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1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova
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Page 1: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

1

Optimization of a Time-discrete Nonlinear

Dynamical System From a Problem of Ecology.

Analytical and Numerical Approach.

Presented by Julie Pavlova

Page 2: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

2

Overview• Introduction

• The model

• Numerical results

• Controllability

• The problem of controllability

• An iterative solution

• An application of a gradient method

• Conclusion

Page 3: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

3

1. Introduction• 1997 - Kyoto Protocol was drawn by EU countries to solve most important ecological problem

• One of its mechanisms - “Joint-Implementation” intends to strengthen international cooperation (on reducing CO2)

Page 4: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

4

Joint-Implementation =JI• 1 step : a developed country gives a credit for a developing country to decrease its pollution level

• 2 step : the developing country uses these investments to realize a certain alternative energy project and then it will pay back the credit returning received quotas to the developed country

Page 5: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

5

Examples

• Netherlands signed projects of “JI” with Central and Eastern European countries:

a modernization project of a hydroelectric facility in Romania;

a landfill-gas project at eight different sites in Slovakia;

switch from coal to biomass at a power plant in Hungary.

Page 6: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

6

2. The Technology- Emission- Means Model (the TEM model)

Page 7: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

7

The TEM model:

i:=1,...,n -actors;

-emission of the i-th actor

-technology caused that emission

- financial means

actor “i” actor “j”

|||

the non-linear time-discrete dynamics of the TEM model

i

i

i

M

T

E

Page 8: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

8

Relationship between financial means and reduced emissions:

- reduced emissions of actor i in percent;

- financial means of actor i;

- describes the effect on the emissions of the i-th actor if the j-th actor invests money.

)}()()]{()([

)()()1(

)()( )()1(

*

n

1j

tEtEtMtM

tMtMtM

tMtemtEtE

iiiii

iiii

jijii

ij

i

i

em

Μ

Ε

Page 9: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

9

λ

M

i

i

*

i

- budget, upper bounds for the financial investigation i=1,...,n;

- the memory parameter which describes the effect of the preceeding investments;

- the growth parameter.

- implies that the actor have not reached yet the demanded value ( -normalized Kyoto level) => reduction of

in the 2nd equation.

- implies that the emissions are less than the requirements of the treaty => will increase in the 2nd equation.

0

0

E

E

i

i0E i

)1( tM i

)1( tM i

Page 10: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

10

3. Numerical results

Data of the TEM model

Page 11: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

11

T),,( 111actor 1:... actor 2:_._._ actor 3:_ _ _

Influence on the emissions:

Page 12: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

12actor 1:... actor 2:_._._._ actor 3:_ _ _ _

Influence on the financial means:

Page 13: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

13

Page 14: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

14

Influence on the emissions:

actor 1:... actor 2:_._._ actor 3:_ _ _

T),,( 303030

Page 15: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

15

Influence on the financial means:

actor 1:... actor 2:_._._ actor 3:_ _ _

Page 16: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

16

4. Controllability

},...,1{,0)](^

)(*)[(^

0)(^

)(1

nitMtM itM

tMtem

ji

n

j

jij

The fixed points of dynamic system (steady states, have no time-dependence)

ME

,

Simplifying conditions:

)}()()]{()([)()(

)()()(

* tEtEtMtMtMtM

tMtemtE

iiiiiiii

jiji

n

1j

Consider our model as follows:

Page 17: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

17

Regarding the Jacobi-matrix of the right-hand side for the special case emij(t)=em*ij, where the economic relationship is const over a long period, we get:

The eigenvalues:

The fixed points under the simplifying conditions are not attractive.

njtEMλλλλ jj*j

*jn

*n

* ,...,1),(^

1,1,...,1 *1

Page 18: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

18

5. The problem of controllability

.)),(),...,(()(

)),(),...,(()(

}),...,1{(:

:

}.0{,},...,1{

1

01

1

0

0

0

ttututu

txtxtx

niRu

Rx

tni

)(x(t),u(t)f(t)x)(tx

n

n

mi

li

iii

i

i

(5.1)

Page 19: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

19given.iswhere

,for

(5.4)conditionsInitial

(5.3) andfor

(5.2) andfor

:and

andseemptynon

for

ii

ii

ii

ii

mi

li

n

j

n

j

lmli

Xx

ni

xx

tniXtx

tniUtu

RURXt

ni

niRRRf

ii

jjj

0

0

0

0

1 1

},...,1{

,)0(:

.},...,1{)(

},...,1{)(

:},...,1{

},...,1{:

Page 20: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

20

n

jjn

lmmni

im

m

l

i

ii

Xxx

nixxf

UR

ni

,...,n}){(iR

n

,...,n}){(iU:

n

x

x

u

in

i

i

i

11

1

0

0

.),...,(

},...,1{),...,,,...,(

.

