+ All Categories
Home > Documents > Numerical nonlinear analysis in...

Numerical nonlinear analysis in...

Date post: 13-Jun-2020
Category:
Upload: others
View: 6 times
Download: 0 times
Share this document with a friend
71
11 March 2009 ICVT, Universit¨ at Stuttgart MAX-PLANCK-INSTITUT TECHNISCHER SYSTEME MAGDEBURG DYNAMIK KOMPLEXER O O T T V O N G U E R I C K E U N IV E R S I T Ä T M A G D E B U R G Numerical nonlinear analysis in DIANA Michael Krasnyk Max Planck Institute for Dynamics of Complex Technical Systems, PSPD group Otto-von-Guericke-University, IFAT
Transcript
Page 1: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

11 March 2009ICVT, Universitat Stuttgart

MAX−PLANCK−INSTITUT

TECHNISCHER SYSTEMEMAGDEBURG

DYNAMIK KOMPLEXER

O

O

TTV

ON

GU

ERIC

KE UNIVERSITÄT

MA

GD

EBU

RG

Numerical nonlinear analysis in DIANA

Michael Krasnyk

Max Planck Institute for Dynamics of Complex Technical Systems, PSPD groupOtto-von-Guericke-University, IFAT

Page 2: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Outline

1 Introduction

2 Steady-state point analysisLimit points continuationHigher co-dimension singularitiesSimulation models in DianaParameter continuation

3 Case Study I: Nonlinear analysis of CSTR

4 Case Study II: Nonlinear analysis of MCFC

5 Periodic solutions continuationAnalysis of periodic solutionsRecursive Projection Method

6 Case Study III: Periodic solutions in MSMPR Crystallizer

7 Summary

OvGU, IFAT Outline 2/24

Page 3: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Introduction

Chemical Process Engineering

Dynamical Systems Analysis

cin

qin

c

T , c

t [s]

T [K]

q [l/h]

T [K]

State of the art

AUTO/MATCONT detection and continuation of bifurcation points and pe-riodic solutions in low-order ODE, no modeling tool

DIVA stationary and dynamic simulations of higher-order DAEfor engineering processes, outdated FORTRAN77 code

LOCA bifurcation analysis of large-scale CFD applications, lim-ited application problems

OvGU, IFAT Introduction 3/24

Page 4: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Introduction

Chemical Process Engineering Dynamical Systems Analysis

cin

qin

c

T , c

t [s]

T [K]

q [l/h]

T [K]

State of the art

AUTO/MATCONT detection and continuation of bifurcation points and pe-riodic solutions in low-order ODE, no modeling tool

DIVA stationary and dynamic simulations of higher-order DAEfor engineering processes, outdated FORTRAN77 code

LOCA bifurcation analysis of large-scale CFD applications, lim-ited application problems

OvGU, IFAT Introduction 3/24

Page 5: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Introduction

Chemical Process Engineering Dynamical Systems Analysis

cin

qin

c

T , c

t [s]

T [K]

q [l/h]

T [K]

State of the art

AUTO/MATCONT detection and continuation of bifurcation points and pe-riodic solutions in low-order ODE, no modeling tool

DIVA stationary and dynamic simulations of higher-order DAEfor engineering processes, outdated FORTRAN77 code

LOCA bifurcation analysis of large-scale CFD applications, lim-ited application problems

OvGU, IFAT Introduction 3/24

Page 6: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Introduction

Chemical Process Engineering Dynamical Systems Analysis

cin

qin

c

T , c

t [s]

T [K]

q [l/h]

T [K]

State of the art

AUTO/MATCONT detection and continuation of bifurcation points and pe-riodic solutions in low-order ODE, no modeling tool

DIVA stationary and dynamic simulations of higher-order DAEfor engineering processes, outdated FORTRAN77 code

LOCA bifurcation analysis of large-scale CFD applications, lim-ited application problems

OvGU, IFAT Introduction 3/24

Page 7: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Introduction

Chemical Process Engineering Dynamical Systems Analysis

cin

qin

c

T , c

t [s]

T [K]

q [l/h]

T [K]

State of the art

AUTO/MATCONT detection and continuation of bifurcation points and pe-riodic solutions in low-order ODE, no modeling tool

DIVA stationary and dynamic simulations of higher-order DAEfor engineering processes, outdated FORTRAN77 code

LOCA bifurcation analysis of large-scale CFD applications, lim-ited application problems

OvGU, IFAT Introduction 3/24

Page 8: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Software tool Diana

Diana — Dynamic simulation and nonlinear analysis tool

developed at MPI Magdeburg

modularization, extensibility and object-oriented architecture

equation based models

numerical solvers based on free code

enhanced scripting and visualization

Objectives of the work

generation of C++ model code for Diana

symbolic differentiation of models (Maxima package)

parameter continuation of nonlinear problemshigher-order singularities of steady-state curvesefficient calculation of periodic solutions by reduction techniques

analysis of test models

OvGU, IFAT Introduction 4/24

Page 9: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Software tool Diana

Diana — Dynamic simulation and nonlinear analysis tool

developed at MPI Magdeburg

modularization, extensibility and object-oriented architecture

equation based models

numerical solvers based on free code

enhanced scripting and visualization

Objectives of the work

generation of C++ model code for Diana

symbolic differentiation of models (Maxima package)

parameter continuation of nonlinear problemshigher-order singularities of steady-state curvesefficient calculation of periodic solutions by reduction techniques

analysis of test models

OvGU, IFAT Introduction 4/24

Page 10: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Steady-state point continuation

