Knowledge

Differential variational inequality

Source 📝

1378:(DAE's), which is the number of times the algebraic equations of a DAE must be differentiated in order to obtain a complete system of differential equations for all variables. It is also a notion close to the relative degree of Control Theory, which is, roughly speaking, the number of times an "output" variable has to be differentiated so that an "input" variable appears explicitly in Control Theory this is used to derive a canonical state space form which involves the so-called "zero-dynamics", a fundamental concept for control). For a DVI, the index is the number of differentiations of 22: 1765:
Differential variational inequalities with index greater than two are generally not meaningful, but certain conditions and interpretations can make them meaningful (see the references Acary, Brogliato and Goeleven, and Heemels, Schumacher, and Weiland below). One crucial step is to first define a
598:
falling from a height towards a table. Assume that the forces acting on the ball are gravitation and the contact forces of the table preventing penetration. Then the differential equation describing the motion is
451: 563: 1761:
For the ideal diode systems, the computations are considerably more difficult, but provided some generally valid conditions hold, the differential variational inequality can be shown to have index one.
290: 1124: 1216:
An ideal diode is a diode that conducts electricity in the forward direction with no resistance if a forward voltage is applied, but allows no current to flow in the reverse direction. Then if the
1337: 132:
and networks of queues (where the constraints can either be upper limits on queue length or that the queue length cannot become negative). DVIs are related to a number of other concepts including
681: 1173: 1606: 1698: 1362:. If the diode is in a circuit containing a memory element, such as a capacitor or inductor, then the circuit can be represented as a differential variational inequality. 856: 917: 1057: 195: 1479: 993: 1206: 952: 319: 1374:
of a DVI is important and determines many questions of existence and uniqueness of solutions to a DVI. This concept is closely related to the concept of index for
1756: 1727: 1635: 1508: 1436: 1276: 1247: 1022: 811: 782: 733: 51: 1360: 876: 753: 704: 596: 817:
unknown. While the ball and the table are separated, there is no contact force. There cannot be penetration (for a rigid ball and a rigid table), so
335: 470: 73: 203: 1375: 1065: 95: 1284: 159:, whose definition should not be confused with the differential variational inequality used in Aubin and Cellina (1984). 605: 145: 1818: 137: 34: 141: 110: 44: 38: 30: 1132: 129: 1409:
This index can be computed for the above examples. For the mechanical impact example, if we differentiate
1059:
as this corresponds to some kind of adhesive.) This can be summarized by the complementarity relationship
133: 103: 99: 55: 1513: 1640: 156: 152: 820: 881: 114: 1027: 165: 1441: 1208:
is also the set of non-negative real numbers; this is a differential complementarity problem.
957: 1178: 922: 298: 125: 91: 1802: 1793:
Higher order Moreau's sweeping process. Mathematical formulation and numerical formulation
1732: 1703: 1611: 1484: 1412: 1252: 1223: 998: 787: 758: 709: 113:
constraints. Examples of such problems include, for example, mechanical impact problems,
1510:. However, if we differentiate once more, we can use the differential equation to give 1345: 861: 738: 689: 581: 1812: 456:
Closely associated with DVIs are dynamic/differential complementarity problems: if
128:
problems for contacting bodies, and dynamic economic and related problems such as
1798:
Avi Mandelbaum (1989) "Dynamic Complementarity Problems", unpublished manuscript.
