULTI-SCALE PHYSICS, CHEMISTRY AND COMPLEXITY

HAVE USER INTERFACES SUITABLE FOR BROAD BUILDING STOCKS

BE BUILT ON OPEN SOURCE SOFTWARE

ROLES OF HIGH PERFORMANCE COMPUTING

23

Difficult but Essential R&D

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HP2C Enabled Model Reduction

Chris Byrnes Workshop 24

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HP2C REQUIREMENTS

Chris Byrnes Workshop 25

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High Performance Computing for:

Chris Byrnes Workshop 2626

Holistic control design - optimal sensor placement

Shape sensitivity analysis and uncertainty

Ω

( )qΩOBSERVER

FUNCTIONAL GAINSENSOR ON LOWER

SIDE WALL

SENSITIVITY WITH RESPECT TO WALL MOVEMENT

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Sensor Location Issues

( ) 2( , ) ( , ) ( , ) ( , ) ( ) ( )tC T t v t T t T t g v tρ κ∂∂ + ∇ = ∇ +x x x x x

1( , ) | ( ) ( )T t b tuΓ =x x

Ω1Γ

ξΩ

= ⋅ = ∫∫∫

( ) ( , ) ( ) ( , )D

t DT t d T t dx x x

u(t) = Temperature of inflow

DΩControlled region

BOUNDARY CONTROL

27Chris Byrnes Workshop

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Sensor Location Issues

( ) 2( , ) ( , ) ( , ) ( , ) ( ) ( )tC T t v t T t T t g v tρ κ∂∂ + ∇ = ∇ +x x x x x

1( , ) | ( ) ( )T t b tuΓ =x x

( )( ) ( ) ( , ) ( ) ( , ) ( )

qy t C T t c T t w tq d

Ω= ⋅ = +∫∫∫ x x x

Ω1Γ

ξΩ

= ⋅ = ∫∫∫

( ) ( , ) ( ) ( , )D

t DT t d T t dx x x

u(t) = Temperature of inflow

DΩControlled region

( ) :xq q δΩ = ∈Ω − <x( )qΩ

Sensor region

BOUNDARY CONTROL

28Chris Byrnes Workshop

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Flow Field

29Chris Byrnes Workshop

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Distributed Parameter Formulation

ALL CONTINUOUS (Hilbert-Schmidt) LINEAR FEEDBACK LAWS HAVE THE REPRESENTATION

( ) ( ) ( ) ( , )Tu t z t T tK dkΩ

= − = −∫∫∫ x x x

( ) ( ) ( )z(t) Az t Bu t Gv t= + +

( )(t) Dz tξ =( ) ( ) ( )y(t) C z t Ew tq= +

LINEAR DP SYSTEM

CONTROLLED OUTPUT

SENSED OUTPUT

30Chris Byrnes Workshop

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Distributed Parameter Formulation

ALL CONTINUOUS (Hilbert-Schmidt) LINEAR FEEDBACK LAWS HAVE THE REPRESENTATION

( ) ( ) ( ) ( , )Tu t z t T tK dkΩ

= − = −∫∫∫ x x x

( ) ( ) ( )z(t) Az t Bu t Gv t= + +

( )(t) Dz tξ =( ) ( ) ( )y(t) C z t Ew tq= +

LINEAR DP SYSTEM

CONTROLLED OUTPUT

SENSED OUTPUT

FEEDBACK FUNCTIONAL GAIN

31Chris Byrnes Workshop

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Dynamic Controller

( ) ( ) ( ) ( , )Tu t z t T tK dkΩ

= − = −∫∫∫ x x x

( ) ( )[ ( ) ( ) ( )]e e ez (t) A z t F y t C zq q t= + −

[ ( ) ]( ) ( , )Tq qfF y y=x x

( ) ( ) ( ) ( , )ˆ Te et z t Tu tK k dΩ

= − = −∫∫∫ x x x

32Chris Byrnes Workshop

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Dynamic Controller

( ) ( ) ( ) ( , )Tu t z t T tK dkΩ

= − = −∫∫∫ x x x

( ) ( )[ ( ) ( ) ( )]e e ez (t) A z t F y t C zq q t= + −

[ ( ) ]( ) ( , )Tq qfF y y=x x OBSERVERFUNCTIONAL GAINS

( ) ( ) ( ) ( , )ˆ Te et z t Tu tK k dΩ

= − = −∫∫∫ x x x

33Chris Byrnes Workshop

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Dynamic Controller

( ) ( ) ( ) ( , )Tu t z t T tK dkΩ

= − = −∫∫∫ x x x

( ) ( )[ ( ) ( ) ( )]e e ez (t) A z t F y t C zq q t= + −

[ ( ) ]( ) ( , )Tq qfF y y=x x OBSERVERFUNCTIONAL GAINS

( ) ( ) ( ) ( , )ˆ Te et z t Tu tK k dΩ

= − = −∫∫∫ x x x

34Chris Byrnes Workshop

? WHAT DO THESE FUNCTIONAL GAINS TYPICALLY LOOK LIKE ?