Parameter continuation vs. dynamic simulation

Condition for steady-state points of an autonomous system x ∈ Rn, ν ∈ Rp is:

x = f (x , ν)!=0

x

0 t

xs

x(t, x0)

x

0 λ ∈ ν

x(t, x0)|t=∞

x(λ)

xs

λs

Stability is determined by eigenvalues of a linearized system at the steady-statepoint xs , νs :

VΛ =∂ f

∂ xV

OvGU, IFAT Steady-state point analysis 5/24

Page 11: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Steady-state point continuation

Parameter continuation vs. dynamic simulation

Condition for steady-state points of an autonomous system x ∈ Rn, ν ∈ Rp is:

x = f (x , ν)!=0

x

0 t

xs

x(t, x0)

x

0 λ ∈ ν

x(t, x0)|t=∞

x(λ)

xs

λs

Stability is determined by eigenvalues of a linearized system at the steady-statepoint xs , νs :

VΛ =∂ f

∂ xV

OvGU, IFAT Steady-state point analysis 5/24

Page 12: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Steady-state point continuation

Parameter continuation vs. dynamic simulation

Condition for steady-state points of an autonomous system x ∈ Rn, ν ∈ Rp is:

x = f (x , ν)!=0

x

0 t

xs

x(t, x0)

x

0 λ ∈ ν

x(t, x0)|t=∞

x(λ)

xs

λs

Stability is determined by eigenvalues of a linearized system at the steady-statepoint xs , νs :

VΛ =∂ f

∂ xV

OvGU, IFAT Steady-state point analysis 5/24

Page 13: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Steady-state point continuation

Parameter continuation vs. dynamic simulation

Condition for steady-state points of an autonomous system x ∈ Rn, ν ∈ Rp is:

x = f (x , ν)!=0

x

0 t

xs

x(t, x0)

x

0 λ ∈ ν

x(t, x0)|t=∞

x(λ)

xs

λs

Stability is determined by eigenvalues of a linearized system at the steady-statepoint xs , νs :

VΛ =∂ f

∂ xV

OvGU, IFAT Steady-state point analysis 5/24

Page 14: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Steady-state point continuation

Parameter continuation vs. dynamic simulation

Condition for steady-state points of an autonomous system x ∈ Rn, ν ∈ Rp is:

x = f (x , ν)!=0

x

0 t

xs

x(t, x0)

x

0 λ ∈ ν

x(t, x0)|t=∞

x(λ)

xs

λs

Stability is determined by eigenvalues of a linearized system at the steady-statepoint xs , νs :

VΛ =∂ f

∂ xV

OvGU, IFAT Steady-state point analysis 5/24

Page 15: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Limit points analysis

Example: limit and hysteresis points (α, β, λ ∈ ν)

x

λ

α

S

L

L

H

projection to

α-λ plane

α

λ

β

L L

H

P

OvGU, IFAT Steady-state point analysis/ Limit points continuation 6/24

Page 16: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Limit points analysis

Example: limit and hysteresis points (α, β, λ ∈ ν)

x

λ

α

S L

L

H

projection to

α-λ plane

α

λ

β

L L

H

P

OvGU, IFAT Steady-state point analysis/ Limit points continuation 6/24

Page 17: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Limit points analysis

Example: limit and hysteresis points (α, β, λ ∈ ν)

x

λ

α

S L

L

H

projection to

α-λ plane

α

λ

β

L L

H

P

OvGU, IFAT Steady-state point analysis/ Limit points continuation 6/24

Page 18: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Limit points analysis

Example: limit and hysteresis points (α, β, λ ∈ ν)

x

λ

α

S L

L

H

projection to

α-λ plane

α

λ

β

L L

H

P

OvGU, IFAT Steady-state point analysis/ Limit points continuation 6/24

Page 19: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Limit points analysis

Example: limit and hysteresis points (α, β, λ ∈ ν)

x

λ

α

S L

L

H

projection to

α-λ plane

α

λ

β

L L

H

P

OvGU, IFAT Steady-state point analysis/ Limit points continuation 6/24

Page 20: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Lyapunov-Schmidt reduction 1

Reduction definition [Golubitsky and Schaeffer, 1985]

For a system x = f (x , ν) with f (xs , νs) = 0 and

L = fx(xs , νs) with dim ker L = 1

analysis of a limit points curve can be performed with a scalar equation g(z , ν)!

Lyapunov-Schmidt reduction defines a mapping φ : ker L → range L⊥

φ(v , ν) := (I − E)f (v + W (v , ν), ν)

The basis v0 ∈ ker L and v∗0 ∈ range L⊥ is defined by an adjoint system8><>:f (x , ν) = 0,

fx(x , ν)v0 − βv∗0 = 0, ||v0||2 = 1,

f Tx (x , ν)v∗0 − γv0 = 0, ||v∗0 ||2 = 1.

Reduced equation in the chosen basis {v0, v∗0 } is

g(z , λ) = 〈v∗0 , f (zv0 + W (zv0, λ), λ)〉, where z ∈ R and λ ∈ R ⊂ ν

1M. Golubitsky and D. G. Schaeffer, Singularities and groups in bifurcation theory. Vol. I, 1985.