460:
is a closed convex cone, then the variational inequality is equivalent to the
1784: 1776: 151:
Differential variational inequalities were first formally introduced by
1792: 446:{\displaystyle {\frac {dx}{dt}}=f(t,x(t),u(t)),\quad x(t_{0})=x_{0}.} 109:
DVIs are useful for representing models involving both dynamics and
558:{\displaystyle K\ni u(t)\quad \perp \quad F(t,x(t),u(t))\in K^{*}.} 1805:", SIAM Journal on Applied Mathematics, vol. 60, no. 4, 1234–1269. 121: 1779:", Mathematical Programming, vol. 113, no. 2, Series A, 345–424. 1278:, then there is a complementarity relationship between the two: 15: 1394:) = 0 needed in order to locally uniquely identify 162:
Differential variational inequalities have the form to find
285:{\displaystyle \langle v-u(t),F(t,x(t),u(t))\rangle \geq 0} 1119:{\displaystyle 0\leq y(t)-r\quad \perp \quad N(t)\geq 0.} 1766:
suitable space of solutions (Schwartz' distributions).
1332:{\displaystyle 0\leq v(t)\quad \perp \quad i(t)\geq 0} 1024:
can take on any non-negative value. (We do not allow
1735: 1706: 1643: 1614: 1516: 1487: 1444: 1415: 1348: 1287: 1255: 1226: 1181: 1135: 1068: 1030: 1001: 960: 925: 884: 864: 823: 790: 761: 741: 712: 692: 608: 584: 473: 338: 301: 206: 168: 755:is the gravitational acceleration. Note that both 1795:", Mathematical Programming A, 113, 133–217, 2008. 1750: 1721: 1692: 1629: 1600: 1502: 1473: 1430: 1354: 1331: 1270: 1241: 1200: 1167: 1118: 1051: 1016: 987: 946: 911: 870: 850: 805: 776: 747: 727: 698: 676:{\displaystyle m{\frac {d^{2}y}{dt^{2}}}=-mg+N(t)} 675: 590: 557: 445: 313: 284: 189: 43:but its sources remain unclear because it lacks 8: 1162: 1142: 273: 207: 1801:Heemels, Schumacher, and Weiland (2000) " 1791:Acary and Brogliato and Goeleven (2006) " 1734: 1705: 1669: 1657: 1648: 1642: 1613: 1557: 1542: 1530: 1521: 1515: 1486: 1451: 1443: 1414: 1347: 1286: 1254: 1225: 1186: 1180: 1161: 1145: 1134: 1067: 1029: 1000: 959: 924: 883: 863: 822: 789: 760: 740: 711: 691: 637: 619: 612: 607: 583: 546: 472: 434: 418: 339: 337: 300: 205: 167: 88:differential variational inequality (DVI) 74:Learn how and when to remove this message 1481:, which does not yet explicitly involve 1168:{\displaystyle K=\{\,z\mid z\geq 0\,\}} 735:is the contact force of the table, and 1777:Differential Variational Inequalities 1129:In the above formulation, we can set 7: 1601:{\displaystyle d^{2}y/dt^{2}=(1/m)} 1212:Ideal diodes in electrical circuits 1693:{\displaystyle d^{2}y/dt^{2}=b(t)} 146:parabolic variational inequalities 14: 1608:, which does explicitly involve 1376:differential algebraic equations 578:Consider a rigid ball of radius 20: 1310: 1306: 1097: 1093: 496: 492: 407: 96:ordinary differential equations 1803:Linear