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Functional Gains

FEEDBACKFUNCTIONAL GAIN

OBSERVERFUNCTIONAL GAIN

SENSOR ON TOP WALL

( ) ( ) ( , )Tt t dk TuΩ

= −∫∫∫ x x x

PLACE SENSOR ON DESK

[ ( ) ]( ) ( , )Tq qfF y y=x x

SENSOR ON WALL

WHICH WALLAND WHERE

Sensor on top

35Chris Byrnes Workshop

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Where to Place Sensors

( ) ( ) ( , )Tt t dk TuΩ

= −∫∫∫ x x x

Let be the "support" of ( )K TkΩΩ ⊂ x

( ) ( ) ( , ) ( ) ( , )K

T Tt T t d T t du k kΩ Ω

= − ≅ −∫∫∫ ∫∫∫x x x x x x

( , )T t xNEED (SENSED) INFORMATION ABOUT ON Ωk

KΩ ⊂ΩMAYBE THE REGION IS A GOOD PLACE TO LOCATE SENSORS?

36Chris Byrnes Workshop

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Where to Place Sensors

( ) ( ) ( , )Tt t dk TuΩ

= −∫∫∫ x x x

Let be the "support" of ( )K TkΩΩ ⊂ x

( ) ( ) ( , ) ( ) ( , )K

T Tt T t d T t du k kΩ Ω

= − ≅ −∫∫∫ ∫∫∫x x x x x x

( , )T t xNEED (SENSED) INFORMATION ABOUT ON Ωk

KΩ ⊂ΩMAYBE THE REGION IS A GOOD PLACE TO LOCATE SENSORS?

WE HAVE DONE THIS AND IT (OFTEN) WORKS, BUT

--- NOT ALWAYS POSSILE ------ NOT ALWAYS THE BEST LOCATION ---

37Chris Byrnes Workshop

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Observer Functional GainS

OBSERVERFUNCTIONAL GAIN

SENSOR ON SIDE WALL

Sensor on centeredon lower side wall

OBSERVERFUNCTIONAL GAIN

SENSOR ON SIDE WALL

Sensor on lower leftside wall

38Chris Byrnes Workshop

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Observer Functional GainS

OBSERVERFUNCTIONAL GAIN

SENSOR ON SIDE WALL

Sensor on centeredon lower side wall

OBSERVERFUNCTIONAL GAIN

SENSOR ON SIDE WALL

Sensor on lower leftside wall

39

PROVIDES ENGINEERING INSIGHTBUT CAN THIS BE OBTAINED

THROUGH FORMAL OPTIMIZATION ?

Chris Byrnes Workshop

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State Estimator* * * *, 1M GG , Q D D, CC N EE = = = = =O

* * * ( ) ( ) 0A A C C Gq GqΣ +Σ −Σ Σ + =

2005 - Curtain, Mikkola and Sasane, JMAA

* *( ) ( ) ( ) ( )= Σ = Σ qF Cq qCq

ARE NUCLEAR*M GG=*( ) ( ) ( ) C Cq q q=O ANDIF

( )Σ = Σ qTHEN AND ARE NUCLEAR( )F q

1972 – Bensoussan, Springer Lecture Notes 29440Chris Byrnes Workshop

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Optimal Sensor Location Problem

( ) ( ) ( )[ ( ) ( ) ( )]e e ez (t) Az t Bu t F y t C zq q t= + + −

( ) ( )= Σerr traceq q

Here, Σ =Σ (q) is the state estimation covariance operatorand the estimation error is

* * * ( ) ( ) 0A A C C Gq GqΣ +Σ −Σ Σ + =

41

*( ) ( )F Cq q= Σ

Chris Byrnes Workshop

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Optimal Sensor Location Problem

( ) ( ) ( )[ ( ) ( ) ( )]e e ez (t) Az t Bu t F y t C zq q t= + + −

( ) ( )= Σerr traceq q( ) ( ) ( ), = Σ + ∈Λ ⊆ ΩJ trace Nq q q q

Here, Σ =Σ (q) is the state estimation covariance operatorand the estimation error is

Find qopt ∈ Λ to minimize ( )J q

* * * ( ) ( ) 0A A C C Gq GqΣ +Σ −Σ Σ + =

42

*( ) ( )F Cq q= Σ

Chris Byrnes Workshop

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g(x) =1 , M=GG*

1/ ( ( ))htr ce qa Σ43Chris Byrnes Workshop

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g(x) =1 , M=GG*

1/ ( ( ))htr ce qa Σ44

MATCHES INSIGHT OBTAINEDFROM FUNCTIONAL GAINS

Chris Byrnes Workshop

BASIS FOR A RIGOROUSMEHTODOLOGY & COMPUTATIONS

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The Riccati Equation

45

* * *( ) ( ) ( ) ( ) ( ( )) ( ( )) ( ) t A t t A t C t C t t GGγ γΣ = Σ +Σ −Σ Σ +

0(0)Σ = Σ

RICCATI DIFFERENTIAL EQUATION

Chris Byrnes Workshop

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The Riccati Equation

46

* * *( ) ( ) ( ) ( ) ( ( )) ( ( )) ( ) t A t t A t C t C t t GGγ γΣ = Σ +Σ −Σ Σ +