OvGU, IFAT Steady-state point analysis/ Limit points continuation 7/24

Page 21: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Lyapunov-Schmidt reduction 1

Reduction definition [Golubitsky and Schaeffer, 1985]

For a system x = f (x , ν) with f (xs , νs) = 0 and

L = fx(xs , νs) with dim ker L = 1

analysis of a limit points curve can be performed with a scalar equation g(z , ν)!Lyapunov-Schmidt reduction defines a mapping φ : ker L → range L⊥

φ(v , ν) := (I − E)f (v + W (v , ν), ν)

The basis v0 ∈ ker L and v∗0 ∈ range L⊥ is defined by an adjoint system8><>:f (x , ν) = 0,

fx(x , ν)v0 − βv∗0 = 0, ||v0||2 = 1,

f Tx (x , ν)v∗0 − γv0 = 0, ||v∗0 ||2 = 1.

Reduced equation in the chosen basis {v0, v∗0 } is

g(z , λ) = 〈v∗0 , f (zv0 + W (zv0, λ), λ)〉, where z ∈ R and λ ∈ R ⊂ ν

1M. Golubitsky and D. G. Schaeffer, Singularities and groups in bifurcation theory. Vol. I, 1985.

OvGU, IFAT Steady-state point analysis/ Limit points continuation 7/24

Page 22: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Lyapunov-Schmidt reduction 1

Reduction definition [Golubitsky and Schaeffer, 1985]

For a system x = f (x , ν) with f (xs , νs) = 0 and

L = fx(xs , νs) with dim ker L = 1

analysis of a limit points curve can be performed with a scalar equation g(z , ν)!Lyapunov-Schmidt reduction defines a mapping φ : ker L → range L⊥

φ(v , ν) := (I − E)f (v + W (v , ν), ν)

The basis v0 ∈ ker L and v∗0 ∈ range L⊥ is defined by an adjoint system8><>:f (x , ν) = 0,

fx(x , ν)v0 − βv∗0 = 0, ||v0||2 = 1,

f Tx (x , ν)v∗0 − γv0 = 0, ||v∗0 ||2 = 1.

Reduced equation in the chosen basis {v0, v∗0 } is

g(z , λ) = 〈v∗0 , f (zv0 + W (zv0, λ), λ)〉, where z ∈ R and λ ∈ R ⊂ ν

1M. Golubitsky and D. G. Schaeffer, Singularities and groups in bifurcation theory. Vol. I, 1985.

OvGU, IFAT Steady-state point analysis/ Limit points continuation 7/24

Page 23: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Higher co-dimension singularities

Classification of singular points with codim g 6 3

The classification theorem guarantees existence only the following possible singu-larities of g with codim g 6 3

codim g

0

1

2

3 z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ

gzzzz = 0gλ = 0

z3 ± zλ

gzzz = 0gzλ = 0

z2 ± λ3

gzz = 0 | d3g| = 0

z3 ± λ

gzzz = 0gλ = 0

z2 ± λ2

gzz = 0 | d2g| = 0

z2 ± λ

gzz = 0 gλ = 0

equilibrium

gz = 0

type

OvGU, IFAT Steady-state point analysis/ Higher co-dimension singularities 8/24

Page 24: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Parameter continuation

Parameter continuation solver

Predictor-corrector method computes a parametrized curve

y(ζ) := {x(ζ), ν(ζ)}

such thatF (y(ζ)) ≡ 0

with0 6 ζ 6 ζmax — arc-length parameter

Types of correctors are used:

local parametrization

y(k+1)i = y

(k+1)i

pseudo-arclength parametrization

y (k+1) − y (k+1) ⊥ ~y (k+1)

x

ν

y (k) ~y(k)

t

y(ζ)

OvGU, IFAT Steady-state point analysis/ Parameter continuation 9/24

Page 25: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Parameter continuation

Parameter continuation solver

Predictor-corrector method computes a parametrized curve

y(ζ) := {x(ζ), ν(ζ)}

such thatF (y(ζ)) ≡ 0

with0 6 ζ 6 ζmax — arc-length parameter

In Diana two types of predictors are used:

tangential predictor ~y(k)

t

chord predictor ~y(k)

c

x

ν

y (k) ~y(k)

t

y(ζ)

OvGU, IFAT Steady-state point analysis/ Parameter continuation 9/24

Page 26: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Parameter continuation

Parameter continuation solver

Predictor-corrector method computes a parametrized curve

y(ζ) := {x(ζ), ν(ζ)}

such thatF (y(ζ)) ≡ 0

with0 6 ζ 6 ζmax — arc-length parameter

In Diana two types of predictors are used:

tangential predictor ~y(k)

t

chord predictor ~y(k)

c

x

ν

y (k) ~y(k)

t

y(ζ)

x

ν

y (k−1)

y (k)

~y(k)

c

y(ζ)

OvGU, IFAT Steady-state point analysis/ Parameter continuation 9/24

Page 27: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Parameter continuation

Parameter continuation solver

Predictor-corrector method computes a parametrized curve

y(ζ) := {x(ζ), ν(ζ)}

such thatF (y(ζ)) ≡ 0

with0 6 ζ 6 ζmax — arc-length parameter

Types of correctors are used:

local parametrization

y(k+1)i = y

(k+1)i

pseudo-arclength parametrization

y (k+1) − y (k+1) ⊥ ~y (k+1)

x

ν

y (k) ~y(k)

t

y(ζ)

x

ν

y (k) y (k+1)

y (k+1)

y(ζ)