complementarity systems 1745: 1739: 1716: 1710: 1700:, we can explicitly determine 1687: 1681: 1624: 1618: 1595: 1592: 1586: 1568: 1565: 1551: 1497: 1491: 1468: 1462: 1425: 1419: 1320: 1314: 1303: 1297: 1265: 1259: 1236: 1230: 1107: 1101: 1084: 1078: 1040: 1034: 1011: 1005: 970: 964: 935: 929: 894: 888: 833: 827: 800: 794: 771: 765: 722: 716: 670: 664: 536: 533: 527: 518: 512: 500: 489: 483: 424: 411: 401: 398: 392: 383: 377: 365: 270: 267: 261: 252: 246: 234: 225: 219: 178: 172: 1: 1249:, and the forward current is 851:{\displaystyle y(t)-r\geq 0} 706:is the mass of the ball and 912:{\displaystyle y(t)-r>0} 329:a closed convex set, where 138:projected dynamical systems 1835: 1782:Aubin and Cellina (1984) 1775:Pang and Stewart (2008) " 1052:{\displaystyle N(t)<0} 954:. On the other hand, if 190:{\displaystyle u(t)\in K} 142:evolutionary inequalities 1474:{\displaystyle dy/dt(t)} 1175:, so that its dual cone 988:{\displaystyle y(t)-r=0} 130:dynamic traffic networks 104:complementarity problems 100:variational inequalities 29:This article includes a 1785:Differential Inclusions 1201:{\displaystyle K^{*}=K} 462:complementarity problem 134:differential inclusions 58:more precise citations. 1752: 1723: 1694: 1631: 1602: 1504: 1475: 1432: 1356: 1333: 1272: 1243: 1202: 1169: 1120: 1053: 1018: 989: 948: 947:{\displaystyle N(t)=0} 913: 872: 852: 807: 778: 749: 729: 700: 677: 592: 559: 447: 315: 314:{\displaystyle v\in K} 286: 191: 1753: 1724: 1695: 1632: 1603: 1505: 1476: 1433: 1357: 1334: 1273: 1244: 1203: 1170: 1121: 1054: 1019: 990: 949: 914: 873: 853: 808: 779: 750: 730: 701: 678: 593: 560: 448: 316: 287: 192: 1751:{\displaystyle b(t)} 1733: 1722:{\displaystyle N(t)} 1704: 1641: 1630:{\displaystyle N(t)} 1612: 1514: 1503:{\displaystyle N(t)} 1485: 1442: 1431:{\displaystyle y(t)} 1413: 1346: 1285: 1271:{\displaystyle i(t)} 1253: 1242:{\displaystyle v(t)} 1224: 1179: 1133: 1066: 1028: 1017:{\displaystyle N(t)} 999: 958: 923: 882: 862: 821: 806:{\displaystyle N(t)} 788: 777:{\displaystyle y(t)} 759: 739: 728:{\displaystyle N(t)} 710: 690: 606: 582: 471: 336: 299: 204: 166: 1637:. Furthermore, if 1370:The concept of the 115:electrical circuits 1748: 1719: 1690: 1627: 1598: 1500: 1471: 1428: 1352: 1329: 1268: 1239: 1198: 1165: 1116: 1049: 1014: 985: 944: 909: 868: 848: 803: 774: 745: 725: 696: 673: 588: 574:Mechanical Contact 555: 443: 311: 282: 187: 94:that incorporates 86:In mathematics, a 31:list of references 1819:Dynamical systems 1398:as a function of 1355:{\displaystyle t} 871:{\displaystyle t} 748:{\displaystyle g} 699:{\displaystyle m} 644: 591:{\displaystyle r} 357: 84: 83: 76: 1826: 1788:Springer-Verlag. 