},...,1{

.

1:

1

1

:solutionone least at has

(5.5) for ,

:system linear-nonthe 2.

tobelongsof

vectorzerothe for 1.

:sAssumption

scenariousseveralcomparetoable

:determinedare

functions-vectorstate

functionscontrolChoose

Page 21: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

21

(5.6) and

(5.4)-(5.1):subset some and

:functions control for Look

(5.5). of solution a be Let

:ility"controllab of problem"

Ntt,...,n}{, ix(t) and xΘ(t)u

N

i

^

imi i

,,1 0

0

n

jjn Xxxx

11 ),...,(

,...,n}){(i

Ruiim

1

: 0

Shortly: given -initial state of the dynamic system under consideration , find control functions (satisfying 5.2) and steer the system (under conditions 5.3) into the steady state of uncontrolled system:

).,...,Θ(ΘΘ

tnitxftxtx

nmm

iii

1

0

~~~~},,...,1{,)),(()()1(

where

(5.7)

Page 22: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

22

6. An iterative solution

actor. th-ithe of function payoff-

(6.3)

consider For

.(6.2)

where

(6.1)

:definewe For

).values(5.4 initial-where

choose For

given. some For

RR(u)a

,...,n}{i

,...,n}{,i||||u||x)(u)(t||x(u):a

(t)),(t),...,x(xx(t)

,...,n},{(x(t),u),if(t)x):(u)(tx

Ru

Xx

,...,n}{,ix)(xt

,...,n}{,iXtxt

n

j

mti

iiiti

n

iii

n

j

m

ii

ii

ii

j

j

1

22

22

1

1

0

0

0

1

11

11

,100

1)(

Page 23: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

23.1

)())()())(()(()()()1(

1

:

.),(:)(

11

0

*

2

1

1

N t,...,n}{i

tEtutMMtutMtutMtM

(t)),u(t)(Mem(t)E)(tE

R)ΘE,(

.Zu(u))(u

Zu

Zuuau

,...,n}}{iX)(u)(t|xU{u:Z

iiiiiiiiii

jjijii

nn

^

ttt

t

ttt

n

it

tit

n

jiijt

and for

(6.7)

:as controlledto be dynamicsthe assume

points). fixed(the

attractivenot are states steadyThe

(6.6) for

of minimizer global a find :Problem

(6.5)

(6.4) for

:setthe bylinkedare actorsThe

n

1j

Page 24: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

24satisfied.

alsoare 5 section of 2) and 1) sAssumption

. for Put

for Put

(5.2). formthe of is (6.8)

(5.1) formthe of is (6.7)

(6.7) of sides hand-rightthe as

Define

for Put

and

(6.8) (

:function control a has nation everySo,

,...,n}{i),M (Ex

,...,n}{i}MM|R),M{(EX

RR:Rf

,...,n}{i,M(E,x,mn

U RU

t,...,n}{i,UuR,:Νu

iii

*iiiii

nni

iiiii

ii

iii

1

10

1)12

0

),1

000

2

222

00

Page 25: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

25

fulfilled.are for

and

(6.6)(6.5),(6.3),(6.2),

conditionsthe that such

N 2.

1. find

given

:ility"controllab of problemThe " Now,

Nt,...,n}{i

EtMtEtu

,...,n}{iR,:u

R),ΘE(

iiit

t

nn

^

i

i

,1

)0,())(),((,0)(

1

^

0

0

2

Page 26: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

26

7. An application of the gradient method

}.,...,1{,0 niu

a

(u)a

i

ti

ti

:step-time

eachat yiterativelsolve to have We

(6.3). from

minimize to tries actor each

:casee cooperativ-non Consider

Page 27: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

27

Numerical results:

Column <Kyoto> means the emission targets mentioned in Kyoto Protocol.

Page 28: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

28

It shows that the insertion of the calculated parameters might be successful.

Page 29: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

29

8. ConclusionKyoto Protocol demands for reductions in greenhouse gas emissions by the industrialized countries. On the other hand, developing countries are expanding their energy consumptions that leads to increasing levels of greenhouse gas emissions.

The preparation of an optimal management tool requires the possibility to identify, assess and compare several technological options. For that reason the mathematical TEM model was elaborated. Control parameters have to be determined iteratively according to negotiation process.

Page 30: 1 Optimization of a Time- discrete Nonlinear Dynamical System From a Problem of Ecology. Analytical and Numerical Approach. Presented by Julie Pavlova.

30

Thanks For

Your Attention!


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