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doctoral thesis

Numerical analysis of optimization-constrained differential equations : applications to atmospheric chemistry

Landry, Chantal
2009

The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupling induces discontinuities when inequality constraints are activated or deactivated. Two approaches for the solution of the optimization-constrained differential equations are presented. The first approach is a time splitting scheme together with a fixed-point method that alternates between the differential and optimization parts. The ordinary differential equations are approximated by the Crank-Nicolson scheme and a primal-dual interior-point method combined with a warm-start strategy is used to solve the minimization problem. The second approach considers the set of equations as a system of differential algebraic equations after replacing the minimization problem by its first order optimality conditions. An implicit 5th-order Runge-Kutta method (RADAU5) is then used. Both approaches are completed by numerical techniques for the detection and computation of the events (activation and deactivation of inequality constraints) when the system evolves in time. The computation of the events is based on continuation techniques and geometric arguments. Moreover the first approach completes the computation with extrapolation polynomials and sensitivity analysis, whereas the second approach uses dense output formulas. Numerical results for gas-aerosol system made of several chemical species are proposed for both approaches. These examples show the efficiency and accuracy of each method. They also indicate that the second approach is more efficient than the first one. Furthermore theoretical examples show that the method for the computation of the activation is of second order for the first approach and exact for the second one.

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Type
doctoral thesis
DOI
10.5075/epfl-thesis-4345
Author(s)
Landry, Chantal
Advisors
Rappaz, Jacques  
•
Caboussat, Alexandre  
Date Issued

2009

Publisher

EPFL

Publisher place

Lausanne

Thesis number

4345

Total of pages

177

Subjects

initial value problems

•

differential algebraic equations

•

constrained optimization

•

event detection

•

discontinuity points

•

computational chemistry

•

problèmes de Cauchy

•

équations différentielles algébriques

•

optimisation sous contraintes

•

détection d'événements

•

points de discontinuité

•

chimie computationnelle

EPFL units
ASN  
Faculty
SB  
School
IACS  
Doctoral School
EDMA  
Available on Infoscience
January 29, 2009
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/34537
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