1757: 1755: 1754: 1749: 1728: 1726: 1725: 1720: 1699: 1697: 1696: 1691: 1674: 1673: 1661: 1653: 1652: 1636: 1634: 1633: 1628: 1607: 1605: 1604: 1599: 1561: 1547: 1546: 1534: 1526: 1525: 1509: 1507: 1506: 1501: 1480: 1478: 1477: 1472: 1455: 1437: 1435: 1434: 1429: 1361: 1359: 1358: 1353: 1338: 1336: 1335: 1330: 1277: 1275: 1274: 1269: 1248: 1246: 1245: 1240: 1207: 1205: 1204: 1199: 1191: 1190: 1174: 1172: 1171: 1166: 1125: 1123: 1122: 1117: 1058: 1056: 1055: 1050: 1023: 1021: 1020: 1015: 994: 992: 991: 986: 953: 951: 950: 945: 918: 916: 915: 910: 877: 875: 874: 869: 857: 855: 854: 849: 812: 810: 809: 804: 783: 781: 780: 775: 754: 752: 751: 746: 734: 732: 731: 726: 705: 703: 702: 697: 682: 680: 679: 674: 645: 643: 642: 641: 628: 624: 623: 613: 597: 595: 594: 589: 564: 562: 561: 556: 551: 550: 452: 450: 449: 444: 439: 438: 423: 422: 358: 356: 348: 340: 320: 318: 317: 312: 291: 289: 288: 283: 196: 194: 193: 188: 126:Coulomb friction 92:dynamical system 79: 72: 68: 65: 59: 54:this article by 45:inline citations 24: 23: 16: 1834: 1833: 1829: 1828: 1827: 1825: 1824: 1823: 1809: 1808: 1772: 1731: 1730: 1702: 1701: 1665: 1644: 1639: 1638: 1610: 1609: 1538: 1517: 1512: 1511: 1483: 1482: 1440: 1439: 1411: 1410: 1368: 1344: 1343: 1283: 1282: 1251: 1250: 1222: 1221: 1214: 1182: 1177: 1176: 1131: 1130: 1064: 1063: 1026: 1025: 997: 996: 956: 955: 921: 920: 880: 879: 860: 859: 819: 818: 786: 785: 757: 756: 737: 736: 708: 707: 688: 687: 633: 629: 615: 614: 604: 603: 580: 579: 576: 571: 542: 469: 468: 430: 414: 349: 341: 334: 333: 321:and almost all 297: 296: 202: 201: 164: 163: 80: 69: 63: 60: 49: 35:related reading 25: 21: 12: 11: 5: 1832: 1830: 1822: 1821: 1811: 1810: 1807: 1806: 1799: 1796: 1789: 1780: 1771: 1768: 1747: 1744: 1741: 1738: 1718: 1715: 1712: 1709: 1689: 1686: 1683: 1680: 1677: 1672: 1668: 1664: 1660: 1656: 1651: 1647: 1626: 1623: 1620: 1617: 1597: 1594: 1591: 1588: 1585: 1582: 1579: 1576: 1573: 1570: 1567: 1564: 1560: 1556: 1553: 1550: 1545: 1541: 1537: 1533: 1529: 1524: 1520: 1499: 1496: 1493: 1490: 1470: 1467: 1464: 1461: 1458: 1454: 1450: 1447: 1427: 1424: 1421: 1418: 1367: 1364: 1351: 1340: 1339: 1328: 1325: 1322: 1319: 1316: 1313: 1309: 1305: 1302: 1299: 1296: 1293: 1290: 1267: 1264: 1261: 1258: 1238: 1235: 1232: 1229: 1213: 1210: 1197: 1194: 1189: 1185: 1164: 1160: 1157: 1154: 1151: 1148: 1144: 1141: 1138: 1127: 1126: 1115: 1112: 1109: 1106: 1103: 1100: 1096: 1092: 1089: 1086: 1083: 1080: 1077: 1074: 1071: 1048: 1045: 1042: 1039: 1036: 1033: 1013: 1010: 1007: 1004: 984: 981: 978: 975: 972: 969: 966: 963: 943: 940: 937: 934: 931: 928: 908: 905: 902: 899: 896: 893: 890: 887: 867: 847: 844: 841: 838: 835: 832: 829: 826: 802: 799: 796: 793: 773: 770: 767: 764: 744: 724: 721: 718: 715: 695: 684: 683: 672: 669: 666: 663: 660: 657: 654: 