OvGU, IFAT Steady-state point analysis/ Parameter continuation 9/24

Page 28: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Parameter continuation

Parameter continuation solver

Predictor-corrector method computes a parametrized curve

y(ζ) := {x(ζ), ν(ζ)}

such thatF (y(ζ)) ≡ 0

with0 6 ζ 6 ζmax — arc-length parameter

Types of correctors are used:

local parametrization

y(k+1)i = y

(k+1)i

pseudo-arclength parametrization

y (k+1) − y (k+1) ⊥ ~y (k+1)

x

ν

y (k) ~y(k)

t

y(ζ)

x

ν

y (k) y (k+1)

y (k+1)

y(ζ)

OvGU, IFAT Steady-state point analysis/ Parameter continuation 9/24

Page 29: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Outline

1 Introduction

2 Steady-state point analysisLimit points continuationHigher co-dimension singularitiesSimulation models in DianaParameter continuation

3 Case Study I: Nonlinear analysis of CSTR

4 Case Study II: Nonlinear analysis of MCFC

5 Periodic solutions continuationAnalysis of periodic solutionsRecursive Projection Method

6 Case Study III: Periodic solutions in MSMPR Crystallizer

7 Summary

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 10/24

Page 30: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Model: Continuous Stirred Tank Reactor

Model equations [Zeyer et al., 1999]

cin

qin

c

T , c

The mass balances of the model read

cH2O2 = qin/V (cH2O2,in − cH2O2)− (r1 + r2 + r3)

cCH3CHO = qin/V (cCH3CHO,in − cCH3CHO) + (r1 − r2)

cCH3COOH = qin/V (cCH3COOH,in − cCH3COOH) + r2

ccat = qin/V (ccat,in − ccat)− (r4 − r5)

Reaction rates ri , i = 1, . . . , 5 are266664k1e

−E1/(RT )ccat cH2O2

k2e−E2/(RT )ccat cH2O2 cCH3CHO

k3e−E3/(RT )ccat cH2O2

k4e−E4/(RT )ccat

√cCH3CHO

k5e−E5/(RT )(cF ,ges − ccat)

377775The energy balance is

V ρcpT = ρcp qin(Tin − T ) + (UA)cool(Tcool − T ) + VP3

i=1 ri (−∆hR)i

VcoolρcpTcool = ρcp qcool(Tcool,in − Tcool) + (UA)cool(T − Tcool)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 11/24

Page 31: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Organizing center location

Unfolding results near a pitchfork point �

290 300 310

300

320

340

360

Tcool,in [K]

T[K

]

Steady-state continuation

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

300 310 320

1

2

3

Tcool,in [K]

c H2O

2,d

os

[mol/

l]

Hysteresis point continuation

290 295 300−2

0

2×10−8

Tcool,in [K]

gxx

Test function gxx (gx = 0)

300 310 320

−2000

−1000

0

1000

Tcool,in [K]

gqcool

Test function gλ (gx , gxx = 0)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 12/24

Page 32: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Organizing center location

Unfolding results near a pitchfork point �

290 300 310

300

320

340

360

Tcool,in [K]

T[K

]

Steady-state continuation

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

300 310 320

1

2

3

Tcool,in [K]

c H2O

2,d

os

[mol/

l]

Hysteresis point continuation

290 295 300−2

0

2×10−8

Tcool,in [K]

gxx

Test function gxx (gx = 0)

300 310 320

−2000

−1000

0

1000

Tcool,in [K]

gqcool

Test function gλ (gx , gxx = 0)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 12/24

Page 33: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Organizing center location

Unfolding results near a pitchfork point �

290 300 310

300

320

340

360

Tcool,in [K]

T[K

]

Steady-state continuation

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

300 310 320

1

2

3

Tcool,in [K]

c H2O

2,d

os

[mol/

l]

Hysteresis point continuation

290 295 300−2

0

2×10−8

Tcool,in [K]

gxx

Test function gxx (gx = 0)

300 310 320

−2000

−1000

0

1000

Tcool,in [K]

gqcool

Test function gλ (gx , gxx = 0)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 12/24

Page 34: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Organizing center location

Unfolding results near a pitchfork point �

290 300 310

300

320

340

360

Tcool,in [K]

T[K

]

Steady-state continuation

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

300 310 320

1

2

3

Tcool,in [K]

c H2O

2,d

os

[mol/

l]

Hysteresis point continuation

290 295 300−2

0

2×10−8

Tcool,in [K]

gxx

Test function gxx (gx = 0)

300 310 320

−2000

−1000

0

1000

Tcool,in [K]

gqcool

Test function gλ (gx , gxx = 0)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 12/24

Page 35: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Organizing center location

Unfolding results near a pitchfork point �

290 300 310

300

320

340

360

Tcool,in [K]

T[K

]

Steady-state continuation

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

300 310 320

1

2

3

Tcool,in [K]

c H2O

2,d

os

[mol/

l]

Hysteresis point continuation

290 295 300−2

0

2×10−8

Tcool,in [K]

gxx

Test function gxx (gx = 0)

300 310 320

−2000

−1000

0

1000

Tcool,in [K]

gqcool

Test function gλ (gx , gxx = 0)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 12/24

Page 36: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Organizing center location

Unfolding results near a pitchfork point �

290 300 310

300

320

340

360

Tcool,in [K]

T[K

]

