论文标题

伴随系统的几何方法

Geometric Methods for Adjoint Systems

论文作者

Tran, Brian, Leok, Melvin

论文摘要

伴随系统被广泛用于在普通微分方程或差分 - 代数方程描述的系统中为控制,优化和设计提供信息。在本文中,我们探讨了几何特性,并开发了此类伴随系统的方法。特别是,我们利用符合性和预成成多几何形状分别研究与普通微分方程和差分 - 代数方程相关的伴随系统的性质。我们表明,伴随的二次保护定律,这是伴随灵敏度分析的关键,这是由于这种伴随系统的(前)符号性而产生的。我们讨论了伴随系统的各种其他几何特性,例如对称性和变化特征。对于与差分 - 代数方程相关的伴随系统,我们将差分 - 代数方程的索引与Gotay等人的前叠构约束算法联系起来。 [18]。作为此几何框架的应用,我们讨论了如何使用伴随变异二次保护定律来计算终端或运行成本函数的敏感性。此外,我们使用Galerkin Hamiltonian差异集成剂(Leok和Zhang [23])为此类系统开发了结构性的数值方法,该方法接受了这些二次保护定律的离散类似物。我们还表明,从某种意义上说,这种方法是自然的,从某种意义上说,为这些过程的适当选择,减少,形成伴随系统和离散化都是通勤的。我们利用这种自然性来得出我们用来离散DAE系统的ProS -pearymplectic变分积分器的变分误差分析结果。最后,我们在最佳控制问题的背景下讨论了伴随系统的应用,在此我们证明了类似的自然结果。

Adjoint systems are widely used to inform control, optimization, and design in systems described by ordinary differential equations or differential-algebraic equations. In this paper, we explore the geometric properties and develop methods for such adjoint systems. In particular, we utilize symplectic and presymplectic geometry to investigate the properties of adjoint systems associated with ordinary differential equations and differential-algebraic equations, respectively. We show that the adjoint variational quadratic conservation laws, which are key to adjoint sensitivity analysis, arise from (pre)symplecticity of such adjoint systems. We discuss various additional geometric properties of adjoint systems, such as symmetries and variational characterizations. For adjoint systems associated with a differential-algebraic equation, we relate the index of the differential-algebraic equation to the presymplectic constraint algorithm of Gotay et al. [18]. As an application of this geometric framework, we discuss how the adjoint variational quadratic conservation laws can be used to compute sensitivities of terminal or running cost functions. Furthermore, we develop structure-preserving numerical methods for such systems using Galerkin Hamiltonian variational integrators (Leok and Zhang [23]) which admit discrete analogues of these quadratic conservation laws. We additionally show that such methods are natural, in the sense that reduction, forming the adjoint system, and discretization all commute, for suitable choices of these processes. We utilize this naturality to derive a variational error analysis result for the presymplectic variational integrator that we use to discretize the adjoint DAE system. Finally, we discuss the application of adjoint systems in the context of optimal control problems, where we prove a similar naturality result.

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