651: 648: 640: 636: 632: 627: 622: 618: 611: 587: 575: 572: 570: 567: 566: 565: 554: 549: 545: 541: 538: 535: 532: 529: 526: 523: 520: 517: 514: 511: 508: 505: 502: 499: 495: 491: 488: 485: 482: 479: 476: 454: 453: 442: 437: 433: 429: 426: 421: 417: 413: 410: 406: 403: 400: 397: 394: 391: 388: 385: 382: 379: 376: 373: 370: 367: 364: 361: 355: 352: 347: 344: 310: 307: 304: 293: 292: 281: 278: 275: 272: 269: 266: 263: 260: 257: 254: 251: 248: 245: 242: 239: 236: 233: 230: 227: 224: 221: 218: 215: 212: 209: 186: 183: 180: 177: 174: 171: 82: 81: 39:external links 28: 26: 19: 13: 10: 9: 6: 4: 3: 2: 1831: 1820: 1817: 1816: 1814: 1804: 1800: 1797: 1794: 1790: 1787: 1786: 1781: 1778: 1774: 1773: 1769: 1767: 1763: 1759: 1742: 1736: 1713: 1707: 1684: 1678: 1675: 1670: 1666: 1662: 1658: 1654: 1649: 1645: 1621: 1615: 1589: 1583: 1580: 1577: 1574: 1571: 1562: 1558: 1554: 1548: 1543: 1539: 1535: 1531: 1527: 1522: 1518: 1494: 1488: 1465: 1459: 1456: 1452: 1448: 1445: 1438:once we have 1422: 1416: 1407: 1405: 1401: 1397: 1393: 1389: 1385: 1381: 1377: 1373: 1365: 1363: 1349: 1326: 1323: 1317: 1311: 1307: 1300: 1294: 1291: 1288: 1281: 1280: 1279: 1262: 1256: 1233: 1227: 1219: 1211: 1209: 1195: 1192: 1187: 1183: 1158: 1155: 1152: 1149: 1146: 1139: 1136: 1113: 1110: 1104: 1098: 1094: 1090: 1087: 1081: 1075: 1072: 1069: 1062: 1061: 1060: 1046: 1043: 1037: 1031: 1008: 1002: 982: 979: 976: 973: 967: 961: 941: 938: 932: 926: 906: 903: 900: 897: 891: 885: 865: 845: 842: 839: 836: 830: 824: 816: 797: 791: 768: 762: 742: 719: 713: 693: 667: 661: 658: 655: 652: 649: 646: 638: 634: 630: 625: 620: 616: 609: 602: 601: 600: 585: 573: 568: 552: 547: 543: 539: 530: 524: 521: 515: 509: 506: 503: 497: 493: 486: 480: 477: 474: 467: 466: 465: 463: 459: 440: 435: 431: 427: 419: 415: 408: 404: 395: 389: 386: 380: 374: 371: 368: 362: 359: 353: 350: 345: 342: 332: 331: 330: 328: 324: 308: 305: 302: 279: 276: 264: 258: 255: 249: 243: 240: 237: 231: 228: 222: 216: 213: 210: 200: 199: 198: 184: 181: 175: 169: 160: 158: 154: 149: 147: 143: 139: 135: 131: 127: 123: 120: 116: 112: 107: 105: 101: 97: 93: 89: 78: 75: 67: 57: 53: 47: 46: 40: 36: 32: 27: 18: 17: 1783: 1764: 1760: 1729:in terms of 1408: 1403: 1399: 1395: 1391: 1387: 1383: 1379: 1371: 1369: 1341: 1217: 1215: 1128: 814: 685: 577: 461: 457: 455: 326: 322: 294: 161: 150: 118: 108: 87: 85: 70: 61: 50:Please help 42: 1220:voltage is 56:introducing 1770:References 295:for every 197:such that 111:inequality 1572:− 1402:and  1324:≥ 1308:⊥ 1292:≤ 1188:∗ 1156:≥ 1150:∣ 1111:≥ 1095:⊥ 1088:− 1073:≤ 974:− 898:− 843:≥ 837:− 650:− 548:∗ 540:∈ 494:⊥ 478:∋ 306:∈ 277:≥ 274:⟩ 214:− 208:⟨ 182:∈ 64:June 2020 1813:Category 1342:for all 858:for all 815:a priori 569:Examples 1390:,  1386:,  1218:reverse 995:, then 878:. If 157:Stewart 52:improve 686:where 144:, and 122:diodes 1372:index 1366:Index 919:then 119:ideal 117:with 90:is a 37:, or 1044:< 904:> 813:are 784:and 155:and 153:Pang 98:and 102:or 1815:: 1758:. 