Steady-state continuation

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

300 310 320

1

2

3

Tcool,in [K]

c H2O

2,d

os

[mol/

l]

Hysteresis point continuation

290 295 300−2

0

2×10−8

Tcool,in [K]

gxx

Test function gxx (gx = 0)

300 310 320

−2000

−1000

0

1000

Tcool,in [K]

gqcool

Test function gλ (gx , gxx = 0)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 12/24

Page 37: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Organizing center location

Unfolding results near a pitchfork point �

290 300 310

300

320

340

360

Tcool,in [K]

T[K

]

Steady-state continuation

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

290 295 30030

40

50

60

Tcool,in [K]

qcool

[l/h]

Limit point continuation

300 310 320

1

2

3

Tcool,in [K]

c H2O

2,d

os

[mol/

l]

Hysteresis point continuation

290 295 300−2

0

2×10−8

Tcool,in [K]

gxx

Test function gxx (gx = 0)

300 310 320

−2000

−1000

0

1000

Tcool,in [K]

gqcool

Test function gλ (gx , gxx = 0)

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 12/24

Page 38: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Model: Continuous Stirred Tank Reactor

Unfolding results near a pitchfork point �

Pitchfork point neighborhood

0.58 0.6 0.62

310

315

320

cH2O2,dos [mol/l]

Tcool,in

[K]

Steady-state curveat the pitchfork point

1.8 1.9 2

312

314

316

qcool [l/h]T

[K]

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 13/24

Page 39: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Model: Continuous Stirred Tank Reactor

Unfolding results near a pitchfork point �

Pitchfork point neighborhood

0.58 0.6 0.62

310

315

320

cH2O2,dos [mol/l]

Tcool,in

[K]

I

II

III

IV

1 2 3

305

310

315

320

qcool [l/h]

T[K

]

Domain I

1 2 3

310

320

330

qcool [l/h]

T[K

]

Domain II

1 2 3

310

320

330

qcool [l/h]

T[K

]Domain III

1 2 3

310

320

330

qcool [l/h]

T[K

]

Domain IV

OvGU, IFAT Case Study I: Nonlinear analysis of CSTR 13/24

Page 40: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Outline

1 Introduction

2 Steady-state point analysisLimit points continuationHigher co-dimension singularitiesSimulation models in DianaParameter continuation

3 Case Study I: Nonlinear analysis of CSTR

4 Case Study II: Nonlinear analysis of MCFC

5 Periodic solutions continuationAnalysis of periodic solutionsRecursive Projection Method

6 Case Study III: Periodic solutions in MSMPR Crystallizer

7 Summary

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 14/24

Page 41: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Model: Molten Carbonate Fuel Cell

Model equations [Mangold et al., 2004]

H

LyLz

ΦAEΦA

ΦCE

ΦC

anode

electrolyte

cathode

Itot

∆Φtot Energy balance and the corresponding bound-ary conditions are

∂Θ

∂τ=∂2Θ

∂η2 +`B − φtot´ i − Bi1Θ,

∂Θ

∂η

˛0,τ

= Bi2Θ(0, τ),∂Θ

∂η

˛1,τ

= −Bi2Θ(1, τ)

A correlation for i due to the Butler-Volmer reaction kinetics is

i = ψA exp

„γA Θ

1 + Θ

«(exp

−(1− βA)γeq φA

1 + Θ

!− KA

eq exp

βAγeq φA

1 + Θ

!)Ohm’s law for the electrolyte is

i = ψE exp

„γE Θ

1 + Θ

«“φA + φC − φtot

”, Itot =

1Z0

i dη

The simulation model is discretized with an equidistant grid and with 100 grid pointsand has 201 variables

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 15/24

Page 42: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

••

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 43: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

••

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 44: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 45: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 46: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 47: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

codim-1 singularities

0 1 2 3 4 5×1050

10

20

30

40

Itot

Θ0

Steady-state point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 48: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 49: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

z5 ± λ z4 ± zλ z3 ± λ2 z2 ± λ4

z4 ± λ z3 ± xλ z2 ± λ3

z3 ± λ z2 ± λ2

z2 ± λ

equilibrium

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 50: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Results of the MCFC analysis

Unfolding results near a winged cusp point

1 1.5 2 2.5 310

12

14

16

Bi2

γA

Pitchfork continuation

10 10.5 11 11.5 12 12.5

0.95

1

1.05

γA

γE

codim-1 singularities

0 1 2 3 4×1040

1

2

Itot

Θ0

Steady-state point continuation

0 0.25 0.5 0.75 10

5

10

15

η

Θ(η

)

Spatial profile, Itot = 37000

OvGU, IFAT Case Study II: Nonlinear analysis of MCFC 16/24

Page 51: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Outline

1 Introduction

2 Steady-state point analysisLimit points continuationHigher co-dimension singularitiesSimulation models in DianaParameter continuation

3 Case Study I: Nonlinear analysis of CSTR

4 Case Study II: Nonlinear analysis of MCFC

5 Periodic solutions continuationAnalysis of periodic solutionsRecursive Projection Method

6 Case Study III: Periodic solutions in MSMPR Crystallizer

7 Summary

OvGU, IFAT Periodic solutions continuation 17/24

Page 52: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Task statement

Fixed point problem formulation

Find a fixed point {x∗ ∈ Rn, γ∗ ∈ Rm} of a mapping F with a constraint G

x (i+1) = F (x (i), γ), F : Rn × Rm → Rn ∈ C∞, n � 1,0 = G(x , γ), G : Rn × Rm → Rm ∈ C∞,

such that x∗ = F (x∗, γ∗) and G(x∗, γ∗) = 0.