0(0)Σ = Σ

*0

* * *

0

( ) ( ) ( )

+ ( )( ( ) ( ) ( ) ( ( )) ( ( )) ( )) ( )t

t S t S t

S t s G s G s s C s C s s S t s d sγ γ

Σ = Σ

− −Σ Σ −∫

RICCATI INTEGRAL EQUATION

RICCATI DIFFERENTIAL EQUATION

Chris Byrnes Workshop

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The Riccati Equation

47

* * *( ) ( ) ( ) ( ) ( ( )) ( ( )) ( ) t A t t A t C t C t t GGγ γΣ = Σ +Σ −Σ Σ +

0(0)Σ = Σ

*0

* * *

0

( ) ( ) ( )

+ ( )( ( ) ( ) ( ) ( ( )) ( ( )) ( )) ( )t

t S t S t

S t s G s G s s C s C s s S t s d sγ γ

Σ = Σ

− −Σ Σ −∫

RICCATI INTEGRAL EQUATION

HOW DOES ONE INTERPERT THE INTEGRAL ?

USUALLY POINTWISE

RICCATI DIFFERENTIAL EQUATION

BOCHNER INTEGRAL IS IMPORTANT FOR NUMERICSChris Byrnes Workshop

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Riccati Integral Equation

48

Theorem (Rautenberg) Let H be a separable Hilbert spaceand assume

0( ) ( ) is a -semigroupi S t C0 1 (The space of Nuclear Class Operators( ) ii Σ ∈J

* 11( ) ( ) ( ) ([0, ); )lociii L⋅ = ⋅ ∈ +∞ JO O

*1( ) ( ) ( ) ([0, ); ).lociv L∞⋅ = ⋅ ∈ +∞ JM M

*0

*

0

( ( )) ( ) ( )

+ ( )( ( ) ( ) ( ) ( )) ( )t

S t S t

S t s s s s s S t s d s

Σ ⋅ = Σ

− −Σ Σ −∫

F

MO

Then the mapping 12 1: ([0, ); ) ([0, ); )locL C+∞ → +∞J JF

is well defined, where the integral is the Bochner integral. Chris Byrnes Workshop

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Riccati Integral Equation

49

Theorem (Rautenberg) Let H be a separable Hilbert spaceand assume

0( ) ( ) is a -semigroupi S t C0 1 (The space of Nuclear Class Operators( ) ii Σ ∈J

* 11( ) ( ) ( ) ([0, ); )lociii L⋅ = ⋅ ∈ +∞ JO O

*1( ) ( ) ( ) ([0, ); ).lociv L∞⋅ = ⋅ ∈ +∞ JM M

*0

*

0

( ( )) ( ) ( )

+ ( )( ( ) ( ) ( ) ( )) ( )t

S t S t

S t s s s s s S t s d s

Σ ⋅ = Σ

− −Σ Σ −∫

F

MO

Then the mapping 12 1: ([0, ); ) ([0, ); )locL C+∞ → +∞J JF

is well defined, where the integral is the Bochner integral. Chris Byrnes Workshop

NEW MATHEMATICAL RESULTS REQUIRED FOR ACCURATE COMPUTATIONS

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A 3D Example

50

[ ]20( , , , ) g( , , ) 10020 20 Tt x y x y zaκ = =

The Bochner integrals that define GG* and C are computed

with tolerances of 10-7 and 10-3 , respectively

Chris Byrnes Workshop

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51Chris Byrnes Workshop

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52Chris Byrnes Workshop

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A 3D Example

53

[ ]2( , , , ) g( , , ) 2 50 20 20 Tt x y a x y zκ = =

The Bochner integrals that define GG* and C are computed

with tolerances of 10-6 and 10-2 , respectively

Chris Byrnes Workshop

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54Chris Byrnes Workshop

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55Chris Byrnes Workshop

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56

ACCURATE APPROXIMATION OFTHE BOCHNER INTEGRALS

IS ESSENTIAL

Chris Byrnes Workshop

APPLIED & COMPUTATIONALMATHEMATICS

ARE THE ENABELING SCIENCES

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Wisdom of Burns and Byrnes

Chris Byrnes Workshop 57

“We can’t solve (today’s) problems by using thesame kind of thinking we used when we created them.”

-- Albert Einstein

“If stupidity got us into this mess, then why can’tit get us out”

-- Will Rogers

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Wisdom of Burns and Byrnes

Chris Byrnes Workshop 58

“We can’t solve (today’s) problems by using thesame kind of thinking we used when we created them.”

-- Albert Einstein

“A man only learns in two ways, one by reading,and the other by association with smarter people”

-- Will Rogers

“If stupidity got us into this mess, then why can’tit get us out”

-- Will Rogers

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John Burns’ Confession

Chris Byrnes Workshop 59

I don’t read much, but I have always associated with much smarter people… and none were smarter than Chris.

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John Burns’ Confession

Chris Byrnes Workshop 60

I don’t read much, but I have always associated with much smarter people… and none were smarter than Chris.

THANKS CHRIS

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Chris Byrnes Workshop 61

WE MISS YOU