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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 MathematicsWorkshop in Celebration of the Life, Mathematics and
Memories of Christopher I. ByrnesSeptember 10 - 12, 2010
Air Flow in aHospital Suite
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
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
Energy and Buildings
WHYBUILDINGS
4Chris Byrnes Workshop
Energy and Buildings
WHYBUILDINGS
ANDNOT THIS
5Chris Byrnes Workshop
Energy and Buildings
WHYBUILDINGS
ANDNOT THIS
6Chris Byrnes Workshop
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
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
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
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
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
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
Multi-Scale in Time and Space
Chris Byrnes Workshop 13
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
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
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
Technical Challenges
Chris Byrnes Workshop 17
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
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”
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.
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 ….
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
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
HP2C Enabled Model Reduction
Chris Byrnes Workshop 24
HP2C REQUIREMENTS
Chris Byrnes Workshop 25
High Performance Computing for:
Chris Byrnes Workshop 2626
Holistic control design - optimal sensor placement
Shape sensitivity analysis and uncertainty
Ω
1Γ
DΩ
( )qΩOBSERVER
FUNCTIONAL GAINSENSOR ON LOWER
SIDE WALL
SENSITIVITY WITH RESPECT TO WALL MOVEMENT
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
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
Flow Field
29Chris Byrnes Workshop
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
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
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
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
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 ?
Functional Gains
FEEDBACKFUNCTIONAL GAIN
OBSERVERFUNCTIONAL GAIN
SENSOR ON TOP WALL
( ) ( ) ( , )Tt t dk TuΩ
= −∫∫∫ x x x
SΩ
PLACE SENSOR ON DESK
[ ( ) ]( ) ( , )Tq qfF y y=x x
SENSOR ON WALL
WHICH WALLAND WHERE
Sensor on top
35Chris Byrnes Workshop
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
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
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
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
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
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
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
g(x) =1 , M=GG*
1/ ( ( ))htr ce qa Σ43Chris Byrnes Workshop
g(x) =1 , M=GG*
1/ ( ( ))htr ce qa Σ44
MATCHES INSIGHT OBTAINEDFROM FUNCTIONAL GAINS
Chris Byrnes Workshop
BASIS FOR A RIGOROUSMEHTODOLOGY & COMPUTATIONS
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
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
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
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
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
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
51Chris Byrnes Workshop
52Chris Byrnes Workshop
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
54Chris Byrnes Workshop
55Chris Byrnes Workshop
56
ACCURATE APPROXIMATION OFTHE BOCHNER INTEGRALS
IS ESSENTIAL
Chris Byrnes Workshop
APPLIED & COMPUTATIONALMATHEMATICS
ARE THE ENABELING SCIENCES
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
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
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.
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
Chris Byrnes Workshop 61
WE MISS YOU