Calculation of periodic solutions

For an IVP with ϕ(t, x0, λ), such that f (ϕ, ϕ, λ) ≡ 0

F (x , γ) := ϕ(x ,T , λ) — Poincare map,

G(x , γ) :=

s(x ,T , λ)n(x ,T , λ)

ffx (0) = x0 ∈ Rn

γ = {T , λ} ∈ R2

with the pseudo-arclength parameterisation n(x , γ) := 〈x − x , xt〉+ 〈γ − γ, γt〉 − σ

and the phase condition s(x ,T , λ) :=

Z T

0

〈ϕ(t, x , λ), ˙ϕ(t)〉 dtt

ϕϕ

OvGU, IFAT Periodic solutions continuation/ Analysis of periodic solutions 18/24

Page 53: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Task statement

Fixed point problem formulation

Find a fixed point {x∗ ∈ Rn, γ∗ ∈ Rm} of a mapping F with a constraint G

x (i+1) = F (x (i), γ), F : Rn × Rm → Rn ∈ C∞, n � 1,0 = G(x , γ), G : Rn × Rm → Rm ∈ C∞,

such that x∗ = F (x∗, γ∗) and G(x∗, γ∗) = 0.

Calculation of periodic solutions

For an IVP with ϕ(t, x0, λ), such that f (ϕ, ϕ, λ) ≡ 0

F (x , γ) := ϕ(x ,T , λ) — Poincare map,

G(x , γ) :=

s(x ,T , λ)n(x ,T , λ)

ffx (0) = x0 ∈ Rn

γ = {T , λ} ∈ R2

with the pseudo-arclength parameterisation n(x , γ) := 〈x − x , xt〉+ 〈γ − γ, γt〉 − σ

and the phase condition s(x ,T , λ) :=

Z T

0

〈ϕ(t, x , λ), ˙ϕ(t)〉 dtt

ϕϕ

OvGU, IFAT Periodic solutions continuation/ Analysis of periodic solutions 18/24

Page 54: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Idea of the method2

The stabilization procedure

Let M := F ∗x have eigenvalues {µk}n1 that for some δ > 0 are ordered as

|µ1| > · · · > |µnp | > 1− δ > |µnp+1| > · · · > |µn| and np � n

Then possible to define the maximal invariant subspace U of M belonging to {µk}np

1

with projectors P and Q := I − P that induce an orthogonal direct sum decompo-sition

Rn = U ⊕ U⊥ = PRn ⊕ QRn

A subspace decomposition of the original system leads to264 V Tq F

(i)x Vq − Iq 0 0

0 V Tp F

(i)x Vp − Ip V T

p F(i)γ

0 G(i)x Vp G

(i)γ

37524∆q(i)

∆p(i)

∆γ(i)

35 = −

264 V Tq (r (i) + F

(i)γ ∆γ(i))

V Tp (r (i) + F

(i)x Vq∆q(i))

G (i) + G(i)x Vq∆q(i)

375The resulting system has properties:

eigenvalues of the restricted to U⊥ matrix are |λ(V Tq F

(i)x Vq)| 6 1− δ

relatively small size of the bottom right part (np + m)× (np + m)

2G. M. Shroff and H. B. Keller. SIAM JNA, 30(4):1099–1120, Aug. 1993.

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 19/24

Page 55: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Idea of the method2

The stabilization procedure

Let M := F ∗x have eigenvalues {µk}n1 that for some δ > 0 are ordered as

|µ1| > · · · > |µnp | > 1− δ > |µnp+1| > · · · > |µn| and np � n

Then possible to define the maximal invariant subspace U of M belonging to {µk}np

1

with projectors P and Q := I − P that induce an orthogonal direct sum decompo-sition

Rn = U ⊕ U⊥ = PRn ⊕ QRn

A subspace decomposition of the original system leads to264 V Tq F

(i)x Vq − Iq 0 0

0 V Tp F

(i)x Vp − Ip V T

p F(i)γ

0 G(i)x Vp G

(i)γ

37524∆q(i)

∆p(i)

∆γ(i)

35 = −

264 V Tq (r (i) + F

(i)γ ∆γ(i))

V Tp (r (i) + F

(i)x Vq∆q(i))

G (i) + G(i)x Vq∆q(i)

375The resulting system has properties:

eigenvalues of the restricted to U⊥ matrix are |λ(V Tq F

(i)x Vq)| 6 1− δ

relatively small size of the bottom right part (np + m)× (np + m)

2G. M. Shroff and H. B. Keller. SIAM JNA, 30(4):1099–1120, Aug. 1993.