1406:. 1114:0. 464:: 325:; 148:. 140:, 136:, 124:, 106:. 41:, 33:, 1746:) 1743:t 1740:( 1737:b 1717:) 1714:t 1711:( 1708:N 1688:) 1685:t 1682:( 1679:b 1676:= 1671:2 1667:t 1663:d 1659:/ 1655:y 1650:2 1646:d 1625:) 1622:t 1619:( 1616:N 1596:] 1593:) 1590:t 1587:( 1584:N 1581:+ 1578:g 1575:m 1569:[ 1566:) 1563:m 1559:/ 1555:1 1552:( 1549:= 1544:2 1540:t 1536:d 1532:/ 1528:y 1523:2 1519:d 1498:) 1495:t 1492:( 1489:N 1469:) 1466:t 1463:( 1460:t 1457:d 1453:/ 1449:y 1446:d 1426:) 1423:t 1420:( 1417:y 1404:x 1400:t 1396:u 1392:u 1388:x 1384:t 1382:( 1380:F 1350:t 1327:0 1321:) 1318:t 1315:( 1312:i 1304:) 1301:t 1298:( 1295:v 1289:0 1266:) 1263:t 1260:( 1257:i 1237:) 1234:t 1231:( 1228:v 1196:K 1193:= 1184:K 1163:} 1159:0 1153:z 1147:z 1143:{ 1140:= 1137:K 1108:) 1105:t 1102:( 1099:N 1091:r 1085:) 1082:t 1079:( 1076:y 1070:0 1047:0 1041:) 1038:t 1035:( 1032:N 1012:) 1009:t 1006:( 1003:N 983:0 980:= 977:r 971:) 968:t 965:( 962:y 942:0 939:= 936:) 933:t 930:( 927:N 907:0 901:r 895:) 892:t 889:( 886:y 866:t 846:0 840:r 834:) 831:t 828:( 825:y 801:) 798:t 795:( 792:N 772:) 769:t 766:( 763:y 743:g 723:) 720:t 717:( 714:N 694:m 671:) 668:t 665:( 662:N 659:+ 656:g 653:m 647:= 639:2 635:t 631:d 626:y 621:2 617:d 610:m 586:r 553:. 544:K 537:) 534:) 531:t 528:( 525:u 522:, 519:) 516:t 513:( 510:x 507:, 504:t 501:( 498:F 490:) 487:t 484:( 481:u 475:K 458:K 441:. 436:0 432:x 428:= 425:) 420:0 416:t 412:( 409:x 405:, 402:) 399:) 396:t 393:( 390:u 387:, 384:) 381:t 378:( 375:x 372:, 369:t 366:( 363:f 360:= 354:t 351:d 346:x 343:d 327:K 323:t 309:K 303:v 280:0 271:) 268:) 265:t 262:( 259:u 256:, 253:) 250:t 247:( 244:x 241:, 238:t 235:( 232:F 229:, 226:) 223:t 220:( 217:u 211:v 185:K 179:) 176:t 173:( 170:u 77:) 71:( 66:) 62:( 48:.

Index

list of references
related reading
external links
inline citations
improve
introducing
Learn how and when to remove this message
dynamical system
ordinary differential equations
variational inequalities
complementarity problems
inequality
electrical circuits
diodes
Coulomb friction
dynamic traffic networks
differential inclusions
projected dynamical systems
evolutionary inequalities
parabolic variational inequalities
Pang
Stewart
differential algebraic equations
Differential Variational Inequalities
Differential Inclusions
Higher order Moreau's sweeping process. Mathematical formulation and numerical formulation
Linear complementarity systems
Category
Dynamical systems

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.