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 19/24

Page 56: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Idea of the method2

The stabilization procedure

Let M := F ∗x have eigenvalues {µk}n1 that for some δ > 0 are ordered as

|µ1| > · · · > |µnp | > 1− δ > |µnp+1| > · · · > |µn| and np � n

Then possible to define the maximal invariant subspace U of M belonging to {µk}np

1

with projectors P and Q := I − P that induce an orthogonal direct sum decompo-sition

Rn = U ⊕ U⊥ = PRn ⊕ QRn

A subspace decomposition of the original system leads to264 V Tq F

(i)x Vq − Iq 0 0

0 V Tp F

(i)x Vp − Ip V T

p F(i)γ

0 G(i)x Vp G

(i)γ

37524∆q(i)

∆p(i)

∆γ(i)

35 = −

264 V Tq (r (i) + F

(i)γ ∆γ(i))

V Tp (r (i) + F

(i)x Vq∆q(i))

G (i) + G(i)x Vq∆q(i)

375

The resulting system has properties:

eigenvalues of the restricted to U⊥ matrix are |λ(V Tq F

(i)x Vq)| 6 1− δ

relatively small size of the bottom right part (np + m)× (np + m)

2G. M. Shroff and H. B. Keller. SIAM JNA, 30(4):1099–1120, Aug. 1993.

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 19/24

Page 57: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Idea of the method2

The stabilization procedure

Let M := F ∗x have eigenvalues {µk}n1 that for some δ > 0 are ordered as

|µ1| > · · · > |µnp | > 1− δ > |µnp+1| > · · · > |µn| and np � n

Then possible to define the maximal invariant subspace U of M belonging to {µk}np

1

with projectors P and Q := I − P that induce an orthogonal direct sum decompo-sition

Rn = U ⊕ U⊥ = PRn ⊕ QRn

A subspace decomposition of the original system leads to264 V Tq F

(i)x Vq − Iq 0 0

0 V Tp F

(i)x Vp − Ip V T

p F(i)γ

0 G(i)x Vp G

(i)γ

37524∆q(i)

∆p(i)

∆γ(i)

35 = −

264 V Tq (r (i) + F

(i)γ ∆γ(i))

V Tp (r (i) + F

(i)x Vq∆q(i))

G (i) + G(i)x Vq∆q(i)

375The resulting system has properties:

eigenvalues of the restricted to U⊥ matrix are |λ(V Tq F

(i)x Vq)| 6 1− δ

relatively small size of the bottom right part (np + m)× (np + m)

2G. M. Shroff and H. B. Keller. SIAM JNA, 30(4):1099–1120, Aug. 1993.

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 19/24

Page 58: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Algorithm

Start

P subspacecalculation

Q part solution

P part solution

Convergence?

End

no

yes

Initial data

The input values are:

starting values x (0) and γ(0)

basis for the P part V(0)p = [v1, . . . , vnp+npe ]

Power subspace iteration approximates dominantnp + npe eigenvalues of F

(i)x (Arnoldi iteration)

Find ∆q with an iterative method (Picard, Jacobi,Gauss-Seidel iteration, GMRES)

Solve with a direct method one Newton step for ∆pand ∆γ

Results of the RPM algorithm:

the values x∗ and γ∗

np dominant eigenvalues µ and correspondingeigenvectors Vp of the mapping derivative F ∗x

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 20/24

Page 59: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Algorithm

Start

P subspacecalculation

Q part solution

P part solution

Convergence?

End

no

yes

P subspace calculation

The input values are:

starting values x (0) and γ(0)

basis for the P part V(0)p = [v1, . . . , vnp+npe ]

Power subspace iteration approximates dominantnp + npe eigenvalues of F

(i)x (Arnoldi iteration)

Find ∆q with an iterative method (Picard, Jacobi,Gauss-Seidel iteration, GMRES)

Solve with a direct method one Newton step for ∆pand ∆γ

Results of the RPM algorithm:

the values x∗ and γ∗

np dominant eigenvalues µ and correspondingeigenvectors Vp of the mapping derivative F ∗x

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 20/24

Page 60: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Algorithm

Start

P subspacecalculation

Q part solution

P part solution

Convergence?

End

no

yes

Q part solution (Picard iteration, ith step)

The input values are:

starting values x (0) and γ(0)

basis for the P part V(0)p = [v1, . . . , vnp+npe ]

Power subspace iteration approximates dominantnp + npe eigenvalues of F

(i)x (Arnoldi iteration)

Find ∆q with an iterative method (Picard, Jacobi,Gauss-Seidel iteration, GMRES)

Solve with a direct method one Newton step for ∆pand ∆γ

Results of the RPM algorithm:

the values x∗ and γ∗

np dominant eigenvalues µ and correspondingeigenvectors Vp of the mapping derivative F ∗x

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 20/24

Page 61: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Algorithm

Start

P subspacecalculation

Q part solution

P part solution

Convergence?

End

no

yes

P part solution (Newton iteration, ith step)

The input values are:

starting values x (0) and γ(0)

basis for the P part V(0)p = [v1, . . . , vnp+npe ]

Power subspace iteration approximates dominantnp + npe eigenvalues of F

(i)x (Arnoldi iteration)

Find ∆q with an iterative method (Picard, Jacobi,Gauss-Seidel iteration, GMRES)

Solve with a direct method one Newton step for ∆pand ∆γ

Results of the RPM algorithm:

the values x∗ and γ∗

np dominant eigenvalues µ and correspondingeigenvectors Vp of the mapping derivative F ∗x

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 20/24

Page 62: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

RPM: Algorithm

Start

P subspacecalculation

Q part solution

P part solution

Convergence?

End

no

yes

Convergence check and results

The input values are:

starting values x (0) and γ(0)

basis for the P part V(0)p = [v1, . . . , vnp+npe ]

Power subspace iteration approximates dominantnp + npe eigenvalues of F

(i)x (Arnoldi iteration)

Find ∆q with an iterative method (Picard, Jacobi,Gauss-Seidel iteration, GMRES)

Solve with a direct method one Newton step for ∆pand ∆γ

Results of the RPM algorithm:

the values x∗ and γ∗

np dominant eigenvalues µ and correspondingeigenvectors Vp of the mapping derivative F ∗x

OvGU, IFAT Periodic solutions continuation/ Recursive Projection Method 20/24

Page 63: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Outline

1 Introduction

2 Steady-state point analysisLimit points continuationHigher co-dimension singularitiesSimulation models in DianaParameter continuation

3 Case Study I: Nonlinear analysis of CSTR

4 Case Study II: Nonlinear analysis of MCFC

5 Periodic solutions continuationAnalysis of periodic solutionsRecursive Projection Method

6 Case Study III: Periodic solutions in MSMPR Crystallizer

7 Summary

OvGU, IFAT Case Study III: Periodic solutions in MSMPR Crystallizer 21/24

Page 64: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Model: MSMPR Crystallizer

Model equations [Pathath and Kienle, 2002]

Feed

q, cin

qq , c, F

q, c, Fhp

Productclassification

qf , c, Fhf

Finesdissolver

The population balance equation is

∂F

∂t= −∂(GF )

∂L− q

V(hf (L) + hp(L))F

with the boundary condition

F (0, t) =B(c, t)

G(c, t)=

kb(c(t)− csat)b

kg (c(t)− csat)g.

The recycle ratio of the fines dissolution andthe classified product removal are

hf = R1(1− h(L− Lf )), hp = 1 + R2h(L− Lp)The mass balance of solute is

MAdc

dt= (ρ−MAc)

„q

V+

1

ε

dt

«+

qMAcin

V ε− qρ

V ε

„1 + kv

Z ∞

0

(hp − 1)FL3 dL

«,

where ε is the void fraction which is given by ε = 1− kv

Z ∞

0

FL3 dL

OvGU, IFAT Case Study III: Periodic solutions in MSMPR Crystallizer 22/24

Page 65: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Continuation results

Results of analysis (R2 = 0)

Hopf point continuation

5 10 15 20

0

50

100

b [-]

R1 III

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 0

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 75

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 94

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 98

OvGU, IFAT Case Study III: Periodic solutions in MSMPR Crystallizer 23/24

Page 66: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Continuation results

Results of analysis (R2 = 0)

Hopf point continuation

5 10 15 20

0

50

100

b [-]

R1

III

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 0

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 75

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 94

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 98

OvGU, IFAT Case Study III: Periodic solutions in MSMPR Crystallizer 23/24

Page 67: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Continuation results

Results of analysis (R2 = 0)

Hopf point continuation

5 10 15 20

0

50

100

b [-]

R1

III

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 0

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 75

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 94

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 98

OvGU, IFAT Case Study III: Periodic solutions in MSMPR Crystallizer 23/24

Page 68: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Continuation results

Results of analysis (R2 = 0)

Hopf point continuation

5 10 15 20

0

50

100

b [-]

R1

III

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 0

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 75

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]R1 = 94

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 98

OvGU, IFAT Case Study III: Periodic solutions in MSMPR Crystallizer 23/24

Page 69: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Continuation results

Results of analysis (R2 = 0)

Hopf point continuation

5 10 15 20

0

50

100

b [-]

R1

III

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 0

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 75

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]R1 = 94

5 10 15 204.1

4.2

4.3

4.4

b [-]

c[m

ol/

l]

R1 = 98

OvGU, IFAT Case Study III: Periodic solutions in MSMPR Crystallizer 23/24

Page 70: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

Summary

Simulation system Diana

Lisp-module for the modeling tool ProMoT has been developed (transformationand symbolic differentiation of ProMoT models, C++ code generator)

C++ and Python interaction with CAPE-OPEN interfaces

solver classes for linear and nonlinear problems have been implemented

Numerical nonlinear analysis

implementation of continuation methods for steady-state, limit and Hopf points

generation of adjoint systems and reduced test functions for singular points

periodic solution continuation with simple bifurcations detection

recursive projection method has been applied to speed-up computation

OvGU, IFAT Summary 24/24

Page 71: Numerical nonlinear analysis in DIANApromottrac.mpi-magdeburg.mpg.de/.../wiki/Diana/presentation_nonlin… · Diana — Dynamic simulation and nonlinear analysis tool developed at

O

O

TTV

ON

GU

ERICKE UNIVERSITÄ

TM

AG

DE

BURG

References

Golubitsky, M. and Schaeffer, D. G. (1985).Singularities and groups in bifurcation theory. Vol. I, volume 1 of Applied Math-ematical Sciences.Springer-Verlag, New York.

Mangold, M., Krasnyk, M., and Sundmacher, K. (2004).Nonlinear analysis of current instabilities in high temperature fuel cells.Chemical Engineering Science, 59(22-23):4869–4877.

Pathath, P. K. and Kienle, A. (2002).A numerical bifurcation analysis of nonlinear oscillations in crystallization pro-cesses.Chemical Engineering Science, 57(10):4391–4399.

Zeyer, K. P., Mangold, M., Obertopp, T., and Gilles, E. D. (1999).The iron(III)-catalyzed oxidation of ethanol by hydrogen peroxide: a thermoki-netic oscillator.Journal of Physical Chemistry, 103A(28):5515–5522.

OvGU, IFAT 1/1


Recommended